# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-022289
**Filing Date:** 2026-3
**Character Count:** 4229548
**Document Hash:** f6cc82a39ac46e2078138288d61ab54a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022289.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022289

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26730170

**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):** 2026-02-28

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 28 days

- **WAL:** 55 days

- **Total Value of Portfolio Securities:** $385860258363.54

- **Amortized Cost of Portfolio Securities:** $385844519843.66

- **Cash:** $6737000000.85

- **Total Other Assets:** $977371850.74

- **Total Liabilities:** $1504975267.65

- **Net Assets of Series:** $392053916427.60

- **Number of Shares Outstanding (Series):** 392050925829.5300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $168956217450.67          | $216426389336.05           | 42.8900%                  | 54.9400%                   |
| 2026-02-03 | $172332663159.82          | $216583397166.31           | 43.7200%                  | 54.9500%                   |
| 2026-02-04 | $164018653406.81          | $217552008131.17           | 41.5500%                  | 55.1100%                   |
| 2026-02-05 | $169505601823.21          | $215451975023.09           | 43.1600%                  | 54.8600%                   |
| 2026-02-06 | $166351193186.06          | $216497425969.82           | 42.2700%                  | 55.0200%                   |
| 2026-02-09 | $172666895108.37          | $217893694185.23           | 43.7500%                  | 55.2100%                   |
| 2026-02-10 | $175623211455.42          | $216225266663.34           | 44.7100%                  | 55.0500%                   |
| 2026-02-11 | $169286386348.04          | $216431161711.07           | 43.0400%                  | 55.0300%                   |
| 2026-02-12 | $177863790040.26          | $216542727419.01           | 45.2000%                  | 55.0200%                   |
| 2026-02-13 | $174587964215.09          | $216792757765.25           | 44.3300%                  | 55.0500%                   |
| 2026-02-17 | $175903653741.65          | $216884268290.59           | 44.6100%                  | 55.0100%                   |
| 2026-02-18 | $168216056510.82          | $216925728894.09           | 42.6700%                  | 55.0200%                   |
| 2026-02-19 | $171021138025.39          | $216184064372.60           | 43.5100%                  | 55.0000%                   |
| 2026-02-20 | $159913193696.93          | $216992056172.66           | 40.6000%                  | 55.0900%                   |
| 2026-02-23 | $170560486601.09          | $218419640384.80           | 43.0600%                  | 55.1400%                   |
| 2026-02-24 | $170731952520.76          | $216791944443.50           | 43.3700%                  | 55.0800%                   |
| 2026-02-25 | $164011232586.56          | $216325476820.67           | 41.7300%                  | 55.0500%                   |
| 2026-02-26 | $167385016482.62          | $216433703979.44           | 42.5800%                  | 55.0500%                   |
| 2026-02-27 | $160521599918.74          | $216625162501.01           | 40.7900%                  | 55.0400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.8600%             |
| 2026-02-03 | 3.8600%             |
| 2026-02-04 | 3.8600%             |
| 2026-02-05 | 3.8600%             |
| 2026-02-06 | 3.8500%             |
| 2026-02-09 | 3.8400%             |
| 2026-02-10 | 3.8300%             |
| 2026-02-11 | 3.8300%             |
| 2026-02-12 | 3.8300%             |
| 2026-02-13 | 3.8300%             |
| 2026-02-17 | 3.8400%             |
| 2026-02-18 | 3.8400%             |
| 2026-02-19 | 3.8500%             |
| 2026-02-20 | 3.8500%             |
| 2026-02-23 | 3.8500%             |
| 2026-02-24 | 3.8500%             |
| 2026-02-25 | 3.8500%             |
| 2026-02-26 | 3.8500%             |
| 2026-02-27 | 3.8500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $248102260344.45

- **Number of Shares Outstanding:** 248100495802.1600

- **Expense Reimbursement/Waiver:** 1026787.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1675003394.41            | $1104254865.63          |
| 2026-02-03 | $1351268709.17            | $1526206557.91          |
| 2026-02-04 | $1121786852.06            | $1249771949.98          |
| 2026-02-05 | $1089913029.20            | $1175900440.25          |
| 2026-02-06 | $1366947750.15            | $1255529084.60          |
| 2026-02-09 | $1231713051.69            | $1304409353.03          |
| 2026-02-10 | $1141345661.70            | $1212225324.07          |
| 2026-02-11 | $993337762.53             | $928450670.13           |
| 2026-02-12 | $856176039.87             | $1013973542.94          |
| 2026-02-13 | $968106976.62             | $1093913670.06          |
| 2026-02-17 | $1038667117.56            | $884402117.23           |
| 2026-02-18 | $1162882241.80            | $1541563685.68          |
| 2026-02-19 | $1077233946.78            | $962144439.00           |
| 2026-02-20 | $920756370.96             | $901044921.82           |
| 2026-02-23 | $1010261097.11            | $1000159979.48          |
| 2026-02-24 | $989766346.27             | $1353083462.54          |
| 2026-02-25 | $952793577.42             | $940822923.43           |
| 2026-02-26 | $855678017.19             | $991131784.18           |
| 2026-02-27 | $956537599.46             | $937180886.17           |

**Total Gross Subscriptions (Month):** $20760175541.95

**Total Gross Redemptions (Month):** $21376169658.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5200%           |
| 2026-02-05 | 3.5200%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.5000%           |
| 2026-02-10 | 3.5000%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5000%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5100%           |
| 2026-02-23 | 3.5100%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $143951656083.15

- **Number of Shares Outstanding:** 143950430027.3700

- **Expense Reimbursement/Waiver:** 593209.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1255780679.86            | $693057922.11           |
| 2026-02-03 | $1039849624.89            | $891766137.38           |
| 2026-02-04 | $707085440.78             | $1131733486.08          |
| 2026-02-05 | $704192956.09             | $704391404.90           |
| 2026-02-06 | $793523965.93             | $760347726.61           |
| 2026-02-09 | $860699739.19             | $654540871.38           |
| 2026-02-10 | $658348015.51             | $763658186.63           |
| 2026-02-11 | $697300843.91             | $531355671.02           |
| 2026-02-12 | $555191047.54             | $622228607.90           |
| 2026-02-13 | $620674271.03             | $668412963.69           |
| 2026-02-17 | $728586963.10             | $479305690.01           |
| 2026-02-18 | $730260518.75             | $825869602.26           |
| 2026-02-19 | $617578078.89             | $546495526.09           |
| 2026-02-20 | $681284074.67             | $598759955.81           |
| 2026-02-23 | $835832553.44             | $527683452.05           |
| 2026-02-24 | $592181400.29             | $847640383.47           |
| 2026-02-25 | $583201831.25             | $722342986.46           |
| 2026-02-26 | $818145470.90             | $604903150.06           |
| 2026-02-27 | $600632244.12             | $602991609.17           |

**Total Gross Subscriptions (Month):** $14080349720.14

**Total Gross Redemptions (Month):** $13177485333.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6700%           |
| 2026-02-03 | 3.6700%           |
| 2026-02-04 | 3.6700%           |
| 2026-02-05 | 3.6700%           |
| 2026-02-06 | 3.6600%           |
| 2026-02-09 | 3.6500%           |
| 2026-02-10 | 3.6500%           |
| 2026-02-11 | 3.6400%           |
| 2026-02-12 | 3.6400%           |
| 2026-02-13 | 3.6400%           |
| 2026-02-17 | 3.6500%           |
| 2026-02-18 | 3.6500%           |
| 2026-02-19 | 3.6600%           |
| 2026-02-20 | 3.6600%           |
| 2026-02-23 | 3.6600%           |
| 2026-02-24 | 3.6600%           |
| 2026-02-25 | 3.6600%           |
| 2026-02-26 | 3.6600%           |
| 2026-02-27 | 3.6600%           |

**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: 03664BC61, C.4 - ISIN: US03664BC616, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $199955387.73
- **C.18.a - Value (excl. sponsor support):** $199955387.73
- **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? 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: 03664BCA2, C.4 - ISIN: US03664BCA26, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49643570.62
- **C.18.a - Value (excl. sponsor support):** $49643570.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 3: 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):** $99782360.00
- **C.18.a - Value (excl. sponsor support):** $99782360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **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 4: 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):** $50673314.96
- **C.18.a - Value (excl. sponsor support):** $50673314.96
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 03664BE51, C.4 - ISIN: US03664BE513, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $56895828.72
- **C.18.a - Value (excl. sponsor support):** $56895828.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BED4, C.4 - ISIN: US03664BED47, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $56549939.40
- **C.18.a - Value (excl. sponsor support):** $56549939.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.900000%
- **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):** $200020664.00
- **C.18.a - Value (excl. sponsor support):** $200020664.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.900000%
- **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):** $119012592.58
- **C.18.a - Value (excl. sponsor support):** $119012592.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.910000%
- **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):** $100016304.00
- **C.18.a - Value (excl. sponsor support):** $100016304.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: 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: 04821PGW7, C.4 - ISIN: US04821PGW77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100009915.00
- **C.18.a - Value (excl. sponsor support):** $100009915.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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):** $199938620.00
- **C.18.a - Value (excl. sponsor support):** $199938620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 13: 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):** $424094027.50
- **C.18.a - Value (excl. sponsor support):** $424094027.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 14: 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):** $779328199.80
- **C.18.a - Value (excl. sponsor support):** $779328199.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 15: 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):** $496630350.00
- **C.18.a - Value (excl. sponsor support):** $496630350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 16: 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):** $595894020.00
- **C.18.a - Value (excl. sponsor support):** $595894020.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 17: 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):** $538524640.00
- **C.18.a - Value (excl. sponsor support):** $538524640.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 18: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CH38, C.4 - ISIN: US05571CH386, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $983907500.00
- **C.18.a - Value (excl. sponsor support):** $983907500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 19: 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):** $338041236.00
- **C.18.a - Value (excl. sponsor support):** $338041236.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 20: 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):** $344042896.80
- **C.18.a - Value (excl. sponsor support):** $344042896.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 21: 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):** $200090220.00
- **C.18.a - Value (excl. sponsor support):** $200090220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **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 22: 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):** $500044800.00
- **C.18.a - Value (excl. sponsor support):** $500044800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **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 23: 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):** $100007360.00
- **C.18.a - Value (excl. sponsor support):** $100007360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 24: 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):** $300014490.00
- **C.18.a - Value (excl. sponsor support):** $300014490.00
- **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 25: 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):** $150010500.00
- **C.18.a - Value (excl. sponsor support):** $150010500.00
- **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 26: 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):** $150008415.00
- **C.18.a - Value (excl. sponsor support):** $150008415.00
- **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 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600367182.00
- **C.18.a - Value (excl. sponsor support):** $600367182.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: 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):** $515644682.15
- **C.18.a - Value (excl. sponsor support):** $515644682.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 29: 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):** $500715220.00
- **C.18.a - Value (excl. sponsor support):** $500715220.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **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):** $1000003790.00
- **C.18.a - Value (excl. sponsor support):** $1000003790.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **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):** $1001287220.00
- **C.18.a - Value (excl. sponsor support):** $1001287220.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.960000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPJ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300059259.00
- **C.18.a - Value (excl. sponsor support):** $300059259.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 33: 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):** $250145200.00
- **C.18.a - Value (excl. sponsor support):** $250145200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 34: 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):** $111025374.60
- **C.18.a - Value (excl. sponsor support):** $111025374.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 35: 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):** $400174280.00
- **C.18.a - Value (excl. sponsor support):** $400174280.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 36: 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):** $499931750.00
- **C.18.a - Value (excl. sponsor support):** $499931750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.940000%
- **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):** $500026750.00
- **C.18.a - Value (excl. sponsor support):** $500026750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.100000%
- **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):** $500210855.00
- **C.18.a - Value (excl. sponsor support):** $500210855.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.940000%
- **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):** $335127735.50
- **C.18.a - Value (excl. sponsor support):** $335127735.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.970000%
- **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):** $350168700.00
- **C.18.a - Value (excl. sponsor support):** $350168700.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.940000%
- **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):** $399225952.50
- **C.18.a - Value (excl. sponsor support):** $399225952.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.920000%
- **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):** $299994240.00
- **C.18.a - Value (excl. sponsor support):** $299994240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: 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):** $670247662.50
- **C.18.a - Value (excl. sponsor support):** $670247662.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 44: 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):** $743640450.00
- **C.18.a - Value (excl. sponsor support):** $743640450.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 45: 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):** $197726660.00
- **C.18.a - Value (excl. sponsor support):** $197726660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 46: 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):** $492830550.00
- **C.18.a - Value (excl. sponsor support):** $492830550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 47: 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):** $492576000.00
- **C.18.a - Value (excl. sponsor support):** $492576000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 48: 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):** $196134400.00
- **C.18.a - Value (excl. sponsor support):** $196134400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 49: 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):** $489127100.00
- **C.18.a - Value (excl. sponsor support):** $489127100.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 50: 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):** $146574255.00
- **C.18.a - Value (excl. sponsor support):** $146574255.00
- **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 51: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600221652.00
- **C.18.a - Value (excl. sponsor support):** $600221652.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500101975.00
- **C.18.a - Value (excl. sponsor support):** $500101975.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.980000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500202010.00
- **C.18.a - Value (excl. sponsor support):** $500202010.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: 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):** $473119758.87
- **C.18.a - Value (excl. sponsor support):** $473119758.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 55: 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):** $54009945.72
- **C.18.a - Value (excl. sponsor support):** $54009945.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 56: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.950000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385104173.30
- **C.18.a - Value (excl. sponsor support):** $385104173.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: 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):** $500060835.00
- **C.18.a - Value (excl. sponsor support):** $500060835.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 58: 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):** $200100372.00
- **C.18.a - Value (excl. sponsor support):** $200100372.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDX7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100056437.00
- **C.18.a - Value (excl. sponsor support):** $100056437.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDY5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $180106905.60
- **C.18.a - Value (excl. sponsor support):** $180106905.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.960000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RE32, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200027336.00
- **C.18.a - Value (excl. sponsor support):** $200027336.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REF5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500233745.00
- **C.18.a - Value (excl. sponsor support):** $500233745.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 63: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.910000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REM0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $558000000.00
- **C.18.a - Value (excl. sponsor support):** $558000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.970000%
- **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):** $250058802.50
- **C.18.a - Value (excl. sponsor support):** $250058802.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **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 65: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.930000%
- **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):** $200004716.00
- **C.18.a - Value (excl. sponsor support):** $200004716.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3V7, C.4 - ISIN: US06367L3V70, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250012035.00
- **C.18.a - Value (excl. sponsor support):** $250012035.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 67: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4V3, C.4 - ISIN: US06370B4V33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249059410.49
- **C.18.a - Value (excl. sponsor support):** $249059410.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.970000%
- **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):** $196466330.17
- **C.18.a - Value (excl. sponsor support):** $196466330.17
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.970000%
- **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):** $100027600.00
- **C.18.a - Value (excl. sponsor support):** $100027600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5X8, C.4 - ISIN: US06370B5X89, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200019278.00
- **C.18.a - Value (excl. sponsor support):** $200019278.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 71: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6F6, C.4 - ISIN: US06370B6F64, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250012035.00
- **C.18.a - Value (excl. sponsor support):** $250012035.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.950000%
- **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):** $700111580.00
- **C.18.a - Value (excl. sponsor support):** $700111580.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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) 3.940000%
- **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):** $199069152.50
- **C.18.a - Value (excl. sponsor support):** $199069152.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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) 3.980000%
- **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):** $748389782.80
- **C.18.a - Value (excl. sponsor support):** $748389782.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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) 3.940000%
- **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):** $299608653.31
- **C.18.a - Value (excl. sponsor support):** $299608653.31
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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) 3.920000%
- **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):** $950033915.00
- **C.18.a - Value (excl. sponsor support):** $950033915.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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: 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: 06418NMZ2, C.4 - ISIN: US06418NMZ23, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $149991675.00
- **C.18.a - Value (excl. sponsor support):** $149991675.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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: 06418NNB4, C.4 - ISIN: US06418NNB46, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $999945200.00
- **C.18.a - Value (excl. sponsor support):** $999945200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $134645287.50
- **C.18.a - Value (excl. sponsor support):** $134645287.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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):** $99715180.00
- **C.18.a - Value (excl. sponsor support):** $99715180.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **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):** $87450994.40
- **C.18.a - Value (excl. sponsor support):** $87450994.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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):** $51670127.60
- **C.18.a - Value (excl. sponsor support):** $51670127.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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):** $97059851.04
- **C.18.a - Value (excl. sponsor support):** $97059851.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $197129820.00
- **C.18.a - Value (excl. sponsor support):** $197129820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $196941760.00
- **C.18.a - Value (excl. sponsor support):** $196941760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $196920880.00
- **C.18.a - Value (excl. sponsor support):** $196920880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $154533687.00
- **C.18.a - Value (excl. sponsor support):** $154533687.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $196837340.00
- **C.18.a - Value (excl. sponsor support):** $196837340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EH78, C.4 - ISIN: US06741EH786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97331176.80
- **C.18.a - Value (excl. sponsor support):** $97331176.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHD5, C.4 - ISIN: US06741EHD58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147377595.00
- **C.18.a - Value (excl. sponsor support):** $147377595.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 91: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHL7, C.4 - ISIN: US06741EHL74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127632349.00
- **C.18.a - Value (excl. sponsor support):** $127632349.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 92: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.950000%
- **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):** $229068654.20
- **C.18.a - Value (excl. sponsor support):** $229068654.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 93: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.960000%
- **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):** $296098627.20
- **C.18.a - Value (excl. sponsor support):** $296098627.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 94: 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: 06744RC48, C.4 - ISIN: US06744RC486, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $684652225.50
- **C.18.a - Value (excl. sponsor support):** $684652225.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: 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):** $950121885.00
- **C.18.a - Value (excl. sponsor support):** $950121885.00
- **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 96: 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):** $1750287175.00
- **C.18.a - Value (excl. sponsor support):** $1750287175.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 97: 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):** $752618819.75
- **C.18.a - Value (excl. sponsor support):** $752618819.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 98: 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):** $199491177.42
- **C.18.a - Value (excl. sponsor support):** $199491177.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 99: 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: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200046580.00
- **C.18.a - Value (excl. sponsor support):** $200046580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 100: 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):** $559198109.60
- **C.18.a - Value (excl. sponsor support):** $559198109.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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? No, 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) 3.940000%
- **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):** $467129359.00
- **C.18.a - Value (excl. sponsor support):** $467129359.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 102: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.950000%
- **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):** $693206375.40
- **C.18.a - Value (excl. sponsor support):** $693206375.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 103: 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):** $400170480.00
- **C.18.a - Value (excl. sponsor support):** $400170480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 104: 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):** $767378437.80
- **C.18.a - Value (excl. sponsor support):** $767378437.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 105: 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):** $500053800.00
- **C.18.a - Value (excl. sponsor support):** $500053800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 106: 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):** $490053312.00
- **C.18.a - Value (excl. sponsor support):** $490053312.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 107: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MC38, C.4 - ISIN: US06945MC381, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49979535.00
- **C.18.a - Value (excl. sponsor support):** $49979535.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 06945MC46, C.4 - ISIN: US06945MC464, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49974410.00
- **C.18.a - Value (excl. sponsor support):** $49974410.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 06945MC53, C.4 - ISIN: US06945MC530, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49969285.00
- **C.18.a - Value (excl. sponsor support):** $49969285.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, 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: 06945MC61, C.4 - ISIN: US06945MC613, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $199856620.00
- **C.18.a - Value (excl. sponsor support):** $199856620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 111: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MCT1, C.4 - ISIN: US06945MCT18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149567400.00
- **C.18.a - Value (excl. sponsor support):** $149567400.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **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 112: 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):** $99213400.00
- **C.18.a - Value (excl. sponsor support):** $99213400.00
- **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 113: 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.4 - ISIN: US06945MEF95, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99202840.00
- **C.18.a - Value (excl. sponsor support):** $99202840.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **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 114: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEN2, C.4 - ISIN: US06945MEN20, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148693095.00
- **C.18.a - Value (excl. sponsor support):** $148693095.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEV4, C.4 - ISIN: US06945MEV46, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148582260.00
- **C.18.a - Value (excl. sponsor support):** $148582260.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHE8, C.4 - ISIN: US0727MDHE81, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200002180.00
- **C.18.a - Value (excl. sponsor support):** $200002180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **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 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: 07644BDA7, C.4 - ISIN: US07644BDA70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $184198820.50
- **C.18.a - Value (excl. sponsor support):** $184198820.50
- **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 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: 07644BDQ2, C.4 - ISIN: US07644BDQ23, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $149137440.00
- **C.18.a - Value (excl. sponsor support):** $149137440.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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: 07644BDW9, C.4 - ISIN: US07644BDW90, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97874032.50
- **C.18.a - Value (excl. sponsor support):** $97874032.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99313250.00
- **C.18.a - Value (excl. sponsor support):** $99313250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $148204050.00
- **C.18.a - Value (excl. sponsor support):** $148204050.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 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: 08224MC36, C.4 - ISIN: US08224MC363, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $171169723.10
- **C.18.a - Value (excl. sponsor support):** $171169723.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 08224MC44, C.4 - ISIN: US08224MC447, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $87954838.40
- **C.18.a - Value (excl. sponsor support):** $87954838.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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):** $201736311.97
- **C.18.a - Value (excl. sponsor support):** $201736311.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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):** $26487381.42
- **C.18.a - Value (excl. sponsor support):** $26487381.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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: 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: 08224ME67, C.4 - ISIN: US08224ME674, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $200573638.79
- **C.18.a - Value (excl. sponsor support):** $200573638.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: 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: 08224MEU4, C.4 - ISIN: US08224MEU45, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $88083886.28
- **C.18.a - Value (excl. sponsor support):** $88083886.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 128: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.880000%
- **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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 129: 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):** $199733460.00
- **C.18.a - Value (excl. sponsor support):** $199733460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 130: 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):** $49711550.00
- **C.18.a - Value (excl. sponsor support):** $49711550.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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 131: 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):** $148825170.00
- **C.18.a - Value (excl. sponsor support):** $148825170.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 132: 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):** $123969450.00
- **C.18.a - Value (excl. sponsor support):** $123969450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **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 133: 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):** $99856340.00
- **C.18.a - Value (excl. sponsor support):** $99856340.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **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 134: 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):** $124280300.00
- **C.18.a - Value (excl. sponsor support):** $124280300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 135: 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):** $74411632.50
- **C.18.a - Value (excl. sponsor support):** $74411632.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 136: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.750000%
- **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):** $10800000.00
- **C.18.a - Value (excl. sponsor support):** $10800000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99969390.00
- **C.18.a - Value (excl. sponsor support):** $99969390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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? 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 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: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $199505680.00
- **C.18.a - Value (excl. sponsor support):** $199505680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 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: 12710HDA3, C.4 - ISIN: US12710HDA32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $124459250.00
- **C.18.a - Value (excl. sponsor support):** $124459250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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 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: 12710HDV7, C.4 - ISIN: US12710HDV78, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $126005040.08
- **C.18.a - Value (excl. sponsor support):** $126005040.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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: 12710HEU8, C.4 - ISIN: US12710HEU86, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74306250.00
- **C.18.a - Value (excl. sponsor support):** $74306250.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 142: 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):** $94073541.00
- **C.18.a - Value (excl. sponsor support):** $94073541.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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: 12710HGG7, C.4 - ISIN: US12710HGG74, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $246446600.00
- **C.18.a - Value (excl. sponsor support):** $246446600.00
- **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 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: 12710HH35, C.4 - ISIN: US12710HH356, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49198065.00
- **C.18.a - Value (excl. sponsor support):** $49198065.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 145: 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):** $496941650.00
- **C.18.a - Value (excl. sponsor support):** $496941650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 12800BEU2, C.4 - ISIN: US12800BEU26, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $470653750.00
- **C.18.a - Value (excl. sponsor support):** $470653750.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 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: 12800BEV0, C.4 - ISIN: US12800BEV09, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99074830.00
- **C.18.a - Value (excl. sponsor support):** $99074830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 148: 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):** $495106650.00
- **C.18.a - Value (excl. sponsor support):** $495106650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 12802WF82, C.4 - ISIN: US12802WF826, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $494851800.00
- **C.18.a - Value (excl. sponsor support):** $494851800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 12802WFA7, C.4 - ISIN: US12802WFA71, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $197899940.00
- **C.18.a - Value (excl. sponsor support):** $197899940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 12802WFW9, C.4 - ISIN: US12802WFW91, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $987464300.00
- **C.18.a - Value (excl. sponsor support):** $987464300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 152: California Enterprise Development Finance Auth

- **C.1 - Title:** RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 153: California Enterprise Development Finance Auth

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 154: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.040000%
- **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):** $499035952.95
- **C.18.a - Value (excl. sponsor support):** $499035952.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 155: 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):** $250042300.00
- **C.18.a - Value (excl. sponsor support):** $250042300.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 156: 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):** $98996040.00
- **C.18.a - Value (excl. sponsor support):** $98996040.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 157: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 158: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.970000%
- **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):** $100000320.00
- **C.18.a - Value (excl. sponsor support):** $100000320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 159: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.970000%
- **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):** $225000720.00
- **C.18.a - Value (excl. sponsor support):** $225000720.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 160: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.970000%
- **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):** $250007422.50
- **C.18.a - Value (excl. sponsor support):** $250007422.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 161: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.010000%
- **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):** $211110819.31
- **C.18.a - Value (excl. sponsor support):** $211110819.31
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 162: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.020000%
- **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):** $240134402.40
- **C.18.a - Value (excl. sponsor support):** $240134402.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 163: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.920000%
- **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):** $178008449.66
- **C.18.a - Value (excl. sponsor support):** $178008449.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 164: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV58, C.4 - ISIN: US15963WV580, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $95004763.30
- **C.18.a - Value (excl. sponsor support):** $95004763.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 165: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV90, C.4 - ISIN: US15963WV903, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329175131.12
- **C.18.a - Value (excl. sponsor support):** $329175131.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 166: 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):** $124831950.00
- **C.18.a - Value (excl. sponsor support):** $124831950.00
- **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 167: 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):** $49712120.00
- **C.18.a - Value (excl. sponsor support):** $49712120.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 168: 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):** $49604305.00
- **C.18.a - Value (excl. sponsor support):** $49604305.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 169: 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):** $99177780.00
- **C.18.a - Value (excl. sponsor support):** $99177780.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 170: 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):** $59158416.00
- **C.18.a - Value (excl. sponsor support):** $59158416.00
- **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 171: 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):** $49293645.00
- **C.18.a - Value (excl. sponsor support):** $49293645.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 172: 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: 16537JC38, C.4 - ISIN: US16537JC380, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44981581.50
- **C.18.a - Value (excl. sponsor support):** $44981581.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: 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: 16537JC46, C.4 - ISIN: US16537JC463, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149923230.00
- **C.18.a - Value (excl. sponsor support):** $149923230.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: 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: 16538CC24, C.4 - ISIN: US16538CC243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $118463632.35
- **C.18.a - Value (excl. sponsor support):** $118463632.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: 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: 16538CC65, C.4 - ISIN: US16538CC656, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199856620.00
- **C.18.a - Value (excl. sponsor support):** $199856620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 176: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.970000%
- **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):** $155027776.00
- **C.18.a - Value (excl. sponsor support):** $155027776.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 177: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.970000%
- **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):** $500089000.00
- **C.18.a - Value (excl. sponsor support):** $500089000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 178: 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: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500080550.00
- **C.18.a - Value (excl. sponsor support):** $500080550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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: 1730QPDG9, C.4 - ISIN: US1730QPDG96, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $620105586.00
- **C.18.a - Value (excl. sponsor support):** $620105586.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 180: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.060000%
- **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):** $500117150.00
- **C.18.a - Value (excl. sponsor support):** $500117150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 181: 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: 19423RP78, C.4 - ISIN: US19423RP781, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365010822.25
- **C.18.a - Value (excl. sponsor support):** $365010822.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 182: 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: 19423RPE3, C.4 - ISIN: US19423RPE35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $707546992.15
- **C.18.a - Value (excl. sponsor support):** $707546992.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 183: 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: 19423RPG8, C.4 - ISIN: US19423RPG82, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263020461.40
- **C.18.a - Value (excl. sponsor support):** $263020461.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 184: 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: 19423RPS2, C.4 - ISIN: US19423RPS21, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $89010750.31
- **C.18.a - Value (excl. sponsor support):** $89010750.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 185: 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: 19423RQ44, C.4 - ISIN: US19423RQ441, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245000578.20
- **C.18.a - Value (excl. sponsor support):** $245000578.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 186: 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: 19423RQ77, C.4 - ISIN: US19423RQ771, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $249041075.04
- **C.18.a - Value (excl. sponsor support):** $249041075.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 187: 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: 19423RQA0, C.4 - ISIN: US19423RQA04, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130021830.90
- **C.18.a - Value (excl. sponsor support):** $130021830.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 188: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.020000%
- **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):** $212054416.16
- **C.18.a - Value (excl. sponsor support):** $212054416.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 189: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.020000%
- **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):** $765453683.25
- **C.18.a - Value (excl. sponsor support):** $765453683.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 190: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.960000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSA8, C.4 - ISIN: US19423RSA85, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $124044764.00
- **C.18.a - Value (excl. sponsor support):** $124044764.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023F2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023A2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 193: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025O2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 197: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 198: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 199: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 200: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025L2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 201: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 202: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025D2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 203: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 204: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YNT4, C.4 - ISIN: US20259YNT46, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $500001350.00
- **C.18.a - Value (excl. sponsor support):** $500001350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.890000%
- **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):** $250072150.00
- **C.18.a - Value (excl. sponsor support):** $250072150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 206: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.890000%
- **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):** $250072900.00
- **C.18.a - Value (excl. sponsor support):** $250072900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 207: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **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):** $215006467.20
- **C.18.a - Value (excl. sponsor support):** $215006467.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 208: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.990000%
- **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):** $57007423.68
- **C.18.a - Value (excl. sponsor support):** $57007423.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 209: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.990000%
- **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):** $60009486.00
- **C.18.a - Value (excl. sponsor support):** $60009486.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 210: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.990000%
- **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):** $58008799.18
- **C.18.a - Value (excl. sponsor support):** $58008799.18
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 211: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.990000%
- **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):** $150000147.00
- **C.18.a - Value (excl. sponsor support):** $150000147.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 212: 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: 20632CFF9, C.4 - ISIN: US20632CFF95, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $100015016.00
- **C.18.a - Value (excl. sponsor support):** $100015016.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $224723092.50
- **C.18.a - Value (excl. sponsor support):** $224723092.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 214: 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):** $116052039.78
- **C.18.a - Value (excl. sponsor support):** $116052039.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 20632LFB8, C.4 - ISIN: US20632LFB80, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $296744040.00
- **C.18.a - Value (excl. sponsor support):** $296744040.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $250111100.00
- **C.18.a - Value (excl. sponsor support):** $250111100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 217: 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):** $100039090.00
- **C.18.a - Value (excl. sponsor support):** $100039090.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 218: 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):** $200046580.00
- **C.18.a - Value (excl. sponsor support):** $200046580.00
- **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 219: 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):** $100079970.00
- **C.18.a - Value (excl. sponsor support):** $100079970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **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 220: 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):** $250137900.00
- **C.18.a - Value (excl. sponsor support):** $250137900.00
- **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 221: 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):** $125085525.00
- **C.18.a - Value (excl. sponsor support):** $125085525.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 222: 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):** $145039686.50
- **C.18.a - Value (excl. sponsor support):** $145039686.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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 223: 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):** $350107520.00
- **C.18.a - Value (excl. sponsor support):** $350107520.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 224: 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):** $600356040.00
- **C.18.a - Value (excl. sponsor support):** $600356040.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 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: 22536XAH7, C.4 - ISIN: US22536XAH70, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $400179680.00
- **C.18.a - Value (excl. sponsor support):** $400179680.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 226: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XBR4, C.4 - ISIN: US22536XBR44, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $152030050.40
- **C.18.a - Value (excl. sponsor support):** $152030050.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 228: 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):** $149802270.00
- **C.18.a - Value (excl. sponsor support):** $149802270.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 229: 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):** $249644925.00
- **C.18.a - Value (excl. sponsor support):** $249644925.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 230: 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):** $299024010.00
- **C.18.a - Value (excl. sponsor support):** $299024010.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 231: 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):** $199329000.00
- **C.18.a - Value (excl. sponsor support):** $199329000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 232: 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):** $298087650.00
- **C.18.a - Value (excl. sponsor support):** $298087650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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 233: 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):** $993664300.00
- **C.18.a - Value (excl. sponsor support):** $993664300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 234: 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):** $296515590.00
- **C.18.a - Value (excl. sponsor support):** $296515590.00
- **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 235: 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):** $493741100.00
- **C.18.a - Value (excl. sponsor support):** $493741100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: 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):** $197038920.00
- **C.18.a - Value (excl. sponsor support):** $197038920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 237: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.750000%
- **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):** $14350000.00
- **C.18.a - Value (excl. sponsor support):** $14350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 238: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 239: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.880000%
- **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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 240: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.880000%
- **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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 241: EDUCATION LOAN FINANCE INC

- **C.1 - Title:** TAXABLE BONDS SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28140PAA4, C.4 - ISIN: US28140PAA49, C.3 - LEI: 54930082QM2EYHX0XK85
- **C.18 - Value (incl. sponsor support):** $78174000.00
- **C.18.a - Value (excl. sponsor support):** $78174000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 242: EQUINOR ASA

- **C.1 - Title:** EQUINOR ASA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447MC25, C.4 - ISIN: US29447MC258, C.3 - LEI: OW6OFBNCKXC4US5C7523
- **C.18 - Value (incl. sponsor support):** $634805563.00
- **C.18.a - Value (excl. sponsor support):** $634805563.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: 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):** $496687150.00
- **C.18.a - Value (excl. sponsor support):** $496687150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 244: 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):** $49829090.00
- **C.18.a - Value (excl. sponsor support):** $49829090.00
- **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 245: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.970000%
- **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):** $275002623.50
- **C.18.a - Value (excl. sponsor support):** $275002623.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 246: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.970000%
- **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):** $265011045.20
- **C.18.a - Value (excl. sponsor support):** $265011045.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 247: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.970000%
- **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):** $126008643.60
- **C.18.a - Value (excl. sponsor support):** $126008643.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 248: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.950000%
- **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):** $225001417.50
- **C.18.a - Value (excl. sponsor support):** $225001417.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 249: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDV4, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148508066.52
- **C.18.a - Value (excl. sponsor support):** $148508066.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 250: 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: 30608HDX0, C.4 - ISIN: US30608HDX08, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $166504137.53
- **C.18.a - Value (excl. sponsor support):** $166504137.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 251: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDZ5, C.4 - ISIN: US30608HDZ55, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $331020243.96
- **C.18.a - Value (excl. sponsor support):** $331020243.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 252: 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):** $496866700.00
- **C.18.a - Value (excl. sponsor support):** $496866700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 253: 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):** $296471670.00
- **C.18.a - Value (excl. sponsor support):** $296471670.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 254: 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):** $196926220.00
- **C.18.a - Value (excl. sponsor support):** $196926220.00
- **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 255: 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):** $246132500.00
- **C.18.a - Value (excl. sponsor support):** $246132500.00
- **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 256: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 257: 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):** $59981538.00
- **C.18.a - Value (excl. sponsor support):** $59981538.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: 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):** $198001560.00
- **C.18.a - Value (excl. sponsor support):** $198001560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 259: 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):** $346323565.00
- **C.18.a - Value (excl. sponsor support):** $346323565.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 260: 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):** $247348375.00
- **C.18.a - Value (excl. sponsor support):** $247348375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **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 261: 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):** $148378335.00
- **C.18.a - Value (excl. sponsor support):** $148378335.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **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 262: 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):** $237331680.00
- **C.18.a - Value (excl. sponsor support):** $237331680.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 263: 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):** $73998217.50
- **C.18.a - Value (excl. sponsor support):** $73998217.50
- **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 264: 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: 39014JC32, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $419828094.00
- **C.18.a - Value (excl. sponsor support):** $419828094.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: 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: 39014JC40, C.4 - ISIN: US39014JC409, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $399795280.00
- **C.18.a - Value (excl. sponsor support):** $399795280.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: 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: 39014JC57, C.4 - ISIN: US39014JC573, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $114929355.50
- **C.18.a - Value (excl. sponsor support):** $114929355.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 267: 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: 39014JC65, C.4 - ISIN: US39014JC656, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $289792099.00
- **C.18.a - Value (excl. sponsor support):** $289792099.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 268: 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: 39014JF54, C.4 - ISIN: US39014JF543, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $98993260.00
- **C.18.a - Value (excl. sponsor support):** $98993260.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 270: 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):** $250003600.00
- **C.18.a - Value (excl. sponsor support):** $250003600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.920000%
- **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):** $600096660.00
- **C.18.a - Value (excl. sponsor support):** $600096660.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 272: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 273: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 274: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.4 - ISIN: US44988GGU67, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500005000.00
- **C.18.a - Value (excl. sponsor support):** $500005000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $696650095.75
- **C.18.a - Value (excl. sponsor support):** $696650095.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 276: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHG6, C.4 - ISIN: US44988GHG64, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300053070.00
- **C.18.a - Value (excl. sponsor support):** $300053070.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 277: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 278: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 279: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 280: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 281: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 282: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 283: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $99969630.00
- **C.18.a - Value (excl. sponsor support):** $99969630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: 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.18 - Value (incl. sponsor support):** $198890000.00
- **C.18.a - Value (excl. sponsor support):** $198890000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 286: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.950000%
- **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):** $300012552.00
- **C.18.a - Value (excl. sponsor support):** $300012552.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.950000%
- **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):** $300015330.00
- **C.18.a - Value (excl. sponsor support):** $300015330.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 289: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 290: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.750000%
- **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):** $34235000.00
- **C.18.a - Value (excl. sponsor support):** $34235000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 291: 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):** $248334425.00
- **C.18.a - Value (excl. sponsor support):** $248334425.00
- **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 292: 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):** $248308875.00
- **C.18.a - Value (excl. sponsor support):** $248308875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 293: 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):** $198626660.00
- **C.18.a - Value (excl. sponsor support):** $198626660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 294: 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):** $248257750.00
- **C.18.a - Value (excl. sponsor support):** $248257750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 295: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.770000%
- **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:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 296: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 297: 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):** $199568220.00
- **C.18.a - Value (excl. sponsor support):** $199568220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 298: 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):** $249279000.00
- **C.18.a - Value (excl. sponsor support):** $249279000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 299: 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):** $124562175.00
- **C.18.a - Value (excl. sponsor support):** $124562175.00
- **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 300: 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):** $148224945.00
- **C.18.a - Value (excl. sponsor support):** $148224945.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 301: 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):** $24684640.00
- **C.18.a - Value (excl. sponsor support):** $24684640.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: 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.4 - ISIN: US53127UGW45, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98436430.00
- **C.18.a - Value (excl. sponsor support):** $98436430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 303: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.880000%
- **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):** $75003337.50
- **C.18.a - Value (excl. sponsor support):** $75003337.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 304: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.880000%
- **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):** $75003622.50
- **C.18.a - Value (excl. sponsor support):** $75003622.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 305: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.880000%
- **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):** $110004466.00
- **C.18.a - Value (excl. sponsor support):** $110004466.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 306: 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: 53619YC39, C.4 - ISIN: US53619YC397, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $169930606.00
- **C.18.a - Value (excl. sponsor support):** $169930606.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: 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: 53619YC54, C.4 - ISIN: US53619YC546, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $50968752.30
- **C.18.a - Value (excl. sponsor support):** $50968752.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 308: 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: 53619YC62, C.4 - ISIN: US53619YC629, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $164882025.00
- **C.18.a - Value (excl. sponsor support):** $164882025.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 309: 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):** $229067697.35
- **C.18.a - Value (excl. sponsor support):** $229067697.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 310: 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):** $102137218.54
- **C.18.a - Value (excl. sponsor support):** $102137218.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 311: 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):** $49964155.00
- **C.18.a - Value (excl. sponsor support):** $49964155.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 312: 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):** $99897400.00
- **C.18.a - Value (excl. sponsor support):** $99897400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **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 313: 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):** $49933185.00
- **C.18.a - Value (excl. sponsor support):** $49933185.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 314: 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):** $81847972.00
- **C.18.a - Value (excl. sponsor support):** $81847972.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 315: 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):** $101326919.52
- **C.18.a - Value (excl. sponsor support):** $101326919.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 316: 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):** $50920051.35
- **C.18.a - Value (excl. sponsor support):** $50920051.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $99451990.00
- **C.18.a - Value (excl. sponsor support):** $99451990.00
- **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 318: 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):** $114636391.76
- **C.18.a - Value (excl. sponsor support):** $114636391.76
- **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 319: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHB7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100321742.43
- **C.18.a - Value (excl. sponsor support):** $100321742.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHR2, C.4 - ISIN: US53944RHR21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98165090.00
- **C.18.a - Value (excl. sponsor support):** $98165090.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 321: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHT8, C.4 - ISIN: US53944RHT86, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49072460.00
- **C.18.a - Value (excl. sponsor support):** $49072460.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 55381BML9, C.4 - ISIN: US55381BML98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500037250.00
- **C.18.a - Value (excl. sponsor support):** $500037250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 323: 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: 55381BMM7, C.4 - ISIN: US55381BMM71, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $441031046.40
- **C.18.a - Value (excl. sponsor support):** $441031046.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 324: 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: 55381BMP0, C.4 - ISIN: US55381BMP03, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $370029082.00
- **C.18.a - Value (excl. sponsor support):** $370029082.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 325: 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: 55381BMS4, C.4 - ISIN: US55381BMS42, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $578031269.80
- **C.18.a - Value (excl. sponsor support):** $578031269.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 326: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **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):** $510082314.00
- **C.18.a - Value (excl. sponsor support):** $510082314.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 327: 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: 55381BPC6, C.4 - ISIN: US55381BPC62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $270054907.20
- **C.18.a - Value (excl. sponsor support):** $270054907.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 328: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $600237780.00
- **C.18.a - Value (excl. sponsor support):** $600237780.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 329: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $300108870.00
- **C.18.a - Value (excl. sponsor support):** $300108870.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 330: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $250091325.00
- **C.18.a - Value (excl. sponsor support):** $250091325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 331: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $810313065.00
- **C.18.a - Value (excl. sponsor support):** $810313065.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 332: 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):** $661268299.90
- **C.18.a - Value (excl. sponsor support):** $661268299.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 333: 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):** $266114725.80
- **C.18.a - Value (excl. sponsor support):** $266114725.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 334: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $500187000.00
- **C.18.a - Value (excl. sponsor support):** $500187000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 335: 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):** $529252967.80
- **C.18.a - Value (excl. sponsor support):** $529252967.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 336: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $496179254.40
- **C.18.a - Value (excl. sponsor support):** $496179254.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 337: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **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):** $200071040.00
- **C.18.a - Value (excl. sponsor support):** $200071040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 338: 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):** $300083880.00
- **C.18.a - Value (excl. sponsor support):** $300083880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **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 339: 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):** $210035406.00
- **C.18.a - Value (excl. sponsor support):** $210035406.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 340: 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):** $499912850.00
- **C.18.a - Value (excl. sponsor support):** $499912850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 341: 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):** $497716170.48
- **C.18.a - Value (excl. sponsor support):** $497716170.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 342: 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):** $219954548.00
- **C.18.a - Value (excl. sponsor support):** $219954548.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 343: 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: 55381BSB5, C.4 - ISIN: US55381BSB52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $289992605.00
- **C.18.a - Value (excl. sponsor support):** $289992605.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 344: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BSL3, C.4 - ISIN: US55381BSL35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $409987413.00
- **C.18.a - Value (excl. sponsor support):** $409987413.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 345: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABX4, C.4 - ISIN: US56036ABX46, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200004574.00
- **C.18.a - Value (excl. sponsor support):** $200004574.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 346: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CC34, C.4 - ISIN: US56037CC346, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $234903814.50
- **C.18.a - Value (excl. sponsor support):** $234903814.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 347: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CC42, C.4 - ISIN: US56037CC429, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $49974410.00
- **C.18.a - Value (excl. sponsor support):** $49974410.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 348: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CC59, C.4 - ISIN: US56037CC593, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $21986485.40
- **C.18.a - Value (excl. sponsor support):** $21986485.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 349: 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: 56274MC34, C.4 - ISIN: US56274MC344, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $49979480.00
- **C.18.a - Value (excl. sponsor support):** $49979480.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 350: 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):** $99495530.00
- **C.18.a - Value (excl. sponsor support):** $99495530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **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 351: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 3.730000%
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 352: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 353: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 354: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 355: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 356: 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):** $172816997.50
- **C.18.a - Value (excl. sponsor support):** $172816997.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 357: 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):** $31233293.95
- **C.18.a - Value (excl. sponsor support):** $31233293.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 358: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 359: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 360: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 361: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.890000%
- **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):** $611040509.30
- **C.18.a - Value (excl. sponsor support):** $611040509.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 362: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.890000%
- **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):** $400016240.00
- **C.18.a - Value (excl. sponsor support):** $400016240.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 363: 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: 60683FBS2, C.4 - ISIN: US60683FBS20, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $481051467.00
- **C.18.a - Value (excl. sponsor support):** $481051467.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 364: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.970000%
- **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):** $500208750.00
- **C.18.a - Value (excl. sponsor support):** $500208750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 365: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.920000%
- **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):** $285077206.50
- **C.18.a - Value (excl. sponsor support):** $285077206.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 366: 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):** $91998270.40
- **C.18.a - Value (excl. sponsor support):** $91998270.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 367: 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: 60683FEX8, C.4 - ISIN: US60683FEX87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400003840.00
- **C.18.a - Value (excl. sponsor support):** $400003840.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 368: 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: 60683FFN9, C.4 - ISIN: US60683FFN96, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $369995264.00
- **C.18.a - Value (excl. sponsor support):** $369995264.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 369: 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: 60683FFV1, C.4 - ISIN: US60683FFV13, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $382489557.75
- **C.18.a - Value (excl. sponsor support):** $382489557.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 370: 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: 60683FFZ2, C.4 - ISIN: US60683FFZ27, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $402006552.60
- **C.18.a - Value (excl. sponsor support):** $402006552.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 371: 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):** $239754312.00
- **C.18.a - Value (excl. sponsor support):** $239754312.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 372: 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):** $496389800.00
- **C.18.a - Value (excl. sponsor support):** $496389800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 373: 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):** $346339980.00
- **C.18.a - Value (excl. sponsor support):** $346339980.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 374: 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):** $501184368.00
- **C.18.a - Value (excl. sponsor support):** $501184368.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 375: 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):** $465059380.50
- **C.18.a - Value (excl. sponsor support):** $465059380.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 376: 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):** $385077885.50
- **C.18.a - Value (excl. sponsor support):** $385077885.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 377: 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):** $224964630.00
- **C.18.a - Value (excl. sponsor support):** $224964630.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 378: 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):** $476848647.90
- **C.18.a - Value (excl. sponsor support):** $476848647.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 379: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AB28, C.4 - ISIN: US60701AB289, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $509017713.20
- **C.18.a - Value (excl. sponsor support):** $509017713.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 380: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.890000%
- **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):** $1200082320.00
- **C.18.a - Value (excl. sponsor support):** $1200082320.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 381: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.890000%
- **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):** $450036720.00
- **C.18.a - Value (excl. sponsor support):** $450036720.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 382: 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):** $206103082.40
- **C.18.a - Value (excl. sponsor support):** $206103082.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 383: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 384: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.880000%
- **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):** $250055500.00
- **C.18.a - Value (excl. sponsor support):** $250055500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 385: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.890000%
- **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):** $250065375.00
- **C.18.a - Value (excl. sponsor support):** $250065375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 386: 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):** $546514870.00
- **C.18.a - Value (excl. sponsor support):** $546514870.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 387: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.870000%
- **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):** $500011800.00
- **C.18.a - Value (excl. sponsor support):** $500011800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 388: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FC66, C.4 - ISIN: US63854FC660, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $332274789.43
- **C.18.a - Value (excl. sponsor support):** $332274789.43
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 389: 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):** $174387745.00
- **C.18.a - Value (excl. sponsor support):** $174387745.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 390: 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):** $700056000.00
- **C.18.a - Value (excl. sponsor support):** $700056000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 391: 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):** $514481635.28
- **C.18.a - Value (excl. sponsor support):** $514481635.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 392: 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):** $550215600.00
- **C.18.a - Value (excl. sponsor support):** $550215600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 393: 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):** $50003930.00
- **C.18.a - Value (excl. sponsor support):** $50003930.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 394: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKN7, C.4 - ISIN: US63873TKN71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $999891100.00
- **C.18.a - Value (excl. sponsor support):** $999891100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 395: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKP2, C.4 - ISIN: US63873TKP20, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $499948150.00
- **C.18.a - Value (excl. sponsor support):** $499948150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 396: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.795000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LEX7, C.4 - ISIN: US65557LEX73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299992110.00
- **C.18.a - Value (excl. sponsor support):** $299992110.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.805000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LEY5, C.4 - ISIN: US65557LEY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180997701.30
- **C.18.a - Value (excl. sponsor support):** $180997701.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 398: 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):** $149998965.00
- **C.18.a - Value (excl. sponsor support):** $149998965.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 399: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WSP4, C.4 - ISIN: US65558WSP40, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $500011350.00
- **C.18.a - Value (excl. sponsor support):** $500011350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 400: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 401: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE STUDENT LOAN NOTES SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FV3, C.4 - ISIN: US662826FV31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **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 402: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 403: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.790000%
- **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:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 404: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 405: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 406: NUVEEN VARIABLE RATE PREFERRED & INCOME 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: 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:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 407: 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):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 408: 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):** $49783465.00
- **C.18.a - Value (excl. sponsor support):** $49783465.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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 409: 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):** $148512525.00
- **C.18.a - Value (excl. sponsor support):** $148512525.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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 410: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.880000%
- **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):** $150006675.00
- **C.18.a - Value (excl. sponsor support):** $150006675.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 411: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.960000%
- **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):** $200070572.00
- **C.18.a - Value (excl. sponsor support):** $200070572.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 412: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.950000%
- **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):** $150024877.50
- **C.18.a - Value (excl. sponsor support):** $150024877.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 413: 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):** $140072758.00
- **C.18.a - Value (excl. sponsor support):** $140072758.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **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 414: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200013520.00
- **C.18.a - Value (excl. sponsor support):** $200013520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 415: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **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):** $150016260.00
- **C.18.a - Value (excl. sponsor support):** $150016260.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 416: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **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):** $275072627.50
- **C.18.a - Value (excl. sponsor support):** $275072627.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 417: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **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):** $250073000.00
- **C.18.a - Value (excl. sponsor support):** $250073000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 418: 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: 69033NKG9, C.4 - ISIN: US69033NKG96, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300051660.00
- **C.18.a - Value (excl. sponsor support):** $300051660.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 419: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **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):** $100023930.00
- **C.18.a - Value (excl. sponsor support):** $100023930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 420: 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):** $149848935.00
- **C.18.a - Value (excl. sponsor support):** $149848935.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 421: 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):** $149833710.00
- **C.18.a - Value (excl. sponsor support):** $149833710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 422: 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):** $199195820.00
- **C.18.a - Value (excl. sponsor support):** $199195820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 423: 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):** $348555200.00
- **C.18.a - Value (excl. sponsor support):** $348555200.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $149364720.00
- **C.18.a - Value (excl. sponsor support):** $149364720.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **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 425: 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):** $149348595.00
- **C.18.a - Value (excl. sponsor support):** $149348595.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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 426: 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.4 - ISIN: US69034BDW72, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $397394320.00
- **C.18.a - Value (excl. sponsor support):** $397394320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 427: 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: 69034BES5, C.4 - ISIN: US69034BES51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297264960.00
- **C.18.a - Value (excl. sponsor support):** $297264960.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BET3, C.4 - ISIN: US69034BET35, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $198156920.00
- **C.18.a - Value (excl. sponsor support):** $198156920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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 429: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 3.870000%
- **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):** $250013050.00
- **C.18.a - Value (excl. sponsor support):** $250013050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 430: 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):** $149387220.00
- **C.18.a - Value (excl. sponsor support):** $149387220.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 431: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.960000%
- **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):** $180065754.00
- **C.18.a - Value (excl. sponsor support):** $180065754.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 432: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 433: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 434: 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: 71838MC24, C.4 - ISIN: US71838MC248, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $299908290.00
- **C.18.a - Value (excl. sponsor support):** $299908290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 435: 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: 71838MC32, C.4 - ISIN: US71838MC321, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $297878445.80
- **C.18.a - Value (excl. sponsor support):** $297878445.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 436: 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: 71838MC40, C.4 - ISIN: US71838MC404, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $393798941.80
- **C.18.a - Value (excl. sponsor support):** $393798941.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 437: 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: 71838MC57, C.4 - ISIN: US71838MC578, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $599632260.00
- **C.18.a - Value (excl. sponsor support):** $599632260.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 438: 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: 71838MC65, C.4 - ISIN: US71838MC651, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $442682989.20
- **C.18.a - Value (excl. sponsor support):** $442682989.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 439: 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):** $99866280.00
- **C.18.a - Value (excl. sponsor support):** $99866280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 440: 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):** $123681568.00
- **C.18.a - Value (excl. sponsor support):** $123681568.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 441: 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):** $64725752.00
- **C.18.a - Value (excl. sponsor support):** $64725752.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $49685680.00
- **C.18.a - Value (excl. sponsor support):** $49685680.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 443: 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):** $99023610.00
- **C.18.a - Value (excl. sponsor support):** $99023610.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 444: 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):** $216922640.00
- **C.18.a - Value (excl. sponsor support):** $216922640.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **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 445: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GHS1, C.4 - ISIN: US73044GHS12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147232500.00
- **C.18.a - Value (excl. sponsor support):** $147232500.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 446: 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):** $74155395.00
- **C.18.a - Value (excl. sponsor support):** $74155395.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 447: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 448: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 449: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 3.900000%
- **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):** $310006386.00
- **C.18.a - Value (excl. sponsor support):** $310006386.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 450: 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):** $339975420.58
- **C.18.a - Value (excl. sponsor support):** $339975420.58
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: 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):** $156775551.56
- **C.18.a - Value (excl. sponsor support):** $156775551.56
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 452: 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):** $227775239.30
- **C.18.a - Value (excl. sponsor support):** $227775239.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 453: 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):** $178108236.00
- **C.18.a - Value (excl. sponsor support):** $178108236.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 454: 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):** $497641200.00
- **C.18.a - Value (excl. sponsor support):** $497641200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **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 455: 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):** $499864803.85
- **C.18.a - Value (excl. sponsor support):** $499864803.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 456: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.940000%
- **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):** $1000065900.00
- **C.18.a - Value (excl. sponsor support):** $1000065900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 457: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.930000%
- **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):** $700117880.00
- **C.18.a - Value (excl. sponsor support):** $700117880.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 458: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.990000%
- **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):** $300221160.00
- **C.18.a - Value (excl. sponsor support):** $300221160.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 459: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.940000%
- **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):** $750325200.00
- **C.18.a - Value (excl. sponsor support):** $750325200.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 460: 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: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1305324.16
- **C.18.a - Value (excl. sponsor support):** $1305324.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 461: 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: 78014XSN8, C.4 - ISIN: US78014XSN83, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000230700.00
- **C.18.a - Value (excl. sponsor support):** $1000230700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 462: 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: 78014XSR9, C.4 - ISIN: US78014XSR97, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $375011325.00
- **C.18.a - Value (excl. sponsor support):** $375011325.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **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 463: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.990000%
- **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):** $12303781.02
- **C.18.a - Value (excl. sponsor support):** $12303781.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 464: 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):** $250166700.00
- **C.18.a - Value (excl. sponsor support):** $250166700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 465: 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):** $500383100.00
- **C.18.a - Value (excl. sponsor support):** $500383100.00
- **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 466: 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):** $500251000.00
- **C.18.a - Value (excl. sponsor support):** $500251000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 467: 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):** $788715582.80
- **C.18.a - Value (excl. sponsor support):** $788715582.80
- **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 468: 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):** $499561288.65
- **C.18.a - Value (excl. sponsor support):** $499561288.65
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 469: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 470: 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):** $249924700.00
- **C.18.a - Value (excl. sponsor support):** $249924700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 471: 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):** $597924480.00
- **C.18.a - Value (excl. sponsor support):** $597924480.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 472: 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):** $298808550.00
- **C.18.a - Value (excl. sponsor support):** $298808550.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 473: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QEK2, C.4 - ISIN: US80285QEK22, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $527586687.60
- **C.18.a - Value (excl. sponsor support):** $527586687.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 474: 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):** $99969310.00
- **C.18.a - Value (excl. sponsor support):** $99969310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 475: 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):** $224676000.00
- **C.18.a - Value (excl. sponsor support):** $224676000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $124292450.00
- **C.18.a - Value (excl. sponsor support):** $124292450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **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 477: 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: 82124ME55, C.4 - ISIN: US82124ME550, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99311390.00
- **C.18.a - Value (excl. sponsor support):** $99311390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 478: 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: 82124MED8, C.4 - ISIN: US82124MED83, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $257995842.00
- **C.18.a - Value (excl. sponsor support):** $257995842.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 480: 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):** $98170235.58
- **C.18.a - Value (excl. sponsor support):** $98170235.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 481: 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):** $199318360.00
- **C.18.a - Value (excl. sponsor support):** $199318360.00
- **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 482: 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):** $398143320.00
- **C.18.a - Value (excl. sponsor support):** $398143320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 483: 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):** $248608825.00
- **C.18.a - Value (excl. sponsor support):** $248608825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 484: 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):** $197474260.00
- **C.18.a - Value (excl. sponsor support):** $197474260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **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 485: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.920000%
- **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):** $300117540.00
- **C.18.a - Value (excl. sponsor support):** $300117540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 486: 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: 83050WSY1, C.4 - ISIN: US83050WSY11, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $150044010.00
- **C.18.a - Value (excl. sponsor support):** $150044010.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 487: 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):** $99997650.00
- **C.18.a - Value (excl. sponsor support):** $99997650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 488: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 489: 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):** $49912710.00
- **C.18.a - Value (excl. sponsor support):** $49912710.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 490: 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):** $435609768.00
- **C.18.a - Value (excl. sponsor support):** $435609768.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 491: 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):** $113804655.50
- **C.18.a - Value (excl. sponsor support):** $113804655.50
- **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 492: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MH30, C.4 - ISIN: US85520MH302, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $206613561.00
- **C.18.a - Value (excl. sponsor support):** $206613561.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 493: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.880000%
- **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):** $115000908.50
- **C.18.a - Value (excl. sponsor support):** $115000908.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 494: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.910000%
- **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):** $100001320.00
- **C.18.a - Value (excl. sponsor support):** $100001320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 495: 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):** $410033292.00
- **C.18.a - Value (excl. sponsor support):** $410033292.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 496: 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):** $432023630.40
- **C.18.a - Value (excl. sponsor support):** $432023630.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 497: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLV3, C.4 - ISIN: US86564TLV34, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300012090.00
- **C.18.a - Value (excl. sponsor support):** $300012090.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? No, 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: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLX9, C.4 - ISIN: US86564TLX99, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $200011760.00
- **C.18.a - Value (excl. sponsor support):** $200011760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLY7, C.4 - ISIN: US86564TLY72, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500031200.00
- **C.18.a - Value (excl. sponsor support):** $500031200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMF7, C.4 - ISIN: US86564TMF74, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $550003795.00
- **C.18.a - Value (excl. sponsor support):** $550003795.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 501: 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: 86565GSM3, C.4 - ISIN: US86565GSM32, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260005642.00
- **C.18.a - Value (excl. sponsor support):** $260005642.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 502: 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: 86565GSN1, C.4 - ISIN: US86565GSN15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $198006395.40
- **C.18.a - Value (excl. sponsor support):** $198006395.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 503: 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: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350029120.00
- **C.18.a - Value (excl. sponsor support):** $350029120.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 504: 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: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350030555.00
- **C.18.a - Value (excl. sponsor support):** $350030555.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 505: 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: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458041815.40
- **C.18.a - Value (excl. sponsor support):** $458041815.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 506: 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: 86565GTK6, C.4 - ISIN: US86565GTK66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500055100.00
- **C.18.a - Value (excl. sponsor support):** $500055100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 507: 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: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570071763.00
- **C.18.a - Value (excl. sponsor support):** $570071763.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 508: 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: 86565GUF5, C.4 - ISIN: US86565GUF52, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $479079466.10
- **C.18.a - Value (excl. sponsor support):** $479079466.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 509: 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: 86565GUM0, C.4 - ISIN: US86565GUM04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $247062169.90
- **C.18.a - Value (excl. sponsor support):** $247062169.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 510: 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: 86565GVE7, C.4 - ISIN: US86565GVE78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $498143673.00
- **C.18.a - Value (excl. sponsor support):** $498143673.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 511: 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: 86565GVG2, C.4 - ISIN: US86565GVG27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375109575.00
- **C.18.a - Value (excl. sponsor support):** $375109575.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 512: 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: 86565GVH0, C.4 - ISIN: US86565GVH00, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200057020.00
- **C.18.a - Value (excl. sponsor support):** $200057020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 513: 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: 86565GVJ6, C.4 - ISIN: US86565GVJ65, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $225064417.50
- **C.18.a - Value (excl. sponsor support):** $225064417.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 514: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **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):** $558197978.40
- **C.18.a - Value (excl. sponsor support):** $558197978.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 515: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **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):** $514191105.20
- **C.18.a - Value (excl. sponsor support):** $514191105.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 516: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **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):** $320115200.00
- **C.18.a - Value (excl. sponsor support):** $320115200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 517: 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: 86565GXT2, C.4 - ISIN: US86565GXT20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500010150.00
- **C.18.a - Value (excl. sponsor support):** $500010150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 518: 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: 86565GYD6, C.4 - ISIN: US86565GYD68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $494998465.50
- **C.18.a - Value (excl. sponsor support):** $494998465.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 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: 86565GYX2, C.4 - ISIN: US86565GYX23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $450015615.00
- **C.18.a - Value (excl. sponsor support):** $450015615.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 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: 86565GYY0, C.4 - ISIN: US86565GYY06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300010860.00
- **C.18.a - Value (excl. sponsor support):** $300010860.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 521: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.750000%
- **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):** $36250000.00
- **C.18.a - Value (excl. sponsor support):** $36250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 522: 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):** $400083400.00
- **C.18.a - Value (excl. sponsor support):** $400083400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.920000%
- **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):** $400179480.00
- **C.18.a - Value (excl. sponsor support):** $400179480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 524: 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):** $200015120.00
- **C.18.a - Value (excl. sponsor support):** $200015120.00
- **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 525: 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):** $250045550.00
- **C.18.a - Value (excl. sponsor support):** $250045550.00
- **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 526: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.920000%
- **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):** $250093125.00
- **C.18.a - Value (excl. sponsor support):** $250093125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 527: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.920000%
- **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):** $200087940.00
- **C.18.a - Value (excl. sponsor support):** $200087940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 528: 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):** $198695860.00
- **C.18.a - Value (excl. sponsor support):** $198695860.00
- **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 529: 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):** $98746440.00
- **C.18.a - Value (excl. sponsor support):** $98746440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 530: 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):** $246008650.00
- **C.18.a - Value (excl. sponsor support):** $246008650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 531: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.880000%
- **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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 532: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 533: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 534: 315/333 W DAWSON ASSOCIATES

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 535: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.750000%
- **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):** $51800000.00
- **C.18.a - Value (excl. sponsor support):** $51800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 536: 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):** $148509255.00
- **C.18.a - Value (excl. sponsor support):** $148509255.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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 537: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 3.880000%
- **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):** $100003780.00
- **C.18.a - Value (excl. sponsor support):** $100003780.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 538: 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: 89115DD52, C.4 - ISIN: US89115DD529, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $300197970.00
- **C.18.a - Value (excl. sponsor support):** $300197970.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 539: 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: 89115DDZ6, C.4 - ISIN: US89115DDZ69, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $375120491.25
- **C.18.a - Value (excl. sponsor support):** $375120491.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 540: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **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):** $416374416.64
- **C.18.a - Value (excl. sponsor support):** $416374416.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 541: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **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):** $225124130.25
- **C.18.a - Value (excl. sponsor support):** $225124130.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 542: 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):** $1050225760.50
- **C.18.a - Value (excl. sponsor support):** $1050225760.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 543: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **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):** $90100323.00
- **C.18.a - Value (excl. sponsor support):** $90100323.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 544: 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):** $400265216.00
- **C.18.a - Value (excl. sponsor support):** $400265216.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 545: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.060000%
- **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):** $231104153.28
- **C.18.a - Value (excl. sponsor support):** $231104153.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 546: 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):** $1018713183.10
- **C.18.a - Value (excl. sponsor support):** $1018713183.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 547: 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):** $998961074.00
- **C.18.a - Value (excl. sponsor support):** $998961074.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 548: 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):** $910201929.00
- **C.18.a - Value (excl. sponsor support):** $910201929.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 549: 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: 89115DQ90, C.4 - ISIN: US89115DQ901, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $244110456.36
- **C.18.a - Value (excl. sponsor support):** $244110456.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 550: 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: 89115DQZ2, C.4 - ISIN: US89115DQZ23, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $953311754.89
- **C.18.a - Value (excl. sponsor support):** $953311754.89
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 551: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.970000%
- **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):** $28793451.92
- **C.18.a - Value (excl. sponsor support):** $28793451.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 552: 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: 89115DRM0, C.4 - ISIN: US89115DRM01, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1129529485.33
- **C.18.a - Value (excl. sponsor support):** $1129529485.33
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **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 553: 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: 89115DS98, C.4 - ISIN: US89115DS980, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $580135517.00
- **C.18.a - Value (excl. sponsor support):** $580135517.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 554: 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: 89115DSC1, C.4 - ISIN: US89115DSC10, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $134049861.40
- **C.18.a - Value (excl. sponsor support):** $134049861.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 555: 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: 89115DSV9, C.4 - ISIN: US89115DSV90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $895255459.85
- **C.18.a - Value (excl. sponsor support):** $895255459.85
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **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 556: 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):** $294064356.60
- **C.18.a - Value (excl. sponsor support):** $294064356.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 3.970000%
- **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):** $560092064.00
- **C.18.a - Value (excl. sponsor support):** $560092064.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 558: 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: 89120FGA6, C.4 - ISIN: US89120FGA66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $735530126.10
- **C.18.a - Value (excl. sponsor support):** $735530126.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 559: 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.4 - ISIN: US89152FC297, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99969350.00
- **C.18.a - Value (excl. sponsor support):** $99969350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 560: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC60, C.4 - ISIN: US89152FC602, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $132105146.50
- **C.18.a - Value (excl. sponsor support):** $132105146.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 561: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $133130156.28
- **C.18.a - Value (excl. sponsor support):** $133130156.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 562: 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.18 - Value (incl. sponsor support):** $99683050.00
- **C.18.a - Value (excl. sponsor support):** $99683050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 563: 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):** $397096315.68
- **C.18.a - Value (excl. sponsor support):** $397096315.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 564: 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.18 - Value (incl. sponsor support):** $98739590.00
- **C.18.a - Value (excl. sponsor support):** $98739590.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **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 565: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DGL2, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $54167113.00
- **C.18.a - Value (excl. sponsor support):** $54167113.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $94567238.40
- **C.18.a - Value (excl. sponsor support):** $94567238.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 567: 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: 89233HHH0, C.4 - ISIN: US89233HHH03, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $98252950.00
- **C.18.a - Value (excl. sponsor support):** $98252950.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 569: 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):** $900036180.00
- **C.18.a - Value (excl. sponsor support):** $900036180.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 570: 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):** $750023775.00
- **C.18.a - Value (excl. sponsor support):** $750023775.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 571: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG81, C.4 - ISIN: US89788LG818, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $997049152.10
- **C.18.a - Value (excl. sponsor support):** $997049152.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 572: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGA6, C.4 - ISIN: US89788LGA61, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499988250.00
- **C.18.a - Value (excl. sponsor support):** $499988250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 573: 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: 90276JA30, C.4 - ISIN: US90276JA305, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $400035560.00
- **C.18.a - Value (excl. sponsor support):** $400035560.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 574: 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: 90276JZH2, C.4 - ISIN: US90276JZH21, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500001580.00
- **C.18.a - Value (excl. sponsor support):** $500001580.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 575: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UC27, C.4 - ISIN: US91058UC275, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $2376728931.05
- **C.18.a - Value (excl. sponsor support):** $2376728931.05
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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? 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 576: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UC35, C.4 - ISIN: US91058UC358, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $349856500.00
- **C.18.a - Value (excl. sponsor support):** $349856500.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 577: 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):** $247963726.13
- **C.18.a - Value (excl. sponsor support):** $247963726.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 578: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.870000%
- **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):** $300003240.00
- **C.18.a - Value (excl. sponsor support):** $300003240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 579: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.870000%
- **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):** $300004320.00
- **C.18.a - Value (excl. sponsor support):** $300004320.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 580: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.870000%
- **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):** $300011280.00
- **C.18.a - Value (excl. sponsor support):** $300011280.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 581: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.870000%
- **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):** $300012450.00
- **C.18.a - Value (excl. sponsor support):** $300012450.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 582: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.870000%
- **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):** $225007672.50
- **C.18.a - Value (excl. sponsor support):** $225007672.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 583: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.750000%
- **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):** $10350000.00
- **C.18.a - Value (excl. sponsor support):** $10350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 584: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 585: 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):** $298039650.00
- **C.18.a - Value (excl. sponsor support):** $298039650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.890000%
- **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):** $250004200.00
- **C.18.a - Value (excl. sponsor support):** $250004200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 587: 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):** $283154625.00
- **C.18.a - Value (excl. sponsor support):** $283154625.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 588: 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):** $99218890.00
- **C.18.a - Value (excl. sponsor support):** $99218890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 589: 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):** $248021525.00
- **C.18.a - Value (excl. sponsor support):** $248021525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 590: 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):** $123752775.00
- **C.18.a - Value (excl. sponsor support):** $123752775.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 591: 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):** $49469870.00
- **C.18.a - Value (excl. sponsor support):** $49469870.00
- **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 592: 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):** $187945891.00
- **C.18.a - Value (excl. sponsor support):** $187945891.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 593: 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):** $493351550.00
- **C.18.a - Value (excl. sponsor support):** $493351550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $302604528.57
- **C.18.a - Value (excl. sponsor support):** $302604528.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 595: 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):** $163801159.50
- **C.18.a - Value (excl. sponsor support):** $163801159.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 596: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 597: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.940000%
- **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):** $500007900.00
- **C.18.a - Value (excl. sponsor support):** $500007900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 598: 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):** $750176325.00
- **C.18.a - Value (excl. sponsor support):** $750176325.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 599: 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):** $749960850.00
- **C.18.a - Value (excl. sponsor support):** $749960850.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 600: 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):** $500118800.00
- **C.18.a - Value (excl. sponsor support):** $500118800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 601: 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.4 - ISIN: US95001KVQ48, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $250045350.00
- **C.18.a - Value (excl. sponsor support):** $250045350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 602: 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.4 - ISIN: US95001KVR21, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $749983725.00
- **C.18.a - Value (excl. sponsor support):** $749983725.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 603: 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.4 - ISIN: US95001KVS04, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499989150.00
- **C.18.a - Value (excl. sponsor support):** $499989150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 604: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWY6, C.4 - ISIN: US95001KWY62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499975600.00
- **C.18.a - Value (excl. sponsor support):** $499975600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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 605: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXN9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **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:** 3.7500%
- **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 606: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 607: 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):** $150033180.00
- **C.18.a - Value (excl. sponsor support):** $150033180.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 608: 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):** $558089726.40
- **C.18.a - Value (excl. sponsor support):** $558089726.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 609: 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):** $1000152200.00
- **C.18.a - Value (excl. sponsor support):** $1000152200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 610: 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):** $500136750.00
- **C.18.a - Value (excl. sponsor support):** $500136750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 611: 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):** $111057708.90
- **C.18.a - Value (excl. sponsor support):** $111057708.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 612: 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):** $300012420.00
- **C.18.a - Value (excl. sponsor support):** $300012420.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 613: 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):** $500094650.00
- **C.18.a - Value (excl. sponsor support):** $500094650.00
- **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 614: 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):** $310010447.00
- **C.18.a - Value (excl. sponsor support):** $310010447.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 615: 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):** $131054731.80
- **C.18.a - Value (excl. sponsor support):** $131054731.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 616: 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):** $224026028.80
- **C.18.a - Value (excl. sponsor support):** $224026028.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 617: 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):** $300048720.00
- **C.18.a - Value (excl. sponsor support):** $300048720.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 618: 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):** $106015306.40
- **C.18.a - Value (excl. sponsor support):** $106015306.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 619: 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):** $496976790.10
- **C.18.a - Value (excl. sponsor support):** $496976790.10
- **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 620: 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):** $749988525.00
- **C.18.a - Value (excl. sponsor support):** $749988525.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 621: 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):** $350008190.00
- **C.18.a - Value (excl. sponsor support):** $350008190.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 622: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38D0P7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38D0P7
- **C.18 - Value (incl. sponsor support):** $500082650.00
- **C.18.a - Value (excl. sponsor support):** $500082650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38DNF4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ACI38DNF4
- **C.18 - Value (incl. sponsor support):** $275058025.00
- **C.18.a - Value (excl. sponsor support):** $275058025.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 624: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38GNX8, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38GNX8
- **C.18 - Value (incl. sponsor support):** $299986710.00
- **C.18.a - Value (excl. sponsor support):** $299986710.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **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 625: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38PGH1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38PGH1
- **C.18 - Value (incl. sponsor support):** $500067450.00
- **C.18.a - Value (excl. sponsor support):** $500067450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 626: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.320000%
- **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):** $300391059.00
- **C.18.a - Value (excl. sponsor support):** $300391059.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| BITWISE FUNDS TRUST            ETHEREUM OPTION  | 2500-12-31      | N/A      | 0.0000% | $1522.00           | $30418.54          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $509133.00         | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4272.52           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $5922.60           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $10095.34          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII INNOVATION LEAD  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $9423.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SOUTH KOREA | 2500-12-31      | N/A      | 0.0000% | $93.00             | $4536.54           | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $145808.00         | $12177884.16       | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $64326.00          | $2269421.28        | Equities   |
| THE BRAND HOUSE COLLECTIVE INC COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $8991.00           | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $401176.00         | $14999970.64       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $5745.84           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $34906.00          | $891324.71         | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $94.00             | $18877.08          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $23271.00          | $14177624.04       | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $121225.00         | $13542044.75       | Equities   |
| ISHARES TR                     MRGSTR MD CP VAL | 2500-12-31      | N/A      | 0.0000% | $700.00            | $62500.76          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  BLOOMBERG FINANC | 2500-12-31      | N/A      | 0.0000% | $333.00            | $24462.18          | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $76.00             | $13214.88          | Equities   |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $5252.00           | $108191.20         | Equities   |
| TIDAL TRUST II                 YIELDMAX TRGT12  | 2500-12-31      | N/A      | 0.0000% | $4185.00           | $213602.40         | Equities   |
| ROUNDHILL ETF TRUST            ROUNDHILL S&P500 | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4470.15           | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2115.00           | $201411.45         | Equities   |
| HASHDEX COMMODITIES TRUST      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2065.27           | Equities   |
| TIDAL TRUST II                 DEFIANCE R2000 W | 2500-12-31      | N/A      | 0.0000% | $11106.00          | $220787.28         | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14557.50          | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $1285.00           | $59611.15          | Equities   |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $13595.36          | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $5653.56           | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $146126.00         | $11570256.68       | Equities   |
| AURELION INC                   CL A ORD SHS NEW | 2500-12-31      | N/A      | 0.0000% | $1183.00           | $1916.46           | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $9572.00           | $2679489.96        | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $65924.00          | $4821022.12        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $13248.00          | $1424292.48        | Equities   |
| TIDAL TRUST II                 DEFIANCE DT 2X L | 2500-12-31      | N/A      | 0.0000% | $35545.00          | $436137.15         | Equities   |
| VANGUARD WHITEHALL FDS         HIGH DIV YLD     | 2500-12-31      | N/A      | 0.0000% | $82.00             | $12704.26          | Equities   |
| VICARIOUS SURGICAL INC         COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $36242.00          | $73933.68          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    GROWTH STRENGTH  | 2500-12-31      | N/A      | 0.0000% | $869.00            | $31275.31          | Equities   |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $1076.00           | $79271.29          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE BOND ETF | 2500-12-31      | N/A      | 0.0000% | $15600.00          | $341796.00         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST BITCO | 2500-12-31      | N/A      | 0.0000% | $11679.00          | $93240.46          | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $54.00             | $4919.40           | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $800.00            | $59472.00          | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1010.73           | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1604.46           | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $16089.00          | $691183.44         | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $84.00             | $8488.20           | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $4747.19           | Equities   |
| PROSHARES TR II                ULTRA GOLD       | 2500-12-31      | N/A      | 0.0000% | $316.00            | $24407.84          | Equities   |
| PROSHARES TR                   EQTS FOR RISIN   | 2500-12-31      | N/A      | 0.0000% | $321.00            | $22092.22          | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $216.00            | $11282.85          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4889.22           | Equities   |
| ROUNDHILL ETF TRUST            GLP 1 & WEIGHT L | 2500-12-31      | N/A      | 0.0000% | $95.00             | $3174.43           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1495.00           | $94558.75          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $37.00             | $6581.93           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $35.00             | $3796.80           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $206454.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE GERMANY     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7036.00           | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $63.00             | $39938.85          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $16951.00          | $10746086.45       | Equities   |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $173.00            | $26849.60          | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $7271.00           | $77218.02          | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $213340.00         | $14999935.40       | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2569.00           | $39511.22          | Equities   |
| PROSHARES TR II                ULTRA SILVER NEW | 2500-12-31      | N/A      | 0.0000% | $475.00            | $82745.00          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1687.00           | $125032.68         | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2364.95           | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $9217.00           | $74196.85          | Equities   |
| ALPS ETF TR                    RIVERFRNT DYMC   | 2500-12-31      | N/A      | 0.0000% | $3279.00           | $212026.37         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $171.00            | $5604.64           | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $3263.00           | $6003.92           | Equities   |
| BNY MELLON ETF TRUST           US LRG CP CORE   | 2500-12-31      | N/A      | 0.0000% | $19.00             | $2504.20           | Equities   |
| BANK NOVA SCOTIA B C           COM              | 2500-12-31      | N/A      | 0.0000% | $97100.00          | $7454367.00        | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $25200.00          | $465948.00         | Equities   |
| ARIS MINING CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1459.25           | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $9597.00           | $414686.37         | Equities   |
| DIREXION SHS ETF TR            DAILY REAL EST B | 2500-12-31      | N/A      | 0.0000% | $1957.00           | $20528.93          | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BEAR   | 2500-12-31      | N/A      | 0.0000% | $39491.00          | $365801.18         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1435.26           | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $45317.23          | Equities   |
| EMERA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3820.50           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1351.00           | $47879.44          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $9305.00           | $430728.45         | Equities   |
| TIDAL TRUST II                 DEFIANCE NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $688.00            | $11636.14          | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $26468.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $9944.14           | Equities   |
| TIDAL TRUST II                 YIELDMAX META    | 2500-12-31      | N/A      | 0.0000% | $26770.00          | $315082.90         | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $67.00             | $25853.96          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSS BRG ULTRST | 2500-12-31      | N/A      | 0.0000% | $7326.00           | $140659.20         | Equities   |
| UBS AG LONDON BRANCH           CAL LKD 51       | 2500-12-31      | N/A      | 0.0000% | $947.00            | $25500.72          | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $235.00            | $72159.10          | Equities   |
| ADECOAGRO S A                  COM              | 2500-12-31      | N/A      | 0.0000% | $20700.00          | $182781.00         | Equities   |
| WILEY JOHN & SONS INC          CL B             | 2500-12-31      | N/A      | 0.0000% | $74.00             | $2222.96           | Equities   |
| PROSHARES TR                   ULTRASHORT FINA  | 2500-12-31      | N/A      | 0.0000% | $239.00            | $6610.74           | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $10622.00          | $418613.02         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1681.24           | Equities   |
| SEABRIDGE GOLD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $33836.00          | $1305392.88        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $13751.00          | $1111493.33        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9507.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $31465.00          | $2991377.55        | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59172.00          | $9750362.16        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $146685.00         | $3771271.35        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1766.10           | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $327.00            | $11709.87          | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $204.00            | $27367.01          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT WILSHIR | 2500-12-31      | N/A      | 0.0000% | $369.00            | $11815.38          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $4677.00           | $116387.14         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $54004.00          | $2344853.68        | Equities   |
| DBX ETF TR                     XTRACKERS S&P MD | 2500-12-31      | N/A      | 0.0000% | $615.00            | $22049.23          | Equities   |
| ERO COPPER CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $134238.00         | Equities   |
| ETF SER SOLUTIONS              AAM S&P 500      | 2500-12-31      | N/A      | 0.0000% | $600.00            | $23013.00          | Equities   |
| FEDERATED HERMES ETF TRUST     HERMES TOTAL RET | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $133666.00         | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $71800.00          | $2439764.00        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $2436.00           | $92697.35          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $21895.00          | $1142700.05        | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1577.33           | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $74600.00          | $333462.00         | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $14229.00          | $332674.02         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $47115.00          | $60778.35          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2819.00           | $247141.73         | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT SML | 2500-12-31      | N/A      | 0.0000% | $4624.00           | $235803.65         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $53.00             | $7938.87           | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $147158.00         | $9621190.04        | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $26066.12          | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $291.00            | $20156.00          | Equities   |
| WEBS ETF TR                    QQQ DEFINED VOLA | 2500-12-31      | N/A      | 0.0000% | $1885.00           | $50336.66          | Equities   |
| EA SERIES TRUST                MATRIX ADVISORS  | 2500-12-31      | N/A      | 0.0000% | $151.00            | $19243.98          | Equities   |
| ALAMOS GOLD INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $90.00             | $4720.50           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $8012.00           | $234543.29         | Equities   |
| EA SERIES TRUST                STRIVE 1000 DIV  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3718.82           | Equities   |
| ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET | 2500-12-31      | N/A      | 0.0000% | $98.00             | $24426.50          | Equities   |
| AMPLIFY ETF TR                 SILJ COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $261.00            | $11055.96          | Equities   |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $200.00            | $49280.00          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2108.00           | $57084.64          | Equities   |
| BANZAI INTERNATIONAL INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8447.00           | $10220.87          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $1639.00           | $28767.73          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $10399.00          | $181982.50         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $10900.00          | $313375.00         | Equities   |
| DBX ETF TR                     XTRACKERS NET ZE | 2500-12-31      | N/A      | 0.0000% | $1129.00           | $48564.50          | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $167496.00         | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $869505.00         | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $9443.00           | $486525.08         | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $370.00            | $10236.05          | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $17460.00          | $443658.60         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  500 QVM MULTI    | 2500-12-31      | N/A      | 0.0000% | $2365.00           | $95920.38          | Equities   |
| ISHARES TR                     RUS MID CAP ETF  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $10240.56          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $3925.74           | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $1144.00           | $114754.64         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $749520.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $31.00             | $4672.01           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG IN | 2500-12-31      | N/A      | 0.0000% | $101.00            | $17217.48          | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $2198.00           | $50561.03          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $161760.78         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2631.00           | $269072.37         | Equities   |
| RENX ENTERPRISES CORP          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $103671.00         | $14659.08          | Equities   |
| PROSHARES TR                   SHORT BITCOIN ET | 2500-12-31      | N/A      | 0.0000% | $1051.00           | $29543.61          | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $2021.00           | $89242.11          | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $95.00             | $4683.75           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PROPEL OPPORTUNI | 2500-12-31      | N/A      | 0.0000% | $769.00            | $13317.23          | Equities   |
| PROSHARES TR                   ULTRASHORT MTRLS | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $20244.00          | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $90.00             | $3194.10           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1789.02           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $31367.00          | $1266599.46        | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $2648.00           | $298625.29         | Equities   |
| VANECK ETF TRUST               OFFICE AND COMME | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7228.96           | Equities   |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2581.04           | Equities   |
| WISDOMTREE TR                  US EFFICIENT COR | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4834.59           | Equities   |
| GRANITESHARES ETF TR           2X LONG QCOM DAI | 2500-12-31      | N/A      | 0.0000% | $11797.00          | $175640.81         | Equities   |
| TIDAL TRUST II                 YIELDMAX XOM OPT | 2500-12-31      | N/A      | 0.0000% | $2312.00           | $29646.78          | Equities   |
| UBS AG LONDON BRANCH           ETRACS QUARTERLY | 2500-12-31      | N/A      | 0.0000% | $433.00            | $9146.82           | Equities   |
| TIDAL TRUST II                 YIELDMAX COIN OP | 2500-12-31      | N/A      | 0.0000% | $16600.00          | $474594.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA REVOLU | 2500-12-31      | N/A      | 0.0000% | $2716.00           | $40956.19          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2605.60           | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC US | 2500-12-31      | N/A      | 0.0000% | $684.00            | $19988.94          | Equities   |
| DOMINARI HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $696.00            | $2366.40           | Equities   |
| ATAIBECKLEY INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $37129.00          | $138491.17         | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $21561.00          | $1186501.83        | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $136.00            | $11328.80          | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $1018.00           | $50391.00          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL BR1X | 2500-12-31      | N/A      | 0.0000% | $164.00            | $1132.42           | Equities   |
| ETFIS SER TR I                 VIRTUS REAL AS   | 2500-12-31      | N/A      | 0.0000% | $2575.00           | $68201.19          | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $2271.00           | $75962.45          | Equities   |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $3038.00           | $153813.94         | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $396.00            | $18029.88          | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $85800.00          | $3702270.00        | Equities   |
| DIREXION SHS ETF TR            DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $3168.00           | $109416.70         | Equities   |
| DIREXION SHS ETF TR            DAILY SHOP BULL  | 2500-12-31      | N/A      | 0.0000% | $187.00            | $3032.93           | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $33274.96          | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $74.00             | $2742.55           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $37131.00          | $1662354.87        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $267.00            | $5270.58           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $4648.00           | $734802.32         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $57967.00          | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $4895.00           | $312672.53         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $2501.00           | $144607.82         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP FINL   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2919.79           | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $71.00             | $8921.86           | Equities   |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $4820.00           | $550058.40         | Equities   |
| ISHARES TR                     RESIDENTIAL MULT | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2787.21           | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $28400.00          | $3134224.00        | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $6280.00           | $413035.60         | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $320416.00         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $21663.00          | $14999677.83       | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $32113.00          | $3897795.66        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG NASDAQ 100   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4161.92           | Equities   |
| HARBOR ETF TRUST               HARBOR COMMODITY | 2500-12-31      | N/A      | 0.0000% | $37600.00          | $1053928.00        | Equities   |
| NORTHERN LTS FD TR III         HCM DEFND 100    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $22611.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $383944.00         | $11514480.56       | Equities   |
| PGIM ETF TR                    ACTV HY BD ETF   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3490.76           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $2273.00           | $169974.94         | Equities   |
| TIDAL TRUST II                 YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $2706.00           | $67357.48          | Equities   |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $6148.00           | $235161.00         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $13170.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI  | 2500-12-31      | N/A      | 0.0000% | $715.00            | $12910.11          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1486.35           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $285714.00         | $14999985.00       | Equities   |
| UBS AG LONDON BRANCH           ETRACS MNTHLY B  | 2500-12-31      | N/A      | 0.0000% | $26632.00          | $108658.56         | Equities   |
| VIRTUS ETF TR II               NEWFLEET SHORT D | 2500-12-31      | N/A      | 0.0000% | $306.00            | $7900.89           | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $699814.00         | $3016198.34        | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $29500.00          | $90270.00          | Equities   |
| ASIASTRATEGY                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $900.00            | $1764.00           | Equities   |
| GRANITESHARES ETF TR           2X LONG SMCI DAI | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $8766.00           | Equities   |
| BAIRD MED INVT HLDGS LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $20375.00          | $46455.00          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2424.20           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US VALUE FACTR   | 2500-12-31      | N/A      | 0.0000% | $143.00            | $7401.68           | Equities   |
| ISHARES TR                     IBONDS 27 TRM TS | 2500-12-31      | N/A      | 0.0000% | $8200.00           | $184582.00         | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $2002.00           | $251571.32         | Equities   |
| NORTHERN LTS FD TR III         CP HIGH YILD TRD | 2500-12-31      | N/A      | 0.0000% | $120.00            | $2616.00           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $6082.00           | $222627.96         | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $91.00             | $7349.16           | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $24.00             | $8175.84           | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $1802.00           | $298357.14         | Equities   |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $286.00            | $29915.60          | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $149243.00         | $12066296.55       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLATILITY PREM  | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1128.95           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $41365.00          | $1215303.70        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET REA | 2500-12-31      | N/A      | 0.0000% | $29416.00          | $1283420.08        | Equities   |
| PACER FDS TR                   METAURUS CAP 400 | 2500-12-31      | N/A      | 0.0000% | $3279.00           | $140111.67         | Equities   |
| TIDAL TRUST II                 YIELDMAX SNOW OP | 2500-12-31      | N/A      | 0.0000% | $2211.00           | $20209.65          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII VEST US EQTY EQL | 2500-12-31      | N/A      | 0.0000% | $1771.00           | $40095.79          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| FIRST TR                       BRIGHT PORTFOLIO | 2500-12-31      | N/A      | 0.0000% | $5967.00           | $184921.51         | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $20060.32          | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $527.00            | $1549.38           | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $432630.00         | $1747825.20        | Equities   |
| ACCELERANT HOLDINGS            CL A             | 2500-12-31      | N/A      | 0.0000% | $24900.00          | $266679.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT MO | 2500-12-31      | N/A      | 0.0000% | $27.00             | $3519.69           | Equities   |
| INNOVATOR ETFS TRUST           INTL DEVELOPED P | 2500-12-31      | N/A      | 0.0000% | $2537.00           | $78061.21          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BLOOMBERG ANALYS | 2500-12-31      | N/A      | 0.0000% | $1625.00           | $128426.35         | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $10528.00          | $355109.44         | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $7267.00           | $141851.84         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1230.74           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FUNDAMENTAL DATA | 2500-12-31      | N/A      | 0.0000% | $106.00            | $6886.78           | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2411.52           | Equities   |
| AMPLIFY ETF TR                 ENERGY & NATURAL | 2500-12-31      | N/A      | 0.0000% | $852.00            | $27429.29          | Equities   |
| AMPLIFY ETF TR                 CEF HIGH INCOME  | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $51612.00          | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $360.00            | $37350.00          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $60497.75          | Equities   |
| CAPITAL GROUP GLOBAL EQUITY ET SHS              | 2500-12-31      | N/A      | 0.0000% | $62500.00          | $2065625.00        | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $87723.00          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $101907.00         | Equities   |
| DIMENSIONAL ETF TRUST          US HIGH PROFITAB | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3496.81           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT ENERGY INCOME | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $57460.00          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII MLT MNGD LRG GRW | 2500-12-31      | N/A      | 0.0000% | $1216.00           | $40455.83          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7260.00           | $296571.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      INCOME EQT FOCUS | 2500-12-31      | N/A      | 0.0000% | $6534.00           | $436969.74         | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $28400.00          | $110476.00         | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $7543.00           | $657146.16         | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $94198.00          | $50414.77          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CHINA       | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1021.68           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II MATERIALS ALPH   | 2500-12-31      | N/A      | 0.0000% | $10673.00          | $836322.41         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST META  | 2500-12-31      | N/A      | 0.0000% | $228.00            | $3798.09           | Equities   |
| GRANITESHARES ETF TR           2X LONG CRWD DAI | 2500-12-31      | N/A      | 0.0000% | $300.00            | $5621.58           | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $26843.00          | $1854582.87        | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $696.00            | $32280.48          | Equities   |
| JANUS DETROIT STR TR           HENDERSON US REL | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1597.49           | Equities   |
| ISHARES TR                     CMBS ETF         | 2500-12-31      | N/A      | 0.0000% | $181.00            | $8968.55           | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $91.00             | $1448.72           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $63.00             | $6482.07           | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5611.32           | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $31414.00          | $14999556.72       | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1520.07           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $86.00             | $13334.30          | Equities   |
| THEMES ETF TR                  HUMANOID ROBOTIC | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $99569.00          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $8285.00           | $372493.60         | Equities   |
| TIDAL TRUST II                 YIELDMAX AMD OPT | 2500-12-31      | N/A      | 0.0000% | $126.00            | $3963.96           | Equities   |
| PROSHARES TR                   ULTRA TSLA       | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8454.00           | Equities   |
| PROSHARES TR                   LONG ONLINE SHRT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5398.66           | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6461.37           | Equities   |
| UBS AG LONDON BRANCH           ETRACS ETN 49    | 2049-10-21      | N/A      | 0.0000% | $2313.00           | $42701.91          | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US EQ INCM | 2500-12-31      | N/A      | 0.0000% | $115.00            | $8445.02           | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $145050.00         | $12578736.00       | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $29900.00          | $8379176.00        | Equities   |
| VANGUARD MALVERN FDS           CORE BD ETF      | 2500-12-31      | N/A      | 0.0000% | $400.00            | $31580.00          | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $1469.00           | $219968.06         | Equities   |
| VANECK ETF TRUST               AFRICA INDEX ETF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6096.00           | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $75.00             | $13248.75          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $153.00            | $14004.09          | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1382.40           | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $55.00             | $3478.20           | Equities   |
| GRANITESHARES ETF TR           YIELD BOOST QQQ  | 2500-12-31      | N/A      | 0.0000% | $5348.00           | $78472.81          | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1100.32           | Equities   |
| ISHARES TR                     IBONDS 29 TRM TS | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $28684.50          | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7248.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $314260.00         | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $3969.00           | $109703.16         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD    | 2500-12-31      | N/A      | 0.0000% | $52776.00          | $776862.72         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $4717.92           | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $247260.00         | $3377571.60        | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $1176100.00        | $3081382.00        | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $1459.00           | $29566.63          | Equities   |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1128.19           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2801.28           | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $38876.00          | $1704323.84        | Equities   |
| PROSHARES TR                   NANOTECH ETF     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $13778.02          | Equities   |
| PROSHARES TR                   SHRT SMALLCAP60  | 2500-12-31      | N/A      | 0.0000% | $1599.00           | $20026.84          | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $420.00            | $18538.80          | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $3311.00           | $710341.94         | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $893.00            | $173670.64         | Equities   |
| WEST FRASER TIMBER LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $5553.00           | $362277.72         | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $177137.00         | $14999961.16       | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $80.00             | $18559.20          | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $7084.88           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQNXTGEN100  | 2500-12-31      | N/A      | 0.0000% | $133.00            | $5125.82           | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1619072.00        | $624961.79         | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $36454.00          | $465153.04         | Equities   |
| ORGANIGRAM GLOBAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3550.00           | $5183.00           | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC HEDGE | 2500-12-31      | N/A      | 0.0000% | $14414.00          | $470687.73         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $11.00             | $562.98            | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1390.60           | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $172161.00         | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $334645.00         | $7385615.15        | Equities   |
| DIREXION SHS ETF TR            DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $2285.00           | $79264.82          | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $22845.00          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P 500 B  | 2500-12-31      | N/A      | 0.0000% | $15298.00          | $530381.66         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $181.00            | $4632.70           | Equities   |
| FUNDX INVT TR                  FUNDX ETF        | 2500-12-31      | N/A      | 0.0000% | $2492.00           | $202674.86         | Equities   |

### Security 627: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **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):** $527324494.98
- **C.18.a - Value (excl. sponsor support):** $527324494.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $4428752.00        | $10540429.76       | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $694570.00         | $1180769.00        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $81683.00          | $328365.66         | Equities   |
| BANCO MACRO S A                SPON ADR B       | 2500-12-31      | N/A      | 0.0000% | $18506.00          | $1516936.82        | Equities   |
| BANK MONTREAL MEDIUM           2X LEVERAGED     | 2500-12-31      | N/A      | 0.0000% | $510.00            | $48705.00          | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $56971.00          | $4273964.42        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $597.00            | $15262.31          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $13157.00          | $797958.89         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $244328.00         | $26582886.40       | Equities   |
| VANECK ETF TRUST               GAMING ETF       | 2500-12-31      | N/A      | 0.0000% | $551.00            | $20128.80          | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $287580.00         | $13737696.60       | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $323784.00         | $25520654.88       | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $967.00            | $46309.63          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $747.00            | $42676.48          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $249.00            | $22790.97          | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3908.00           | $67337.18          | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2711696.00        | $15592252.00       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $84269.00          | $2410093.40        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE US | 2500-12-31      | N/A      | 0.0000% | $7196.00           | $304606.68         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3134.00           | $304123.36         | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9771.00           | $314524.58         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $144365.71         | Equities   |
| FRANKLIN TEMPLETON HOLDINGS TR RESPBLY SRCD GLD | 2500-12-31      | N/A      | 0.0000% | $1840.00           | $127217.60         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4535.00           | $155622.15         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $70318.09          | Equities   |
| COLUMBIA ETF TR I              MULTI SEC MUNI   | 2500-12-31      | N/A      | 0.0000% | $79690.00          | $1675083.80        | Equities   |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $70.00             | $5879.30           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $9081.00           | $182962.17         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $179.00            | $5765.59           | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $1213.00           | $41448.21          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3869.00           | $148453.53         | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $183719.99         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $938.00            | $22125.64          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14748.00          | $885764.88         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $488.00            | $35542.89          | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $35320.00          | $1017216.00        | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $346042.00         | $26582946.44       | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $5728.00           | $2249328.32        | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $10682.00          | $468939.80         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $929.00            | $23308.24          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $650.00            | $107195.79         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $13185.00          | $821161.80         | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $70540.00          | $26580177.40       | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $262690.00         | $15301692.50       | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $585892.00         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $3324.00           | $246740.52         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $694784.00         | $26582435.84       | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $25383.00          | $126407.34         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $9826.00           | $246976.51         | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2282.00           | $62492.34          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $3694.00           | $64769.49          | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2778.00           | $175035.67         | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $9715.00           | $729091.32         | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2122480.00        | $5093952.00        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON   | 2500-12-31      | N/A      | 0.0000% | $5347.00           | $139342.82         | Equities   |
| ISHARES TR                     CORE S&P TTL STK | 2500-12-31      | N/A      | 0.0000% | $5856.00           | $884080.32         | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $287444.00         | $26582821.12       | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4924.00           | $522629.91         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6081.00           | $113441.66         | Equities   |
| ISHARES TR                     MSCI PHILIPS ETF | 2500-12-31      | N/A      | 0.0000% | $24335.00          | $685030.25         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $251804.00         | $26582948.28       | Equities   |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $156.00            | $17802.72          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $163735.00         | $16152457.75       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $5835.00           | $250905.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2985.00           | $96539.08          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $1656.00           | $108815.76         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| FINANCIAL INVS TR              CORECOMMODITY NA | 2500-12-31      | N/A      | 0.0000% | $14235.00          | $570140.22         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $17049.00          | $1088919.63        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $931.00            | $23684.64          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $28178.00          | $696278.38         | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $2326.00           | $117956.34         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $105047.00         | $1113498.20        | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $361.00            | $21856.31          | Equities   |
| DANAOS CORPORATION             SHS              | 2500-12-31      | N/A      | 0.0000% | $77247.00          | $9003910.32        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $26849.00          | $279498.09         | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $97636.00          | $59069.78          | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $32921.00          | $1090672.73        | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1088120.00        | $26582771.60       | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $253.00            | $17523.94          | Equities   |
| NUSHARES ETF TR                NUVEEN SECURITIZ | 2500-12-31      | N/A      | 0.0000% | $14381.00          | $365277.40         | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $10.00             | $493.03            | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $1144832.00        | $26582999.04       | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $27197.00          | $2716164.39        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4623.00           | $118018.26         | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $9443.00           | $486525.08         | Equities   |
| ETF SER SOLUTIONS              US DIVERSIFIED   | 2500-12-31      | N/A      | 0.0000% | $3926.00           | $126340.64         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3029.00           | $68561.42          | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $3913.00           | $133533.08         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $69388.13          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1372.00           | $140314.44         | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $16724.00          | $905102.88         | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $169509.00         | $757705.23         | Equities   |
| RBB FUND TRUST                 MUFG JAPAN SMALL | 2500-12-31      | N/A      | 0.0000% | $216.00            | $12981.32          | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2288.00           | $136000.09         | Equities   |
| NIU TECHNOLOGIES               ADS              | 2500-12-31      | N/A      | 0.0000% | $78687.00          | $289568.16         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $159079.00         | $12831312.14       | Equities   |
| INNOVATOR ETFS TRUST           INTL DEVELOPED   | 2500-12-31      | N/A      | 0.0000% | $10834.00          | $319594.33         | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $13286.00          | $225064.84         | Equities   |
| DIMENSIONAL ETF TRUST          DIMENSIONAL INTL | 2500-12-31      | N/A      | 0.0000% | $9572.00           | $699707.46         | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $9767.00           | $562528.41         | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $204.00            | $27367.01          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $45091.00          | $1419915.59        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $472022.00         | $1335822.26        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $299189.00         | $26582942.65       | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5668.00           | $422275.64         | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $163.00            | $3189.47           | Equities   |
| BRASKEM SA                     SP ADR PFD A     | 2500-12-31      | N/A      | 0.0000% | $39512.00          | $149750.48         | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $875.00            | $49455.00          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $76206.52          | Equities   |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $3605.00           | $790504.40         | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $96154.23          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $320056.00         | $13896831.52       | Equities   |
| DBX ETF TR                     XTRACK MSCI JAPN | 2500-12-31      | N/A      | 0.0000% | $26498.00          | $2872653.48        | Equities   |
| BILIBILI INC                   SPONS ADS REP Z  | 2500-12-31      | N/A      | 0.0000% | $50727.00          | $1444197.69        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $77713.02          | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2130.00           | $75698.07          | Equities   |
| AB ACTIVE ETFS INC             CALIFORNIA INTER | 2500-12-31      | N/A      | 0.0000% | $83858.00          | $2135863.26        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $331.00            | $9659.97           | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $14948.00          | $13921.07          | Equities   |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $411147.00         | $20549127.06       | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4658.00           | $166031.15         | Equities   |
| SCHWAB STRATEGIC TR            CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $160020.90         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $84859.00          | $890170.91         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $734.00            | $110724.56         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $38564.00          | $26582165.20       | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $532084.00         | $26582916.64       | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6326.00           | $66043.44          | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $39749.00          | $985775.20         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $653.00            | $20325.21          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $17108.00          | $1017070.60        | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $2975.00           | $152558.00         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1027.35           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $216.00            | $11282.85          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $4095.00           | $360511.52         | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $14282.00          | $6486170.30        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $823.00            | $51043.78          | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1423.00           | $34042.14          | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $485.00            | $12028.00          | Equities   |
| PROSHARES TR                   ULTST NASD NW20  | 2500-12-31      | N/A      | 0.0000% | $1903.00           | $16289.68          | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $115629.66         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $139.00            | $14567.90          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| WISDOMTREE TR                  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $2303.00           | $77334.74          | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $16888.00          | $1700114.96        | Equities   |
| T ROWE PRICE ETF INC           TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $527.00            | $21630.71          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $11617.00          | $977686.72         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $384368.00         | $26582890.88       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $3198.00           | $108252.30         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $844976.00         | $26582944.96       | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $100407.00         | $3213024.00        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $190.00            | $5235.43           | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $403.00            | $30623.97          | Equities   |
| DIMENSIONAL ETF TRUST          DIMENSIONAL US   | 2500-12-31      | N/A      | 0.0000% | $93.00             | $5861.79           | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $32115.64          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $778.00            | $26719.87          | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $429206.00         | $1017218.22        | Equities   |

### Security 628: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.870000%
- **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):** $800017512.00
- **C.18.a - Value (excl. sponsor support):** $800017512.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS MTG LN TR 2023-NQM1   B-1    20630125 FLT | 2063-01-25      | 6.1583%  | 0.0000% | $5556874.00        | $5552464.79        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.1282%  | 0.0000% | $203366011.00      | $7604721.07        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $5530000.00        | $5004794.39        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   M-1    20630125 FLT | 2063-01-25      | 6.1583%  | 0.0000% | $4101836.00        | $4137146.78        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $6624692.00        | $6267350.23        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   M-1    20510925 FLT | 2051-09-25      | 2.9710%  | 0.0000% | $6000000.00        | $5035282.33        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 4.6132%  | 0.0000% | $12500000.00       | $5412037.93        | Private Label Collateralized Mortgage Obligations |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.2482%  | 0.0000% | $35441345.00       | $2637825.41        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $15261750.00       | $14566824.01       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0660%  | 0.0000% | $6735902.00        | $5304016.08        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GSA1  A-4    20521113 3.0 | 2052-11-13      | 3.0479%  | 0.0000% | $7810000.00        | $7529474.65        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.2605%  | 0.0000% | $37130538.00       | $6201434.14        | Private Label Collateralized Mortgage Obligations |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $1000.00           | $1075.83           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $17000.00          | $14397.00          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-24      | 3.1020%  | 0.0000% | $3000.00           | $2777.94           | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $6738540.00        | $5607149.84        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES 2024-NQM2   A-2    20690525 FLT | 2069-05-25      | 6.7400%  | 0.0000% | $12803000.00       | $6519041.78        | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $2000.00           | $2059.09           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $2000.00           | $2030.23           | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $4000.00           | $3225.75           | Corporate Debt Securities                         |
| TMSQ MTG TR 2014-1500          A      20361010 3.6 | 2036-10-10      | 3.6800%  | 0.0000% | $9900000.00        | $9297543.20        | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA           D      20390715 FLT | 2039-07-15      | 5.8745%  | 0.0000% | $8543261.00        | $7958621.39        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT5.7%36    | 2036-02-04      | 5.7000%  | 0.0000% | $2000.00           | $2013.08           | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 35       | 2035-11-01      | 6.0500%  | 0.0000% | $158000.00         | $174563.84         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 A-2    20690125 5.9 | 2069-01-25      | 5.9150%  | 0.0000% | $14884000.00       | $7243784.08        | Private Label Collateralized Mortgage Obligations |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $214000.00         | $220657.90         | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9611%  | 0.0000% | $4573102.00        | $4602744.21        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.8382%  | 0.0000% | $11874000.00       | $5771554.53        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE FINL CO LLC     FR 0.5%061527       | 2027-06-15      | 0.5000%  | 0.0000% | $439000.00         | $521751.50         | Corporate Debt Securities                         |
| JPMORGAN CHASE FINL CO LLC     FR 0.5%061527       | 2027-06-15      | 0.5000%  | 0.0000% | $8525000.00        | $10131962.50       | Corporate Debt Securities                         |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0439%  | 0.0000% | $7156000.00        | $7063235.21        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- A-2    20631025 7.3 | 2063-10-25      | 7.3190%  | 0.0000% | $10750000.00       | $6125062.69        | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES PT TR 2016-2   A      20300407 3.1 | 2030-04-07      | 3.1000%  | 0.0000% | $1000.00           | $587.45            | Asset-Backed Securities                           |
| VERUS SEC TR 2021-8            B-2    20661125 FLT | 2066-11-25      | 4.3340%  | 0.0000% | $5411000.00        | $4550186.25        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         A-2    20690225 FLT | 2069-02-25      | 6.4000%  | 0.0000% | $11075000.00       | $5280796.72        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.5194%  | 0.0000% | $15038900.00       | $10207623.46       | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2024-NQM1           A-2    20681225 FLT | 2068-12-25      | 6.5690%  | 0.0000% | $22500000.00       | $13874530.38       | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1383.96           | Corporate Debt Securities                         |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9368%  | 0.0000% | $5668271.00        | $5758360.11        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-11-24      | 6.3500%  | 0.0000% | $2500000.00        | $2471122.92        | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $728000.00         | $677278.02         | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.7852%  | 0.0000% | $19560000.00       | $7440305.72        | Private Label Collateralized Mortgage Obligations |
| ABPCID LDG FDG CLO LP 2024-18  B      20360730 FLT | 2036-07-30      | 5.6168%  | 0.0000% | $853557.00         | $856389.66         | Asset-Backed Securities                           |
| ABN AMRO BANK N.V.             FR 4.831%022636     | 2036-02-26      | 4.8310%  | 0.0000% | $1000.00           | $997.77            | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $6000.00           | $6386.58           | Corporate Debt Securities                         |
| BRAVO RESIDENTIAL 2024-NQM4    A-1A   20600125 FLT | 2060-01-25      | 4.3500%  | 0.0000% | $8724606.00        | $7381648.50        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4660007.65        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $7247550.00        | $6830045.22        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4132%  | 0.0000% | $6000000.00        | $4469617.86        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-2W   20510525 FLT | 2051-05-25      | 2.9835%  | 0.0000% | $5914700.00        | $4517665.64        | Private Label Collateralized Mortgage Obligations |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $208000.00         | $215864.48         | Corporate Debt Securities                         |
| SALUDA GRADE ALTERNATIVE 2024- B-1    20590825 FLT | 2059-08-25      | 7.1366%  | 0.0000% | $4359125.00        | $4209036.92        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 4.5832%  | 0.0000% | $30440000.00       | $9152571.94        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 4.6882%  | 0.0000% | $23300000.00       | $6950133.35        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 4.9780%  | 0.0000% | $8376000.00        | $7650607.71        | Private Label Collateralized Mortgage Obligations |
| BFLD COM MTG TR 2025-660F      D      20421117 FLT | 2042-11-17      | 6.4097%  | 0.0000% | $5140000.00        | $5167044.37        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.3029%  | 0.0000% | $9899933.00        | $9878615.82        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B20      A-5    20531020 FLT | 2053-10-20      | 2.0341%  | 0.0000% | $6572518.00        | $5925184.61        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 4.9245%  | 0.0000% | $6098000.00        | $6047089.83        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-3    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $8846345.26        | Private Label Collateralized Mortgage Obligations |
| CROSS 2025-H10 M 5.252 25JAN71 144A                | 2071-01-25      | 5.2520%  | 0.0000% | $4000000.00        | $3980742.77        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO 2026-FL11 2026-FL11  A      20440119 5.1 | 2044-01-19      | 5.1000%  | 0.0000% | $649749.00         | $652743.26         | Private Label Collateralized Mortgage Obligations |
| MSCI INC                       SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $66000.00          | $67953.65          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $17460000.00       | $11250167.57       | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 1LIEN GLBL 27       | 2027-12-02      | 2.4500%  | 0.0000% | $5000.00           | $4867.17           | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $47000.00          | $47916.03          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2013-C15 D      20451117 FLT | 2045-11-17      | 4.7479%  | 0.0000% | $15170000.00       | $7963908.07        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $10000000.00       | $8374913.56        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12212356.89       | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.6637%  | 0.0000% | $12251000.00       | $13133212.36       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $23206000.00       | $15502946.20       | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4245%  | 0.0000% | $9718000.00        | $9246430.81        | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK47                A-5    20570615 5.7 | 2057-06-15      | 5.7160%  | 0.0000% | $4960224.00        | $5352053.04        | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK47                A-5    20570615 5.7 | 2057-06-15      | 5.7160%  | 0.0000% | $7539776.00        | $8135374.74        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   A-2    20630125 FLT | 2063-01-25      | 6.2830%  | 0.0000% | $7566000.00        | $4794841.16        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.5853%  | 0.0000% | $13567000.00       | $9712176.03        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM4     B-1    20630525 FLT | 2063-05-25      | 7.0117%  | 0.0000% | $4000000.00        | $4024596.11        | Private Label Collateralized Mortgage Obligations |
| OVINTIV INC                    SR NT 7.375%31      | 2031-11-01      | 7.3750%  | 0.0000% | $79000.00          | $90954.59          | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.0381%  | 0.0000% | $2086416.00        | $2105166.68        | Private Label Collateralized Mortgage Obligations |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $119000.00         | $126019.02         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $281000.00         | $288221.70         | Corporate Debt Securities                         |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $32820264.00       | $5531397.85        | Private Label Collateralized Mortgage Obligations |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $9894632.00        | $9404523.73        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5499746.46        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.1570%  | 0.0000% | $6183000.00        | $6154405.68        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.7449%  | 0.0000% | $5000000.00        | $4667184.21        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $20250000.00       | $13368866.74       | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2023-NQM1             A-1    20680125 FLT | 2068-01-25      | 6.1820%  | 0.0000% | $10200000.00       | $6478027.37        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   A-3    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $7428000.00        | $4784636.88        | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $1000.00           | $159.82            | Asset-Backed Securities                           |
| SFAVE COML MTG TR 2015-5AVE    A-2B   20430108 4.1 | 2043-01-08      | 4.1440%  | 0.0000% | $4500000.00        | $4048802.50        | Private Label Collateralized Mortgage Obligations |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-06-15      | 4.5500%  | 0.0000% | $1000.00           | $1010.53           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $15343000.00       | $14350197.08       | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8445%  | 0.0000% | $5977852.00        | $5674156.74        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.3 | 2046-10-15      | 4.3000%  | 0.0000% | $18216700.00       | $8139133.61        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   B-3    20630125 FLT | 2063-01-25      | 6.1583%  | 0.0000% | $10134260.00       | $7153474.24        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   B-2    20630125 FLT | 2063-01-25      | 6.1583%  | 0.0000% | $5012325.00        | $4679078.22        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2022-NQM2              B-2    20670225 FLT | 2067-02-25      | 4.0000%  | 0.0000% | $12125800.00       | $7390334.22        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2025-NQM1           A-1    20700325 FLT | 2070-03-25      | 5.4300%  | 0.0000% | $5000000.00        | $4532589.00        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.2882%  | 0.0000% | $8435000.00        | $6020581.37        | Private Label Collateralized Mortgage Obligations |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $14000000.00       | $13306541.59       | Private Label Collateralized Mortgage Obligations |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $249000.00         | $234225.86         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR GLBL 144A 29     | 2029-03-15      | 4.3000%  | 0.0000% | $1000.00           | $1003.39           | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $332000.00         | $331926.41         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $9000.00           | $10475.89          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 49       | 2049-08-15      | 4.1500%  | 0.0000% | $200000.00         | $149946.67         | Corporate Debt Securities                         |
| RR 14 LTD                      C      20360415 FLT | 2036-04-15      | 6.8338%  | 0.0000% | $1947525.00        | $1920985.29        | Asset-Backed Securities                           |
| LV TR 2024-SHOW                A      20411010 FLT | 2041-10-10      | 5.2744%  | 0.0000% | $4255476.00        | $4362664.13        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $9345000.00        | $5825457.75        | Private Label Collateralized Mortgage Obligations |
| HARLEY DAVIDSON INC            SR GLBL NT 45       | 2045-07-28      | 4.6250%  | 0.0000% | $6000.00           | $4826.13           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-11-17      | 4.4665%  | 0.0000% | $1000.00           | $1003.77           | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-1    20550225 FLT | 2055-02-25      | 7.1855%  | 0.0000% | $10670000.00       | $9970765.89        | Private Label Collateralized Mortgage Obligations |
| SCOTT TR 2023-SFS              A-S    20400312 6.2 | 2040-03-12      | 6.2043%  | 0.0000% | $8290000.00        | $8577802.96        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.2605%  | 0.0000% | $61797618.00       | $4025050.64        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6245%  | 0.0000% | $14909000.00       | $13182445.86       | Private Label Collateralized Mortgage Obligations |
| ORION CLO LTD 2024-4           B      20371020 FLT | 2037-10-20      | 5.4176%  | 0.0000% | $901651.00         | $909196.56         | Asset-Backed Securities                           |
| PMT LN TR 2025-J4              B-2    20561225 FLT | 2056-12-25      | 6.3413%  | 0.0000% | $7677000.00        | $7689999.33        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $22000.00          | $21695.30          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $2000.00           | $2100.49           | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.7084%  | 0.0000% | $4619000.00        | $4206365.06        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG 2025-NQM3 B-1    20700525 FLT | 2070-05-25      | 7.2794%  | 0.0000% | $4675840.00        | $4555352.94        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT | 2047-04-25      | 7.5382%  | 0.0000% | $1136000.00        | $439506.71         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $65999000.00       | $66635890.35       | Corporate Debt Securities                         |
| RFR TRUST 2025-SGRM            A      20410313 5.5 | 2041-03-13      | 5.3790%  | 0.0000% | $5000000.00        | $5145934.17        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 4.8532%  | 0.0000% | $6025000.00        | $4472608.48        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3656%  | 0.0000% | $4900000.00        | $4999956.43        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   M-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $4483000.00        | $4469501.69        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $9065512.00        | $9036783.39        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4668620.59        | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $10500000.00       | $10955316.16       | Private Label Collateralized Mortgage Obligations |
| BANK5 2023-5YR4                A-3    20561215 6.5 | 2056-12-15      | 6.5000%  | 0.0000% | $14880000.00       | $13611475.00       | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.5895%  | 0.0000% | $11425000.00       | $11761739.09       | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-110W      A      20401213 FLT | 2040-12-13      | 5.1022%  | 0.0000% | $4185000.00        | $4266628.10        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2410%  | 0.0000% | $11910000.00       | $6467431.97        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8910%  | 0.0000% | $5500000.00        | $4098621.55        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3055%  | 0.0000% | $9000000.00        | $8088925.53        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 E      20600917 3.0 | 2060-09-17      | 3.0000%  | 0.0000% | $8321000.00        | $5649723.24        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-1    20591025 FLT | 2059-10-25      | 3.8900%  | 0.0000% | $10294850.00       | $9941442.68        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $7000.00           | $476.60            | Asset-Backed Securities                           |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $67000.00          | $66410.96          | Corporate Debt Securities                         |
| GCAT 2023-NQM3 TRUST           B-1    20680825 FLT | 2068-08-25      | 7.4674%  | 0.0000% | $8940000.00        | $9054084.37        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $224000.00         | $218833.75         | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3351%  | 0.0000% | $10000000.00       | $4781686.75        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $1000851.00        | $854247.54         | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $1000.00           | $976.94            | Corporate Debt Securities                         |
| SANTANDER BK NA 2023-MTG1      M-1    20520226 FLT | 2052-02-26      | 7.8172%  | 0.0000% | $8765000.00        | $6210548.89        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $9237000.00        | $4559562.80        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $27522000.00       | $14944794.24       | Private Label Collateralized Mortgage Obligations |
| TELEFONICA EMISONES SA         SR GLBL NT 27       | 2027-03-08      | 4.1030%  | 0.0000% | $296000.00         | $301964.79         | Corporate Debt Securities                         |
| POLARIS INC                    SR GLBL NT5.6%31    | 2031-03-01      | 5.6000%  | 0.0000% | $2000.00           | $2069.66           | Corporate Debt Securities                         |
| LSTR TR 2026-HTL6              B      20301215 FLT | 2030-12-15      | 5.6097%  | 0.0000% | $5000000.00        | $5004664.42        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.7175%  | 0.0000% | $2755184.00        | $1814073.34        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 31     | 2031-01-31      | 5.8750%  | 0.0000% | $88000.00          | $87880.06          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 41      | 2041-02-02      | 5.3870%  | 0.0000% | $3855000.00        | $3852151.05        | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR NT 5.11%26       | 2026-12-08      | 5.1100%  | 0.0000% | $1544000.00        | $1575441.42        | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.1845%  | 0.0000% | $8000000.00        | $7235514.10        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 7.9936%  | 0.0000% | $5244000.00        | $5344068.59        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-3            B-2    20680325 FLT | 2068-03-25      | 7.6883%  | 0.0000% | $5632000.00        | $5648641.96        | Private Label Collateralized Mortgage Obligations |
| P11 COMMERCIAL MTG TR 2025-P11 C      20420812 FLT | 2042-08-12      | 6.5080%  | 0.0000% | $5250000.00        | $5560895.67        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $327000.00         | $293850.74         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7084%  | 0.0000% | $463347.00         | $464122.06         | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-1    20640125 FLT | 2064-01-25      | 6.0300%  | 0.0000% | $18638000.00       | $11693974.12       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $10664000.00       | $9252062.69        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8249%  | 0.0000% | $18123000.00       | $12005783.65       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $31000.00          | $40140.94          | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.1467%  | 0.0000% | $14000000.00       | $13998203.34       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CHOP           G      20320715 FLT | 2032-07-15      | 9.0440%  | 0.0000% | $7690000.00        | $7575677.89        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $10489435.00       | $9605098.71        | Private Label Collateralized Mortgage Obligations |

### Security 629: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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):** $749619157.50
- **C.18.a - Value (excl. sponsor support):** $749619157.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62    | 2062-06-30      | 3.9500%  | 0.0000% | $70000.00          | $43223.89          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $3000.00           | $3159.97           | Corporate Debt Securities                         |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $2000.00           | $2231.53           | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $715.86            | Asset-Backed Securities                           |
| CELANESE US HLDGS LLC          SR GLBL NT1.4%26    | 2026-08-05      | 1.4000%  | 0.0000% | $6000.00           | $5918.31           | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR NT 4.375%28      | 2028-01-15      | 4.3750%  | 0.0000% | $4000.00           | $4026.58           | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $99000.00          | $98819.99          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30       | 2030-10-15      | 4.0000%  | 0.0000% | $100000.00         | $97522.67          | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $99000.00          | $100614.69         | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 012425-012431    | 2031-01-24      | 4.6938%  | 0.0000% | $3000.00           | $3030.05           | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $364.00            | $380.30            | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $3000.00           | $3072.10           | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $38000.00          | $38649.96          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 4%33     | 2033-03-15      | 4.0000%  | 0.0000% | $3000.00           | $2966.16           | Corporate Debt Securities                         |
| ENERFLEX INC                   SR GLBL 144A 31     | 2031-01-15      | 6.8750%  | 0.0000% | $648000.00         | $680512.68         | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $1000.00           | $1043.71           | Corporate Debt Securities                         |
| FNRM CL057JA R19F057                               | 2049-10-25      | 2.5000%  | 0.0000% | $31544440.00       | $6957364.46        | Agency Collateralized Mortgage Obligation         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $865.68            | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.4032%  | 0.0000% | $5000000.00        | $1273.12           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $1809.28           | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP INC        SR GLBL NT 31       | 2031-05-13      | 4.8990%  | 0.0000% | $4000.00           | $4158.49           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $992.92            | Private Label Collateralized Mortgage Obligations |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1051936.71        | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $14000.00          | $13997.12          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $2000.00           | $1970.38           | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT5.4%32    | 2032-03-15      | 5.4000%  | 0.0000% | $3000.00           | $3195.57           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $5000.00           | $3767.09           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS 2019-1         A      20291115 2.9 | 2029-11-15      | 2.9500%  | 0.0000% | $150000.00         | $102899.31         | Asset-Backed Securities                           |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $11859000.00       | $9394106.85        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $60000.00          | $64149.00          | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $1021000.00        | $822047.09         | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $173000.00         | $161540.48         | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $18371.77          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $229000.00         | $205601.31         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 1.9%081531       | 2031-08-15      | 1.9000%  | 0.0000% | $2000.00           | $1784.49           | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   SR SEC GLBL 29      | 2029-09-16      | 2.5000%  | 0.0000% | $5000.00           | $4779.90           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 42    | 2042-09-15      | 3.6000%  | 0.0000% | $6000.00           | $4909.32           | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $54000.00          | $53595.63          | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 48     | 2048-01-15      | 5.5000%  | 0.0000% | $455000.00         | $342668.08         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.3%60      | 2060-08-15      | 2.3000%  | 0.0000% | $8000.00           | $4124.05           | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 4%30     | 2030-02-15      | 4.0000%  | 0.0000% | $31000.00          | $30299.71          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 29       | 2029-08-15      | 2.9500%  | 0.0000% | $3000.00           | $2897.50           | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $106000.00         | $111994.57         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2004G 35    | 2035-04-01      | 5.7500%  | 0.0000% | $4000.00           | $4256.84           | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $3000.00           | $3024.64           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $23643000.00       | $23950595.43       | Corporate Debt Securities                         |
| SABLE INTL FIN LTD             SR SEC GLBL 32      | 2032-10-15      | 7.1250%  | 0.0000% | $200000.00         | $208473.00         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $1064000.00        | $1014899.95        | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $3558.68           | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $1072000.00        | $1077971.04        | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 4.95%29     | 2029-08-15      | 4.9500%  | 0.0000% | $2000.00           | $2025.24           | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 32       | 2032-09-09      | 4.1500%  | 0.0000% | $2000.00           | $2062.37           | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $197000.00         | $199035.67         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $111000.00         | $111141.93         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $7319000.00        | $5422830.08        | Corporate Debt Securities                         |
| MADI PK FDG LTD  2016-24R2     E-R2   20291022 FLT | 2029-10-22      | 10.7176% | 0.0000% | $2240000.00        | $2202643.64        | Asset-Backed Securities                           |
| MATTAMY GROUP CORP             SR 144A NT 6%33     | 2033-12-15      | 6.0000%  | 0.0000% | $1000.00           | $997.49            | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1060.59           | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 29     | 2029-10-01      | 3.6250%  | 0.0000% | $28000.00          | $27097.04          | Corporate Debt Securities                         |
| GNRA 2025-188 FC                                   | 2055-11-20      | 4.6615%  | 0.0000% | $26423600.00       | $26477800.19       | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $10000.00          | $10771.95          | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $399000.00         | $363033.81         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $3000.00           | $2840.25           | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $2000000.00        | $2042712.22        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.5716%  | 0.0000% | $2000.00           | $2021.79           | Corporate Debt Securities                         |
| KILROY RLTY L P                4.75%28             | 2028-12-15      | 4.7500%  | 0.0000% | $4000.00           | $4059.72           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $2000.00           | $1968.69           | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $2000.00           | $2062.95           | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $499000.00         | $474203.86         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 A-3    20500916 3.3 | 2050-09-16      | 3.3785%  | 0.0000% | $444999.00         | $3631.70           | Private Label Collateralized Mortgage Obligations |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4505.83           | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 3.9682%  | 0.0000% | $300000.00         | $862.17            | Asset-Backed Securities                           |
| PHILIP MORRIS INTL INC         SR GLBL NT 32       | 2032-10-29      | 4.2500%  | 0.0000% | $3000.00           | $3022.95           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 5%27     | 2027-09-01      | 5.0000%  | 0.0000% | $4000.00           | $4100.42           | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $1202000.00        | $978458.05         | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 8.8750%  | 0.0000% | $2000.00           | $2007.30           | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43       | 2043-05-20      | 5.6250%  | 0.0000% | $280000.00         | $251786.15         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935964.00         | $1028343.39        | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $106000.00         | $107974.43         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32      | 2032-02-15      | 8.5000%  | 0.0000% | $99000.00          | $106672.83         | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $1000.00           | $1062.30           | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $1287000.00        | $1300299.00        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.01           | Corporate Debt Securities                         |
| PG&E CORP                      1LIEN GLBL NT 30    | 2030-07-01      | 5.2500%  | 0.0000% | $1400000.00        | $1411349.33        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $25869000.00       | $24256807.99       | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2152.54           | Corporate Debt Securities                         |
| FNRM RC018KY R11F018                               | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $203021.23         | Agency Collateralized Mortgage Obligation         |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21640.14          | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $2000.00           | $2080.45           | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $85000.00          | $86707.08          | Corporate Debt Securities                         |
| COLLEGIATE FDG LN TR 2005-B    A-4    20350328 FLT | 2035-03-28      | 4.4676%  | 0.0000% | $12514000.00       | $3104687.21        | Asset-Backed Securities                           |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $5000.00           | $3526.06           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $249000.00         | $248858.07         | Corporate Debt Securities                         |
| BRISTOW GROUP INC              SR SEC GLBL 33      | 2033-02-01      | 6.7500%  | 0.0000% | $4000.00           | $4076.77           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AG BD 32    | 2032-03-01      | 3.0000%  | 0.0000% | $5000.00           | $4717.93           | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6.5%38        | 2038-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1162.79           | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1807.01           | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3231.75           | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $3000.00           | $3010.23           | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $27000.00          | $27395.48          | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 35       | 2035-03-15      | 5.8900%  | 0.0000% | $3000.00           | $3215.23           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $4000.00           | $3767.40           | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $448.00            | $442.66            | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1635.33           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.8382%  | 0.0000% | $4078000.00        | $1136.90           | Asset-Backed Securities                           |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $29000.00          | $30991.46          | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-01      | 6.8750%  | 0.0000% | $3506000.00        | $3452487.24        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 4.9882%  | 0.0000% | $3981000.00        | $1143.04           | Asset-Backed Securities                           |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.6269%  | 0.0000% | $2000.00           | $2026.23           | Corporate Debt Securities                         |
| BRAND INDL SVCS INC            SR SEC 144A NT30    | 2030-08-01      | 10.3750% | 0.0000% | $75000.00          | $71412.23          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34     | 2034-11-22      | 6.0000%  | 0.0000% | $5000.00           | $4952.97           | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $95000.00          | $97446.70          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 6.75%27      | 2027-12-15      | 6.7500%  | 0.0000% | $2000.00           | $2133.56           | Corporate Debt Securities                         |
| AVIENT CORPORATION             SR GLBL 144A 30     | 2030-08-01      | 7.1250%  | 0.0000% | $199000.00         | $206238.79         | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30     | 2030-07-15      | 7.8750%  | 0.0000% | $900000.00         | $840831.75         | Corporate Debt Securities                         |
| APIDOS CLO XLVII LTD           E      20370427 FLT | 2037-04-26      | 9.8680%  | 0.0000% | $4000000.00        | $4025246.30        | Asset-Backed Securities                           |
| DELUXE CORP MEDIUM TERM NTS    SR SEC GLBL 29      | 2029-09-15      | 8.1250%  | 0.0000% | $50000.00          | $54356.62          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-11-15      | 6.9500%  | 0.0000% | $50000.00          | $54778.08          | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2026-1      E      20330815 6.6 | 2033-08-15      | 6.6900%  | 0.0000% | $3580000.00        | $3619448.02        | Asset-Backed Securities                           |
| FMC CORP                       SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $151000.00         | $150594.98         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $1496000.00        | $1315802.64        | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.3%29      | 2029-04-05      | 5.3000%  | 0.0000% | $3000.00           | $3167.54           | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $349.89            | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR REGS NT 31       | 2031-05-15      | 7.2500%  | 0.0000% | $127000.00         | $127485.35         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      B-2    20550720 FLT | 2055-07-20      | 8.0875%  | 0.0000% | $367000.00         | $347385.89         | Asset-Backed Securities                           |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.8026%  | 0.0000% | $3694000.00        | $3917715.20        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $1448000.00        | $1375041.31        | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35    | 2035-08-15      | 5.7000%  | 0.0000% | $4000.00           | $4218.96           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.15%110145      | 2045-11-01      | 4.1500%  | 0.0000% | $5000.00           | $4286.91           | Corporate Debt Securities                         |
| LEEWARD RENEWABLE ENERGY OPER  SR 144A NT 29       | 2029-07-01      | 4.2500%  | 0.0000% | $3081000.00        | $2946517.77        | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             SR SEC GLBL 29      | 2029-01-18      | 2.7000%  | 0.0000% | $4000.00           | $3843.22           | Corporate Debt Securities                         |
| STEWART INFORMATION SVCS CORP  SR GLBL NT3.6%31    | 2031-11-15      | 3.6000%  | 0.0000% | $5000.00           | $4553.35           | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW          SR GLBL 144A 31     | 2031-03-01      | 3.5000%  | 0.0000% | $630000.00         | $601984.60         | Corporate Debt Securities                         |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $4000.00           | $4034.46           | Corporate Debt Securities                         |
| MASTERBRAND INC                SR GLBL 144A 32     | 2032-07-15      | 7.0000%  | 0.0000% | $838000.00         | $855427.61         | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 33     | 2033-08-01      | 6.3750%  | 0.0000% | $40000.00          | $41503.37          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M1     20360725 FLT | 2036-07-25      | 4.2532%  | 0.0000% | $20000000.00       | $4925.78           | Asset-Backed Securities                           |
| TRANSOCEAN AQUILA LTD          1LIEN 144A NT 28    | 2028-09-30      | 8.0000%  | 0.0000% | $62000.00          | $47460.39          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $133000.00         | $141828.54         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 28     | 2028-02-15      | 3.8750%  | 0.0000% | $20000.00          | $19105.63          | Corporate Debt Securities                         |
| FIGRE TRUST 2024-HE6           E      20541225 FLT | 2054-12-25      | 7.1360%  | 0.0000% | $4695000.00        | $4870831.40        | Asset-Backed Securities                           |
| TRANSCONTINENTAL GAS PIPE LINE SR NT 4.45%42       | 2042-08-01      | 4.4500%  | 0.0000% | $5000.00           | $4479.22           | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT 31       | 2031-09-15      | 2.2500%  | 0.0000% | $5000.00           | $4494.52           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4165.86           | Corporate Debt Securities                         |
| NSTAR ELEC CO                  GLBL DEB 1.95%31    | 2031-08-15      | 1.9500%  | 0.0000% | $3000.00           | $2671.20           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.5%26    | 2026-11-01      | 2.5000%  | 0.0000% | $5000.00           | $4998.83           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4902.85           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT30    | 2030-06-15      | 9.0000%  | 0.0000% | $35000.00          | $34118.70          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4078.56           | Private Label Collateralized Mortgage Obligations |
| GNRA 2023-164 YF                                   | 2053-11-20      | 5.5615%  | 0.0000% | $200000000.00      | $61465230.39       | Agency Collateralized Mortgage Obligation         |
| GENWORTH HLDGS INC             SR GLBL NT6.5%34    | 2034-06-15      | 6.5000%  | 0.0000% | $13000.00          | $13546.52          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.5832%  | 0.0000% | $4000000.00        | $1058.49           | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.1082%  | 0.0000% | $338000.00         | $1702.32           | Asset-Backed Securities                           |
| RAKUTEN GROUP INC              SR 144A NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $1769000.00        | $1876997.45        | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $41000.00          | $41238.83          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $70134000.00       | $70875861.87       | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $3000.00           | $3025.94           | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $97000.00          | $101638.62         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $4005000.00        | $1823765.75        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.5525% | 0.0000% | $1400000.00        | $1479403.86        | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $93000.00          | $63425.69          | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR SEC 144A NT28    | 2028-06-30      | 4.1250%  | 0.0000% | $4898000.00        | $4865189.52        | Corporate Debt Securities                         |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $679000.00         | $590454.25         | Corporate Debt Securities                         |
| GNRA 2019-74 UF                                    | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $29240629.89       | Agency Collateralized Mortgage Obligation         |
| GRAHAM HLDGS CO                SR GLBL 144A 33     | 2033-12-01      | 5.6250%  | 0.0000% | $10715000.00       | $10870273.74       | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL31    | 2031-01-15      | 1.6500%  | 0.0000% | $2000.00           | $1784.13           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD32    | 2032-11-01      | 4.0230%  | 0.0000% | $4000.00           | $3991.29           | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 144A 29    | 2029-01-15      | 15.1025% | 0.0000% | $1500000.00        | $1583550.00        | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $165000.00         | $159952.65         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $4000.00           | $3761.13           | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $39000.00          | $39533.71          | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $1688000.00        | $1613136.73        | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4780%  | 0.0000% | $35433000.00       | $87.80             | Private Label Collateralized Mortgage Obligations |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1014.00           | $697.32            | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $14086000.00       | $10980371.54       | Corporate Debt Securities                         |
| GRUPO NUTRESA SA               SR REGS NT 9%35     | 2035-05-12      | 9.0000%  | 0.0000% | $630000.00         | $739462.50         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $1667000.00        | $1654108.53        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1041.46           | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $385000.00         | $394927.87         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $588000.00         | $629266.17         | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $90000.00          | $78463.80          | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $597.84            | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2999.34           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $12211000.00       | $4634883.48        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $93000.00          | $97488.77          | Corporate Debt Securities                         |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $681000.00         | $495484.25         | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $7000000.00        | $7444514.97        | Asset-Backed Securities                           |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $2475.99           | Agency Collateralized Mortgage Obligation         |
| FIELDSTONE MTG INV 2005-3      M7     20360225 FLT | 2036-02-25      | 5.5882%  | 0.0000% | $11645000.00       | $3731.71           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.5382%  | 0.0000% | $8861000.00        | $2322.67           | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2005-FFH1   M-3    20360625 FLT | 2036-06-25      | 4.6582%  | 0.0000% | $246994.00         | $193007.63         | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.2982%  | 0.0000% | $7600000.00        | $1890.80           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.4482%  | 0.0000% | $4000000.00        | $1028.49           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.8132%  | 0.0000% | $3000000.00        | $998.87            | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.4382%  | 0.0000% | $5000000.00        | $1560.62           | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $4000.00           | $3529.69           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.3%49    | 2049-05-15      | 5.3000%  | 0.0000% | $75000.00          | $49093.25          | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $909.88            | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1126.57           | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2006-D     2-A    20360515 FLT | 2036-05-15      | 3.9741%  | 0.0000% | $600000.00         | $4231.34           | Asset-Backed Securities                           |
| CANADIAN NATL RY CO            3.65%48             | 2048-02-03      | 3.6500%  | 0.0000% | $3000.00           | $2331.16           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-01-31      | 11.7500% | 0.0000% | $5000000.00        | $3627612.50        | Corporate Debt Securities                         |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $160000.00         | $138.91            | Asset-Backed Securities                           |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $85000.00          | $92146.33          | Corporate Debt Securities                         |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4813.42           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 34       | 2034-03-15      | 5.3500%  | 0.0000% | $2000.00           | $2148.49           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 37       | 2037-05-29      | 5.8750%  | 0.0000% | $2000.00           | $2137.76           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES -K-078      A-2    20280625 FLT | 2028-06-25      | 3.8540%  | 0.0000% | $4300000.00        | $4320078.61        | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2046-07-15      | 2.5000%  | 0.0000% | $36000000.00       | $6255292.46        | Agency Collateralized Mortgage Obligation         |
| FNRM CL007A2 R16M007                               | 2026-09-25      | 2.4994%  | 0.0000% | $1640000.00        | $503684.65         | Agency Collateralized Mortgage Obligation         |
| FNRM RC089MC R15F089                               | 2042-03-25      | 2.7500%  | 0.0000% | $15000000.00       | $1494737.05        | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2035-10-15      | 0.0000%  | 0.0000% | $13589000.00       | $38499.00          | Agency Collateralized Mortgage Obligation         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.0882%  | 0.0000% | $4508000.00        | $1860.51           | Asset-Backed Securities                           |
| TRANSDIGM INC                  2LIEN GLBL 32       | 2032-03-01      | 6.6250%  | 0.0000% | $101000.00         | $107915.36         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-01-31      | 4.6250%  | 0.0000% | $353000.00         | $354128.52         | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2217.95           | Corporate Debt Securities                         |
| CHORD ENERGY CORPORATION       SR GLBL 144A 33     | 2033-03-15      | 6.7500%  | 0.0000% | $5000.00           | $5343.27           | Corporate Debt Securities                         |
| PPG INDS INC                   SR GLBL NT 31       | 2031-03-15      | 4.3750%  | 0.0000% | $2000.00           | $2035.43           | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2077000.00        | $2079757.22        | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317507.00         | $0.32              | Asset-Backed Securities                           |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.3882%  | 0.0000% | $942000.00         | $4372.66           | Asset-Backed Securities                           |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $4099000.00        | $3173223.77        | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1932.82           | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATL ASSN SR NT 4.483%29      | 2029-02-09      | 4.4830%  | 0.0000% | $3000.00           | $3009.33           | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $36113000.00       | $40922188.27       | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 31     | 2031-02-25      | 3.2500%  | 0.0000% | $365000.00         | $294164.65         | Corporate Debt Securities                         |
| AMERICAN BLDRS & CONTRACTORS   SR 144A NT 29       | 2029-11-15      | 3.8750%  | 0.0000% | $2000000.00        | $1952658.33        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.583%29    | 2029-01-09      | 5.5830%  | 0.0000% | $2000.00           | $2060.05           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 5.375%35     | 2035-09-15      | 5.3750%  | 0.0000% | $1000.00           | $1086.44           | Corporate Debt Securities                         |
| GNRM 2021-086 MC                                   | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4676541.53        | Agency Collateralized Mortgage Obligation         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $98000.00          | $107523.72         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62       | 2062-03-15      | 5.3910%  | 0.0000% | $35250000.00       | $20771397.38       | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $1782934.00        | $1637847.75        | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $4.35              | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-A    A-3    20320615 FLT | 2032-06-15      | 0.0100%  | 0.0000% | $1800000.00        | $1802650.57        | Asset-Backed Securities                           |
| KIMBERLY-CLARK CORP            SR GLBL NT4.5%33    | 2033-02-16      | 4.5000%  | 0.0000% | $4000.00           | $4089.62           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $36000.00          | $36787.59          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1327.41           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 42    | 2042-03-01      | 3.5000%  | 0.0000% | $859000.00         | $622655.69         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%010827       | 2027-01-08      | 4.5000%  | 0.0000% | $2000.00           | $2025.91           | Corporate Debt Securities                         |
| ENDO FIN HLDGS INC             SR SEC GLBL 31      | 2031-04-15      | 8.5000%  | 0.0000% | $154000.00         | $168688.01         | Corporate Debt Securities                         |
| EVERGY METRO INC               -2023 BD 4.95%33    | 2033-04-15      | 4.9500%  | 0.0000% | $3000.00           | $3124.02           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $3000.00           | $2922.24           | Corporate Debt Securities                         |
| FREMF TR 2020-KF94             C      20301125 FLT | 2030-11-25      | 12.7937% | 0.0000% | $79736000.00       | $24893325.60       | Agency Collateralized Mortgage Obligation         |
| Fannie Mae                                         | 2042-09-25      | 4.1618%  | 0.0000% | $99999.00          | $1521.38           | Agency Collateralized Mortgage Obligation         |
| FOUR LAKES RE LTD              EXT SR-A 144A 33    | 2033-01-10      | 6.8000%  | 0.0000% | $3050000.00        | $3037190.00        | Corporate Debt Securities                         |
| FXI HOLDINGS INC               SR SEC 144A NT30    | 2030-11-15      | 11.0000% | 0.0000% | $156000.00         | $150170.80         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DB7.4%46    | 2046-11-01      | 7.4000%  | 0.0000% | $500000.00         | $558972.22         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.9%31    | 2031-01-23      | 4.9000%  | 0.0000% | $3000.00           | $3134.06           | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2763.57           | Asset-Backed Securities                           |
| AMEREN ILL CO                  1M GLBL BD 30       | 2030-11-15      | 1.5500%  | 0.0000% | $5000.00           | $4485.66           | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2005-R6    M-3    20350825 FLT | 2035-08-25      | 4.8382%  | 0.0000% | $1400000.00        | $244147.27         | Asset-Backed Securities                           |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $2287000.00        | $2308257.67        | Corporate Debt Securities                         |
| CGI INC                        SR GLBL NT2.3%31    | 2031-09-14      | 2.3000%  | 0.0000% | $2000.00           | $1793.01           | Corporate Debt Securities                         |
| C-BASS ABS LLC 2005-CB7        M-3    20351125 FLT | 2035-11-25      | 3.2878%  | 0.0000% | $297994.00         | $185189.96         | Asset-Backed Securities                           |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $3745000.00        | $2265856.08        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $500000.00         | $541501.74         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           VR 092225-092228    | 2028-09-22      | 4.4404%  | 0.0000% | $2000.00           | $2020.18           | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 31       | 2031-03-15      | 3.8750%  | 0.0000% | $75000.00          | $71994.56          | Corporate Debt Securities                         |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $63000.00          | $64365.42          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $78000.00          | $78247.52          | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $11000.00          | $10993.25          | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28       | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3135.17           | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $996.00            | $938.30            | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $18000.00          | $19990.92          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $67000.00          | $67585.58          | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL 144A 28     | 2028-03-01      | 8.1250%  | 0.0000% | $504000.00         | $524020.00         | Corporate Debt Securities                         |
| NORTHERN TR CORP               SUB GLBL NT 40      | 2040-11-19      | 5.1170%  | 0.0000% | $2000.00           | $2032.14           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 27       | 2027-08-15      | 5.2500%  | 0.0000% | $2000.00           | $1903.50           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4513.52           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2958.34           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5090%  | 0.0000% | $9705000.00        | $4234.60           | Private Label Collateralized Mortgage Obligations |
| PULTE GROUP INC                SR GLBL NT 33       | 2033-05-15      | 6.3750%  | 0.0000% | $3000.00           | $3389.62           | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $1586000.00        | $1697208.56        | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.2882%  | 0.0000% | $7000000.00        | $1674.64           | Asset-Backed Securities                           |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.4359%  | 0.0000% | $3000.00           | $3005.66           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 4.6017%  | 0.0000% | $4000.00           | $4029.53           | Corporate Debt Securities                         |
| IMPAC CMB TR 2004-8            1-A    20341025 FLT | 2034-10-25      | 4.5082%  | 0.0000% | $2300000.00        | $2578.47           | Private Label Collateralized Mortgage Obligations |
| ILFC E-CAPITAL TR I            SUB GLBL 144A 65    | 2065-12-21      | 6.3500%  | 0.0000% | $6755000.00        | $5948385.45        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51    | 2051-05-20      | 3.5000%  | 0.0000% | $5000.00           | $3526.65           | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $4000.00           | $3548.50           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $3000.00           | $3068.36           | Corporate Debt Securities                         |
| ENTERPRISE FLEET FNG 2023-1    A2     20290120 5.5 | 2029-01-20      | 5.5100%  | 0.0000% | $143000.00         | $1208.59           | Asset-Backed Securities                           |
| DUKE ENERGY CAROLINAS LLC      SR GLBL A NT6%28    | 2028-12-01      | 6.0000%  | 0.0000% | $3000.00           | $3205.87           | Corporate Debt Securities                         |
| ELLINGTON CLO III LTD 2018-3   D      20300722 FLT | 2030-07-22      | 7.6692%  | 0.0000% | $2275000.00        | $2361484.83        | Asset-Backed Securities                           |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $1000.00           | $1065.57           | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $438000.00         | $448695.96         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB 144A NT    | 2500-12-31      | 7.2000%  | 0.0000% | $68000.00          | $73888.80          | Corporate Debt Securities                         |
| FNRM CL028BC R13F028                               | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $876.87            | Agency Collateralized Mortgage Obligation         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $2000.00           | $2059.66           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $2000.00           | $2026.83           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 4.7%27      | 2027-04-02      | 4.7000%  | 0.0000% | $2000.00           | $2051.64           | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $2000.00           | $2019.71           | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 6.45%073035      | 2035-07-30      | 6.4500%  | 0.0000% | $3291000.00        | $3452382.41        | Corporate Debt Securities                         |
| BROWN FORMAN CORP              4%38                | 2038-04-15      | 4.0000%  | 0.0000% | $5000.00           | $4657.78           | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $4000.00           | $3318.13           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SR GLBL NT 26       | 2026-03-02      | 1.0500%  | 0.0000% | $3000.00           | $3014.71           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 5.85%43       | 2043-11-15      | 5.8500%  | 0.0000% | $134000.00         | $128897.95         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 50     | 2050-01-31      | 5.8750%  | 0.0000% | $1387000.00        | $526458.39         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.2%26    | 2026-06-15      | 3.2000%  | 0.0000% | $4000.00           | $4018.72           | Corporate Debt Securities                         |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $1014000.00        | $976853.80         | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $199000.00         | $200724.06         | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO LW TIER II 82       | 2082-01-18      | 4.7500%  | 0.0000% | $2639000.00        | $2637036.14        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82    | 2082-03-15      | 5.2500%  | 0.0000% | $276000.00         | $283213.26         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1072.49           | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $1000.00           | $1001.08           | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $379.00            | $385.77            | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT2.6%31    | 2031-03-15      | 2.6000%  | 0.0000% | $2000.00           | $1870.18           | Corporate Debt Securities                         |
| GNRM 2025-098 PW                                   | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8251910.13        | Agency Collateralized Mortgage Obligation         |
| WBI OPER LLC                   SR GLBL 144A 30     | 2030-10-15      | 6.2500%  | 0.0000% | $1514000.00        | $1577450.48        | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $4000.00           | $3953.64           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 33      | 2033-05-15      | 5.6250%  | 0.0000% | $2000.00           | $2190.05           | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $13294000.00       | $3975277.12        | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $3566000.00        | $3367314.37        | Corporate Debt Securities                         |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32     | 2032-01-15      | 8.6250%  | 0.0000% | $18891000.00       | $19399396.17       | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.0500% | 0.0000% | $4270000.00        | $4387425.00        | Corporate Debt Securities                         |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $18454944.00       | $14094871.21       | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $6328000.00        | $6365050.44        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT33    | 2033-08-01      | 7.0000%  | 0.0000% | $2004000.00        | $2056072.83        | Corporate Debt Securities                         |
| FNRM CL054WH R12F054                               | 2042-05-25      | 3.5000%  | 0.0000% | $2588980.00        | $1632187.70        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-095       A-2    20290625 2.7 | 2029-06-25      | 2.7850%  | 0.0000% | $725000.00         | $705703.68         | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $369.62            | Agency Collateralized Mortgage Obligation         |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $27.00             | $26.79             | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR NT 3.7%27        | 2027-07-15      | 3.7000%  | 0.0000% | $4000.00           | $4006.43           | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $506000.00         | $480168.91         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD1.5%26    | 2026-09-01      | 1.5000%  | 0.0000% | $2000.00           | $1984.85           | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 54       | 2054-06-01      | 5.7500%  | 0.0000% | $3000.00           | $3064.64           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              JR SB -B NT 56      | 2056-08-15      | 6.3500%  | 0.0000% | $30000.00          | $30248.89          | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $2715000.00        | $1722586.05        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 31       | 2031-01-15      | 2.2500%  | 0.0000% | $5000.00           | $4521.73           | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER LLC 2025-3 A-2    20550825 5.0 | 2055-08-25      | 5.0000%  | 0.0000% | $15000000.00       | $14569586.67       | Asset-Backed Securities                           |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $153358.33         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 116 BD44    | 2044-01-15      | 4.7000%  | 0.0000% | $5000.00           | $4611.92           | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $3000.00           | $3055.92           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53    | 2053-02-01      | 5.3000%  | 0.0000% | $5000.00           | $4821.69           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34    | 2034-03-15      | 5.5000%  | 0.0000% | $3000.00           | $3252.90           | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.60              | Asset-Backed Securities                           |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 4.9069%  | 0.0000% | $2000.00           | $2026.13           | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 28     | 2028-10-01      | 3.3750%  | 0.0000% | $2353000.00        | $2278192.25        | Corporate Debt Securities                         |
| CNH EQUIPMENT TR 2022-A        A-3    20270715 2.9 | 2027-07-15      | 2.9400%  | 0.0000% | $109999.00         | $4438.28           | Asset-Backed Securities                           |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $23572000.00       | $23341583.70       | Corporate Debt Securities                         |
| BEAR STEARNS ARM TR 2003-9     II-A-1 20340225 FLT | 2034-02-25      | 5.5634%  | 0.0000% | $100000.00         | $467.66            | Private Label Collateralized Mortgage Obligations |
| AGL CLO 2024-29 LTD            E      20370421 FLT | 2037-04-21      | 10.2197% | 0.0000% | $3500000.00        | $3448702.50        | Asset-Backed Securities                           |
| APTIV PLC / APTIV CORP         SR GLBL NT 52       | 2052-05-01      | 4.1500%  | 0.0000% | $6000.00           | $4736.53           | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $259000.00         | $265370.25         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 30       | 2030-08-15      | 3.3750%  | 0.0000% | $67000.00          | $63145.82          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 4.3%31      | 2031-01-15      | 4.3000%  | 0.0000% | $4000.00           | $4035.98           | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $1234000.00        | $1357660.85        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 34     | 2034-01-17      | 8.2500%  | 0.0000% | $27000.00          | $27988.92          | Corporate Debt Securities                         |
| INSTITUTO COSTARRI             GLBL REGS NT 43     | 2043-05-15      | 6.3750%  | 0.0000% | $707000.00         | $716723.02         | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      SR SEC REGS NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $365000.00         | $394946.42         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $28000.00          | $25683.84          | Corporate Debt Securities                         |
| YALE UNIV                      SR GLBL 2020A 30    | 2030-04-15      | 1.4820%  | 0.0000% | $5000.00           | $4577.12           | Corporate Debt Securities                         |
| VMC FIN LL 2021-FL4            D      20360618 FLT | 2036-06-18      | 7.2805%  | 0.0000% | $4500000.00        | $4124893.01        | Asset-Backed Securities                           |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $2440000.00        | $956399.68         | Corporate Debt Securities                         |
| KALLPA GENERACION S A          SR REGS NT5.5%35    | 2035-09-11      | 5.5000%  | 0.0000% | $1000.00           | $1037.17           | Corporate Debt Securities                         |
| VICTORIAS SECRET AND CO        SR REGS NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $2000.00           | $1967.69           | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL REGS 31     | 2031-09-01      | 3.8750%  | 0.0000% | $24000.00          | $22513.31          | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP INC     SR GLBL REGS 29     | 2029-08-01      | 4.2500%  | 0.0000% | $41000.00          | $40403.84          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $2000.00           | $2096.53           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 37       | 2037-02-27      | 6.1500%  | 0.0000% | $2000.00           | $2200.76           | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $1692000.00        | $1173913.36        | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT3.3%29    | 2029-09-15      | 3.3000%  | 0.0000% | $3000.00           | $2949.93           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR GLBL NT 8%32     | 2032-03-01      | 8.0000%  | 0.0000% | $1000.00           | $1197.77           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4331.80           | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL 2024-SFR1 E1     20410220 3.8 | 2041-02-20      | 3.8500%  | 0.0000% | $2700000.00        | $2605471.80        | Asset-Backed Securities                           |
| SA RE II LTD SEGR ACCT 25-1    CL A-1 144A 28      | 2028-04-07      | 7.5526%  | 0.0000% | $3300000.00        | $3395040.00        | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28    | 2028-08-12      | 1.8000%  | 0.0000% | $5000.00           | $4737.25           | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $1275000.00        | $1208576.22        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $20136000.00       | $16691714.83       | Corporate Debt Securities                         |
| BCO CREDITO INVERS             FR 7.5%             | 2500-12-31      | 7.5000%  | 0.0000% | $200000.00         | $221275.00         | Corporate Debt Securities                         |
| GNRA 2019-05 YF                                    | 2049-01-20      | 4.4817%  | 0.0000% | $100000000.00      | $13273720.87       | Agency Collateralized Mortgage Obligation         |
| GLS AUTO RECEIVABLES ISSUER TR E      20300815 9.2 | 2030-08-15      | 9.2700%  | 0.0000% | $13800000.00       | $14754270.00       | Asset-Backed Securities                           |
| VIKING CRUISES LTD             SR GLBL 144A 33     | 2033-10-15      | 5.8750%  | 0.0000% | $4000.00           | $4177.83           | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $279000.00         | $294079.02         | Corporate Debt Securities                         |
| TOYOTA AUTO REC OWN TR 2024-C  A-2B   20270517 FLT | 2027-05-17      | 4.0282%  | 0.0000% | $100000.00         | $3384.45           | Asset-Backed Securities                           |
| NAVIENT REFINANCE LOAN 2025-A  C      20550216 6.1 | 2055-02-16      | 6.1400%  | 0.0000% | $1250000.00        | $1294238.33        | Asset-Backed Securities                           |
| NVR INC                        SR GLBL NT 3%30     | 2030-05-15      | 3.0000%  | 0.0000% | $2000.00           | $1929.18           | Corporate Debt Securities                         |
| NASSAU COS NEW YORK            SR 144A NT 30       | 2030-07-15      | 7.8750%  | 0.0000% | $99000.00          | $93556.73          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $4000.00           | $4001.50           | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $33000.00          | $3965.01           | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $25000.00          | $27700.81          | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           GLBL NT 5.7%28      | 2028-06-15      | 5.7000%  | 0.0000% | $99000.00          | $101360.16         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.3000% | 0.0000% | $5750000.00        | $5950675.00        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR 144A NT 33       | 2033-09-15      | 6.2500%  | 0.0000% | $550000.00         | $570860.28         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $15683000.00       | $15920911.11       | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $60000.00          | $61921.40          | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $2000.00           | $2063.19           | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 27    | 2027-02-15      | 4.7500%  | 0.0000% | $3701000.00        | $1581116.55        | Corporate Debt Securities                         |
| HORIZON MUT HLDGS INC          SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $189000.00         | $191331.63         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $1750000.00        | $1513382.01        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.7%050128       | 2028-05-01      | 3.7000%  | 0.0000% | $2000.00           | $2018.92           | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 29       | 2029-01-15      | 4.8750%  | 0.0000% | $4000.00           | $4082.19           | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $667000.00         | $673603.30         | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $1040000.00        | $1058914.71        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-10-23      | 5.0160%  | 0.0000% | $2000.00           | $2055.43           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT27    | 2027-05-15      | 5.2500%  | 0.0000% | $99000.00          | $98915.35          | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $1009000.00        | $1074615.27        | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $1430000.00        | $1324192.31        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $1000.00           | $907.01            | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $663000.00         | $629154.13         | Corporate Debt Securities                         |
| VOYA CLO LTD 2014-2R           E-R    20300417 FLT | 2030-04-17      | 11.6292% | 0.0000% | $1062467.00        | $71708.26          | Asset-Backed Securities                           |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29     | 2029-05-01      | 4.3750%  | 0.0000% | $90000.00          | $90364.25          | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $35000.00          | $1488.96           | Corporate Debt Securities                         |
| WILSONART LLC                  SR 144A NT 11%32    | 2032-08-15      | 11.0000% | 0.0000% | $4000.00           | $3290.35           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $2000.00           | $1865.27           | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $132000.00         | $142562.93         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 33     | 2033-02-01      | 6.2500%  | 0.0000% | $7000.00           | $7287.03           | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 30     | 2030-04-15      | 4.6250%  | 0.0000% | $2200000.00        | $2191768.33        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $11005.80          | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4998.92           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.05%030135      | 2035-03-01      | 5.0500%  | 0.0000% | $2000.00           | $2115.06           | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1388.93           | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $81000.00          | $75420.81          | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| FHLMCT SLSTT SERIES 2020-3     M-1    20600426 4.7 | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $68303.25          | Agency Collateralized Mortgage Obligation         |
| ZIPRECRUITER INC               SR GLBL 144A 30     | 2030-01-15      | 5.0000%  | 0.0000% | $71000.00          | $46209.17          | Corporate Debt Securities                         |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 9.5400%  | 0.0000% | $4000000.00        | $4060400.00        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-11-15      | 5.0500%  | 0.0000% | $4000.00           | $4065.55           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32      | 2032-02-15      | 8.5000%  | 0.0000% | $731000.00         | $787654.94         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33    | 2033-11-01      | 3.8750%  | 0.0000% | $62000.00          | $56027.92          | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $2000.00           | $2062.22           | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC REGS NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $754000.00         | $507773.76         | Corporate Debt Securities                         |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $84000.00          | $87419.91          | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $727000.00         | $778102.04         | Corporate Debt Securities                         |
| GNRM 2014-003 GL                                   | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $839.58            | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-02-24      | 4.8061%  | 0.0000% | $1000.00           | $1005.73           | Corporate Debt Securities                         |
| TERWIN MTG TR 2006-4SL         A-1    20370525 FLT | 2037-05-25      | 0.0172%  | 0.0000% | $155086844.00      | $2132738.99        | Asset-Backed Securities                           |
| TEGNA INC                      SR GLBL NT 5%29     | 2029-09-15      | 5.0000%  | 0.0000% | $16178000.00       | $16521297.16       | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $3028.94           | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             GTD SR NT 6%34      | 2034-09-30      | 6.0000%  | 0.0000% | $75000.00          | $79754.25          | Corporate Debt Securities                         |
| SYNAPTICS INC                  SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $98000.00          | $95114.88          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $770000.00         | $869813.18         | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2B   20370525 FLT | 2037-05-25      | 3.9082%  | 0.0000% | $5732032.00        | $1992799.36        | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2917.43           | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $1766000.00        | $1783907.24        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $95000.00          | $101760.52         | Corporate Debt Securities                         |
| STRUCTURED ASSET SECS 2005-S5  M2     20350825 FLT | 2035-08-25      | 5.5000%  | 0.0000% | $2920404.00        | $223279.24         | Asset-Backed Securities                           |
| STERIGENICS-NORDION HLDGS LLC  SR SEC 144A NT31    | 2031-06-01      | 7.3750%  | 0.0000% | $655000.00         | $701746.08         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.5044%  | 0.0000% | $3000.00           | $3026.24           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-4  D      20320525 FLT | 2032-05-25      | 4.8882%  | 0.0000% | $15000000.00       | $4223.51           | Asset-Backed Securities                           |
| ROYAL BK CDA                   FR 4.969%080230     | 2030-08-02      | 4.9690%  | 0.0000% | $2000.00           | $2063.18           | Corporate Debt Securities                         |
| TGS ASA                        SR SEC 144A NT30    | 2030-01-15      | 8.5000%  | 0.0000% | $404000.00         | $431240.37         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $22861000.00       | $1861742.69        | Corporate Debt Securities                         |
| ROCKET MTG LLC                 SR 144A NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1025568.18        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $76304.00          | $49220.85          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-05-01      | 3.7500%  | 0.0000% | $1086000.00        | $1069681.04        | Corporate Debt Securities                         |
| HASBRO INC                     SR NT 6.35%40       | 2040-03-15      | 6.3500%  | 0.0000% | $4000.00           | $4427.46           | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $76000.00          | $84639.60          | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3996.35           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $3000.00           | $3319.12           | Corporate Debt Securities                         |
| KINETIC ADV MASTER TR 2025-1   A      20291015 FLT | 2029-10-15      | 5.8582%  | 0.0000% | $6000000.00        | $6054022.09        | Asset-Backed Securities                           |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $5500000.00        | $5510468.33        | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1100.12           | Corporate Debt Securities                         |
| POLICY COMM TR 2017-1          CERT   20370827 FLT | 2037-08-27      | 0.0204%  | 0.0000% | $12069300.00       | $832504.01         | Asset-Backed Securities                           |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $4596000.00        | $4731413.48        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $351710.41         | Corporate Debt Securities                         |
| PLANET FINANCIAL GROUP         SR 144A NT 29       | 2029-12-15      | 10.5000% | 0.0000% | $7687000.00        | $7708523.60        | Corporate Debt Securities                         |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 10.9176% | 0.0000% | $1250000.00        | $1085342.71        | Asset-Backed Securities                           |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.3000% | 0.0000% | $5000000.00        | $5169500.00        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 35       | 2035-01-15      | 6.2500%  | 0.0000% | $4000.00           | $4253.01           | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 54     | 2054-06-15      | 5.8750%  | 0.0000% | $5000.00           | $4924.70           | Corporate Debt Securities                         |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $4200000.00        | $4408280.80        | Asset-Backed Securities                           |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $501029.40         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M6     20360525 FLT | 2036-05-25      | 4.6582%  | 0.0000% | $9500000.00        | $2553.50           | Asset-Backed Securities                           |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $4000.00           | $4132.78           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT2.7%26    | 2026-08-10      | 2.7000%  | 0.0000% | $327000.00         | $325212.94         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28     | 2028-05-01      | 5.5000%  | 0.0000% | $3965000.00        | $4035347.91        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $7000.00           | $7970.20           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $2760000.00        | $2717353.40        | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $2000.00           | $2063.05           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M2     20360725 FLT | 2036-07-25      | 4.2832%  | 0.0000% | $19000000.00       | $4711.16           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.3732%  | 0.0000% | $7527000.00        | $1904.00           | Asset-Backed Securities                           |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $391000.00         | $407644.87         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC 3LIEN GLBL PIK27    | 2027-05-15      | 5.6250%  | 0.0000% | $99000.00          | $101438.37         | Corporate Debt Securities                         |
| CONSTELLIUM SE                 SR GLBL 144A 29     | 2029-04-15      | 3.7500%  | 0.0000% | $833000.00         | $820713.25         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $100000.00         | $105186.39         | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 28       | 2028-12-15      | 2.2500%  | 0.0000% | $3000.00           | $2868.90           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $7000.00           | $7423.13           | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 8.9400%  | 0.0000% | $5750000.00        | $5909850.00        | Corporate Debt Securities                         |
| BAYARD PK CLO 0.01 24JUL38 144A FRN                | 2038-07-24      | 10.0180% | 0.0000% | $1300000.00        | $1283275.38        | Asset-Backed Securities                           |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $3000.00           | $3182.83           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR 144A NT 30       | 2030-02-01      | 6.7500%  | 0.0000% | $75000.00          | $78650.62          | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT 27       | 2027-08-13      | 3.9500%  | 0.0000% | $1000.00           | $1006.18           | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2905.38           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $11207000.00       | $7850889.52        | Corporate Debt Securities                         |
| REWORLD HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $300000.00         | $292972.75         | Corporate Debt Securities                         |
| CIFC FUNDING 2015 -IV LTD      SUB NT 20271020 FLT | 2027-10-20      | 0.0000%  | 0.0000% | $18509000.00       | $4071980.00        | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4590.83           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 29       | 2029-01-05      | 4.8500%  | 0.0000% | $3000.00           | $3091.91           | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT 29       | 2029-10-01      | 3.4500%  | 0.0000% | $100000.00         | $90182.17          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $28691000.00       | $28228261.99       | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-06-03      | 5.1250%  | 0.0000% | $1000.00           | $1049.14           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30     | 2030-04-01      | 5.0000%  | 0.0000% | $3000.00           | $3141.44           | Corporate Debt Securities                         |

### Security 630: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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):** $2248289752.50
- **C.18.a - Value (excl. sponsor support):** $2248289752.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CARNIVAL CORP                  SR GLBL DEB 28      | 2028-01-15      | 6.6500%  | 0.0000% | $80000.00          | $83884.67          | Corporate Debt Securities                 |
| FHLMC REMIC SERIES K-F95       AL     20301125 FLT | 2030-11-25      | 4.0537%  | 0.0000% | $30000000.00       | $6687801.22        | Agency Collateralized Mortgage Obligation |
| FNRM CL091PC R17F091                               | 2045-06-25      | 3.0000%  | 0.0000% | $50000000.00       | $3271799.27        | Agency Collateralized Mortgage Obligation |
| FNRM CL004A2 R16M004                               | 2026-03-25      | 2.5760%  | 0.0000% | $295000.00         | $25002.09          | Agency Collateralized Mortgage Obligation |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $3000000.00        | $2127982.50        | Corporate Debt Securities                 |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28       | 2028-10-01      | 8.3750%  | 0.0000% | $2835000.00        | $3037604.06        | Corporate Debt Securities                 |
| BCPE FLAVOR DEBT MERGER SUB    SR SEC GLBL 32      | 2032-07-01      | 9.5000%  | 0.0000% | $650000.00         | $612948.56         | Corporate Debt Securities                 |
| ANTERO RESOURCES CORP          SR GLBL NT5.4%36    | 2036-02-01      | 5.4000%  | 0.0000% | $18745000.00       | $18892335.70       | Corporate Debt Securities                 |
| ANTERO RESOURCES CORP          SR GLBL 144A 30     | 2030-03-01      | 5.3750%  | 0.0000% | $998000.00         | $1039414.78        | Corporate Debt Securities                 |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $709406.25         | Corporate Debt Securities                 |
| CENTRAIS ELET BRAS SA          SR GLBL 144A 30     | 2030-02-04      | 4.6250%  | 0.0000% | $500000.00         | $489437.43         | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $6283000.00        | $6038491.82        | Corporate Debt Securities                 |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $1476000.00        | $1545845.55        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 31     | 2031-03-01      | 4.8750%  | 0.0000% | $1000000.00        | $975093.33         | Corporate Debt Securities                 |
| FIRST FRANKLIN MTG 2006-FFA    A2     20260925 FLT | 2026-09-25      | 4.0882%  | 0.0000% | $22283040.00       | $200623.90         | Asset-Backed Securities                   |
| FORD MTR CO                    SR GLBL NT 30       | 2030-04-22      | 9.6250%  | 0.0000% | $26000.00          | $31211.18          | Corporate Debt Securities                 |
| HNI CORP 5.125 18JAN29 144A                        | 2029-01-18      | 5.1250%  | 0.0000% | $22000.00          | $22110.82          | Corporate Debt Securities                 |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.5500% | 0.0000% | $2500000.00        | $2475500.00        | Corporate Debt Securities                 |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $15000.00          | $16723.60          | Corporate Debt Securities                 |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $1046000.00        | $1118799.57        | Corporate Debt Securities                 |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.2900% | 0.0000% | $11750000.00       | $11994400.00       | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $2134000.00        | $2203504.38        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL BD6.5%41    | 2041-06-02      | 6.5000%  | 0.0000% | $600000.00         | $546496.33         | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $94000.00          | $96462.72          | Corporate Debt Securities                 |
| PLUSPETROL S A                 SR GLBL 144A 31     | 2031-05-18      | 8.1250%  | 0.0000% | $950000.00         | $991585.06         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            6.5%29              | 2029-01-23      | 6.5000%  | 0.0000% | $405000.00         | $418178.25         | Corporate Debt Securities                 |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $199000.00         | $211841.14         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $350000.00         | $294532.29         | Corporate Debt Securities                 |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $3000000.00        | $3168840.00        | Corporate Debt Securities                 |
| PARADIGM PARENT LLC / PARADIGM 1LIEN GLBL 32       | 2032-04-17      | 8.7500%  | 0.0000% | $55000.00          | $49450.35          | Corporate Debt Securities                 |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $407384.15         | Corporate Debt Securities                 |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $6674000.00        | $5933046.96        | Corporate Debt Securities                 |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31      | 2031-06-30      | 7.2500%  | 0.0000% | $300000.00         | $237996.80         | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $170000.00         | $157327.43         | Corporate Debt Securities                 |
| KODIAK GAS SVCS LLC            SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $2002000.00        | $2127216.20        | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $1007323.00        | Corporate Debt Securities                 |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $894000.00         | $888522.14         | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 14.5800% | 0.0000% | $2250000.00        | $1198811.25        | Corporate Debt Securities                 |
| TRUCK HERO INC                 SR GLBL 144A 29     | 2029-02-01      | 6.2500%  | 0.0000% | $325000.00         | $121447.26         | Corporate Debt Securities                 |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $923000.00         | $1038198.60        | Corporate Debt Securities                 |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $17000.00          | $16440.87          | Corporate Debt Securities                 |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $27000.00          | $27139.80          | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 28     | 2028-10-15      | 5.2500%  | 0.0000% | $1983000.00        | $2031251.35        | Corporate Debt Securities                 |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB GLBL -1 55    | 2055-03-01      | 7.6250%  | 0.0000% | $34000.00          | $36679.80          | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $744000.00         | $584507.07         | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-05-09      | 5.1250%  | 0.0000% | $697000.00         | $715836.43         | Corporate Debt Securities                 |
| TELUS CORPORATION              JR SB GLBL -D 56    | 2056-06-09      | 6.6250%  | 0.0000% | $1843000.00        | $1889930.46        | Corporate Debt Securities                 |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $4800000.00        | $4864952.00        | Corporate Debt Securities                 |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $54000.00          | $57248.19          | Corporate Debt Securities                 |
| MONTOYA RE LTD                 GLBL-B 144A 30      | 2030-04-09      | 16.1577% | 0.0000% | $4000000.00        | $3979200.00        | Corporate Debt Securities                 |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $263000.00         | $264912.01         | Corporate Debt Securities                 |
| TIME WARNER INC                SR GLBL NT3.8%27    | 2027-02-15      | 3.8000%  | 0.0000% | $15000.00          | $14689.00          | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $54000.00          | $58283.88          | Corporate Debt Securities                 |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $29000.00          | $27327.42          | Corporate Debt Securities                 |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.2700% | 0.0000% | $1750000.00        | $1768200.00        | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $348000.00         | $361291.28         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $3196000.00        | $3274562.12        | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $40000.00          | $40086.40          | Corporate Debt Securities                 |
| STENA INTL SA                  SR SEC 144A NT31    | 2031-02-15      | 7.6250%  | 0.0000% | $2566000.00        | $2683501.42        | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $16884000.00       | $16872589.23       | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-07-01      | 6.5000%  | 0.0000% | $141000.00         | $148385.74         | Corporate Debt Securities                 |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $74000.00          | $85876.35          | Corporate Debt Securities                 |
| IAMGOLD CORP                   SR GLBL REGS 28     | 2028-10-15      | 5.7500%  | 0.0000% | $245000.00         | $250893.07         | Corporate Debt Securities                 |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.5526%  | 0.0000% | $9944000.00        | $10110064.80       | Corporate Debt Securities                 |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $42000.00          | $40506.51          | Corporate Debt Securities                 |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $1330000.00        | $1112855.33        | Corporate Debt Securities                 |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $5914000.00        | $5960612.18        | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $50000.00          | $53566.42          | Corporate Debt Securities                 |
| GOEASY LTD                     SR 144A NT 30       | 2030-10-01      | 7.3750%  | 0.0000% | $249000.00         | $231271.13         | Corporate Debt Securities                 |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $734000.00         | $403724.47         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32559.68          | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $919000.00         | $974950.25         | Corporate Debt Securities                 |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $535000.00         | $552248.70         | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28      | 2028-08-15      | 4.6250%  | 0.0000% | $730000.00         | $726468.02         | Corporate Debt Securities                 |
| ATP TOWER HLDGS LLC            SR SEC REGS NT30    | 2030-02-03      | 7.8750%  | 0.0000% | $795000.00         | $824478.60         | Corporate Debt Securities                 |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $199000.00         | $209784.97         | Corporate Debt Securities                 |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 9.8000%  | 0.0000% | $2500000.00        | $2601000.00        | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $256000.00         | $253607.32         | Corporate Debt Securities                 |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $7718000.00        | $7851855.85        | Corporate Debt Securities                 |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $4863000.00        | $4893114.13        | Corporate Debt Securities                 |
| V F CORP                       SR GLBL NT2.8%27    | 2027-04-23      | 2.8000%  | 0.0000% | $8000.00           | $7889.08           | Corporate Debt Securities                 |
| WILTON RE LIMITED              PERP SUB GLBL       | 2500-12-31      | 6.0000%  | 0.0000% | $498000.00         | $502911.94         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $14649000.00       | $14266276.56       | Corporate Debt Securities                 |
| URSA RE II LIMITED             GLBL-G 144A 28      | 2028-06-07      | 12.5500% | 0.0000% | $3000000.00        | $3075300.00        | Corporate Debt Securities                 |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $9741000.00        | $8695652.70        | Corporate Debt Securities                 |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $656000.00         | $690050.77         | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $89000.00          | $93305.60          | Corporate Debt Securities                 |
| PACIFICORP                     JR SB NT7.125%56    | 2056-08-15      | 7.1250%  | 0.0000% | $11655000.00       | $11685001.91       | Corporate Debt Securities                 |
| PTC INC                        SR GLBL 144A 28     | 2028-02-15      | 4.0000%  | 0.0000% | $38000.00          | $37362.49          | Corporate Debt Securities                 |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $2864000.00        | $3035181.28        | Corporate Debt Securities                 |
| CONTINENTAL FIN  CR TR 2024-A  A      20321215 5.7 | 2032-12-15      | 5.7800%  | 0.0000% | $1668000.00        | $1692158.76        | Asset-Backed Securities                   |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $99000.00          | $104845.33         | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $15935000.00       | $15839575.91       | Corporate Debt Securities                 |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 34     | 2034-03-01      | 5.6250%  | 0.0000% | $16735000.00       | $16835912.05       | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $75000.00          | $72411.19          | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38    | 2038-07-01      | 7.3000%  | 0.0000% | $22000.00          | $24015.54          | Corporate Debt Securities                 |
| W. R. GRACE HOLDINGS LLC       SR 144A NT 29       | 2029-08-15      | 5.6250%  | 0.0000% | $4317000.00        | $4159969.12        | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 29     | 2029-06-27      | 8.5000%  | 0.0000% | $441000.00         | $464120.16         | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 31     | 2031-04-27      | 4.5000%  | 0.0000% | $1000000.00        | $946050.00         | Corporate Debt Securities                 |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30       | 2030-10-15      | 4.0000%  | 0.0000% | $90000.00          | $87770.40          | Corporate Debt Securities                 |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $5708000.00        | $5081994.13        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.0500% | 0.0000% | $4375000.00        | $4533375.00        | Corporate Debt Securities                 |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $470000.00         | $471071.73         | Corporate Debt Securities                 |
| GOLDEN BEAR RE LTD             SR FL 144A BD 29    | 2029-01-08      | 13.4077% | 0.0000% | $30000000.00       | $30270000.00       | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $71000.00          | $71136.97          | Corporate Debt Securities                 |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29     | 2029-06-01      | 5.2500%  | 0.0000% | $2602000.00        | $2630808.48        | Corporate Debt Securities                 |
| GRAFTECH FINANCE INC           SR SEC GLBL 29      | 2029-12-23      | 4.6250%  | 0.0000% | $1249000.00        | $625402.06         | Corporate Debt Securities                 |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $1842000.00        | $1285742.61        | Corporate Debt Securities                 |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $5469000.00        | $5746211.46        | Corporate Debt Securities                 |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $358003.38         | Corporate Debt Securities                 |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $2798000.00        | $2875171.95        | Corporate Debt Securities                 |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 11.7900% | 0.0000% | $7250000.00        | $7454450.00        | Corporate Debt Securities                 |
| HEXCEL CORP NEW                CR SEN SR NT 27     | 2027-02-15      | 4.2000%  | 0.0000% | $24000.00          | $24022.80          | Corporate Debt Securities                 |
| HUB INTL LTD                   SR 144A NT 29       | 2029-12-01      | 5.6250%  | 0.0000% | $4508000.00        | $4501767.69        | Corporate Debt Securities                 |
| BATH & BODY WORKS INC          SR GLBL NT 28       | 2028-02-01      | 5.2500%  | 0.0000% | $58000.00          | $58642.74          | Corporate Debt Securities                 |
| LP LMS 2023-1 ASSET 2023-1     C      20331015 11. | 2033-10-15      | 11.0000% | 0.0000% | $2800000.00        | $1709367.33        | Asset-Backed Securities                   |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $83000.00          | $80033.58          | Corporate Debt Securities                 |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 9.3055%  | 0.0000% | $4550000.00        | $4632422.82        | Corporate Debt Securities                 |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32    | 2032-02-15      | 8.3750%  | 0.0000% | $100000.00         | $108747.17         | Corporate Debt Securities                 |
| MONA LISA RE LTD               EXT GLBL 144A 35    | 2035-01-08      | 9.0500%  | 0.0000% | $9500000.00        | $9457250.00        | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 29       | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $853558.04         | Corporate Debt Securities                 |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $87000.00          | $78538.23          | Corporate Debt Securities                 |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $29331000.00       | $28253696.81       | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 28     | 2028-07-15      | 4.0000%  | 0.0000% | $2310000.00        | $2274811.00        | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC           SR SEC GLBL 33      | 2033-02-15      | 9.5000%  | 0.0000% | $13296000.00       | $13198444.29       | Corporate Debt Securities                 |
| NRG ENERGY INC                 SR GLBL NT 28       | 2028-01-15      | 5.7500%  | 0.0000% | $75000.00          | $75498.62          | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           -A VR 144A NT 27    | 2027-01-08      | 15.5525% | 0.0000% | $7900000.00        | $8170970.00        | Corporate Debt Securities                 |
| TOWD POINT MTG TR 2025-CRM1    B1     20650125 FLT | 2065-01-25      | 7.2847%  | 0.0000% | $3522848.00        | $3586360.81        | Asset-Backed Securities                   |
| KORN FERRY                     SR GLBL 144A 27     | 2027-12-15      | 4.6250%  | 0.0000% | $16000.00          | $16112.64          | Corporate Debt Securities                 |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 27       | 2027-08-31      | 3.3750%  | 0.0000% | $41000.00          | $40627.72          | Corporate Debt Securities                 |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $12016000.00       | $12033583.41       | Corporate Debt Securities                 |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $2232000.00        | $2365611.24        | Corporate Debt Securities                 |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $111000.00         | $110324.38         | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30     | 2030-06-14      | 6.0000%  | 0.0000% | $393000.00         | $416912.74         | Corporate Debt Securities                 |
| POLESTAR RE LTD                -C-20261 144A 29    | 2029-01-08      | 14.1577% | 0.0000% | $3750000.00        | $3753750.00        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50       | 2050-06-03      | 6.7500%  | 0.0000% | $48000.00          | $47350.08          | Corporate Debt Securities                 |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 10.8000% | 0.0000% | $19890000.00       | $20769138.00       | Corporate Debt Securities                 |
| POLESTAR RE LTD                -B-20261 144A 29    | 2029-01-08      | 12.6577% | 0.0000% | $15955000.00       | $15919899.00       | Corporate Debt Securities                 |
| RESIDEO FDG INC                SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $95000.00          | $94465.68          | Corporate Debt Securities                 |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 29      | 2029-09-25      | 6.2500%  | 0.0000% | $304000.00         | $259243.30         | Corporate Debt Securities                 |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $209000.00         | $208402.61         | Corporate Debt Securities                 |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $41000.00          | $42290.00          | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 5.625%092928     | 2028-09-29      | 5.6250%  | 0.0000% | $200000.00         | $206065.00         | Corporate Debt Securities                 |
| NAVIENT CORPORATION            SR GLBL NT5.5%29    | 2029-03-15      | 5.5000%  | 0.0000% | $212000.00         | $205292.32         | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.5900%  | 0.0000% | $20287000.00       | $20278885.20       | Corporate Debt Securities                 |
| NEW CENTURY HE TR 2003-3       M-6    20330725 FLT | 2033-07-25      | 9.4132%  | 0.0000% | $415392.00         | $54393.52          | Asset-Backed Securities                   |
| TRANSALTA CORP                 SR GLBL NT 34       | 2034-02-01      | 5.8750%  | 0.0000% | $94000.00          | $95233.06          | Corporate Debt Securities                 |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $80000.00          | $61642.67          | Corporate Debt Securities                 |
| CONSTELLATION OIL SVCS HLDG SA SR SEC 144A 29      | 2029-11-07      | 9.3750%  | 0.0000% | $350000.00         | $376213.54         | Corporate Debt Securities                 |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $250000.00         | $268092.50         | Corporate Debt Securities                 |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $47465000.00       | $50906449.82       | Corporate Debt Securities                 |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $30000.00          | $24662.58          | Corporate Debt Securities                 |
| 3264 RE LTD                    SR VR 144A BD 29    | 2029-01-08      | 10.0525% | 0.0000% | $8500000.00        | $8454100.00        | Corporate Debt Securities                 |
| SWF HLDGS I CORP               144A NT 6.5%29      | 2029-10-06      | 6.5000%  | 0.0000% | $85000.00          | $36240.69          | Corporate Debt Securities                 |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $33689.24          | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT4.6%50    | 2050-05-15      | 4.6000%  | 0.0000% | $15000.00          | $11236.55          | Corporate Debt Securities                 |
| WESCO DISTR INC                GLBL 144A NT 29     | 2029-03-15      | 6.3750%  | 0.0000% | $23000.00          | $24316.69          | Corporate Debt Securities                 |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $18574000.00       | $19179311.18       | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $2271000.00        | $2078873.40        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $4536000.00        | $4897865.07        | Corporate Debt Securities                 |
| VERTICAL U S NEWCO INC         SR SEC GLBL 27      | 2027-07-15      | 5.2500%  | 0.0000% | $4508000.00        | $4535791.82        | Corporate Debt Securities                 |
| CLUE OPCO LLC                  1LIEN 144A NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $1231000.00        | $1323329.10        | Corporate Debt Securities                 |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $5000.00           | $5498.32           | Corporate Debt Securities                 |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-06-15      | 6.5000%  | 0.0000% | $55000.00          | $58728.08          | Corporate Debt Securities                 |
| INDUSTRIAL SUB TR 20           SUB GLBL REGS 36    | 2036-04-15      | 6.5500%  | 0.0000% | $413000.00         | $426687.51         | Corporate Debt Securities                 |
| ZF NORTH AMER CAP INC          144A NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $163000.00         | $173235.58         | Corporate Debt Securities                 |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $18000.00          | $19298.88          | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $500000.00         | $526213.33         | Corporate Debt Securities                 |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $1813308.00        | $1754690.30        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $449000.00         | $486754.91         | Corporate Debt Securities                 |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $75000.00          | $79118.58          | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2085000.00        | $2052567.82        | Corporate Debt Securities                 |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 31      | 2031-01-30      | 6.2500%  | 0.0000% | $66000.00          | $68681.62          | Corporate Debt Securities                 |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $483000.00         | $482301.06         | Corporate Debt Securities                 |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $7228000.00        | $6656208.98        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $1504000.00        | $1347480.60        | Corporate Debt Securities                 |
| LIMA METRO LINE 2 FIN LTD      SR SEC GLBL 36      | 2036-04-05      | 4.3500%  | 0.0000% | $266000.00         | $195333.00         | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $487000.00         | $453074.61         | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $778997.00         | $809377.88         | Corporate Debt Securities                 |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 7.2000%  | 0.0000% | $200000.00         | $217320.00         | Corporate Debt Securities                 |
| CARPENTER TECHNOLOGY CORP      SR GLBL REGS 34     | 2034-03-01      | 5.6250%  | 0.0000% | $175000.00         | $181112.09         | Corporate Debt Securities                 |
| STANDARD BLDG SOLUTIONS INC    SR REGS NT6.5%32    | 2032-08-15      | 6.5000%  | 0.0000% | $170000.00         | $175572.03         | Corporate Debt Securities                 |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32    | 2032-06-30      | 8.4990%  | 0.0000% | $200000.00         | $211461.35         | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $15448000.00       | $15606402.08       | Corporate Debt Securities                 |
| CONSTELLIUM SE                 SR GLBL REGS 29     | 2029-04-15      | 3.7500%  | 0.0000% | $250000.00         | $246312.50         | Corporate Debt Securities                 |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31      | 2031-07-15      | 4.8750%  | 0.0000% | $200000.00         | $193953.50         | Corporate Debt Securities                 |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $340872.54         | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL REGS 30     | 2030-04-15      | 4.6250%  | 0.0000% | $551000.00         | $548938.34         | Corporate Debt Securities                 |
| BANCO GENERAL S A              ALT TIER I PERP     | 2500-12-31      | 5.2500%  | 0.0000% | $350000.00         | $339549.58         | Corporate Debt Securities                 |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $1300000.00        | $1188748.89        | Corporate Debt Securities                 |
| NOVA SECURITISATION SARL       1LIEN GLBL 31       | 2031-02-03      | 5.7500%  | 0.0000% | $5908000.00        | $5828084.45        | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR REGS NT 31       | 2031-06-10      | 4.6250%  | 0.0000% | $2330000.00        | $1648573.70        | Corporate Debt Securities                 |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $1310000.00        | $1382390.60        | Corporate Debt Securities                 |
| KLABIN AUSTRIA GMBH            SR GLBL-- REGS49    | 2049-04-03      | 7.0000%  | 0.0000% | $841000.00         | $906354.11         | Corporate Debt Securities                 |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $721000.00         | $784848.16         | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $32152000.00       | $30759818.40       | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $815000.00         | $719862.11         | Corporate Debt Securities                 |
| URSA RE LTD                    EXTND-E 144A 30     | 2030-12-07      | 12.8000% | 0.0000% | $1500000.00        | $1549050.00        | Corporate Debt Securities                 |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $288000.00         | $304422.00         | Corporate Debt Securities                 |
| APS RESECURITIZATION TR 2015-3 2-M    20490629 FLT | 2049-06-29      | 2.9906%  | 0.0000% | $100000.00         | $92444.50          | Asset-Backed Securities                   |
| ADVANCE AUTO PARTS INC         GLBL NT 5.95%28     | 2028-03-09      | 5.9500%  | 0.0000% | $201000.00         | $212038.25         | Corporate Debt Securities                 |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $2937000.00        | $2898931.58        | Corporate Debt Securities                 |
| AIR LEASE CORP                 PERP JR SB GLBL     | 2500-12-31      | 4.1250%  | 0.0000% | $1185000.00        | $1181006.55        | Corporate Debt Securities                 |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $488000.00         | $487528.27         | Corporate Debt Securities                 |
| API GROUP DE INC               SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $94000.00          | $91590.07          | Corporate Debt Securities                 |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $13890000.00       | $14311468.90       | Corporate Debt Securities                 |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $259000.00         | $245739.20         | Corporate Debt Securities                 |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 7.9055%  | 0.0000% | $845000.00         | $858601.10         | Corporate Debt Securities                 |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $375000.00         | $336161.88         | Corporate Debt Securities                 |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27       | 2027-10-01      | 1.7500%  | 0.0000% | $377000.00         | $362993.40         | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $78067.00          | $6342.29           | Corporate Debt Securities                 |
| AMSR TRUST 2021-SFR1           F      20400619 3.5 | 2040-06-19      | 3.5960%  | 0.0000% | $357071.00         | $344671.04         | Asset-Backed Securities                   |
| ASGN INC                       SR GLBL 144A 28     | 2028-05-15      | 4.6250%  | 0.0000% | $125000.00         | $123114.27         | Corporate Debt Securities                 |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $210000.00         | $230175.11         | Corporate Debt Securities                 |
| AMN HEALTHCARE INC             SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $50000.00          | $48483.33          | Corporate Debt Securities                 |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30      | 2030-05-31      | 4.3750%  | 0.0000% | $691000.00         | $619660.86         | Corporate Debt Securities                 |
| MOBILIARE LATAM SA/ MOBILIARE  SR GLBL REGS 32     | 2032-11-10      | 6.7500%  | 0.0000% | $300000.00         | $310308.75         | Corporate Debt Securities                 |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11544.75          | Corporate Debt Securities                 |
| BOROO INVTS PTE LTD            SR GLBL REGS 32     | 2032-08-07      | 9.5000%  | 0.0000% | $2000000.00        | $2015555.56        | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $86000.00          | $78724.40          | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1457315.46        | Corporate Debt Securities                 |
| VALE OVERSEAS LTD              SUB GLBL REGS 56    | 2056-02-25      | 6.0000%  | 0.0000% | $1645000.00        | $1683383.33        | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR GLBL REGS 30     | 2030-12-05      | 8.8750%  | 0.0000% | $1255000.00        | $1050692.62        | Corporate Debt Securities                 |
| TELEFONICA CELULAR DEL PARAGU  5.875%27            | 2027-04-15      | 5.8750%  | 0.0000% | $433000.00         | $442059.08         | Corporate Debt Securities                 |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 15.9400% | 0.0000% | $8420000.00        | $8622080.00        | Corporate Debt Securities                 |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 29       | 2029-05-30      | 6.9500%  | 0.0000% | $258000.00         | $264211.56         | Corporate Debt Securities                 |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 11.8720% | 0.0000% | $9060000.00        | $9472230.00        | Corporate Debt Securities                 |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.0500% | 0.0000% | $8390000.00        | $8846416.00        | Corporate Debt Securities                 |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $43502000.00       | $42579322.58       | Corporate Debt Securities                 |
| AMKOR TECHNOLOGY INC           SR GLBL 144A 33     | 2033-10-01      | 5.8750%  | 0.0000% | $19927000.00       | $20812060.47       | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 30     | 2030-01-15      | 8.2500%  | 0.0000% | $1094000.00        | $1117690.57        | Corporate Debt Securities                 |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $45000.00          | $46067.55          | Corporate Debt Securities                 |
| BOMBARDIER INC                 SR 144A NT7.5%29    | 2029-02-01      | 7.5000%  | 0.0000% | $439000.00         | $459302.29         | Corporate Debt Securities                 |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $200000.00         | $205352.44         | Corporate Debt Securities                 |
| BLUE RIDGE RE LTD              SR CL A 144A 29     | 2029-01-08      | 7.0200%  | 0.0000% | $6500000.00        | $6542250.00        | Corporate Debt Securities                 |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $3119000.00        | $3190775.99        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50     | 2050-03-01      | 4.8000%  | 0.0000% | $1778000.00        | $1404062.89        | Corporate Debt Securities                 |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $1548000.00        | $1384056.48        | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $3538000.00        | $3607881.40        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 63    | 2063-04-01      | 5.5000%  | 0.0000% | $176000.00         | $145076.02         | Corporate Debt Securities                 |
| CRANE NXT CO                   SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $542000.00         | $367795.78         | Corporate Debt Securities                 |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $1080000.00        | $792349.20         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $1465000.00        | $1324462.55        | Corporate Debt Securities                 |
| CLARIOS GLOBAL LP / CLARIOS US 1LIEN GLBL 28       | 2028-05-15      | 6.7500%  | 0.0000% | $200000.00         | $208205.00         | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-03-01      | 4.6250%  | 0.0000% | $5245000.00        | $5265303.98        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.05%29    | 2029-03-30      | 5.0500%  | 0.0000% | $192000.00         | $198798.88         | Corporate Debt Securities                 |
| COLUMBUS MCKINNON CORP N Y     SR SEC 144A NT33    | 2033-02-01      | 7.1250%  | 0.0000% | $7000.00           | $7280.17           | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP GLBL -BB NT    | 2500-12-31      | 7.2000%  | 0.0000% | $1000000.00        | $1038120.00        | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $12502000.00       | $12813414.40       | Corporate Debt Securities                 |
| CONUMA RES LTD                 SR SEC 144A 28      | 2028-05-01      | 13.1250% | 0.0000% | $329000.00         | $340857.71         | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $369000.00         | $383391.00         | Corporate Debt Securities                 |
| BLUE RIDGE RE LTD              SR CL D 144A 29     | 2029-01-08      | 14.5200% | 0.0000% | $2500000.00        | $2482250.00        | Corporate Debt Securities                 |
| CELANESE US HLDGS LLC          SR GLBL NT 33       | 2033-04-15      | 6.7500%  | 0.0000% | $269000.00         | $283504.48         | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL -G DB 28    | 2028-01-15      | 6.8750%  | 0.0000% | $7000.00           | $7021.15           | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.0500%  | 0.0000% | $8260000.00        | $8532580.00        | Corporate Debt Securities                 |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 34     | 2034-01-15      | 5.7500%  | 0.0000% | $3145000.00        | $3207232.56        | Corporate Debt Securities                 |
| COMMERCIAL METALS CO           SR GLBL 144A 33     | 2033-11-15      | 5.7500%  | 0.0000% | $3016000.00        | $3124017.20        | Corporate Debt Securities                 |
| SK INVICTUS INTERMEDIATE II    SR SEC 144A NT29    | 2029-10-30      | 5.0000%  | 0.0000% | $99000.00          | $99524.70          | Corporate Debt Securities                 |
| EVERSOURCE ENERGY              JR SB A NT6.1%56    | 2056-08-15      | 6.1000%  | 0.0000% | $80000.00          | $80651.96          | Corporate Debt Securities                 |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $31000.00          | $30207.66          | Corporate Debt Securities                 |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $100000.00         | $91365.43          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $280000.00         | $266472.50         | Corporate Debt Securities                 |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-10-01      | 7.1250%  | 0.0000% | $3312000.00        | $3530048.28        | Corporate Debt Securities                 |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $2134000.00        | $2266436.63        | Corporate Debt Securities                 |
| FREMF MTG TR 2021-KF109        CS     20310325 FLT | 2031-03-25      | 9.9292%  | 0.0000% | $23715000.00       | $6029316.82        | Agency Collateralized Mortgage Obligation |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-07-31      | 6.1250%  | 0.0000% | $2459000.00        | $2500389.75        | Corporate Debt Securities                 |
| 3264 RE LTD                    -B-20253 144A 29    | 2029-01-08      | 9.5526%  | 0.0000% | $4500000.00        | $4482900.00        | Corporate Debt Securities                 |
| TOPBUILD COR                   SR GLBL 144A 32     | 2032-02-15      | 4.1250%  | 0.0000% | $24000.00          | $22833.72          | Corporate Debt Securities                 |
| WINNEBAGO INDS INC             1LIEN GLBL 28       | 2028-07-15      | 6.2500%  | 0.0000% | $54000.00          | $54253.89          | Corporate Debt Securities                 |
| TRANSOCEAN INC                 CR SEN SR NT 41     | 2041-12-15      | 9.3500%  | 0.0000% | $1000000.00        | $1120450.00        | Corporate Debt Securities                 |
| WHITE CAP SUPPLY HLDGS LLC     SR GLBL 144A 30     | 2030-11-15      | 7.3750%  | 0.0000% | $2945000.00        | $3065302.02        | Corporate Debt Securities                 |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $41000.00          | $43528.20          | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $16051000.00       | $12816522.86       | Corporate Debt Securities                 |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $74000.00          | $80875.77          | Corporate Debt Securities                 |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $571000.00         | $571787.98         | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $879000.00         | $941436.47         | Corporate Debt Securities                 |
| SMB PVT ED LN TR 2025-B        R      20530317 0.0 | 2053-03-17      | 8.0300%  | 0.0000% | $95000.00          | $50979.85          | Asset-Backed Securities                   |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $7000.00           | $5725.66           | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING      EXTND-A 144A 30     | 2030-04-08      | 9.0200%  | 0.0000% | $4300000.00        | $4476443.33        | Corporate Debt Securities                 |
| SEALED AIR CORP NEW            SR GLBL 144A 27     | 2027-12-01      | 4.0000%  | 0.0000% | $3000000.00        | $3019426.67        | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          SR NT   6.875%31    | 2031-11-15      | 6.8750%  | 0.0000% | $3134000.00        | $3486541.05        | Corporate Debt Securities                 |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $493000.00         | $410142.72         | Corporate Debt Securities                 |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 29     | 2029-02-15      | 4.5000%  | 0.0000% | $3233000.00        | $3194882.93        | Corporate Debt Securities                 |
| SMITHFIELD FOODS INC           SR 144A NT 31       | 2031-09-13      | 2.6250%  | 0.0000% | $75000.00          | $68145.62          | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 6%31     | 2031-09-01      | 6.0000%  | 0.0000% | $30000.00          | $31155.10          | Corporate Debt Securities                 |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $1590000.00        | $1747998.30        | Corporate Debt Securities                 |
| TRI POINTE HOMES INC           SR GLBL NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $32000.00          | $32597.49          | Corporate Debt Securities                 |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 30     | 2030-08-01      | 5.1250%  | 0.0000% | $2629000.00        | $2660735.68        | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 28    | 2028-06-15      | 4.6250%  | 0.0000% | $89000.00          | $89708.44          | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $7000.00           | $7167.58           | Corporate Debt Securities                 |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $5207000.00        | $5160232.46        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 8.9300%  | 0.0000% | $2050000.00        | $2107195.00        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     EXTND-13 144A 31    | 2031-06-06      | 13.2025% | 0.0000% | $2000000.00        | $1500000.00        | Corporate Debt Securities                 |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 8.9100%  | 0.0000% | $5777000.00        | $5971684.90        | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $1100000.00        | $497840.69         | Corporate Debt Securities                 |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $12000.00          | $12786.93          | Corporate Debt Securities                 |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 7.8026%  | 0.0000% | $6505000.00        | $6880989.00        | Corporate Debt Securities                 |
| POLESTAR RE LTD                -A-20261 144A 29    | 2029-01-08      | 10.6577% | 0.0000% | $13765000.00       | $13744352.50       | Corporate Debt Securities                 |
| PURPLE RE LTD                  VAR 144A NT 27      | 2027-06-07      | 12.6760% | 0.0000% | $8055000.00        | $8367534.00        | Corporate Debt Securities                 |
| PARKLAND CORP                  SR 144A NT 30       | 2030-05-01      | 4.6250%  | 0.0000% | $15000.00          | $14623.54          | Corporate Debt Securities                 |
| PG&E CORP                      1LIEN GLBL NT 28    | 2028-07-01      | 5.0000%  | 0.0000% | $29000.00          | $29126.09          | Corporate Debt Securities                 |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.0526%  | 0.0000% | $9500000.00        | $9577900.00        | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $200000.00         | $214050.83         | Corporate Debt Securities                 |
| NOVA SECURITISATION SARL       1LIEN GLBL 36       | 2036-02-03      | 6.5000%  | 0.0000% | $5000000.00        | $4908616.67        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    GLBL REGS NT 28     | 2028-01-27      | 5.9990%  | 0.0000% | $233000.00         | $238468.32         | Corporate Debt Securities                 |
| ZF NORTH AMER CAP INC          REGS NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $600000.00         | $637677.00         | Corporate Debt Securities                 |
| WMG ACQUISITION CORP           SR SEC 144A NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $4275000.00        | $4153582.87        | Corporate Debt Securities                 |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $1701000.00        | $1740155.37        | Corporate Debt Securities                 |
| MARCOBRE SAC                   SR REGS NT 36       | 2036-01-22      | 5.7500%  | 0.0000% | $350000.00         | $353706.60         | Corporate Debt Securities                 |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $464000.00         | $467487.73         | Corporate Debt Securities                 |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 9.7500%  | 0.0000% | $1195000.00        | $1216629.50        | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT4.5%46    | 2046-06-01      | 4.5000%  | 0.0000% | $454000.00         | $340204.90         | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $550000.00         | $359185.75         | Corporate Debt Securities                 |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $711416.00         | $566642.84         | Corporate Debt Securities                 |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $17000.00          | $17634.33          | Corporate Debt Securities                 |
| ALBERTSONS INC                 SR DEB 8%31         | 2031-05-01      | 8.0000%  | 0.0000% | $6037000.00        | $6812680.71        | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $639003.00         | $619884.56         | Corporate Debt Securities                 |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $80000.00          | $82119.00          | Corporate Debt Securities                 |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 29       | 2029-04-20      | 5.7500%  | 0.0000% | $89000.00          | $90587.74          | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29     | 2029-03-15      | 3.5000%  | 0.0000% | $240000.00         | $235308.00         | Corporate Debt Securities                 |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.6000% | 0.0000% | $2533000.00        | $2579860.50        | Corporate Debt Securities                 |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32       | 2032-10-15      | 6.3750%  | 0.0000% | $34000.00          | $35665.66          | Corporate Debt Securities                 |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28    | 2028-04-15      | 7.0000%  | 0.0000% | $2780000.00        | $2907787.33        | Corporate Debt Securities                 |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $20000.00          | $20902.80          | Corporate Debt Securities                 |
| BRIDGE STR RE LTD              -20252 VR 144A29    | 2029-01-08      | 11.4077% | 0.0000% | $7750000.00        | $7732950.00        | Corporate Debt Securities                 |
| BANCO MACRO S A                SR 144A NT 8%31     | 2031-01-28      | 8.0000%  | 0.0000% | $250000.00         | $257886.11         | Corporate Debt Securities                 |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29     | 2029-10-15      | 4.6250%  | 0.0000% | $717000.00         | $702594.27         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $19940000.00       | $20448746.94       | Corporate Debt Securities                 |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $3147000.00        | $3234722.62        | Corporate Debt Securities                 |
| BANCO BRADESCO SA GRAND CAYMAN FR 5.375%012031     | 2031-01-20      | 5.3750%  | 0.0000% | $57000.00          | $57628.39          | Corporate Debt Securities                 |
| CSN ISLANDS XI CORP.           SR GLBL 144A 28     | 2028-01-28      | 6.7500%  | 0.0000% | $500000.00         | $426008.75         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $441000.00         | $434990.64         | Corporate Debt Securities                 |
| BAIN CAPITAL CR CLO LTD 2024-2 E      20370715 FLT | 2037-07-15      | 10.3122% | 0.0000% | $449800.00         | $432553.47         | Asset-Backed Securities                   |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $2950000.00        | $3111193.74        | Corporate Debt Securities                 |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $30000.00          | $31502.30          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $157000.00         | $91558.91          | Corporate Debt Securities                 |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $80000.00          | $82245.80          | Corporate Debt Securities                 |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $20000.00          | $20806.10          | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $4000000.00        | $2905327.78        | Corporate Debt Securities                 |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $39000.00          | $37783.83          | Corporate Debt Securities                 |
| COTY INC / HFC PRESTIGE P      SR GLBL 144A 31     | 2031-01-15      | 5.6000%  | 0.0000% | $3129000.00        | $3160175.27        | Corporate Debt Securities                 |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $7000000.00        | $7181922.22        | Corporate Debt Securities                 |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $27227000.00       | $27865200.88       | Corporate Debt Securities                 |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $1505000.00        | $1581549.32        | Corporate Debt Securities                 |
| CENTURY COMMUNITIES INC        SR GLBL 144A 29     | 2029-08-15      | 3.8750%  | 0.0000% | $48000.00          | $45962.96          | Corporate Debt Securities                 |
| CITIGROUP INC                  ALT TIER I PERP     | 2500-12-31      | 4.1500%  | 0.0000% | $600000.00         | $599330.00         | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR NT 4.95%42       | 2042-05-15      | 4.9500%  | 0.0000% | $9870000.00        | $6548498.25        | Corporate Debt Securities                 |
| COTY INC                       1LIEN GLBL 29       | 2029-01-15      | 4.7500%  | 0.0000% | $18546000.00       | $18335904.73       | Corporate Debt Securities                 |
| CSFB HEQ MTG TR 2005-5         A-2A   20360425 FLT | 2036-04-25      | 4.4882%  | 0.0000% | $586546.00         | $18851.63          | Asset-Backed Securities                   |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 7.1650%  | 0.0000% | $177000.00         | $184640.94         | Corporate Debt Securities                 |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30       | 2030-07-15      | 6.6250%  | 0.0000% | $1311000.00        | $1338162.83        | Corporate Debt Securities                 |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $27881213.33       | Corporate Debt Securities                 |
| ENBRIDGE INC                   LW TIER II 80       | 2080-07-15      | 5.7500%  | 0.0000% | $2518000.00        | $2582960.20        | Corporate Debt Securities                 |
| EDISON INTL                    SR GLBL NT 27       | 2027-06-15      | 5.7500%  | 0.0000% | $3351000.00        | $3441644.55        | Corporate Debt Securities                 |
| FIGURE LINE OF CR TR           A      20490925 FLT | 2049-09-25      | 4.0400%  | 0.0000% | $1400000.00        | $156264.94         | Asset-Backed Securities                   |
| FRESB MTG TR 2018-SB45         A-10F  20271125 FLT | 2027-11-25      | 3.1600%  | 0.0000% | $4500000.00        | $1262454.41        | Agency Collateralized Mortgage Obligation |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $826550.00         | $752706.02         | Corporate Debt Securities                 |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $955000.00         | $935178.44         | Corporate Debt Securities                 |
| HUNTINGTON BANCSHARES INC      PERP GLBL -K NT     | 2500-12-31      | 6.2500%  | 0.0000% | $1480000.00        | $1503741.67        | Corporate Debt Securities                 |
| HOWDEN UK RE 2 PLC / HO        SR 144A NT 32       | 2032-02-15      | 8.1250%  | 0.0000% | $3000000.00        | $2904745.00        | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL 34      | 2034-07-15      | 6.7000%  | 0.0000% | $192000.00         | $187552.64         | Corporate Debt Securities                 |
| NAVIENT REFINANCE LN TR 2025-C B      20551015 5.4 | 2055-10-15      | 5.4300%  | 0.0000% | $625000.00         | $631127.50         | Asset-Backed Securities                   |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $5058352.00        | $5232645.95        | Corporate Debt Securities                 |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $2343000.00        | $2334540.47        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       8.375%27            | 2027-05-01      | 8.3750%  | 0.0000% | $1715918.00        | $1642109.69        | Corporate Debt Securities                 |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $457000.00         | $390390.73         | Corporate Debt Securities                 |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $66000.00          | $41301.57          | Corporate Debt Securities                 |
| HYPATIA LIMITED                -A VR 144A NT 28    | 2028-07-05      | 12.0400% | 0.0000% | $5000000.00        | $5100000.00        | Corporate Debt Securities                 |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $16000.00          | $15565.14          | Corporate Debt Securities                 |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $2013000.00        | $2066539.09        | Corporate Debt Securities                 |
| IQVIA INC                      SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $1497000.00        | $1522618.66        | Corporate Debt Securities                 |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.0740% | 0.0000% | $714000.00         | $734596.08         | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $43000.00          | $37111.39          | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1054000.00        | $1016312.12        | Corporate Debt Securities                 |
| MENS WEARHOUSE LLC             1LIEN 144A NT 31    | 2031-02-01      | 9.0000%  | 0.0000% | $3730000.00        | $3878976.20        | Corporate Debt Securities                 |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $76000.00          | $68073.56          | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $455000.00         | $439558.82         | Corporate Debt Securities                 |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.0525% | 0.0000% | $1659000.00        | $1687700.70        | Corporate Debt Securities                 |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $20088.33          | Corporate Debt Securities                 |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $10000.00          | $10083.85          | Corporate Debt Securities                 |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $6270000.00        | $6310080.97        | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $11000.00          | $11176.99          | Corporate Debt Securities                 |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $621928.00         | $237058.22         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $1022000.00        | $1051234.31        | Corporate Debt Securities                 |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $344000.00         | $353612.60         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $6375104.00        | $6705241.42        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.5300%  | 0.0000% | $11510000.00       | $11553738.00       | Corporate Debt Securities                 |
| SLM PRIVATE ST LN TR 2003-C    A-5    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $7450000.00        | $7327646.87        | Asset-Backed Securities                   |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28       | 2028-01-15      | 3.8750%  | 0.0000% | $54000.00          | $54279.58          | Corporate Debt Securities                 |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $30000.00          | $29586.50          | Corporate Debt Securities                 |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $76000.00          | $76604.52          | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR GLBL 144A 26     | 2026-10-15      | 3.8750%  | 0.0000% | $388000.00         | $392938.59         | Corporate Debt Securities                 |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.0400%  | 0.0000% | $2190000.00        | $2239275.00        | Corporate Debt Securities                 |
| UNITED RENTALS NORTH AMER INC  2LIEN GLBL NT 27    | 2027-11-15      | 3.8750%  | 0.0000% | $8345000.00        | $8386718.05        | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $12690000.00       | $13153645.01       | Corporate Debt Securities                 |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $304000.00         | $314081.65         | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $855700.17         | Corporate Debt Securities                 |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $8584250.00        | $7633458.47        | Corporate Debt Securities                 |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $7500000.00        | $7351275.00        | Corporate Debt Securities                 |
| BUCKEYE PARTNERS L P           SR GLBL 144A 28     | 2028-03-01      | 4.5000%  | 0.0000% | $10000.00          | $10208.50          | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $28875000.00       | $17144531.25       | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $115000.00         | $75526.25          | Corporate Debt Securities                 |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $650000.00         | $664667.25         | Corporate Debt Securities                 |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $527320.97         | Corporate Debt Securities                 |
| BEAR STEARNS ASSET BK 2005-1   M-4    20350325 FLT | 2035-03-25      | 7.0882%  | 0.0000% | $1231000.00        | $436759.84         | Asset-Backed Securities                   |
| CNX MIDSTREAM PARTNERS LP      SR GLBL 144A 30     | 2030-04-15      | 4.7500%  | 0.0000% | $6116000.00        | $6059834.73        | Corporate Debt Securities                 |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $474000.00         | $438918.73         | Corporate Debt Securities                 |
| EDISON INTL                    SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $162000.00         | $163984.90         | Corporate Debt Securities                 |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55    | 2055-02-15      | 7.0000%  | 0.0000% | $38000.00          | $40100.77          | Corporate Debt Securities                 |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $73000.00          | $65958.64          | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61    | 2061-12-01      | 4.4000%  | 0.0000% | $196000.00         | $133519.34         | Corporate Debt Securities                 |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $1015000.00        | $1053213.62        | Corporate Debt Securities                 |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1231072.18        | Corporate Debt Securities                 |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $476204.92         | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 30       | 2030-05-15      | 5.2500%  | 0.0000% | $792000.00         | $773502.84         | Corporate Debt Securities                 |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2611272.08        | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $1497000.00        | $1499980.28        | Corporate Debt Securities                 |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $25000.00          | $22022.08          | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 32     | 2032-03-31      | 5.6250%  | 0.0000% | $995000.00         | $1002458.77        | Corporate Debt Securities                 |
| ALLSTATE CORP                  EXT JR SB GLBL67    | 2067-05-15      | 6.5000%  | 0.0000% | $50000.00          | $53497.33          | Corporate Debt Securities                 |
| ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 29     | 2029-06-15      | 8.6250%  | 0.0000% | $70000.00          | $74936.40          | Corporate Debt Securities                 |
| AMERICAN BLDRS & CONTRACTORS   SR SEC 144A NT28    | 2028-01-15      | 4.0000%  | 0.0000% | $30000.00          | $29798.00          | Corporate Debt Securities                 |
| ARBOR REALTY TRUST INC         SR GLBL 144A 26     | 2026-09-01      | 4.5000%  | 0.0000% | $96000.00          | $96864.00          | Corporate Debt Securities                 |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16556864.00       | $16001733.78       | Corporate Debt Securities                 |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28     | 2028-12-15      | 8.5000%  | 0.0000% | $2998000.00        | $2981282.82        | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34     | 2034-03-31      | 5.7500%  | 0.0000% | $8802000.00        | $8930775.71        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.8%28    | 2028-05-12      | 6.8000%  | 0.0000% | $1152000.00        | $1227840.00        | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR NT 6.375%37      | 2037-03-15      | 6.3750%  | 0.0000% | $226000.00         | $221450.05         | Corporate Debt Securities                 |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 17.8800% | 0.0000% | $6250000.00        | $6604375.00        | Corporate Debt Securities                 |
| FXI HOLDINGS INC               JR GLBL PIK 29      | 2029-11-15      | 14.0000% | 0.0000% | $740009.00         | $460342.33         | Corporate Debt Securities                 |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $425000.00         | $368216.09         | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $63000.00          | $61834.92          | Corporate Debt Securities                 |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $60000.00          | $60580.00          | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $55000.00          | $54339.07          | Corporate Debt Securities                 |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $98000.00          | $101797.04         | Corporate Debt Securities                 |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL 144A 29     | 2029-06-01      | 8.0000%  | 0.0000% | $58000.00          | $59927.98          | Corporate Debt Securities                 |
| DYCOM INDS INC                 SR GLBL 144A 29     | 2029-04-15      | 4.5000%  | 0.0000% | $398000.00         | $398103.48         | Corporate Debt Securities                 |
| GARRETT MOTION HLDGS INC /GARR SR GLBL 144A 32     | 2032-05-31      | 7.7500%  | 0.0000% | $40000.00          | $43049.97          | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $4828000.00        | $4809573.13        | Corporate Debt Securities                 |
| GOLDMAN SACHS CAP II           PERP GLBL NT        | 2043-06-01      | 4.8215%  | 0.0000% | $1579000.00        | $1315900.34        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.0500% | 0.0000% | $5500000.00        | $5886100.00        | Corporate Debt Securities                 |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28    | 2028-03-27      | 5.2000%  | 0.0000% | $578000.00         | $599881.15         | Corporate Debt Securities                 |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT 30       | 2030-05-15      | 8.2500%  | 0.0000% | $60000.00          | $64394.10          | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $129000.00         | $147793.11         | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34    | 2034-12-15      | 4.5000%  | 0.0000% | $64000.00          | $58376.32          | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 35     | 2035-01-17      | 5.7000%  | 0.0000% | $4614000.00        | $2119133.30        | Corporate Debt Securities                 |
| LIONGATE RE DAC                EXT VR 144A BD31    | 2031-04-25      | 7.2491%  | 0.0000% | $4870000.00        | $4904577.00        | Corporate Debt Securities                 |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $105000.00         | $106400.96         | Corporate Debt Securities                 |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.2900% | 0.0000% | $7835000.00        | $8123328.00        | Corporate Debt Securities                 |
| NAVIENT CORPORATION            SR GLBL NT 32       | 2032-06-15      | 7.8750%  | 0.0000% | $976000.00         | $935740.00         | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $4715000.00        | $4956980.35        | Corporate Debt Securities                 |
| MOBILIARE LATAM SA/ MOBILIARE  SR GLBL 144A 32     | 2032-11-10      | 6.7500%  | 0.0000% | $125000.00         | $129295.31         | Corporate Debt Securities                 |
| MYLAN INC                      SR GLBL NT 28       | 2028-04-15      | 4.5500%  | 0.0000% | $203000.00         | $207277.89         | Corporate Debt Securities                 |
| GNRM 2025-002 WA                                   | 2048-04-20      | 2.0000%  | 0.0000% | $12350000.00       | $9746495.37        | Agency Collateralized Mortgage Obligation |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $10241000.00       | $10646170.94       | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $2185000.00        | $2197394.41        | Corporate Debt Securities                 |
| METALSA S A DE C V             SR GLBL 144A 31     | 2031-05-04      | 3.7500%  | 0.0000% | $455000.00         | $402652.63         | Corporate Debt Securities                 |
| MURPHY OIL USA INC             SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $2368000.00        | $2232432.00        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31      | 2031-01-15      | 7.0000%  | 0.0000% | $804969.00         | $626400.04         | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $6409000.00        | $5840532.38        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $2100000.00        | $1997415.00        | Corporate Debt Securities                 |
| INTERPUBLIC GROUP COS INC      SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $8000.00           | $7990.63           | Corporate Debt Securities                 |
| INNOPHOS HOLDINGS INC          SR GLBL 144A 28     | 2028-02-15      | 9.3750%  | 0.0000% | $76000.00          | $75857.50          | Corporate Debt Securities                 |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30       | 2030-04-01      | 4.6250%  | 0.0000% | $30000.00          | $29212.71          | Corporate Debt Securities                 |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $23690000.00       | $29087055.80       | Corporate Debt Securities                 |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 15.9663% | 0.0000% | $5000000.00        | $5669144.13        | Corporate Debt Securities                 |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $199000.00         | $182907.09         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $300539.00         | $325224.44         | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $2276000.00        | $2228871.63        | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27     | 2027-09-15      | 4.5000%  | 0.0000% | $140000.00         | $142667.00         | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR NT 5.35%43       | 2043-11-01      | 5.3500%  | 0.0000% | $96000.00          | $94972.69          | Corporate Debt Securities                 |
| SKYWORKS SOLUTIONS INC         SR GLBL NT1.8%26    | 2026-06-01      | 1.8000%  | 0.0000% | $85000.00          | $84835.95          | Corporate Debt Securities                 |
| SYNOVUS FINL CORP              SB GLBL NT5.9%29    | 2029-02-07      | 7.5380%  | 0.0000% | $61000.00          | $64426.84          | Corporate Debt Securities                 |
| STRUCTURED ASSET SECS 2006-S4  A      20370125 FLT | 2037-01-25      | 4.1282%  | 0.0000% | $14002173.00       | $128972.27         | Asset-Backed Securities                   |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $411000.00         | $318347.30         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $4030000.00        | $4481932.04        | Corporate Debt Securities                 |
| TRANSOCEAN INC                 SR GLBL 144A 29     | 2029-05-15      | 8.2500%  | 0.0000% | $257000.00         | $273323.35         | Corporate Debt Securities                 |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2175000.00        | $2176341.25        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5500%  | 0.0000% | $8925000.00        | $8936490.94        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%32    | 2032-05-19      | 4.2000%  | 0.0000% | $11550000.00       | $10514350.00       | Corporate Debt Securities                 |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $1729000.00        | $1757076.08        | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR GLBL NT 37       | 2037-11-15      | 6.8750%  | 0.0000% | $15000.00          | $17070.89          | Corporate Debt Securities                 |
| HNI CORP                       SR SEC GLBL 29      | 2029-01-18      | 5.1250%  | 0.0000% | $220000.00         | $218478.06         | Corporate Debt Securities                 |
| TRINIDAD GENERATION UNLIMITED  SR AMZ REGS NT33    | 2033-06-16      | 7.7500%  | 0.0000% | $984000.00         | $1052176.17        | Corporate Debt Securities                 |
| BANCO MACRO S A                SR REGS NT 8%31     | 2031-01-28      | 8.0000%  | 0.0000% | $32000.00          | $33009.42          | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT 43       | 2043-03-01      | 5.1500%  | 0.0000% | $99000.00          | $83361.74          | Corporate Debt Securities                 |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $6822000.00        | $7120624.52        | Corporate Debt Securities                 |
| CACI INTL INC                  SR GLBL REGS 33     | 2033-06-15      | 6.3750%  | 0.0000% | $298000.00         | $311129.88         | Corporate Debt Securities                 |
| TERMOCANDELARIA PWR S A        SR REGS NT 31       | 2031-09-17      | 7.7500%  | 0.0000% | $623000.00         | $670313.39         | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $10980000.00       | $4611545.10        | Corporate Debt Securities                 |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $26334000.00       | $18161221.16       | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $67000.00          | $71100.23          | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27    | 2027-01-15      | 3.5000%  | 0.0000% | $263000.00         | $261220.37         | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $8892000.00        | $8925977.32        | Corporate Debt Securities                 |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $134801.95         | Corporate Debt Securities                 |
| ONTARIO GAMING GTA LTD PARTNER SR SEC 144A NT30    | 2030-08-01      | 8.0000%  | 0.0000% | $310000.00         | $301731.61         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $37883000.00       | $34555736.11       | Corporate Debt Securities                 |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $571000.00         | $549236.49         | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $18358000.00       | $12522634.33       | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $273000.00         | $280330.13         | Corporate Debt Securities                 |
| OLYMPUS WTR US HLDG CORP       SR SEC 144A NT31    | 2031-06-15      | 7.2500%  | 0.0000% | $200000.00         | $210814.56         | Corporate Debt Securities                 |
| RIVERS ENTERPRISE LENDER LLC / 1LIEN GLBL 30       | 2030-10-15      | 6.2500%  | 0.0000% | $91000.00          | $95200.74          | Corporate Debt Securities                 |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $169000.00         | $174072.54         | Corporate Debt Securities                 |
| TRANSDIGM INC                  2LIEN GLBL 31       | 2031-12-01      | 7.1250%  | 0.0000% | $225000.00         | $240009.94         | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT6.5%33    | 2033-06-15      | 6.5000%  | 0.0000% | $338000.00         | $343320.12         | Corporate Debt Securities                 |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL 144A 28     | 2028-08-15      | 4.3750%  | 0.0000% | $3382000.00        | $3363562.46        | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 30     | 2030-04-08      | 9.5400%  | 0.0000% | $4535000.00        | $4689190.00        | Corporate Debt Securities                 |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $460000.00         | $458179.17         | Corporate Debt Securities                 |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.5400%  | 0.0000% | $10555000.00       | $10731268.50       | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $416000.00         | $412082.50         | Corporate Debt Securities                 |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $539865.07         | Corporate Debt Securities                 |
| FNRM CL097PL R16F097                               | 2046-12-25      | 3.0000%  | 0.0000% | $7140000.00        | $6360145.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6265428.06        | Agency Collateralized Mortgage Obligation |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $813000.00         | $846600.61         | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.3055% | 0.0000% | $900000.00         | $942120.00         | Corporate Debt Securities                 |
| BANCO SANTANDER SA             ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1000000.00        | $1114177.78        | Corporate Debt Securities                 |
| ARTERA SVCS LLC                1LIEN 144A NT 31    | 2031-02-15      | 8.5000%  | 0.0000% | $400000.00         | $334309.33         | Corporate Debt Securities                 |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $25000.00          | $25689.93          | Corporate Debt Securities                 |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.0600% | 0.0000% | $19930000.00       | $20747130.00       | Corporate Debt Securities                 |
| BONANZA RE LTD                 -B-20241 144A 27    | 2027-12-19      | 7.2800%  | 0.0000% | $2655000.00        | $2667744.00        | Corporate Debt Securities                 |
| CAESARS ENTERTAINMENT INC NEW  1LIEN 144A NT 32    | 2032-02-15      | 6.5000%  | 0.0000% | $400000.00         | $410526.67         | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $2183000.00        | $1774475.20        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $282000.00         | $265606.16         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $15070000.00       | $14815450.96       | Corporate Debt Securities                 |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $649000.00         | $619286.08         | Corporate Debt Securities                 |
| CAESARS ENTERTAINMENT INC NEW  1LIEN GLBL 30       | 2030-02-15      | 7.0000%  | 0.0000% | $75000.00          | $77660.50          | Corporate Debt Securities                 |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $70000.00          | $70472.62          | Corporate Debt Securities                 |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $810000.00         | $771014.70         | Corporate Debt Securities                 |
| DISH DBS CORPORATION           1LIEN GLBL 28       | 2028-12-01      | 5.7500%  | 0.0000% | $46610000.00       | $45700457.64       | Corporate Debt Securities                 |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $14853904.00       | $15285892.66       | Corporate Debt Securities                 |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $1100000.00        | $1074537.44        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $26400000.00       | $16385688.00       | Corporate Debt Securities                 |
| CARNIVAL CORP                  SR 144A NT 29       | 2029-05-01      | 5.1250%  | 0.0000% | $75000.00          | $77465.38          | Corporate Debt Securities                 |
| ENBRIDGE INC                   LW TIER II GLBL     | 2083-01-15      | 7.3750%  | 0.0000% | $53000.00          | $55340.17          | Corporate Debt Securities                 |
| ENERGIZER HLDGS INC            SR GLBL 144A 33     | 2033-09-15      | 6.0000%  | 0.0000% | $177000.00         | $177680.27         | Corporate Debt Securities                 |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $95000.00          | $94555.88          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1182000.00        | $1070030.12        | Corporate Debt Securities                 |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $41000.00          | $40914.72          | Corporate Debt Securities                 |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $15444000.00       | $16240764.54       | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $91000.00          | $91297.57          | Corporate Debt Securities                 |
| FIGRE TRUST 2025-HE7           E      20551125 FLT | 2055-11-25      | 6.8500%  | 0.0000% | $4200000.00        | $4319205.33        | Asset-Backed Securities                   |
| FIGRE TRUST 2024-SL1           A-1    20530725 FLT | 2053-07-25      | 5.7480%  | 0.0000% | $2328932.00        | $1564628.68        | Asset-Backed Securities                   |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $1757000.00        | $1770892.99        | Corporate Debt Securities                 |
| GNRM 2025-114 JA                                   | 2051-08-20      | 4.5000%  | 0.0000% | $89248512.00       | $82682533.60       | Agency Collateralized Mortgage Obligation |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.2200% | 0.0000% | $8710000.00        | $8830198.00        | Corporate Debt Securities                 |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $32000.00          | $31901.55          | Corporate Debt Securities                 |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $340000.00         | $333885.10         | Corporate Debt Securities                 |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $21000.00          | $20444.36          | Corporate Debt Securities                 |
| HNI CORP                       SR SEC GLBL 29      | 2029-01-18      | 5.1250%  | 0.0000% | $1363000.00        | $1353570.88        | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $385000.00         | $146133.01         | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 37     | 2037-02-25      | 6.7000%  | 0.0000% | $7120000.00        | $3242250.22        | Corporate Debt Securities                 |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-02-15      | 3.6250%  | 0.0000% | $4265000.00        | $3990753.39        | Corporate Debt Securities                 |
| VIKING CRUISES LTD             SR GLBL REGS 33     | 2033-10-15      | 5.8750%  | 0.0000% | $76000.00          | $79378.75          | Corporate Debt Securities                 |
| BANISTMO SA                    SR GLBL REGS 27     | 2027-07-31      | 4.2500%  | 0.0000% | $3479000.00        | $3455125.36        | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $5889000.00        | $2688711.29        | Corporate Debt Securities                 |
| PROVINCIA DEL CHACO            GLBL AMZ REGS 28    | 2028-02-18      | 8.2500%  | 0.0000% | $19000.00          | $7859.41           | Corporate Debt Securities                 |
| HERTZ CORP                     SR GLBL 144A 29     | 2029-12-01      | 5.0000%  | 0.0000% | $453000.00         | $241007.07         | Corporate Debt Securities                 |
| BRF SA                         SR GLBL REGS 30     | 2030-01-24      | 4.8750%  | 0.0000% | $3335000.00        | $3244450.58        | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR GLBL 144A 34     | 2034-04-15      | 7.7500%  | 0.0000% | $30000.00          | $31754.60          | Corporate Debt Securities                 |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 44     | 2044-09-17      | 5.8750%  | 0.0000% | $733000.00         | $611799.26         | Corporate Debt Securities                 |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1910000.00        | $1987980.52        | Corporate Debt Securities                 |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $113000.00         | $117241.64         | Corporate Debt Securities                 |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $99000.00          | $93635.02          | Corporate Debt Securities                 |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5734550.00        | Corporate Debt Securities                 |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $31000.00          | $31461.62          | Corporate Debt Securities                 |
| SMITHFIELD FOODS INC           SR GLBL 144A 30     | 2030-10-15      | 3.0000%  | 0.0000% | $35000.00          | $32898.95          | Corporate Debt Securities                 |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $107000.00         | $105893.03         | Corporate Debt Securities                 |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $65000.00          | $67269.58          | Corporate Debt Securities                 |
| NOVELIS CORP                   SR GLBL 144A 31     | 2031-08-15      | 3.8750%  | 0.0000% | $2658000.00        | $2445311.27        | Corporate Debt Securities                 |
| OIL & GAS HLDG CO B S C        FR 7.5%102527       | 2027-10-25      | 7.5000%  | 0.0000% | $208000.00         | $219772.11         | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 30    | 2030-06-15      | 6.1250%  | 0.0000% | $89000.00          | $91839.10          | Corporate Debt Securities                 |
| 123 LTS RE LTD                 EXT GLBL 144A 31    | 2031-09-14      | 14.5200% | 0.0000% | $2225000.00        | $2291082.50        | Corporate Debt Securities                 |
| OLYMPUS WTR US HLDG CORP       SR 144A NT 29       | 2029-10-01      | 6.2500%  | 0.0000% | $1300000.00        | $1304546.39        | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $349000.00         | $363520.14         | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $1066000.00        | $1005600.44        | Corporate Debt Securities                 |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $1264000.00        | $1220502.60        | Corporate Debt Securities                 |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 24.7700% | 0.0000% | $5250000.00        | $5563425.00        | Corporate Debt Securities                 |
| GNRA 2006-17 AF                                    | 2036-04-20      | 3.8817%  | 0.0000% | $348388129.00      | $8100.45           | Agency Collateralized Mortgage Obligation |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $100000.00         | $101915.75         | Corporate Debt Securities                 |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 54    | 2054-10-15      | 7.9500%  | 0.0000% | $4985000.00        | $5004242.10        | Corporate Debt Securities                 |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 6.8000%  | 0.0000% | $5410000.00        | $5463559.00        | Corporate Debt Securities                 |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $155000.00         | $150995.70         | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $4214000.00        | $4231670.71        | Corporate Debt Securities                 |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.4708%  | 0.0000% | $2417000.00        | $2485401.10        | Corporate Debt Securities                 |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $162000.00         | $163052.60         | Corporate Debt Securities                 |
| HAWAIIAN ELEC CO INC           SR GLBL 144A 33     | 2033-10-01      | 6.0000%  | 0.0000% | $98000.00          | $102607.96         | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $18011000.00       | $18061340.75       | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44    | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13967.54          | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $15161000.00       | $15132952.15       | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $50000.00          | $43163.25          | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 10.5500% | 0.0000% | $4750000.00        | $4910075.00        | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $20000.00          | $23227.93          | Corporate Debt Securities                 |
| NOMURA HEQ LN TR 2006-HE3      I-A-1  20360725 FLT | 2036-07-25      | 4.0882%  | 0.0000% | $3600000.00        | $204280.45         | Asset-Backed Securities                   |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31    | 2031-01-03      | 5.6000%  | 0.0000% | $40000.00          | $40872.80          | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $345999.20         | Corporate Debt Securities                 |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.5860%  | 0.0000% | $9000000.00        | $9317700.00        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $1454000.00        | $1474414.16        | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $2952000.00        | $2944413.36        | Corporate Debt Securities                 |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $1352000.00        | $1303111.68        | Corporate Debt Securities                 |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 7.8000%  | 0.0000% | $4800000.00        | $4821120.00        | Corporate Debt Securities                 |
| LITHIA MTRS INC                SR GLBL 144A 31     | 2031-01-15      | 4.3750%  | 0.0000% | $322000.00         | $311597.52         | Corporate Debt Securities                 |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $93000.00          | $93215.71          | Corporate Debt Securities                 |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $854000.00         | $835569.49         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $81663.00          | $88271.17          | Corporate Debt Securities                 |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $561000.00         | $554315.69         | Corporate Debt Securities                 |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30    | 2030-10-15      | 11.0000% | 0.0000% | $322000.00         | $363107.59         | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $21000.00          | $20572.40          | Corporate Debt Securities                 |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $1679000.00        | $1696959.70        | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32       | 2032-04-15      | 6.2500%  | 0.0000% | $97000.00          | $96718.38          | Corporate Debt Securities                 |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $100000.00         | $100999.00         | Corporate Debt Securities                 |
| BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 32      | 2032-02-01      | 7.5000%  | 0.0000% | $81000.00          | $83038.50          | Corporate Debt Securities                 |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $845000.00         | $895790.13         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $345362.87         | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-04-01      | 5.3750%  | 0.0000% | $43000.00          | $44722.09          | Corporate Debt Securities                 |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $222000.00         | $210557.01         | Corporate Debt Securities                 |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 33     | 2033-11-15      | 5.3750%  | 0.0000% | $98000.00          | $100081.55         | Corporate Debt Securities                 |
| HEXCEL CORP NEW                CR SEN GLBL NT35    | 2035-02-26      | 5.8750%  | 0.0000% | $92000.00          | $97668.41          | Corporate Debt Securities                 |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $30000.00          | $29617.50          | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL REGS 29     | 2029-09-15      | 4.8750%  | 0.0000% | $96000.00          | $97393.68          | Corporate Debt Securities                 |
| GRAPHIC PACKAGING INTL LLC     SR GLBL REGS 32     | 2032-07-15      | 6.3750%  | 0.0000% | $200000.00         | $204579.50         | Corporate Debt Securities                 |
| INDUSTRIAL SUB TR 20           SUB GLBL 144A 36    | 2036-04-15      | 6.5500%  | 0.0000% | $250000.00         | $258285.42         | Corporate Debt Securities                 |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 10.8000% | 0.0000% | $8750000.00        | $8883000.00        | Corporate Debt Securities                 |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $98069.00          | Corporate Debt Securities                 |
| DAVITA INC                     SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $147000.00         | $145321.06         | Corporate Debt Securities                 |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30       | 2030-07-17      | 4.9500%  | 0.0000% | $739000.00         | $696729.20         | Corporate Debt Securities                 |
| KB HOME                        SR GLBL NT 30       | 2030-07-15      | 7.2500%  | 0.0000% | $165000.00         | $170459.57         | Corporate Debt Securities                 |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL REGS 29     | 2029-02-01      | 3.8750%  | 0.0000% | $134000.00         | $116160.39         | Corporate Debt Securities                 |
| JEFFERIES FINANCE LLC/JFIN CP  SR 144A NT 5%28     | 2028-08-15      | 5.0000%  | 0.0000% | $1330000.00        | $1275266.07        | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL REGS 32     | 2032-07-15      | 5.6250%  | 0.0000% | $155000.00         | $155879.24         | Corporate Debt Securities                 |
| PROVINCIA DE CORDOBA           SR AMZ REGS NT35    | 2035-02-03      | 8.6000%  | 0.0000% | $1368000.00        | $1345063.20        | Corporate Debt Securities                 |
| NOVELIS CORP                   SR REGS NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $160000.00         | $160273.33         | Corporate Debt Securities                 |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $95000.00          | $98195.83          | Corporate Debt Securities                 |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $689000.00         | $450668.78         | Corporate Debt Securities                 |
| COMPANIA GEN DE COMBUSTIBLES   SR REGS NT 30       | 2030-11-28      | 11.8750% | 0.0000% | $100000.00         | $104535.76         | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 34     | 2034-03-31      | 5.7500%  | 0.0000% | $298000.00         | $302359.82         | Corporate Debt Securities                 |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL REGS 34     | 2034-01-15      | 8.5000%  | 0.0000% | $200000.00         | $199831.33         | Corporate Debt Securities                 |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $85000.00          | $86955.47          | Corporate Debt Securities                 |
| EMERGENT BIOSOLUTIONS INC      SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $140000.00         | $124415.43         | Corporate Debt Securities                 |
| FMC CORP                       GLBL NT 6.375%53    | 2053-05-18      | 6.3750%  | 0.0000% | $1486000.00        | $1134235.94        | Corporate Debt Securities                 |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $15000.00          | $16324.30          | Corporate Debt Securities                 |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28    | 2028-05-15      | 9.0000%  | 0.0000% | $545000.00         | $583863.95         | Corporate Debt Securities                 |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $225040.84         | Corporate Debt Securities                 |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $2000000.00        | $1922271.67        | Corporate Debt Securities                 |
| RCS CAP CORP                   SR GLBL 144A 29     | 2029-04-01      | 7.5000%  | 0.0000% | $17000.00          | $17305.77          | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $1929000.00        | $1940458.26        | Corporate Debt Securities                 |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $77000.00          | $80244.27          | Corporate Debt Securities                 |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $1005067.48        | Corporate Debt Securities                 |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 13.7500% | 0.0000% | $15000000.00       | $15915000.00       | Corporate Debt Securities                 |
| BANCOLOMBIA S A                LW TIER II 34       | 2034-12-24      | 8.6250%  | 0.0000% | $200000.00         | $217414.75         | Corporate Debt Securities                 |
| ATKORE INC                     SR GLBL 144A 31     | 2031-06-01      | 4.2500%  | 0.0000% | $2468000.00        | $2390980.58        | Corporate Debt Securities                 |
| ARCHES BUYER INC               1LIEN GLBL 28       | 2028-06-01      | 4.2500%  | 0.0000% | $210000.00         | $205890.88         | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12454075.33       | Corporate Debt Securities                 |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $99000.00          | $103775.10         | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $1500000.00        | $581905.00         | Corporate Debt Securities                 |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 10.7220% | 0.0000% | $2928000.00        | $2957280.00        | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1899000.00        | $1868286.31        | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $234000.00         | $220928.37         | Corporate Debt Securities                 |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.5500% | 0.0000% | $5000000.00        | $5135500.00        | Corporate Debt Securities                 |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31      | 2031-12-01      | 8.3750%  | 0.0000% | $225000.00         | $244041.06         | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 27       | 2027-12-15      | 4.2500%  | 0.0000% | $300000.00         | $300594.00         | Corporate Debt Securities                 |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $2601000.00        | $2771573.58        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT2.9%28    | 2028-02-16      | 2.9000%  | 0.0000% | $580000.00         | $562852.94         | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $846000.00         | $905435.03         | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35       | 2035-10-31      | 5.8690%  | 0.0000% | $427000.00         | $436498.29         | Corporate Debt Securities                 |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $2591000.00        | $2802472.38        | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $1986000.00        | $1977251.67        | Corporate Debt Securities                 |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $85000.00          | $89938.22          | Corporate Debt Securities                 |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30    | 2030-12-01      | 12.0000% | 0.0000% | $1999000.00        | $1998167.08        | Corporate Debt Securities                 |
| CELANESE US HLDGS LLC          SR GLBL NT 34       | 2034-02-15      | 7.3750%  | 0.0000% | $1403000.00        | $1472673.37        | Corporate Debt Securities                 |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $23030000.00       | $25528678.23       | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $62000.00          | $53736.38          | Corporate Debt Securities                 |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $859000.00         | $204728.33         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $5620000.00        | $5719211.73        | Corporate Debt Securities                 |
| BUCKEYE PARTNERS L P           SR GLBL NT5.6%44    | 2044-10-15      | 5.6000%  | 0.0000% | $3746000.00        | $3509152.91        | Corporate Debt Securities                 |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34     | 2034-01-15      | 8.5000%  | 0.0000% | $1500000.00        | $1498735.00        | Corporate Debt Securities                 |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $84664.15          | Corporate Debt Securities                 |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $803000.00         | $784944.55         | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $634000.00         | $578024.14         | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $200000.00         | $196885.00         | Corporate Debt Securities                 |
| EDISON INTL                    SR GLBL NT 29       | 2029-06-15      | 5.4500%  | 0.0000% | $250000.00         | $259237.50         | Corporate Debt Securities                 |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $143000.00         | $143782.03         | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $11000.00          | $11209.55          | Corporate Debt Securities                 |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29     | 2029-04-01      | 4.1250%  | 0.0000% | $300000.00         | $295007.75         | Corporate Debt Securities                 |
| BRISTOW GROUP INC              1LIEN GLBL 28       | 2028-03-01      | 6.8750%  | 0.0000% | $50000.00          | $51701.06          | Corporate Debt Securities                 |
| CHARLES RIV RE LTD             EXTND SR 144A 31    | 2031-05-10      | 11.1720% | 0.0000% | $950000.00         | $983535.00         | Corporate Debt Securities                 |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $902264.00         | $1008992.06        | Corporate Debt Securities                 |
| EAGLE INTER GLOBAL HLDG B V    FR 7.5%050125       | 2026-03-31      | 7.5000%  | 0.0000% | $244000.00         | $118136.67         | Corporate Debt Securities                 |
| DOMINION ENERGY INC            PERP SUB GLBL -C    | 2079-12-31      | 4.3500%  | 0.0000% | $2400000.00        | $2424552.00        | Corporate Debt Securities                 |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $52096000.00       | $20791470.19       | Corporate Debt Securities                 |
| Freddie Mac                                        | 2050-01-15      | 4.2727%  | 0.0000% | $64000000.00       | $14342742.40       | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC02           1-A2   20470525 3.0 | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3449855.25        | Agency Collateralized Mortgage Obligation |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-05-03      | 5.1130%  | 0.0000% | $469000.00         | $481105.44         | Corporate Debt Securities                 |
| FIGRE TRUST 2025-PF2           C      20551025 FLT | 2055-10-25      | 5.2180%  | 0.0000% | $2000000.00        | $1826089.71        | Asset-Backed Securities                   |
| FHLMC SCRTT SERIES 2017-1      HB     20560125 FLT | 2056-01-25      | 3.0000%  | 0.0000% | $6000000.00        | $4992586.00        | Agency Collateralized Mortgage Obligation |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.303%29    | 2029-09-06      | 5.3030%  | 0.0000% | $591000.00         | $614267.23         | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $101000.00         | $105422.87         | Corporate Debt Securities                 |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-04-01      | 6.1250%  | 0.0000% | $30000.00          | $31778.11          | Corporate Debt Securities                 |
| OWENS BROCKWAY                 SR GLBL 144A 32     | 2032-06-01      | 7.3750%  | 0.0000% | $4019000.00        | $4138758.39        | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39    | 2039-08-15      | 4.3000%  | 0.0000% | $5355000.00        | $4715148.90        | Corporate Debt Securities                 |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 10.9336% | 0.0000% | $18892000.00       | $18578747.26       | Corporate Debt Securities                 |
| MARATHON OIL CORP              GLBL NT 5.3%29      | 2029-04-01      | 5.3000%  | 0.0000% | $70000.00          | $73654.31          | Corporate Debt Securities                 |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $58000.00          | $61445.84          | Corporate Debt Securities                 |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $15000.00          | $15000.98          | Corporate Debt Securities                 |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $20000.00          | $21279.90          | Corporate Debt Securities                 |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.0200%  | 0.0000% | $3750000.00        | $3839250.00        | Corporate Debt Securities                 |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.2700% | 0.0000% | $3007000.00        | $3062629.50        | Corporate Debt Securities                 |
| SYNCHRONY FINANCIAL            LW TIER II 33       | 2033-02-02      | 7.2500%  | 0.0000% | $2900000.00        | $3088455.69        | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-08-15      | 6.6250%  | 0.0000% | $14000.00          | $14537.44          | Corporate Debt Securities                 |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $8062000.00        | $8106797.85        | Corporate Debt Securities                 |
| MERNA RE COMPANYWIDE LTD       -A VR 144A BD 28    | 2028-07-07      | 10.5500% | 0.0000% | $4250000.00        | $4451875.00        | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $210000.00         | $217379.40         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $400000.00         | $417724.44         | Corporate Debt Securities                 |
| PETCO HEALTH & WELLNESS CO INC SR SEC GLBL 31      | 2031-02-01      | 8.2500%  | 0.0000% | $2046000.00        | $2032597.00        | Corporate Debt Securities                 |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $4130000.00        | $4122996.90        | Asset-Backed Securities                   |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.3500%  | 0.0000% | $2920000.00        | $2954748.00        | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $1200000.00        | $896846.67         | Corporate Debt Securities                 |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.0500%  | 0.0000% | $6050000.00        | $6173420.00        | Corporate Debt Securities                 |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $10356800.00       | $10050025.83       | Corporate Debt Securities                 |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $500000.00         | $467187.50         | Corporate Debt Securities                 |
| MAUSER PACKAGING SOLUTIONS     2LIEN 144A NT 30    | 2030-04-15      | 9.2500%  | 0.0000% | $179000.00         | $181352.41         | Corporate Debt Securities                 |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.1100%  | 0.0000% | $14760000.00       | $15388776.00       | Corporate Debt Securities                 |
| METHANEX CORP                  SR NT 5.65%44       | 2044-12-01      | 5.6500%  | 0.0000% | $22000.00          | $20326.84          | Corporate Debt Securities                 |
| MINERAL RES LTD                SR 144A NT 8%27     | 2027-11-01      | 8.0000%  | 0.0000% | $86000.00          | $90148.45          | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $16217000.00       | $7683830.83        | Corporate Debt Securities                 |
| SEALED AIR CORP NEW            SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $92000.00          | $94501.79          | Corporate Debt Securities                 |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29       | 2029-04-01      | 4.7500%  | 0.0000% | $94000.00          | $94753.31          | Corporate Debt Securities                 |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $67000.00          | $68300.02          | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 19.3900% | 0.0000% | $10495000.00       | $10866697.92       | Corporate Debt Securities                 |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33     | 2033-02-15      | 9.7500%  | 0.0000% | $111000.00         | $123293.25         | Corporate Debt Securities                 |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $25000.00          | $26303.12          | Corporate Debt Securities                 |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $171000.00         | $153011.75         | Corporate Debt Securities                 |
| GENESEE & WYO INC              SR SEC 144A NT32    | 2032-04-15      | 6.2500%  | 0.0000% | $85000.00          | $89641.57          | Corporate Debt Securities                 |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL NT5.5%30    | 2030-08-01      | 5.5000%  | 0.0000% | $1166000.00        | $1201134.17        | Corporate Debt Securities                 |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $123000.00         | $117837.84         | Corporate Debt Securities                 |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51    | 2051-12-15      | 4.1250%  | 0.0000% | $15000.00          | $15011.85          | Corporate Debt Securities                 |
| GNRA 2024-108 YF                                   | 2054-07-20      | 4.8115%  | 0.0000% | $46432600.00       | $40380082.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 JF                                   | 2055-02-20      | 5.2915%  | 0.0000% | $20000000.00       | $12917777.81       | Agency Collateralized Mortgage Obligation |
| GRAY MEDIA INC                 1LIEN GLBL 29       | 2029-07-15      | 10.5000% | 0.0000% | $1056000.00        | $1145855.04        | Corporate Debt Securities                 |
| GRUPO TELEVISA S A B           SR GLBL NT 49       | 2049-05-24      | 5.2500%  | 0.0000% | $452000.00         | $314502.73         | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $1565000.00        | $1724856.93        | Corporate Debt Securities                 |
| MATADOR RES CO                 SR GLBL 144A 28     | 2028-04-15      | 6.8750%  | 0.0000% | $148000.00         | $154615.35         | Corporate Debt Securities                 |
| MAGIC MERGECO INC              1LIEN 144A NT 28    | 2028-05-01      | 5.2500%  | 0.0000% | $6385000.00        | $6491672.07        | Corporate Debt Securities                 |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28     | 2028-06-01      | 4.6250%  | 0.0000% | $590000.00         | $590789.78         | Corporate Debt Securities                 |
| LIGHTNING PWR LLC              SR SEC GLBL 32      | 2032-08-15      | 7.2500%  | 0.0000% | $86000.00          | $91622.39          | Corporate Debt Securities                 |
| LEXINGTON CAP FDG II 2006-2    D      20461005 FLT | 2046-10-05      | 3.1243%  | 0.0000% | $5000000.00        | $37490.44          | Asset-Backed Securities                   |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $3100000.00        | $3334437.50        | Corporate Debt Securities                 |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $61412000.00       | $3232011.21        | Corporate Debt Securities                 |
| M D C HLDGS INC                SR GLBL NT 61       | 2061-08-06      | 3.9660%  | 0.0000% | $125000.00         | $85661.69          | Corporate Debt Securities                 |
| M D C HLDGS INC                SR GLBL NT 30       | 2030-01-15      | 3.8500%  | 0.0000% | $53000.00          | $51888.15          | Corporate Debt Securities                 |
| HERBIE RE LTD                  -A VR 144A BD 27    | 2027-06-07      | 34.5500% | 0.0000% | $3500000.00        | $3976700.00        | Corporate Debt Securities                 |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $7138000.00        | $7185158.39        | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26    | 2026-08-18      | 3.5000%  | 0.0000% | $9000.00           | $8969.81           | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $529000.00         | $553082.72         | Corporate Debt Securities                 |
| LANDSEA HOMES CORP             SR GLBL 144A 29     | 2029-04-01      | 8.8750%  | 0.0000% | $108000.00         | $114722.25         | Corporate Debt Securities                 |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $16280.50          | Corporate Debt Securities                 |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $3655000.00        | $3778845.11        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR DEB 5.25%44      | 2044-04-01      | 5.2500%  | 0.0000% | $736000.00         | $543772.75         | Corporate Debt Securities                 |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $656000.00         | $701200.04         | Corporate Debt Securities                 |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29      | 2029-02-15      | 5.6250%  | 0.0000% | $427000.00         | $427663.98         | Corporate Debt Securities                 |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $1104000.00        | $1082932.00        | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $70000.00          | $71727.83          | Corporate Debt Securities                 |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $2600000.00        | $2490336.33        | Corporate Debt Securities                 |
| AEGEA FIN S A R L S A          SR REGS NT 9%31     | 2031-01-20      | 9.0000%  | 0.0000% | $1252000.00        | $1293629.00        | Corporate Debt Securities                 |
| URSA RE II LIMITED             -FG-20252 144A28    | 2028-06-07      | 11.4077% | 0.0000% | $7750000.00        | $7773250.00        | Corporate Debt Securities                 |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $171000.00         | $184856.13         | Corporate Debt Securities                 |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1313000.00        | $1510219.17        | Corporate Debt Securities                 |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.0200%  | 0.0000% | $1000000.00        | $1002000.00        | Corporate Debt Securities                 |
| WEEKLEY HOMES LLC/ FIN CORP    SR 144A NT 34       | 2034-01-15      | 6.7500%  | 0.0000% | $100000.00         | $102151.25         | Corporate Debt Securities                 |
| UNITED NAT FOODS INC           SR GLBL 144A 28     | 2028-10-15      | 6.7500%  | 0.0000% | $96000.00          | $98493.12          | Corporate Debt Securities                 |
| MINERAL RES LTD                SR 144A NT 28       | 2028-10-01      | 9.2500%  | 0.0000% | $82000.00          | $89057.24          | Corporate Debt Securities                 |
| MONTOYA RE LTD                 GLBL-A 144A 30      | 2030-04-09      | 8.9099%  | 0.0000% | $5000000.00        | $4989500.00        | Corporate Debt Securities                 |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.6800%  | 0.0000% | $19710000.00       | $20311155.00       | Corporate Debt Securities                 |
| ASHLAND INC                    SR GLBL REGS 31     | 2031-09-01      | 3.3750%  | 0.0000% | $4547000.00        | $4262175.92        | Corporate Debt Securities                 |
| B3 S A - BRASIL BOLSA BALCAO   SR GLBL REGS 31     | 2031-09-20      | 4.1250%  | 0.0000% | $276000.00         | $265106.16         | Corporate Debt Securities                 |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $318189.50         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $191859.09         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $1517000.00        | $1242665.72        | Corporate Debt Securities                 |
| WESCO DISTR INC                GLBL 144A NT 28     | 2028-06-15      | 7.2500%  | 0.0000% | $394000.00         | $402471.00         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $129616.91         | Corporate Debt Securities                 |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $8000.00           | $7487.23           | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $3243000.00        | $1489455.85        | Corporate Debt Securities                 |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28    | 2028-08-15      | 8.0000%  | 0.0000% | $1878000.00        | $1936906.60        | Corporate Debt Securities                 |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $5685000.00        | $4826242.85        | Corporate Debt Securities                 |
| SCC PWR PLC                    2LIEN GLBL PIK28    | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6571.30           | Corporate Debt Securities                 |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.2905%  | 0.0000% | $2750000.00        | $2813250.00        | Corporate Debt Securities                 |
| SABESP LUX S A R L             SR GLBL REGS 30     | 2030-08-20      | 5.6250%  | 0.0000% | $410000.00         | $410837.94         | Corporate Debt Securities                 |
| BRF SA                         SR GLBL REGS 50     | 2050-09-21      | 5.7500%  | 0.0000% | $2360000.00        | $2004316.53        | Corporate Debt Securities                 |
| MATIV HOLDINGS INC             SR GLBL 144A 29     | 2029-10-01      | 8.0000%  | 0.0000% | $86000.00          | $88502.12          | Corporate Debt Securities                 |
| SEAGATE HDD CAYMAN             SR GLBL NT8.5%31    | 2031-07-15      | 8.5000%  | 0.0000% | $141000.00         | $149678.08         | Corporate Debt Securities                 |
| SIX FLAGS ENTERTAINMENT CORP   1LIEN GLBL 32       | 2032-05-01      | 6.6250%  | 0.0000% | $780000.00         | $810402.23         | Corporate Debt Securities                 |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $420000.00         | $330657.95         | Corporate Debt Securities                 |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $3291000.00        | $3395349.38        | Corporate Debt Securities                 |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $408000.00         | $380222.34         | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.5%35    | 2035-02-07      | 6.5000%  | 0.0000% | $2657000.00        | $2795140.38        | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 29     | 2029-07-01      | 5.5000%  | 0.0000% | $5000000.00        | $5068027.78        | Corporate Debt Securities                 |
| SILGAN HLDGS INC               SR GLBL NT 28       | 2028-02-01      | 4.1250%  | 0.0000% | $65000.00          | $65503.05          | Corporate Debt Securities                 |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $29000.00          | $30706.17          | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 16.5500% | 0.0000% | $250000.00         | $255300.00         | Corporate Debt Securities                 |
| UWM HLDGS LLC                  SR GLBL 144A 31     | 2031-03-15      | 6.2500%  | 0.0000% | $4227000.00        | $4214705.30        | Corporate Debt Securities                 |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $7500000.00        | $8223750.00        | Corporate Debt Securities                 |
| FORD MTR CO                    SR GLBL DB7.5%26    | 2026-08-01      | 7.5000%  | 0.0000% | $40000.00          | $40733.87          | Corporate Debt Securities                 |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28       | 2028-03-15      | 5.8750%  | 0.0000% | $34000.00          | $34900.24          | Corporate Debt Securities                 |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 28     | 2028-07-15      | 7.2500%  | 0.0000% | $1305000.00        | $1351534.12        | Corporate Debt Securities                 |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $325000.00         | $87048.09          | Corporate Debt Securities                 |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $1270000.00        | $1175817.15        | Corporate Debt Securities                 |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $188000.00         | $154738.41         | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 7.5000%  | 0.0000% | $820000.00         | $894875.57         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               2LIEN GLBL 30       | 2030-04-01      | 4.5000%  | 0.0000% | $1468300.00        | $1395986.23        | Corporate Debt Securities                 |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $16176000.00       | $839642.24         | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $305000.00         | $323173.93         | Corporate Debt Securities                 |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $63000.00          | $61396.10          | Corporate Debt Securities                 |
| GREAT CDN GA CORP/RA CO-IS LLC SR SEC 144A NT29    | 2029-11-15      | 8.7500%  | 0.0000% | $157000.00         | $163817.20         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $793000.00         | $643825.47         | Corporate Debt Securities                 |
| PERIMETER HOLDINGS LLC         1LIEN GLBL 34       | 2034-01-15      | 6.2500%  | 0.0000% | $100000.00         | $101737.86         | Corporate Debt Securities                 |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $283125.38         | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36       | 2036-01-10      | 6.2500%  | 0.0000% | $19000000.00       | $19237684.72       | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.0200% | 0.0000% | $2700000.00        | $3025620.00        | Corporate Debt Securities                 |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $12603000.00       | $11519976.95       | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $25918752.00       | $20586789.54       | Corporate Debt Securities                 |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $724000.00         | $702926.17         | Corporate Debt Securities                 |
| ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28     | 2028-07-01      | 9.0000%  | 0.0000% | $312000.00         | $316346.16         | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $510000.00         | $511022.55         | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-08-15      | 7.7500%  | 0.0000% | $16607000.00       | $13519149.78       | Corporate Debt Securities                 |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30     | 2030-12-01      | 7.8750%  | 0.0000% | $1324000.00        | $1426520.63        | Corporate Debt Securities                 |
| GGAM FIN LTD                   SR GLBL 144A 30     | 2030-03-15      | 5.8750%  | 0.0000% | $378000.00         | $393958.22         | Corporate Debt Securities                 |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $20000.00          | $20263.50          | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $22500000.00       | $15780075.00       | Corporate Debt Securities                 |
| BWX TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $270000.00         | $268575.75         | Corporate Debt Securities                 |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $208000.00         | $193591.49         | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PERU      FR 5.65%011537      | 2037-01-15      | 5.6500%  | 0.0000% | $330000.00         | $334452.25         | Corporate Debt Securities                 |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $1313000.00        | $1266795.53        | Corporate Debt Securities                 |
| NORDSTROM INC                  SR GLBL NT 30       | 2030-04-01      | 4.3750%  | 0.0000% | $166000.00         | $162926.19         | Corporate Debt Securities                 |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31    | 2031-03-26      | 6.5000%  | 0.0000% | $73000.00          | $80603.23          | Corporate Debt Securities                 |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $199000.00         | $207649.20         | Corporate Debt Securities                 |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 30      | 2030-04-15      | 8.2500%  | 0.0000% | $4161000.00        | $4463504.70        | Corporate Debt Securities                 |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $2242000.00        | $2319449.89        | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $11000.00          | $11486.24          | Corporate Debt Securities                 |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $3617000.00        | $3873855.23        | Corporate Debt Securities                 |
| METHANEX CORP                  GLBL NT 5.125%27    | 2027-10-15      | 5.1250%  | 0.0000% | $1719000.00        | $1761548.12        | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $58610.20          | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528      | 2028-09-15      | 2.4500%  | 0.0000% | $90000.00          | $85175.55          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $82000.00          | $67905.02          | Corporate Debt Securities                 |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.0500% | 0.0000% | $13250000.00       | $13476575.00       | Corporate Debt Securities                 |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $537000.00         | $537255.97         | Corporate Debt Securities                 |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29      | 2029-04-15      | 5.2500%  | 0.0000% | $81000.00          | $77176.80          | Corporate Debt Securities                 |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $1129000.00        | $1162090.36        | Corporate Debt Securities                 |
| AMNEAL PHARMACEUTICALS INC     1LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $90000.00          | $95210.58          | Corporate Debt Securities                 |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $98000.00          | $91261.36          | Corporate Debt Securities                 |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62    | 2062-02-15      | 3.8750%  | 0.0000% | $2007000.00        | $1985026.70        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30       | 2030-10-15      | 14.0000% | 0.0000% | $198000.00         | $208839.18         | Corporate Debt Securities                 |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $117000.00         | $120000.24         | Corporate Debt Securities                 |
| AMYNTA AGY BORROWER INC / AMYN SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $800000.00         | $791936.00         | Corporate Debt Securities                 |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.0025%  | 0.0000% | $1395000.00        | $1426387.50        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $24999000.00       | $16093717.34       | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55    | 2055-12-01      | 6.7000%  | 0.0000% | $11185000.00       | $11343261.54       | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $3811000.00        | $3247160.43        | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 13.9900% | 0.0000% | $3000000.00        | $3148500.00        | Corporate Debt Securities                 |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $362116.92         | Corporate Debt Securities                 |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $716000.00         | $726182.71         | Corporate Debt Securities                 |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $4348000.00        | $4509557.19        | Corporate Debt Securities                 |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $14000.00          | $14069.72          | Corporate Debt Securities                 |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $29200000.00       | $28944597.33       | Corporate Debt Securities                 |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $3000000.00        | $3197680.00        | Corporate Debt Securities                 |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $6425000.00        | $6750918.83        | Corporate Debt Securities                 |
| CALDERYS FING II               SR GLBL PIK 28      | 2028-06-01      | 11.7500% | 0.0000% | $462000.00         | $492260.74         | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $23258000.00       | $22421196.54       | Corporate Debt Securities                 |
| COMMERCIAL METALS CO           SR GLBL NT 32       | 2032-03-15      | 4.3750%  | 0.0000% | $24000.00          | $23482.74          | Corporate Debt Securities                 |
| ENCOMPASS HEALTH CORP          SR GLBL NT 31       | 2031-04-01      | 4.6250%  | 0.0000% | $45000.00          | $44989.96          | Corporate Debt Securities                 |
| ENERSYS                        GLBL 144A NT 27     | 2027-12-15      | 4.3750%  | 0.0000% | $20000.00          | $20123.40          | Corporate Debt Securities                 |

### Security 631: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.070000%
- **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):** $299912676.00
- **C.18.a - Value (excl. sponsor support):** $299912676.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLISON TRANSMISSION INC       SR GLBL 144A 33     | 2033-12-01      | 5.8750%  | 0.0000% | $1000.00           | $1038.41           | Corporate Debt Securities |
| BRISTOW GROUP INC              SR SEC GLBL 33      | 2033-02-01      | 6.7500%  | 0.0000% | $3299000.00        | $3362316.06        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $1127000.00        | $1198644.64        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528      | 2028-09-15      | 2.4500%  | 0.0000% | $72000.00          | $68140.44          | Corporate Debt Securities |
| NOVA SECURITISATION SARL       1LIEN GLBL 31       | 2031-02-03      | 5.7500%  | 0.0000% | $2900000.00        | $2860772.67        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $403000.00         | $388818.43         | Corporate Debt Securities |
| INFRABUILD AUSTRALIA PTY LTD   SR 144A NT 28       | 2028-11-15      | 14.5000% | 0.0000% | $9155000.00        | $10148073.37       | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $322000.00         | $329694.64         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $644000.00         | $666168.63         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $4853000.00        | $4305941.53        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $200000.00         | $168304.17         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $2000000.00        | $2047792.78        | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $1978000.00        | $2025267.06        | Corporate Debt Securities |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $150000.00         | $158663.75         | Corporate Debt Securities |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $259000.00         | $273959.41         | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 32       | 2032-07-15      | 4.8750%  | 0.0000% | $1106000.00        | $1079740.79        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $11023000.00       | $11231334.70       | Corporate Debt Securities |
| SABESP LUX S A R L             SR GLBL REGS 30     | 2030-08-20      | 5.6250%  | 0.0000% | $300000.00         | $300613.12         | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $249000.00         | $266003.24         | Corporate Debt Securities |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $1858000.00        | $1738909.94        | Corporate Debt Securities |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $15405000.00       | $14675128.22       | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $275000.00         | $270171.31         | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 31     | 2031-10-01      | 3.8750%  | 0.0000% | $145000.00         | $137273.72         | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $3579000.00        | $3311107.38        | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $21000.00          | $19428.12          | Corporate Debt Securities |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $1275000.00        | $1282210.12        | Corporate Debt Securities |
| ORAZUL ENERGY PERU S A         SR REGS NT 32       | 2032-09-17      | 6.2500%  | 0.0000% | $195000.00         | $203985.17         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $188.00            | $191.82            | Corporate Debt Securities |
| POINSETTIA FIN LTD             SR SEC GLBL 31      | 2031-06-17      | 6.6250%  | 0.0000% | $200000.00         | $137788.19         | Corporate Debt Securities |
| MAGIC MERGECO INC              1LIEN 144A NT 28    | 2028-05-01      | 5.2500%  | 0.0000% | $2000.00           | $2033.41           | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $11880000.00       | $10809126.90       | Corporate Debt Securities |
| ZIFF DAVIS INC                 SR GLBL 144A 30     | 2030-10-15      | 4.6250%  | 0.0000% | $265000.00         | $243359.66         | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 30     | 2030-07-01      | 4.1250%  | 0.0000% | $350000.00         | $334035.33         | Corporate Debt Securities |
| SEADRILL FIN LTD               2LIEN 144A NT 30    | 2030-08-01      | 8.3750%  | 0.0000% | $808000.00         | $853158.00         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33    | 2033-03-15      | 6.5000%  | 0.0000% | $1059000.00        | $1085452.64        | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $1287000.00        | $1176159.63        | Corporate Debt Securities |
| EXTER AUTOMOBILE REC TR 2025-3 E      20321215 7.5 | 2032-12-15      | 7.5200%  | 0.0000% | $38000.00          | $39749.20          | Asset-Backed Securities   |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $176000.00         | $190433.27         | Corporate Debt Securities |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $700000.00         | $744292.50         | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $225000.00         | $238485.38         | Corporate Debt Securities |
| BRISTOW GROUP INC              1LIEN GLBL 28       | 2028-03-01      | 6.8750%  | 0.0000% | $200000.00         | $206804.22         | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT3.7%29    | 2029-02-15      | 3.7000%  | 0.0000% | $156000.00         | $156216.67         | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 29     | 2029-11-01      | 3.8750%  | 0.0000% | $731000.00         | $708051.07         | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 29     | 2029-11-01      | 3.8750%  | 0.0000% | $976000.00         | $945359.56         | Corporate Debt Securities |
| ALTAGAS LTD                    JR SB GLBL 54       | 2054-10-15      | 7.2000%  | 0.0000% | $4669000.00        | $5007689.26        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 33     | 2033-02-15      | 6.1250%  | 0.0000% | $600000.00         | $622279.00         | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $3200000.00        | $3887117.33        | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 30       | 2030-08-15      | 7.2500%  | 0.0000% | $486000.00         | $510079.68         | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $410000.00         | $428760.40         | Corporate Debt Securities |
| COMPANIA GEN DE COMBUSTIBLES   SR REGS NT 30       | 2030-11-28      | 11.8750% | 0.0000% | $365.00            | $381.56            | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $465000.00         | $449219.45         | Corporate Debt Securities |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 32     | 2032-01-18      | 4.2000%  | 0.0000% | $271000.00         | $249198.05         | Corporate Debt Securities |
| NOVA SECURITISATION SARL       1LIEN GLBL 36       | 2036-02-03      | 6.5000%  | 0.0000% | $1400000.00        | $1374412.67        | Corporate Debt Securities |
| SEASPAN CORP                   SR GLBL 144A 29     | 2029-08-01      | 5.5000%  | 0.0000% | $2500000.00        | $2405155.56        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $4200000.00        | $4811868.83        | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $757000.00         | $747980.34         | Corporate Debt Securities |
| MAXIM CRANE WKS HLDGS CAP LLC  SR SEC 144A NT28    | 2028-09-01      | 11.5000% | 0.0000% | $500000.00         | $557041.11         | Corporate Debt Securities |
| MASTERBRAND INC                SR GLBL 144A 32     | 2032-07-15      | 7.0000%  | 0.0000% | $1580000.00        | $1612858.73        | Corporate Debt Securities |
| MASTERBRAND INC                SR GLBL 144A 32     | 2032-07-15      | 7.0000%  | 0.0000% | $1635000.00        | $1669002.55        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $870000.00         | $877984.18         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $200000.00         | $208061.11         | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $43000.00          | $41520.26          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $7500000.00        | $7520962.50        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 33     | 2033-08-15      | 6.3750%  | 0.0000% | $2000.00           | $2029.27           | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $8015000.00        | $8401323.00        | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 28     | 2028-02-15      | 3.8750%  | 0.0000% | $23000.00          | $21971.48          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $155000.00         | $155392.32         | Corporate Debt Securities |
| PRPM LLC 2024-RCF5             M-2    20540825 FLT | 2054-08-25      | 4.0000%  | 0.0000% | $220138.00         | $208902.21         | Asset-Backed Securities   |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $3711000.00        | $3465026.67        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30     | 2030-02-15      | 4.1250%  | 0.0000% | $4228000.00        | $3842004.74        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $210000.00         | $210802.43         | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $510000.00         | $511948.77         | Corporate Debt Securities |
| RR 14 LTD                      C      20360415 FLT | 2036-04-15      | 6.8338%  | 0.0000% | $1176368.00        | $1160337.16        | Asset-Backed Securities   |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-02-15      | 5.6250%  | 0.0000% | $87000.00          | $87230.99          | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $505000.00         | $549584.77         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 30       | 2030-09-01      | 4.2500%  | 0.0000% | $5522000.00        | $5417456.27        | Corporate Debt Securities |
| DISH DBS CORPORATION           1LIEN GLBL 28       | 2028-12-01      | 5.7500%  | 0.0000% | $28000.00          | $27453.61          | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $1349000.00        | $1342693.43        | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $1479000.00        | $1472085.68        | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $409000.00         | $445109.25         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $4500000.00        | $2763800.00        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $1127000.00        | $1131692.08        | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $1000.00           | $987.80            | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $81.00             | $82.65             | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $1000000.00        | $997430.00         | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $2450000.00        | $2416230.83        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30     | 2030-02-15      | 4.1250%  | 0.0000% | $220000.00         | $199915.10         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30     | 2030-02-15      | 4.1250%  | 0.0000% | $2420000.00        | $2199066.10        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $95000.00          | $64802.82          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $600000.00         | $409281.00         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $36000.00          | $35907.48          | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $64000.00          | $63835.52          | Corporate Debt Securities |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $1919000.00        | $1960591.13        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31     | 2031-08-15      | 3.8750%  | 0.0000% | $800000.00         | $735985.33         | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $1244000.00        | $1409664.17        | Corporate Debt Securities |
| GMR HYDERABAD INTL ARPT LTD    SR SEC GLBL 27      | 2027-10-27      | 4.2500%  | 0.0000% | $200000.00         | $200655.33         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $91000.00          | $94701.05          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $100000.00         | $96424.30          | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $104000.00         | $105508.52         | Corporate Debt Securities |
| SV RNO PPTY OWNER 1 LLC        SR SEC 144A 31      | 2031-03-01      | 5.8750%  | 0.0000% | $6000.00           | $6031.26           | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $5132000.00        | $5278800.86        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62       | 2062-03-15      | 5.3910%  | 0.0000% | $23000.00          | $13552.97          | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $1545000.00        | $1470731.85        | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $1842000.00        | $1753455.06        | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 30       | 2030-09-01      | 4.2500%  | 0.0000% | $480000.00         | $470912.53         | Corporate Debt Securities |
| EDISON INTL                    SR NT 4.8%31        | 2031-03-15      | 4.8000%  | 0.0000% | $3497000.00        | $3488374.07        | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $300000.00         | $286035.75         | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $100000.00         | $99535.00          | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 27       | 2027-12-01      | 5.8750%  | 0.0000% | $127000.00         | $128880.20         | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 27       | 2027-12-01      | 5.8750%  | 0.0000% | $200000.00         | $202960.94         | Corporate Debt Securities |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $100000.00         | $104396.42         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $98000.00          | $102541.69         | Corporate Debt Securities |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $1964000.00        | $1966873.99        | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $10000.00          | $10665.07          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $2000.00           | $2029.12           | Corporate Debt Securities |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $235000.00         | $251477.94         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $300000.00         | $178876.35         | Corporate Debt Securities |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $1300000.00        | $1164416.14        | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $2583000.00        | $2645536.58        | Corporate Debt Securities |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $6087000.00        | $6197705.62        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $200000.00         | $119250.90         | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $2900000.00        | $2908588.03        | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $249000.00         | $255080.58         | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $15000.00          | $14532.24          | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $2921000.00        | $2921774.06        | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $58000.00          | $60618.12          | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 5.85%43       | 2043-11-15      | 5.8500%  | 0.0000% | $200000.00         | $192385.00         | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL NT 27       | 2027-12-01      | 4.1250%  | 0.0000% | $3615000.00        | $3627812.16        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $16000.00          | $16565.22          | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $564.00            | $649.32            | Corporate Debt Securities |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 28     | 2028-01-10      | 5.2500%  | 0.0000% | $500000.00         | $498122.08         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $3118000.00        | $3140517.16        | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $5000000.00        | $5241375.00        | Corporate Debt Securities |
| APH SOM/ APH2/APH3             SR REGS NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $25000.00          | $25232.38          | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $750000.00         | $764835.00         | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $170000.00         | $162278.32         | Corporate Debt Securities |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $2317.00           | $1769.60           | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $2952000.00        | $2817915.24        | Corporate Debt Securities |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $133.00            | $111.34            | Corporate Debt Securities |
| WINNEBAGO INDS INC             1LIEN GLBL 28       | 2028-07-15      | 6.2500%  | 0.0000% | $693000.00         | $696258.26         | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $33000.00          | $34621.10          | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $900000.00         | $944211.75         | Corporate Debt Securities |
| TOUCAN FINCO UK LTD / TOUCAN F SR SEC GLBL 30      | 2030-05-15      | 9.5000%  | 0.0000% | $950000.00         | $946025.83         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $674000.00         | $569597.40         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $1200000.00        | $1014120.00        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $1715000.00        | $1684505.39        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB -B 144A    | 2500-12-31      | 7.0000%  | 0.0000% | $2300000.00        | $2363733.00        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.6%50    | 2050-05-15      | 4.6000%  | 0.0000% | $200000.00         | $149820.67         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $229000.00         | $237525.92         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $4927000.00        | $5235536.95        | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28      | 2028-12-15      | 9.2500%  | 0.0000% | $355000.00         | $377989.80         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $50000.00          | $50807.69          | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $5401000.00        | $5339313.08        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1172000.00        | $1249352.00        | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $620000.00         | $620164.30         | Corporate Debt Securities |
| BIOMARIN PHARMACEUTICAL INC    SR GLBL 144A 34     | 2034-02-15      | 5.5000%  | 0.0000% | $266000.00         | $269184.46         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $922000.00         | $939034.59         | Corporate Debt Securities |
| ABPCID LDG FDG CLO LP 2024-18  B      20360730 FLT | 2036-07-30      | 5.6168%  | 0.0000% | $3337610.00        | $3348686.37        | Asset-Backed Securities   |
| ABRA GLOBAL FIN                SR SEC GLBL 29      | 2029-10-22      | 14.0000% | 0.0000% | $100109.00         | $105335.69         | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $19010000.00       | $20529537.95       | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL NT3.5%32    | 2032-03-15      | 3.5000%  | 0.0000% | $700000.00         | $631022.00         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $2907000.00        | $2758161.60        | Corporate Debt Securities |
| RXO INC                        SR GLBL 144A 31     | 2031-05-15      | 6.3750%  | 0.0000% | $504000.00         | $493440.99         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $3063000.00        | $3080853.04        | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 31     | 2031-04-01      | 3.7500%  | 0.0000% | $1000000.00        | $954628.33         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $245000.00         | $246554.12         | Corporate Debt Securities |
| MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31      | 2031-10-15      | 12.5000% | 0.0000% | $200000.00         | $214216.67         | Corporate Debt Securities |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $1499000.00        | $1514370.58        | Corporate Debt Securities |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $2056000.00        | $2077082.00        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32    | 2032-06-30      | 8.4990%  | 0.0000% | $1500000.00        | $1585960.12        | Corporate Debt Securities |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $2995000.00        | $3025710.40        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 33       | 2033-01-18      | 5.1250%  | 0.0000% | $469000.00         | $468411.14         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $526.00            | $671.64            | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $1425000.00        | $1399978.58        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL       | 2500-12-31      | 8.0000%  | 0.0000% | $5174000.00        | $5418281.79        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $109000.00         | $118165.45         | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL       | 2500-12-31      | 8.0000%  | 0.0000% | $3350000.00        | $3508164.67        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28     | 2028-11-01      | 4.7500%  | 0.0000% | $2015000.00        | $2033750.69        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        VR 091324-091327    | 2027-09-13      | 5.7414%  | 0.0000% | $16000.00          | $16096.75          | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $85000.00          | $87674.38          | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP GLBL A 144A    | 2500-12-31      | 9.5080%  | 0.0000% | $456000.00         | $466458.71         | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP GLBL A 144A    | 2500-12-31      | 9.5080%  | 0.0000% | $600000.00         | $613761.47         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 5.625%092928     | 2028-09-29      | 5.6250%  | 0.0000% | $574000.00         | $591406.55         | Corporate Debt Securities |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $12678000.00       | $13431538.06       | Corporate Debt Securities |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $1637000.00        | $1823092.34        | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $150000.00         | $153631.62         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $12553000.00       | $12922853.22       | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR GLBL 144A 28     | 2028-09-01      | 7.5000%  | 0.0000% | $76000.00          | $79748.83          | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $200000.00         | $216962.00         | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $983000.00         | $1066368.23        | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $4114000.00        | $4462908.34        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $1162000.00        | $1173077.73        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $2620000.00        | $2486250.09        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-05-15      | 6.1250%  | 0.0000% | $446000.00         | $456179.58         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $1554000.00        | $1563057.66        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $55000.00          | $55524.33          | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $1310000.00        | $1399454.81        | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $736000.00         | $710595.12         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32    | 2032-05-14      | 4.7000%  | 0.0000% | $2334000.00        | $2162444.52        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32    | 2032-05-14      | 4.7000%  | 0.0000% | $176000.00         | $163063.51         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 31       | 2031-07-15      | 9.1250%  | 0.0000% | $1136000.00        | $1221070.31        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55    | 2055-10-15      | 7.0000%  | 0.0000% | $5493000.00        | $5927642.78        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $1746000.00        | $1884512.12        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 33     | 2033-08-01      | 6.2500%  | 0.0000% | $1299000.00        | $1332519.25        | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 32     | 2032-03-01      | 5.8750%  | 0.0000% | $833000.00         | $833643.03         | Corporate Debt Securities |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32    | 2032-04-01      | 6.7500%  | 0.0000% | $2000.00           | $2085.57           | Corporate Debt Securities |
| HERTZ CORP                     1LIEN GLBL 29       | 2029-07-15      | 12.6250% | 0.0000% | $8000.00           | $7466.87           | Corporate Debt Securities |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $1000.00           | $548.08            | Corporate Debt Securities |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $600000.00         | $668207.33         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34      | 2034-10-15      | 5.7000%  | 0.0000% | $873000.00         | $855583.65         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34      | 2034-10-15      | 5.7000%  | 0.0000% | $2079000.00        | $2037523.95        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $86000.00          | $84749.51          | Corporate Debt Securities |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $224000.00         | $239589.96         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26    | 2026-11-05      | 5.1250%  | 0.0000% | $5246000.00        | $5360753.34        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $4368000.00        | $4374491.33        | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $292000.00         | $294090.72         | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30       | 2030-03-01      | 4.7500%  | 0.0000% | $134000.00         | $135064.26         | Corporate Debt Securities |

### Security 632: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **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):** $399915308.00
- **C.18.a - Value (excl. sponsor support):** $399915308.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $62475.00          | $1738679.25        | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $144365.71         | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $431646.00         | $20080171.92       | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $133502.00         | $20080035.82       | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $556848.00         | $17518438.08       | Equities   |
| RELX PLC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $589552.00         | $20080141.12       | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $77512.00          | $796823.36         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $115629.66         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $97466.00          | $422027.78         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $159880.00         | $1648362.80        | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $203098.00         | $4488465.80        | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $124562.00         | $1400076.88        | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $426871.00         | $572007.14         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $35238.30          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $142.00            | $10674.62          | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $261950.00         | $633919.00         | Equities   |
| OMS ENERGY TECHNOLOGIES INC    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50148.00          | $226668.96         | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4658.00           | $166031.15         | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $84317.00          | $385328.69         | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $88953.00          | $240173.10         | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $74168.00          | $1780032.00        | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $525084.00         | $4027394.28        | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2757.00           | $97981.02          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $16329.00          | $414838.24         | Equities   |
| AB ACTIVE ETFS INC             CALIFORNIA INTER | 2500-12-31      | N/A      | 0.0000% | $41711.00          | $1062379.17        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5976.00           | $205241.54         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1847034.00        | $3269250.18        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $81683.00          | $328365.66         | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $96154.23          | Equities   |
| 2023 ETF SERIES TRUST          PACIFIC NOS GLOB | 2500-12-31      | N/A      | 0.0000% | $43732.00          | $1699714.15        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSS BRG ULTRST | 2500-12-31      | N/A      | 0.0000% | $6338.00           | $121689.60         | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2282.00           | $62492.34          | Equities   |
| SCYNEXIS INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21240.00          | $14974.20          | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $46371.00          | $2620888.92        | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $538630.00         | $20080126.40       | Equities   |
| ADLAI NORTYE LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $623366.00         | $5728733.54        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $472022.00         | $1335822.26        | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $8480.00           | $306209.41         | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $303638.00         | $12950160.70       | Equities   |
| BOUNDLESS BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $105175.00         | $122003.00         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $4735.00           | $101448.32         | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $96259.00          | $4650272.29        | Equities   |
| HARMONY GOLD MINING CO LTD     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $288395.00         | $6503307.25        | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $89389.20          | Equities   |
| USCF ETF TR                    MIDSTREAM ENERGY | 2500-12-31      | N/A      | 0.0000% | $23577.00          | $1336108.59        | Equities   |
| ISHARES TR                     EGSADVNCDMSCI EM | 2500-12-31      | N/A      | 0.0000% | $832.00            | $43592.64          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $4095.00           | $360511.52         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $107804.00         | $5007495.80        | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $1174428.00        | $2842115.76        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $931.00            | $23684.64          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3029.00           | $68561.42          | Equities   |
| ETFIS SER TR I                 INFRACP REIT PFD | 2500-12-31      | N/A      | 0.0000% | $16429.00          | $298843.51         | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| CREATIVE REALITIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $13732.48          | Equities   |
| ACURX PHARMACEUTICALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $31544.00          | $51732.16          | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $130969.00         | $20080167.08       | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $12762.00          | $445388.70         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $361.00            | $21856.31          | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $105047.00         | $1113498.20        | Equities   |
| GLOBUS MARITIME LIMITED NEW    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24796.00          | $52319.56          | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32394.00          | $224814.36         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $247910.00         | $1343672.20        | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1068840.00        | $2533150.80        | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $864776.00         | $20080098.72       | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $2777152.00        | $3943555.84        | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $76206.52          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $4491.00           | $103495.10         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $69388.13          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $537.00            | $11765.67          | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $15043.00          | $334405.89         | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $16287.00          | $1173804.09        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $145843.00         | $415652.55         | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2122480.00        | $5093952.00        | Equities   |
| PACER FDS TR                   ARISTOTLE PACIFI | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $362700.00         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $3244.00           | $155841.76         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $29681.00          | $2172352.39        | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $205339.00         | $20080100.81       | Equities   |
| TRAWS PHARMA INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3617.00           | $5859.54           | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2107552.00        | $19515931.52       | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $98469.00          | $6184837.89        | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1475.00           | $125960.28         | Equities   |
| IONEER LTD                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $112964.00         | $481226.64         | Equities   |
| CASTOR MARITIME INC            SHS              | 2500-12-31      | N/A      | 0.0000% | $7742.00           | $17187.24          | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $12428.00          | $672603.36         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6 HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $350.00            | $14968.00          | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| BNY MELLON ETF TRUST II        DYNAMIC VALUE    | 2500-12-31      | N/A      | 0.0000% | $780.00            | $24203.40          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $1359.00           | $23687.37          | Equities   |
| COLUMBIA ETF TR I              MULTI SEC MUNI   | 2500-12-31      | N/A      | 0.0000% | $138366.00         | $2908453.32        | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $1681.00           | $39651.60          | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $183719.99         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $1275.00           | $31190.07          | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $205739.00         | $20080126.40       | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $6178.00           | $198867.35         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $929.00            | $23308.24          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $284496.00         | $10884816.96       | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $365959.00         | $20080170.33       | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $207546.00         | $20080075.50       | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3492200.00        | $20080150.00       | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $836554.00         | $8273519.06        | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $73151.00          | $5054734.10        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $190.00            | $5235.43           | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $3621.00           | $78669.85          | Equities   |
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $13934.00          | $149929.84         | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $2026.00           | $45433.05          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6068.00           | $152397.82         | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $408600.00         | $1736550.00        | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2774.00           | $46353.54          | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2439.00           | $209949.12         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $501.00            | $16890.46          | Equities   |
| ISHARES TR                     LIFEPATH TGT2060 | 2500-12-31      | N/A      | 0.0000% | $5557.00           | $220373.95         | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $267664.00         | $20080153.28       | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $6116.00           | $125897.86         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $597.00            | $15262.31          | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3571370.00        | $6071329.00        | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38045.00          | $101580.15         | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $71134.00          | $1354747.03        | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2274152.00        | $16669534.16       | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $70318.09          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $266.00            | $31950.88          | Equities   |

### Security 633: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.970000%
- **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):** $249924947.50
- **C.18.a - Value (excl. sponsor support):** $249924947.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FIRSTENERGY CORP               SR GLBL -C NT 50 | 2050-03-01      | 3.4000%  | 0.0000% | $781000.00         | $559752.25         | Corporate Debt Securities |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33 | 2033-10-10      | 6.3000%  | 0.0000% | $270000.00         | $302539.05         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $5729000.00        | $3917706.63        | Corporate Debt Securities |
| ONEOK PARTNERS LP              GTD SR NT6.85%37 | 2037-10-15      | 6.8500%  | 0.0000% | $24000.00          | $27533.68          | Corporate Debt Securities |
| ILLUMINA INC                   SR GLBL NT 26    | 2026-09-09      | 4.6500%  | 0.0000% | $26000.00          | $26647.40          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.8%55 | 2055-01-15      | 5.8000%  | 0.0000% | $22243000.00       | $21380342.32       | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 3.55%26  | 2026-10-01      | 3.5500%  | 0.0000% | $2000.00           | $2023.95           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 31    | 2031-02-13      | 5.1250%  | 0.0000% | $33523000.00       | $34999790.58       | Corporate Debt Securities |
| SOUTHERN CO                    GLBL 2023C NT 33 | 2033-06-15      | 5.2000%  | 0.0000% | $705000.00         | $736569.90         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.239%072132  | 2032-07-21      | 2.2390%  | 0.0000% | $30312000.00       | $27199533.53       | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT4.5%49 | 2049-12-15      | 4.5000%  | 0.0000% | $354000.00         | $286917.00         | Corporate Debt Securities |
| WW GRAINGER INC                SR GLBL NT 46    | 2046-05-15      | 3.7500%  | 0.0000% | $5000.00           | $4101.32           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 6%28  | 2028-01-09      | 6.0000%  | 0.0000% | $913000.00         | $950067.80         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT4.8%33 | 2033-02-01      | 4.8000%  | 0.0000% | $260000.00         | $265058.73         | Corporate Debt Securities |
| KANSAS CITY SOUTHERN           SR GLBL NT3.5%50 | 2050-05-01      | 3.5000%  | 0.0000% | $100000.00         | $70452.78          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SUB GLBL COCO 86 | 2086-07-28      | 6.5000%  | 0.0000% | $5000000.00        | $5065272.22        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL | 2079-12-31      | 3.7000%  | 0.0000% | $5014000.00        | $5044515.76        | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 28  | 2028-03-14      | 5.5520%  | 0.0000% | $400000.00         | $416007.29         | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 26    | 2026-04-21      | 3.1250%  | 0.0000% | $105000.00         | $106005.64         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $1800000.00        | $1204938.00        | Corporate Debt Securities |
| CAIXABANK S A                  FR 4.634%070329  | 2029-07-03      | 4.6340%  | 0.0000% | $420000.00         | $427787.22         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 50    | 2050-09-01      | 2.6500%  | 0.0000% | $797000.00         | $496232.57         | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 51  | 2051-09-17      | 3.0750%  | 0.0000% | $594000.00         | $402337.98         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 37  | 2037-08-10      | 5.1990%  | 0.0000% | $6525000.00        | $6600201.17        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR NT 6.25%39    | 2039-10-01      | 6.2500%  | 0.0000% | $48000.00          | $53711.87          | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46  | 2046-11-01      | 4.2000%  | 0.0000% | $270000.00         | $231126.30         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT3.2%61 | 2061-08-12      | 3.2000%  | 0.0000% | $24962000.00       | $14550183.39       | Corporate Debt Securities |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 50  | 2050-05-07      | 4.7000%  | 0.0000% | $535000.00         | $483870.64         | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR GLBL NT5.7%55 | 2055-07-24      | 5.7000%  | 0.0000% | $1462000.00        | $1514039.89        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.123%060628  | 2028-06-06      | 4.1230%  | 0.0000% | $2411000.00        | $2438549.89        | Corporate Debt Securities |
| FIVE CORNERS FDG TR IV         144A NT 5.997%53 | 2053-02-15      | 5.9970%  | 0.0000% | $800000.00         | $820743.20         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 31    | 2031-02-15      | 7.2500%  | 0.0000% | $5000.00           | $5694.28           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.238%010930  | 2030-01-09      | 4.2380%  | 0.0000% | $5000.00           | $5035.03           | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT2.8%50 | 2050-09-15      | 2.8000%  | 0.0000% | $2415000.00        | $1530844.35        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.916%072833  | 2033-07-28      | 4.9160%  | 0.0000% | $479000.00         | $484810.32         | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 27    | 2027-08-15      | 3.1250%  | 0.0000% | $33000.00          | $32769.39          | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT2.7%60 | 2060-06-03      | 2.7000%  | 0.0000% | $94000.00          | $53675.88          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 48    | 2048-05-15      | 4.0500%  | 0.0000% | $5000.00           | $4167.93           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $730000.00         | $568545.90         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          -UU 4.125%48     | 2048-06-01      | 4.1250%  | 0.0000% | $2176000.00        | $1764636.27        | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36    | 2036-03-15      | 5.2500%  | 0.0000% | $165000.00         | $164963.42         | Corporate Debt Securities |
| IDAHO PWR CO                   FR 4.85%030136   | 2036-03-01      | 4.8500%  | 0.0000% | $1000.00           | $998.20            | Corporate Debt Securities |
| GE AEROSPACE                   SR GLBL NT4.9%36 | 2036-01-29      | 4.9000%  | 0.0000% | $4000.00           | $4104.80           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT FXD/FLT 28 | 2028-06-05      | 3.6910%  | 0.0000% | $915000.00         | $918419.61         | Corporate Debt Securities |
| EAGLE FDG LUXCO S A R L        SR GLBL 144A 30  | 2030-08-17      | 5.5000%  | 0.0000% | $70000.00          | $71471.94          | Corporate Debt Securities |
| AON CORP                       SR GLBL NT 29    | 2029-05-02      | 3.7500%  | 0.0000% | $1148000.00        | $1150260.60        | Corporate Debt Securities |
| BPCE                           FR 4.875%040126  | 2026-04-01      | 4.8750%  | 0.0000% | $600000.00         | $612210.50         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.25%061228   | 2028-06-12      | 5.2500%  | 0.0000% | $35000.00          | $36430.36          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.64%091030   | 2030-09-10      | 4.6400%  | 0.0000% | $191000.00         | $198465.13         | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT2.9%50 | 2050-06-15      | 2.9000%  | 0.0000% | $302000.00         | $202808.10         | Corporate Debt Securities |
| NSTAR ELEC CO                  GLBL DEB 4.85%30 | 2030-03-01      | 4.8500%  | 0.0000% | $161000.00         | $169040.52         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 30    | 2030-09-15      | 4.1500%  | 0.0000% | $795000.00         | $817273.25         | Corporate Debt Securities |
| MASS INST TECH MTN BE          GLBL -B BD5.6%11 | 2111-07-01      | 5.6000%  | 0.0000% | $1000.00           | $1032.78           | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-21      | 3.7500%  | 0.0000% | $4000.00           | $4049.76           | Corporate Debt Securities |
| ARES MANAGEMENT CORPORATION    GLBL NT 6.375%28 | 2028-11-10      | 6.3750%  | 0.0000% | $10000.00          | $10685.48          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 29  | 2029-04-15      | 4.0000%  | 0.0000% | $75000.00          | $76264.25          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.3%062526    | 2026-06-25      | 5.3000%  | 0.0000% | $8000.00           | $8105.10           | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 47  | 2047-08-01      | 4.5000%  | 0.0000% | $1281000.00        | $1080164.82        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $13000.00          | $13347.47          | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 28    | 2028-04-24      | 4.5430%  | 0.0000% | $143000.00         | $146313.58         | Corporate Debt Securities |
| SOCIETE GENERALE               FR 2.889%060932  | 2032-06-09      | 2.8890%  | 0.0000% | $1600000.00        | $1478767.20        | Corporate Debt Securities |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT2.3%28 | 2028-11-01      | 2.3000%  | 0.0000% | $983000.00         | $945076.95         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             LW TIER II 34    | 2034-02-10      | 7.0790%  | 0.0000% | $305000.00         | $337007.57         | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 5.261%011237  | 2037-01-12      | 5.2610%  | 0.0000% | $110000.00         | $111812.39         | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 2.15%021330   | 2030-02-13      | 2.1500%  | 0.0000% | $114000.00         | $106676.20         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34     | 2034-02-01      | 5.4000%  | 0.0000% | $267000.00         | $275936.49         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%010827    | 2027-01-08      | 4.5000%  | 0.0000% | $448000.00         | $453803.84         | Corporate Debt Securities |
| ATMOS ENERGY CORP              SR GLBL NT6.2%53 | 2053-11-15      | 6.2000%  | 0.0000% | $397000.00         | $442705.29         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 54    | 2054-04-01      | 6.2500%  | 0.0000% | $13453000.00       | $13068072.30       | Corporate Debt Securities |
| ABN AMRO BANK N.V.             FR 4.197%022631  | 2031-02-26      | 4.1970%  | 0.0000% | $14495000.00       | $14479730.73       | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021A NT 51 | 2051-07-15      | 3.1250%  | 0.0000% | $393000.00         | $265815.70         | Corporate Debt Securities |
| ALLEGHANY CORP MD              SR GLBL NT 51    | 2051-08-15      | 3.2500%  | 0.0000% | $2000000.00        | $1373686.67        | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 52    | 2052-05-01      | 4.1500%  | 0.0000% | $25837000.00       | $20396301.96       | Corporate Debt Securities |
| 7-ELEVEN INC                   GLBL 144A NT 51  | 2051-02-10      | 2.8000%  | 0.0000% | $989000.00         | $609206.42         | Corporate Debt Securities |
| EMPRESA NACIONAL DEL PETROLEO  GLBL REGS NT 47  | 2047-09-14      | 4.5000%  | 0.0000% | $11124000.00       | $9629323.74        | Corporate Debt Securities |
| EMPRESA FERROCARRILES ESTADO   GLBL REGS NT 61  | 2061-09-14      | 3.8300%  | 0.0000% | $200000.00         | $143980.28         | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 49  | 2049-04-30      | 5.5000%  | 0.0000% | $3600000.00        | $3321126.00        | Corporate Debt Securities |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 5.45%28  | 2028-12-12      | 5.4500%  | 0.0000% | $120000.00         | $125285.30         | Corporate Debt Securities |
| ROCHE HOLDINGS INC             SR 144A NT 33    | 2033-11-13      | 5.5930%  | 0.0000% | $230000.00         | $251373.34         | Corporate Debt Securities |
| KIMBERLY-CLARK CORP            SR GLBL NT3.2%46 | 2046-07-30      | 3.2000%  | 0.0000% | $20000.00          | $14722.20          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 27    | 2027-12-01      | 4.9500%  | 0.0000% | $213000.00         | $219086.48         | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 55    | 2055-02-25      | 6.3750%  | 0.0000% | $6263000.00        | $6491562.97        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 62    | 2062-04-01      | 4.4500%  | 0.0000% | $9759000.00        | $7896174.97        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 48    | 2048-08-01      | 3.6500%  | 0.0000% | $2230000.00        | $1712118.43        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 6%54  | 2054-04-01      | 6.0000%  | 0.0000% | $3561000.00        | $3653704.70        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR GLBL 144A 28  | 2028-04-01      | 4.9070%  | 0.0000% | $5000.00           | $5186.40           | Corporate Debt Securities |
| BPCE                           FR 6.347%011347  | 2047-01-13      | 6.3470%  | 0.0000% | $5353000.00        | $5456673.93        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.493%011632  | 2032-01-16      | 4.4930%  | 0.0000% | $12203000.00       | $12323538.86       | Corporate Debt Securities |
| UBS GROUP AG                   FR 1.494%081027  | 2027-08-10      | 1.4940%  | 0.0000% | $1600000.00        | $1582648.80        | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     FR 1.6%092926    | 2026-09-29      | 1.6000%  | 0.0000% | $260000.00         | $258218.42         | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $200000.00         | $194007.56         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR NT 6.1%41     | 2041-10-01      | 6.1000%  | 0.0000% | $2000.00           | $2235.50           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 31    | 2031-10-30      | 7.6240%  | 0.0000% | $14000.00          | $16144.49          | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT2.8%41 | 2041-10-01      | 2.8000%  | 0.0000% | $78000.00          | $59436.43          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.026%012230  | 2030-01-22      | 4.0260%  | 0.0000% | $1796000.00        | $1804340.92        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227    | 2027-03-12      | 4.9000%  | 0.0000% | $4000.00           | $4133.47           | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-07-15      | 5.7500%  | 0.0000% | $12447000.00       | $12269236.09       | Corporate Debt Securities |

### Security 634: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **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):** $864994602.40
- **C.18.a - Value (excl. sponsor support):** $864994602.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $50326.00          | $137389.98         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $390882.00         | $20282866.98       | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $21897.00          | $16894192.41       | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $7176.00           | $145816.32         | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $332663.00         | $4154960.87        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $2283.00           | $180448.32         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $6172.00           | $422720.28         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $3746.00           | $332320.77         | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $485.00            | $12028.00          | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1360.00           | $32535.01          | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $190.00            | $5235.43           | Equities   |
| PROKIDNEY CORP                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $173706.00         | $387364.38         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 REVENUE  | 2500-12-31      | N/A      | 0.0000% | $13164.00          | $1588763.16        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $594460.00         | $41112853.60       | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $670144.00         | $43391824.00       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $105735.00         | $11470132.80       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $108820.00         | $6989508.60        | Equities   |
| RELX PLC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $341466.00         | $11630331.96       | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $158335.00         | $1691017.80        | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $235.00            | $24629.18          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $12819.00          | $777459.53         | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $9108.00           | $414231.84         | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $55556.00          | $571115.68         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $130143.00         | $592150.65         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| T ROWE PRICE ETF INC           FLOATING RATE    | 2500-12-31      | N/A      | 0.0000% | $174.00            | $8762.64           | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $516816.00         | $43391871.36       | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $115629.66         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII INNOVATION LEAD  | 2500-12-31      | N/A      | 0.0000% | $64944.00          | $2039891.04        | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $1379272.00        | $43391897.12       | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $14548.00          | $40297.96          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $4095.00           | $360511.52         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $4857.00           | $623687.37         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3290.83           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $526.00            | $80177.39          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $10501.00          | $639438.44         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $653.00            | $20325.21          | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $511.00            | $67625.74          | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $28280.00          | $291284.00         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $3757.00           | $128902.67         | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $122065.00         | $43391666.20       | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $397.00            | $124217.33         | Equities   |
| ASTRAZENECA PLC                ORD              | 2500-12-31      | N/A      | 0.0000% | $212726.00         | $43391849.48       | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $171098.00         | $607397.90         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $734300.00         | $36685628.00       | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3527.00           | $290942.23         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104756.00         | $1069558.76        | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4658.00           | $166031.15         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $1707.00           | $62515.29          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $62948.00          | $43390056.40       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $30.00             | $8092.80           | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $77713.02          | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2757.00           | $97981.02          | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $378.00            | $11031.63          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5976.00           | $205241.54         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $326734.00         | $1842779.76        | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $125.00            | $16769.00          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $4968.00           | $181638.03         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG TWENTY | 2500-12-31      | N/A      | 0.0000% | $5417.00           | $213538.14         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 1 5 YE | 2500-12-31      | N/A      | 0.0000% | $24448.00          | $1265184.00        | Equities   |
| COMPANHIA PARANAENSE DE ENERGI SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $19046.00          | $222838.20         | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $96154.23          | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $97178.00          | $991215.60         | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $7575.00           | $128320.50         | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $103129.00         | $65167.22          | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $46371.00          | $2620888.92        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $215651.00         | $2285900.60        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $363200.00         | $43391504.00       | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6941.00           | $517116.30         | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $32884.00          | $1035517.16        | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $8480.00           | $306209.41         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $63570.00          | $5648194.50        | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $632802.00         | $2531208.00        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $1344.00           | $48068.16          | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $89389.20          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $249.00            | $15443.38          | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $13048.00          | $209159.44         | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $6788.00           | $112884.44         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $69388.13          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $59675.40          | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $12523.00          | $559770.59         | Equities   |
| RBB FUND TRUST                 MUFG JAPAN SMALL | 2500-12-31      | N/A      | 0.0000% | $240.00            | $14423.69          | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $336320.00         | $477574.40         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPON U | 2500-12-31      | N/A      | 0.0000% | $2549.00           | $201472.96         | Equities   |
| AMPLIFY COMMODITY TRUST        BREAKWAVE DRY BU | 2500-12-31      | N/A      | 0.0000% | $16309.00          | $194240.19         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND ULTRA SRT MUNI   | 2500-12-31      | N/A      | 0.0000% | $330.00            | $8299.50           | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $239404.00         | $36705421.28       | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3029.00           | $68561.42          | Equities   |
| ECOPETROL S A                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $91391.00          | $1096692.00        | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $232605.00         | $2626110.45        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4379.00           | $111789.30         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $76595.00          | $1496666.30        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $411024.00         | $43391803.68       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $29350.00          | $809473.00         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULTSHS 2035 MUN | 2500-12-31      | N/A      | 0.0000% | $18808.00          | $486186.80         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $620228.00         | $9142160.72        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $26849.00          | $279498.09         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $361.00            | $21856.31          | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $105047.00         | $1113498.20        | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $1057.00           | $53602.69          | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $2975.00           | $152558.00         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $1648.00           | $103836.85         | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $1502620.00        | $7798597.80        | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1776160.00        | $43391588.80       | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $76206.52          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3869.00           | $148453.53         | Equities   |
| DIREXION SHS ETF TR            DLY MSCI MX 3X   | 2500-12-31      | N/A      | 0.0000% | $3088.00           | $116572.00         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $8139.00           | $365725.97         | Equities   |
| UNITED STS COMMODITY INDEX FD  COMM IDX FND     | 2500-12-31      | N/A      | 0.0000% | $134.00            | $11294.59          | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $353270.00         | $2426964.90        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $21.00             | $654.92            | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $252894.00         | $242778.24         | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $1463480.00        | $33982005.60       | Equities   |
| PROSHARES TR                   INFLATN EXPECTNS | 2500-12-31      | N/A      | 0.0000% | $813.00            | $26010.63          | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $167820.00         | $21997845.60       | Equities   |
| STATE STR SPDR S&P MIDCAP 400  UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $52351.00          | $34454287.14       | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $248.00            | $6312.59           | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $2718.00           | $117609.22         | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $185204.00         | $18111099.16       | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4522.00           | $479961.91         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $101137.00         | $787857.23         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $222.00            | $5569.89           | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1168664.00        | $1893235.68        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $144365.71         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $69.00             | $7099.74           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $94299.00          | $1899917.39        | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $10691.00          | $35173.39          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1475.00           | $125960.28         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $8350.00           | $431611.50         | Equities   |
| INNATE PHARMA S A              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $41247.00          | $71769.78          | Equities   |
| ISHARES TR                     MSCI PERU AND GL | 2500-12-31      | N/A      | 0.0000% | $6367.00           | $595059.82         | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $24017.00          | $1932167.65        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1134128.00        | $43391737.28       | Equities   |
| ISHARES TR                     CORE 1 5 YR USD  | 2500-12-31      | N/A      | 0.0000% | $144872.00         | $7095830.56        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $21237.00          | $542180.61         | Equities   |
| ISHARES TR                     LONG TERM MUNI   | 2500-12-31      | N/A      | 0.0000% | $3222.00           | $165410.07         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $4684.00           | $205627.60         | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $23903.00          | $1836228.46        | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $4260.00           | $960118.80         | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $229320.00         | $566420.40         | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $183719.99         | Equities   |
| EVOTEC AG                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48497.00          | $165374.77         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $1681.00           | $39651.60          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14748.00          | $885764.88         | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $14818.00          | $1503137.92        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US MID C | 2500-12-31      | N/A      | 0.0000% | $4768.00           | $371236.48         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $2362.00           | $172033.44         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| EA SERIES TRUST                ARS FOCUSED OPPO | 2500-12-31      | N/A      | 0.0000% | $3329.00           | $129562.02         | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $31447.00          | $235852.50         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $28041.00          | $1256236.80        | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $218777.00         | $564444.66         | Equities   |
| AMERICAN CENTY ETF TR          FOCUSED LRG CAP  | 2500-12-31      | N/A      | 0.0000% | $2221.00           | $181977.64         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $1643.00           | $52921.03          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2985.00           | $96539.08          | Equities   |
| GLOBAL X FDS                   INTERNET OF THNG | 2500-12-31      | N/A      | 0.0000% | $6782.00           | $277485.53         | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $3513.00           | $723502.35         | Equities   |
| KRANESHARES TRUST              SSE STAR MRKT 50 | 2500-12-31      | N/A      | 0.0000% | $172407.00         | $3608478.51        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $12625.00          | $342263.75         | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $251.00            | $6927.57           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12234.00          | $7829.76           | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $577825.00         | $4686160.75        | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $6304.00           | $534200.96         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $629.00            | $15387.10          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $62136.00          | $3498194.66        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2891.00           | $280542.64         | Equities   |
| WEST FRASER TIMBER LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $113444.00         | $7401086.56        | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3908.00           | $67337.18          | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $432.00            | $18281.12          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $747.00            | $42676.48          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $384368.00         | $41819238.40       | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $597.00            | $15262.31          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $76594.00          | $7410469.50        | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $248990.00         | $1078126.70        | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $232150.00         | $11869829.50       | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $156087.00         | $1585843.92        | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $93175.00          | $1323085.00        | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $701430.00         | $17760207.60       | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $1985.00           | $102570.71         | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $29408.00          | $1290717.12        | Equities   |
| ISHARES TR                     ESG MSCI KLD 400 | 2500-12-31      | N/A      | 0.0000% | $14896.00          | $1924414.24        | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $175165.00         | $4624356.00        | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $967.00            | $46309.63          | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $260842.00         | $349528.28         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $81683.00          | $328365.66         | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $5723.00           | $247028.14         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII LOW DUR STRTGC   | 2500-12-31      | N/A      | 0.0000% | $26253.00          | $504057.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $7563.00           | $908438.06         | Equities   |

### Security 635: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **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):** $382943557.29
- **C.18.a - Value (excl. sponsor support):** $382943557.29
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FUEL TECH INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $68626.00          | $96076.40          | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $403856.00         | $1635616.80        | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $5484.00           | $16232.64          | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $163812.00         | $1200741.96        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $3590.00           | $80505.75          | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2774.00           | $46353.54          | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $372907.00         | $738355.86         | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $438275.00         | $19213976.00       | Equities   |
| GABELLI ETFS TRUST             COMMERCIAL AEROS | 2500-12-31      | N/A      | 0.0000% | $1007.00           | $55025.60          | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1177328.00        | $19213992.96       | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $198594.00         | $19213969.50       | Equities   |
| LUXEXPERIENCE BV               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48698.00          | $467987.78         | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $13368.00          | $2766240.24        | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $50990.00          | $19213541.90       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3134.00           | $304123.36         | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9771.00           | $314524.58         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $13964.00          | $2092505.40        | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $128.00            | $1285.76           | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $1246852.00        | $19213989.32       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $10245.00          | $460615.20         | Equities   |
| GRUPO AEROPUERTO DEL PACIFICO  SPON ADS B       | 2500-12-31      | N/A      | 0.0000% | $271.00            | $72722.85          | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $26401.00          | $3078884.62        | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $144365.71         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $162.00            | $7223.58           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $18162.00          | $540591.93         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| DBX ETF TR                     XTRACKERS SEMICO | 2500-12-31      | N/A      | 0.0000% | $14932.00          | $882331.88         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $578.00            | $14695.65          | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $2326.00           | $117956.34         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14748.00          | $885764.88         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $558.00            | $58274.45          | Equities   |
| HORMEL FOODS CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $144455.00         | $3585373.10        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $15816.00          | $403782.48         | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $8681.00           | $310692.99         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $25692.00          | $1928133.22        | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $71538.00          | $2156155.32        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $502192.00         | $19213865.92       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2074944.00        | $19213981.44       | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $203883.00         | $19213933.92       | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2038824.00        | $3221341.92        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $182000.00         | $19213740.00       | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4924.00           | $522629.91         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $329854.00         | $19213995.50       | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2778.00           | $175035.67         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2450.02           | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1447640.00        | $3430906.80        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1163672.00        | $7994426.64        | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $76206.52          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3869.00           | $148453.53         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $9455.00           | $696928.05         | Equities   |
| BLACKROCK ETF TRUST            DISCIPLINED VOLA | 2500-12-31      | N/A      | 0.0000% | $88778.00          | $2300264.61        | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $3913.00           | $133533.08         | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $2777152.00        | $3943555.84        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $259114.00         | $1404397.88        | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $881.00            | $23491.87          | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $236684.00         | $19214007.12       | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $827472.00         | $19213899.84       | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $281732.00         | $6753116.04        | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $105047.00         | $1113498.20        | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $383274.00         | $201257.18         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $84859.00          | $890170.91         | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $878613.00         | $2170174.11        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $23307.00          | $593400.88         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1112.00           | $19793.60          | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $13286.00          | $225064.84         | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $5505.00           | $157044.44         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $69388.13          | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $878.00            | $45023.84          | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $22376.00          | $780913.45         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $472018.00         | $1335810.94        | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTIMIZE STRATEG | 2500-12-31      | N/A      | 0.0000% | $5967.00           | $231718.30         | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $8480.00           | $306209.41         | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $51327.00          | $4336618.23        | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $45091.00          | $1419915.59        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2282.00           | $62492.34          | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $74168.00          | $1780032.00        | Equities   |
| SENESTECH INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6803.00           | $15646.90          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $384588.00         | $19214016.48       | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| TCW ETF TRUST                  TRANSFORM SYSTEM | 2500-12-31      | N/A      | 0.0000% | $14552.00          | $1580633.87        | Equities   |
| DRDGOLD LIMITED                SPON ADR REPSTG  | 2500-12-31      | N/A      | 0.0000% | $11032.00          | $408956.24         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $326734.00         | $1842779.76        | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $95197.00          | $2465840.29        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $77713.02          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $186786.00         | $1923895.80        | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6326.00           | $66043.44          | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104756.00         | $1069558.76        | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $171098.00         | $607397.90         | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1236916.00        | $9895328.00        | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $653.00            | $20325.21          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6695.00           | $216315.45         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $80263.00          | $9633967.89        | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $4095.00           | $360511.52         | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $272441.00         | $754661.57         | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $190.00            | $5235.43           | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $115629.66         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $117753.00         | $18836947.41       | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| MATTHEWS INTL FDS              PACIFIC TIGER AC | 2500-12-31      | N/A      | 0.0000% | $841.00            | $32923.47          | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $235.00            | $24629.18          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $277818.00         | $19213892.88       | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $27109.00          | $1682113.45        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $127744.00         | $19213975.04       | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $74478.00          | $417076.80         | Equities   |
| ARTS WAY MFG INC               COM              | 2500-12-31      | N/A      | 0.0000% | $9524.00           | $22857.60          | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2144068.00        | $509001.74         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $620.00            | $32519.00          | Equities   |

### Security 636: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.070000%
- **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:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| CITI TRENDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2951.20           | Equities                           |
| DXP ENTERPRISES INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $75.00             | $11156.25          | Equities                           |
| COMMERCIAL BANCGROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $46473.69          | Equities                           |
| CONCRETE PUMPING HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $51.00             | $357.00            | Equities                           |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $1391.00           | $116830.09         | Equities                           |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $446.00            | $15110.48          | Equities                           |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $115584.00         | $298206.72         | Equities                           |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59244.00          | $264228.24         | Equities                           |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $797051.00         | $3554847.46        | Equities                           |
| COMMERCE.COM INC               COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $27647.00          | $79070.42          | Equities                           |
| ARCBEST CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2642.90           | Equities                           |
| BUTTERFLY NETWORK INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $720356.00         | $3364062.52        | Equities                           |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1301.00           | $7740.95           | Equities                           |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $612528.00         | $1623199.20        | Equities                           |
| BUTTERFLY NETWORK INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $339916.00         | $1587407.72        | Equities                           |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $2945.00           | $223790.55         | Equities                           |
| EVE HLDG INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.15              | Equities                           |
| EVE HLDG INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $128031.00         | $403297.65         | Equities                           |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $23892.00          | $117309.72         | Equities                           |
| CLAROS MTG TR INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $396384.00         | $931502.40         | Equities                           |
| BUZZFEED INC                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $31.00             | $23.95             | Equities                           |
| EVOLUS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $74599.00          | $334949.51         | Equities                           |
| F&G ANNUITIES & LIFE INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1972.00           | $46519.48          | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $5921.00           | $467995.84         | Equities                           |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1482.00           | $8447.40           | Equities                           |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1591.17           | Equities                           |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $8010.00           | $152270.10         | Equities                           |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $1528.00           | $29047.28          | Equities                           |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $822.00            | $20952.78          | Equities                           |
| KARYOPHARM THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4004.00           | $37437.40          | Equities                           |
| PERIMETER SOLUTIONS INC        COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1880.00           | Equities                           |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $11467.00          | $1993881.96        | Equities                           |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $59178.00          | $4416454.14        | Equities                           |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $5492.00           | $267021.04         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2849.00           | $169002.68         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $162976.00         | $10521730.56       | Equities                           |
| INNOVAGE HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3534.00           | $32866.20          | Equities                           |
| KARAT PACKAGING INC            COM              | 2500-12-31      | N/A      | 0.0000% | $161.00            | $4007.29           | Equities                           |
| REPAY HLDGS CORP               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12393.00          | $36559.35          | Equities                           |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21662.00          | $52638.66          | Equities                           |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $22488.00          | $54645.84          | Equities                           |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $9491.00           | $108007.58         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $9188.00           | $996714.24         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $17272.00          | $1873666.56        | Equities                           |
| SURROZEN INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1313.25           | Equities                           |
| SUNOPTA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1431.00           | $9158.40           | Equities                           |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $345.00            | $7269.15           | Equities                           |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $398525.00         | $124742310.25      | Equities                           |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9992.00           | $45463.60          | Equities                           |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $534.00            | $12816.00          | Equities                           |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $74.00             | $32223.30          | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $277.00            | $49062.43          | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $322.00            | $57032.87          | Equities                           |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $6540.00           | $2071152.60        | Equities                           |
| UDR INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $457.08            | Equities                           |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $5338.00           | $34697.00          | Equities                           |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $5533.00           | $35964.50          | Equities                           |
| WORLD ACCEP CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $355.00            | $49479.90          | Equities                           |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2819676.00        | $124742466.24      | Equities                           |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $8245.00           | $29187.30          | Equities                           |
| WOLFSPEED INC                  COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $151062.00         | $3052963.02        | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $75.00             | $16559.25          | Equities                           |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1210.00           | $5808.00           | Equities                           |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $3.00              | $200.19            | Equities                           |
| HARRIS OAKMARK ETF TRUST       OAKMARK U S LRG  | 2500-12-31      | N/A      | 0.0000% | $3838.00           | $110419.26         | Equities                           |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $67924.00          | $2080512.12        | Equities                           |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $81.00             | $36786.15          | Equities                           |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $130327.00         | $59188007.05       | Equities                           |
| KOLIBRI GLOBAL ENERGY INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $94221.00          | $357097.59         | Equities                           |
| LIQUIDIA CORPORATION           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1816.61           | Equities                           |
| MAINSTREET BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $25785.40          | Equities                           |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $2640547.00        | $7948046.47        | Equities                           |
| HURCO CO                       COM              | 2500-12-31      | N/A      | 0.0000% | $39.00             | $690.69            | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $131150.00         | $16743920.50       | Equities                           |
| TEJON RANCH CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $17.79             | Equities                           |
| UNIVERSAL TECHNICAL INST INC   COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1100.80           | Equities                           |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $2045294.00        | $124742481.06      | Equities                           |
| TAL ED GROUP                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $35874.00          | $390667.86         | Equities                           |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $84314.00          | $10833505.86       | Equities                           |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $24728.00          | $104599.44         | Equities                           |
| TERRESTRIAL ENERGY INC         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $18800.00          | Equities                           |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $727.00            | $280534.76         | Equities                           |
| SSGA ACTIVE TR                 STATE STREET US  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6144.00           | Equities                           |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $171.00            | $4702.50           | Equities                           |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $740511.00         | $8434420.29        | Equities                           |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $3671.00           | $32708.61          | Equities                           |
| NATIONAL VISION HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $245.34            | Equities                           |
| NETEASE COM INC                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $93.00             | $10735.92          | Equities                           |
| KE HLDGS INC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $128690.00         | $2140114.70        | Equities                           |
| KLX ENERGY SERVICS HOLDNGS INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $222.00            | $546.12            | Equities                           |
| EVEREST GROUP LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $4264.00           | $1440464.48        | Equities                           |
| GOOSEHEAD INS INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18.00             | $971.28            | Equities                           |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $1972.00           | $17373.32          | Equities                           |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $53125.00          | $468031.25         | Equities                           |
| ICHOR HOLDINGS                 SHS              | 2500-12-31      | N/A      | 0.0000% | $611552.00         | $28681788.80       | Equities                           |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $7509.00           | $1124397.66        | Equities                           |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10200.00          | $105672.00         | Equities                           |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $29.00             | $4500.80           | Equities                           |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $33540.00          | $5022279.60        | Equities                           |
| UNITED STATES TREASURY                          | 2029-10-15      | 1.6250%  | 0.0000% | $52987000.00       | $56246201.87       | U.S. Treasuries (including strips) |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $291625.00         | $1076096.25        | Equities                           |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $3.00              | $216.93            | Equities                           |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $43584.00          | $160824.96         | Equities                           |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $702.00            | $119192.58         | Equities                           |
| ALPHA & OMEGA SEMICONDUCTOR LT SHS              | 2500-12-31      | N/A      | 0.0000% | $14366.00          | $315190.04         | Equities                           |
| ALPHA & OMEGA SEMICONDUCTOR LT SHS              | 2500-12-31      | N/A      | 0.0000% | $99073.00          | $2173661.62        | Equities                           |
| ZILLOW GROUP INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2744.68           | Equities                           |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $15.00             | $5857.65           | Equities                           |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $891.00            | $42825.92          | Equities                           |
| ARDAGH METAL PACKAGING S A     SHS              | 2500-12-31      | N/A      | 0.0000% | $90489.00          | $417154.29         | Equities                           |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $85218.00          | $124742108.40      | Equities                           |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $8317.00           | $24618.32          | Equities                           |
| VERRICA PHARMACEUTICALS INC    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $649.00            | $3550.03           | Equities                           |
| GESHER ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $11724.00          | $121460.64         | Equities                           |
| AUDIOCODES LTD                 ORD              | 2500-12-31      | N/A      | 0.0000% | $84332.00          | $605503.76         | Equities                           |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $141623.00         | $644384.65         | Equities                           |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $4740.00           | $277574.40         | Equities                           |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2088379.00        | $9460356.87        | Equities                           |
| SCILEX HOLDING CO              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5211.00           | $42313.32          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $327317.00         | $37742923.27       | Equities                           |
| RESOURCES CONNECTION INC       COM              | 2500-12-31      | N/A      | 0.0000% | $98424.00          | $372042.72         | Equities                           |
| ROGERS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $433.32            | Equities                           |
| POWER INTEGRATIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4700.62           | Equities                           |
| ORGANOGENESIS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $41736.00          | $154423.20         | Equities                           |
| PRIME MEDICINE INC             COM              | 2500-12-31      | N/A      | 0.0000% | $642264.00         | $2813116.32        | Equities                           |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $48284.00          | $307569.08         | Equities                           |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $8418.00           | $34682.16          | Equities                           |
| ACV AUCTIONS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $234338.00         | $1099045.22        | Equities                           |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4957.00           | $16110.25          | Equities                           |
| ADEIA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $35.00             | $729.75            | Equities                           |
| BLACK DIAMOND THERAPEUTICS INC COM              | 2500-12-31      | N/A      | 0.0000% | $93.00             | $232.50            | Equities                           |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $11452.00          | $403683.00         | Equities                           |
| ATEA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $95847.00          | $448563.96         | Equities                           |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3006.00           | $24829.56          | Equities                           |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $58158.00          | $1723221.54        | Equities                           |
| DONNELLEY FINL SOLUTIONS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $497.40            | Equities                           |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $20943.00          | $791017.11         | Equities                           |
| ELECTRONIC ARTS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $620393.00         | $124742420.51      | Equities                           |
| EASTERLY GOVT PPTYS INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $397.00            | $9353.32           | Equities                           |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $241.00            | $7560.17           | Equities                           |
| DBX ETF TR                     XTRACK CSI 500 A | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1620.72           | Equities                           |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12727.02          | Equities                           |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $884.00            | $15903.16          | Equities                           |
| CORNING INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $22.00             | $3306.60           | Equities                           |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $456.00            | $684.00            | Equities                           |
| DUOLINGO INC                   CL A COM         | 2500-12-31      | N/A      | 0.0000% | $62.00             | $7281.90           | Equities                           |
| EAGLE FINL SVCS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $935.00            | $34389.30          | Equities                           |
| TARGET HOSPITALITY CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $2868.00           | $21940.20          | Equities                           |
| RADWARE LTD                    ORD              | 2500-12-31      | N/A      | 0.0000% | $1886.00           | $43811.78          | Equities                           |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2539.00           | $48748.80          | Equities                           |
| TANDEM DIABETES CARE INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1186.34           | Equities                           |
| SCHWAB STRATEGIC TR            1000 INDEX ETF   | 2500-12-31      | N/A      | 0.0000% | $20.00             | $664.60            | Equities                           |
| SCHWAB STRATEGIC TR            1000 INDEX ETF   | 2500-12-31      | N/A      | 0.0000% | $10969.00          | $364499.87         | Equities                           |
| GAMBLING COM GROUP LIMITED     ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $100264.00         | $434143.12         | Equities                           |
| OXLEY BRIDGE ACQ LTD           USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $24475.00          | $247442.25         | Equities                           |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $29889.00          | $242399.79         | Equities                           |
| ALLOGENE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $129441.00         | $353373.93         | Equities                           |
| AMARIN CORP PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $14.12             | Equities                           |
| ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET | 2500-12-31      | N/A      | 0.0000% | $86.00             | $21435.50          | Equities                           |
| ADLAI NORTYE LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $20.00             | $183.80            | Equities                           |
| FOLEY TRASIMENE ACQUISTN CORP  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.89              | Equities                           |
| AFFILIATED MANAGERS GROUP      COM              | 2500-12-31      | N/A      | 0.0000% | $18.00             | $5632.92           | Equities                           |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $39933.00          | $159732.00         | Equities                           |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $50049.00          | $2592538.20        | Equities                           |
| AEROVIRONMENT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $6750.12           | Equities                           |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $499950.00         | $1999800.00        | Equities                           |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $387760.00         | $124742392.00      | Equities                           |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $51557.00          | $158279.99         | Equities                           |
| BANK AMERICA CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $733965.00         | $38386369.50       | Equities                           |
| BROOKFIELD BUSINESS CORP       CL A EXC SUB VTG | 2500-12-31      | N/A      | 0.0000% | $94.00             | $3293.76           | Equities                           |
| GREENLIGHT CAPITAL RE LTD      CLASS A          | 2500-12-31      | N/A      | 0.0000% | $2561.00           | $36827.18          | Equities                           |
| NVENT ELEC PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $42228.00          | $5142948.12        | Equities                           |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $32567.00          | $332183.40         | Equities                           |
| FRESH DEL MONTE PRODUCE INC    ORD              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3156.75           | Equities                           |
| GREENLIGHT CAPITAL RE LTD      CLASS A          | 2500-12-31      | N/A      | 0.0000% | $2325.00           | $33433.50          | Equities                           |
| UNITED STATES TREASURY                          | 2030-07-15      | 0.1250%  | 0.0000% | $62300000.00       | $75817186.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-03-15      | 4.6250%  | 0.0000% | $2700.00           | $2757.02           | U.S. Treasuries (including strips) |
| TERRENO RLTY CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $95.00             | $6300.40           | Equities                           |
| REZOLUTE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $45947.00          | $151165.63         | Equities                           |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $25773.24          | Equities                           |
| HOPE BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $374.00            | $4405.72           | Equities                           |
| MNTN INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $17903.00          | $181178.36         | Equities                           |
| HOOKER FURNISHINGS CORPORATION COM              | 2500-12-31      | N/A      | 0.0000% | $3334.00           | $47609.52          | Equities                           |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $3.00              | $122.04            | Equities                           |
| IMMUNOME INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $240.79            | Equities                           |
| N-ABLE INC                     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10628.00          | $47932.28          | Equities                           |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7.00              | $37.31             | Equities                           |
| GAMESTOP CORP                  CL A             | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1928.00           | Equities                           |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $152849.00         | $28260251.61       | Equities                           |
| GEN DIGITAL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1869.60           | Equities                           |
| ALLOGENE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $159426.00         | $435232.98         | Equities                           |
| ADVANCED ENERGY INDS           COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $2024.10           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $36.00             | $3584.16           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $10630.00          | $931932.10         | Equities                           |
| DISTRIBUTION SOLUTIONS GRP INC COM              | 2500-12-31      | N/A      | 0.0000% | $857.00            | $25607.16          | Equities                           |
| PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   | 2500-12-31      | N/A      | 0.0000% | $15.00             | $309.30            | Equities                           |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1094322.00        | $34186619.28       | Equities                           |
| LSB INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3570.00           | $41197.80          | Equities                           |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $2293189.00        | $26119422.71       | Equities                           |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $20021.82          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $535514.00         | $80214642.06       | Equities                           |
| CALIFORNIA WTR SVC GROUP       COM              | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3032.12           | Equities                           |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $41.00             | $225.50            | Equities                           |
| SPYRE THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3.00              | $129.45            | Equities                           |
| AGREE RLTY CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $339.00            | $27045.42          | Equities                           |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $793.00            | $34083.14          | Equities                           |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $4137.00           | $12328.26          | Equities                           |
| CF BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $951.00            | $29404.92          | Equities                           |
| FB BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2451.00           | $32524.77          | Equities                           |
| DAVITA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $13881.14          | Equities                           |
| DIGIMARC CORP NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $180478.00         | $853660.94         | Equities                           |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4256.00           | $31409.28          | Equities                           |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $2820.00           | $49914.00          | Equities                           |
| CRICUT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $23326.00          | $102634.40         | Equities                           |
| CORVEL CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $583.00            | $30269.36          | Equities                           |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $80981.00          | $56072054.21       | Equities                           |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $224299.00         | $18091957.34       | Equities                           |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $324365.00         | $34243213.05       | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $2432.00           | $519359.19         | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $440.00            | $11462.00          | Equities                           |
| INVITATION HOMES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $419.00            | $11019.70          | Equities                           |
| NASDAQ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $125.00            | $11073.75          | Equities                           |
| NEONODE INC                    COM PAR          | 2500-12-31      | N/A      | 0.0000% | $146.00            | $275.94            | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $8242.00           | $180582.22         | Equities                           |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1521.72           | Equities                           |
| INTREPID POTASH INC            COM              | 2500-12-31      | N/A      | 0.0000% | $631.00            | $21984.04          | Equities                           |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $1127.00           | $46037.95          | Equities                           |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $156761.00         | $63017.92          | Equities                           |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $122.00            | $3773.46           | Equities                           |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9097.00           | $45303.06          | Equities                           |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $2585.00           | $29107.10          | Equities                           |
| SUPERX AI TECHNOLOGY LTD       USD ORD SHS NEW  | 2500-12-31      | N/A      | 0.0000% | $282418.00         | $3778752.84        | Equities                           |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $63026.00          | $709672.76         | Equities                           |
| AUNA S A                       CLASS A          | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $19152.00          | Equities                           |
| GUARDIAN PHARMACY SVCS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $15.00             | $496.05            | Equities                           |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $45319.00          | $2126367.48        | Equities                           |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $11660.00          | $118698.80         | Equities                           |
| RAYTECH HLDG LTD               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9218.00           | $38992.14          | Equities                           |
| HILLTOP HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $232.92            | Equities                           |
| ALTA EQUIPMENT GROUP INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $3607.00           | $23445.50          | Equities                           |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $118366.00         | $168079.72         | Equities                           |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $599954.00         | $124742435.68      | Equities                           |
| IMPERIAL PETE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4274.00           | $18292.72          | Equities                           |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $55009.00          | $105617.28         | Equities                           |
| DANAOS CORPORATION             SHS              | 2500-12-31      | N/A      | 0.0000% | $20447.00          | $2383302.32        | Equities                           |
| DORIAN LPG LTD                 SHS USD          | 2500-12-31      | N/A      | 0.0000% | $776.00            | $28479.20          | Equities                           |
| URANIUM ENERGY CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $892.04            | Equities                           |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2694.74           | Equities                           |
| UNIVERSAL LOGISTICS HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1338.00           | $21929.82          | Equities                           |
| GALECTO INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $196.00            | $5836.88           | Equities                           |
| ICON PLC                       SHS              | 2500-12-31      | N/A      | 0.0000% | $40.00             | $4245.20           | Equities                           |
| SERVISFIRST BANCSHARES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1458.43           | Equities                           |
| MACERICH CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $511.00            | $10598.14          | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  US MEGA CP ETF   | 2500-12-31      | N/A      | 0.0000% | $115.00            | $7677.48           | Equities                           |
| KALVISTA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $157.60            | Equities                           |
| RIMINI STR INC DEL             COM              | 2500-12-31      | N/A      | 0.0000% | $7628.00           | $28681.28          | Equities                           |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $150766.00         | $357315.42         | Equities                           |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $698.00            | $25316.46          | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $5616.00           | $562554.72         | Equities                           |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5014.00           | $8273.10           | Equities                           |
| ONEWATER MARINE INC            CL A COM         | 2500-12-31      | N/A      | 0.0000% | $431.00            | $5253.89           | Equities                           |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $379.00            | $21023.13          | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $4674.00           | $349521.72         | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $9673.00           | $723346.94         | Equities                           |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $17662.00          | $1036406.16        | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $782644.00         | $69545745.84       | Equities                           |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $5.00              | $257.00            | Equities                           |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $11736.00          | Equities                           |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $87882.00          | $3548675.16        | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $792418.00         | $124742441.56      | Equities                           |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $108.00            | $5943.24           | Equities                           |
| BANKWELL FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1113.66           | Equities                           |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $248.98            | Equities                           |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2953.60           | Equities                           |
| CARPENTER TECHNOLOGY CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $14311.08          | Equities                           |
| BANK OF MARIN BANCORP          COM              | 2500-12-31      | N/A      | 0.0000% | $372.00            | $9822.66           | Equities                           |
| BIGLARI HLDGS INC              COM STK CL B     | 2500-12-31      | N/A      | 0.0000% | $53.00             | $20731.48          | Equities                           |
| THE BEACHBODY COMPANY INC      COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $744.00            | Equities                           |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $23.00             | $882.74            | Equities                           |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $35002.00          | $1343376.76        | Equities                           |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $21857.00          | $43495.43          | Equities                           |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $18985.00          | $719721.35         | Equities                           |
| BLACKBERRY LTD                 COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $294.84            | Equities                           |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $36527.00          | $749899.31         | Equities                           |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $6314.00           | $8839.60           | Equities                           |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $150933.00         | $211306.20         | Equities                           |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $1131.00           | $19950.84          | Equities                           |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $120974.00         | $2133981.36        | Equities                           |
| SCOTTS MIRACLE-GRO CO          CL A             | 2500-12-31      | N/A      | 0.0000% | $280.00            | $19558.00          | Equities                           |
| TREDEGAR CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $4638.00           | $41834.76          | Equities                           |
| UNITED STATES TREASURY                          | 2030-01-15      | 0.1250%  | 0.0000% | $28001000.00       | $34053142.15       | U.S. Treasuries (including strips) |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7.00              | $866.88            | Equities                           |
| HF SINCLAIR CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $620.00            | $31458.80          | Equities                           |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $124709.00         | $520036.53         | Equities                           |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $153609.00         | $1239624.63        | Equities                           |
| LIBERTY GLOBAL LTD             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2501135.00        | $31314210.20       | Equities                           |
| ROIVANT SCIENCES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $34159.00          | $973189.91         | Equities                           |
| SUMMIT HOTEL PPTYS             COM              | 2500-12-31      | N/A      | 0.0000% | $190288.00         | $884839.20         | Equities                           |
| PROTARA THERAPEUTICS INC       COM STK          | 2500-12-31      | N/A      | 0.0000% | $3319.00           | $19150.63          | Equities                           |
| SILGAN HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3940.84           | Equities                           |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $94.92             | Equities                           |
| KYMERA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $71.00             | $6747.13           | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $287377.00         | $8618436.23        | Equities                           |
| SUMMIT HOTEL PPTYS             COM              | 2500-12-31      | N/A      | 0.0000% | $98459.00          | $457834.35         | Equities                           |
| ISHARES TR                     GLB CNSM STP ETF | 2500-12-31      | N/A      | 0.0000% | $4514.00           | $328258.08         | Equities                           |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3208.26           | Equities                           |
| ISHARES TR                     ESG AWR US AGRGT | 2500-12-31      | N/A      | 0.0000% | $86.00             | $4169.28           | Equities                           |
| INVESTORS TITLE CO NC          COM              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $17352.75          | Equities                           |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $9924.00           | $1303914.36        | Equities                           |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $153210.00         | $744600.60         | Equities                           |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $2147.00           | $25957.23          | Equities                           |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $960076.00         | $4665969.36        | Equities                           |
| XMAX INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $3337.00           | $20589.29          | Equities                           |
| NOVANTA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1229.76           | Equities                           |
| NETGEAR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $682.00            | $13974.18          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $5084.00           | $694703.69         | Equities                           |
| ORMAT TECHNOLOGIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $105.00            | $11179.35          | Equities                           |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1168664.00        | $1893235.68        | Equities                           |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $249.00            | $864.03            | Equities                           |
| SERVICE CORP INTL              COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $7009.80           | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET IND | 2500-12-31      | N/A      | 0.0000% | $2593.00           | $458183.10         | Equities                           |
| 1 800 FLOWERS COM INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $663477.00         | $2375247.66        | Equities                           |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $111195.00         | $12271480.20       | Equities                           |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $33.00             | $590.37            | Equities                           |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $210.00            | $6226.50           | Equities                           |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $27588.00          | $3044611.68        | Equities                           |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $140776.00         | $11694262.32       | Equities                           |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1764.56           | Equities                           |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $86.00             | $169.42            | Equities                           |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $907.00            | $18593.50          | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $16.00             | $463.84            | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $19211.00          | $1351109.63        | Equities                           |
| FIRST HORIZON CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $27002.44          | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $412.00            | $30978.28          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $14606.00          | $932885.22         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $3750.00           | $369937.50         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $316.18            | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $9220.00           | $1457589.80        | Equities                           |
| FIRST CTZNS BANCSHARES INC DEL CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2001.11           | Equities                           |
| FIRST BUSINESS FINL SVCS INC W COM              | 2500-12-31      | N/A      | 0.0000% | $105.00            | $5897.85           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $1090.00           | $47349.60          | Equities                           |
| SOUTHERN FIRST BANCSHARES      COM              | 2500-12-31      | N/A      | 0.0000% | $90.00             | $5454.90           | Equities                           |
| LIBERTY BROADBAND CORP         COM SER A        | 2500-12-31      | N/A      | 0.0000% | $884.00            | $46807.80          | Equities                           |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1691.00           | $34614.77          | Equities                           |
| MERIDIAN CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $8765.00           | $174949.40         | Equities                           |
| METROCITY BANKSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $384.00            | $11078.40          | Equities                           |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $331048.00         | $124742196.88      | Equities                           |
| THRYV HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9822.00           | $20626.20          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $295.00            | $17835.70          | Equities                           |
| PELOTON INTERACTIVE INC        CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1005313.00        | $4101677.04        | Equities                           |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $444499.00         | $23233962.73       | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI COMMNTN SVC | 2500-12-31      | N/A      | 0.0000% | $11808.00          | $852183.36         | Equities                           |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $146261.00         | $7514890.18        | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $166576.00         | Equities                           |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2167.52           | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $223196.00         | $14384982.20       | Equities                           |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1332.39           | Equities                           |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $44680.00          | $4132006.40        | Equities                           |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $55992.00          | $5178140.16        | Equities                           |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $386482.00         | $37794074.78       | Equities                           |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $12698.00          | $4325700.68        | Equities                           |
| HONEYWELL INTL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $113.00            | $27219.44          | Equities                           |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $50226.00          | $11147158.44       | Equities                           |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $358.00            | $25947.84          | Equities                           |
| HOMEBANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $430.78            | Equities                           |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $30.00             | $2422.80           | Equities                           |
| NET POWER INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $96556.00          | $189249.76         | Equities                           |
| NKARTA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $125455.00         | $328692.10         | Equities                           |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $3232.00           | $316057.28         | Equities                           |
| UNITED STATES TREASURY                          | 2029-01-15      | 0.8750%  | 0.0000% | $50000000.00       | $64111115.34       | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $1329664.00        | Equities                           |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $32206.00          | $7258588.28        | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $90.00             | $9399.10           | Equities                           |
| INTERNATIONAL SEAWAYS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $18963.00          | $1375007.13        | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $1.00              | $104.43            | Equities                           |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $325896.00         | Equities                           |
| CAPITAL CLEAN ENERGY CARRIERS  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $23.07             | Equities                           |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $35405.00          | $577809.60         | Equities                           |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $538531.00         | $2245674.27        | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ULTRA SHRT ETF   | 2500-12-31      | N/A      | 0.0000% | $145293.00         | $7375072.68        | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $1633.00           | $145859.56         | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $7375.00           | $658735.00         | Equities                           |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $709330.00         | $44482084.30       | Equities                           |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $88.00             | $4762.56           | Equities                           |
| KORRO BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1919.00           | $23219.90          | Equities                           |
| JINKOSOLAR HLDG CO LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $21704.00          | $574287.84         | Equities                           |
| UNITED STATES TREASURY                          | 2029-04-15      | 2.1250%  | 0.0000% | $32284200.00       | $35237065.13       | U.S. Treasuries (including strips) |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $564.00            | $18375.12          | Equities                           |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $10152.00          | $414810.72         | Equities                           |
| CHAGEE HLDGS LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $17190.00          | $191668.50         | Equities                           |
| CENTRAL PUERTO S A             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $13.00             | $208.26            | Equities                           |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $828.96            | Equities                           |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1979.00           | $49712.48          | Equities                           |
| EVERTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16827.81          | Equities                           |
| CIVISTA BANCSHARES INC         COM NO PAR       | 2500-12-31      | N/A      | 0.0000% | $576.00            | $14071.68          | Equities                           |
| 8X8 INC NEW                    COM              | 2500-12-31      | N/A      | 0.0000% | $23343.00          | $52755.18          | Equities                           |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $58.00             | $301.02            | Equities                           |
| ENERGY SERVICES OF AMER CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $899.00            | $13925.51          | Equities                           |
| DIMENSIONAL ETF TRUST          US REAL ESTATE E | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $33384.66          | Equities                           |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2351.72           | Equities                           |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $18169.00          | $46876.02          | Equities                           |
| CHOICEONE FINANCIA             COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $15320.88          | Equities                           |
| CENTERSPACE                    COM              | 2500-12-31      | N/A      | 0.0000% | $72.00             | $4544.64           | Equities                           |
| ASPEN AEROGELS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $131350.00         | $412439.00         | Equities                           |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | N/A      | 0.0000% | $405825.00         | $124742488.50      | Equities                           |
| FUELCELL ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $415378.00         | $3767478.46        | Equities                           |
| FONAR CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $37.14             | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $12492.00          | $1497041.28        | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $262.00            | $19175.78          | Equities                           |
| FORTE BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $29.26             | Equities                           |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $62595.00          | $3434587.65        | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $8277.00           | $1477361.73        | Equities                           |
| PRIMO BRANDS CORPORATION       CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $2.00              | $45.30             | Equities                           |
| FULLER H B CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $81.00             | $5335.47           | Equities                           |
| PHREESIA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $517.86            | Equities                           |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $225010.00         | $992294.10         | Equities                           |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $122.76            | Equities                           |
| POWELL INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $14864.64          | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $229.00            | $14154.49          | Equities                           |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $36987.00          | $113550.09         | Equities                           |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $618.00            | $105121.80         | Equities                           |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $301.00            | $25506.74          | Equities                           |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $257.00            | $5880.16           | Equities                           |
| INNOVAGE HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $232.50            | Equities                           |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $217303.00         | $297705.11         | Equities                           |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $148.50            | Equities                           |
| T ROWE PRICE ETF INC           GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $121592.94         | Equities                           |
| TECTONIC THERAPEUTIC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1603.31           | Equities                           |
| PG&E CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $25640.00          | $484083.20         | Equities                           |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $10605.00          | $962191.65         | Equities                           |
| MACYS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1621.00           | $32987.35          | Equities                           |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $2621.00           | $247736.92         | Equities                           |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $18863.00          | $5497055.46        | Equities                           |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $7737.00           | $79613.73          | Equities                           |
| LIPOCINE INC NEW               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11598.00          | $115980.00         | Equities                           |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $328.00            | $12526.32          | Equities                           |
| LUXEXPERIENCE BV               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $581.00            | $5583.41           | Equities                           |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $457.00            | $28900.68          | Equities                           |
| BIT DIGITAL INC                SHS              | 2500-12-31      | N/A      | 0.0000% | $374712.00         | $666987.36         | Equities                           |
| BIT DIGITAL INC                SHS              | 2500-12-31      | N/A      | 0.0000% | $65550.00          | $116679.00         | Equities                           |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $45676.00          | $4362971.52        | Equities                           |
| RISKIFIED LTD                  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $57190.00          | $260786.40         | Equities                           |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $2079111.00        | $37673491.32       | Equities                           |
| RICH SPARKLE HOLDINGS LIMITED  SHS              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $64.00             | Equities                           |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $17327.00          | $6852828.50        | Equities                           |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $6820.00           | $1299414.60        | Equities                           |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $1668.00           | $85284.84          | Equities                           |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $163106.00         | $6442687.00        | Equities                           |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $1405.00           | $25627.20          | Equities                           |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1049.20           | Equities                           |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $1394.00           | $36564.62          | Equities                           |
| WAFD INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1759.32           | Equities                           |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $38532.00          | Equities                           |
| WARNER BROS DISCOVERY INC      COM SER A        | 2500-12-31      | N/A      | 0.0000% | $4331336.00        | $124742476.80      | Equities                           |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $20939.52          | Equities                           |
| SPIRE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $49.00             | $4449.20           | Equities                           |
| TKO GROUP HOLDINGS INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $92.00             | $20590.52          | Equities                           |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $11.00             | $712.25            | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $851.00            | $130883.80         | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $3681.00           | $118675.44         | Equities                           |
| METROPOLITAN BK HLDG CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $11129.00          | $960432.70         | Equities                           |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $77979.00          | $331410.75         | Equities                           |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2774.00           | $46353.54          | Equities                           |
| RF INDS LTD                    COM PAR $0.01    | 2500-12-31      | N/A      | 0.0000% | $41.00             | $460.23            | Equities                           |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $149837.00         | $17473990.94       | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 PR   | 2500-12-31      | N/A      | 0.0000% | $2871.00           | $168903.51         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  FOOD & BEVERAGE  | 2500-12-31      | N/A      | 0.0000% | $848.00            | $42798.56          | Equities                           |
| IMPINJ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $6387.16           | Equities                           |
| ITRON INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $7398.16           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $17925.00          | $1542804.75        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL HLT   | 2500-12-31      | N/A      | 0.0000% | $123.00            | $4049.16           | Equities                           |
| CORBUS PHARMACEUTICALS HLDGS I COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1984.00           | $16368.00          | Equities                           |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3223.00           | $7670.74           | Equities                           |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $66675.00          | $213026.62         | Equities                           |
| CERUS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $179552.00         | $466835.20         | Equities                           |
| CARTER BANKSHARES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24.00             | $516.72            | Equities                           |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $60415.00          | $160099.75         | Equities                           |
| BENCHMARK ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1952.94           | Equities                           |
| CAE INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $376.00            | $11125.84          | Equities                           |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.67              | Equities                           |
| CAPITAL CITY BK GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $43.38             | Equities                           |
| UNIVEST FINANCIAL CORPORATION  COM              | 2500-12-31      | N/A      | 0.0000% | $547.00            | $19177.82          | Equities                           |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $14999.00          | $1608269.27        | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $6579.00           | $400068.99         | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $8980.00           | $546073.80         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR STAPLE   | 2500-12-31      | N/A      | 0.0000% | $209.00            | $14337.40          | Equities                           |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $20.00             | $395.20            | Equities                           |

### Security 637: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 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: ARP1ETJE3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1ETJE3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 02.000 CNMA4589   | 2032-04-01      | 2.0000%  | 0.0000% | $1198.00           | $539.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $1007000.00        | $1012128.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA1000   | 2055-02-01      | 7.0000%  | 0.0000% | $113978335.00      | $74058593.53       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1753   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $891.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2434   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0699   | 2055-07-01      | 5.5000%  | 0.0000% | $29167120.00       | $29194713.82       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $3700.00           | $3758.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLSD8471   | 2054-10-01      | 6.5000%  | 0.0000% | $2069761.00        | $1228715.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6622%  | 0.0000% | $95617405.00       | $96545086.18       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $6600.00           | $4329.52           | U.S. Treasuries (including strips)        |
| GNII SF CT7778 C       | 2056-01-20      | 5.5000%  | 0.0000% | $6054371.00        | $6257092.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $400.00            | $259.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $204.40            | U.S. Treasuries (including strips)        |
| GNII SF DO6967 C       | 2056-01-20      | 5.5000%  | 0.0000% | $5000.00           | $5154.89           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $192.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $995900.00         | $715224.06         | U.S. Treasuries (including strips)        |
| GNII SF MB0748 M       | 2054-05-20      | 6.5000%  | 0.0000% | $123480244.00      | $127744603.60      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890882   | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $93.77             | Agency Mortgage-Backed Securities         |
| FNMS 05.700 CA905475   | 2036-11-01      | 5.7000%  | 0.0000% | $1000.00           | $23.09             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8303   | 2054-06-01      | 6.0000%  | 0.0000% | $7001.00           | $6207.16           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $499852094.00      | $66804575.60       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5792%  | 0.0000% | $20149460.00       | $20281769.46       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $26347904.00       | $21905601.81       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCC0307   | 2055-04-01      | 7.0000%  | 0.0000% | $1038272.00        | $780196.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $851.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG1986   | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.96           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0105 C       | 2056-02-20      | 5.5000%  | 0.0000% | $5000.00           | $5134.19           | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $76742.00          | $71262.27          | Agency Mortgage-Backed Securities         |
| GNII SF DP6010 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1024.00           | $1060.60           | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $247724312.00      | $249934287.84      | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05661 G   | 2039-09-01      | 5.0000%  | 0.0000% | $12957.00          | $431.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $836.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $811.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $4741408.00        | $3463927.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4685   | 2054-09-01      | 6.5000%  | 0.0000% | $12768384.00       | $11434063.89       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $375134041.00      | $67395407.48       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $200.00            | $202.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $2100.00           | $2143.05           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.20             | U.S. Treasuries (including strips)        |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $8918.00           | $89.54             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips)        |
| GNRA 2025-025 XF       | 2065-02-20      | 4.8615%  | 0.0000% | $2088149.00        | $1349885.60        | Agency Collateralized Mortgage Obligation |
| GNII SP 788423 C       | 2050-02-20      | 3.5000%  | 0.0000% | $1008.00           | $951.04            | Agency Mortgage-Backed Securities         |
| GNRA 2023-154 FA       | 2053-10-20      | 4.8415%  | 0.0000% | $5357987.00        | $2211446.97        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $600.00            | $615.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $244000.00         | $202962.84         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL3501   | 2055-11-01      | 6.0000%  | 0.0000% | $59129127.00       | $60978028.98       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $175360.00         | $104837.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $119015961.00      | $72204839.80       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0435   | 2051-05-01      | 2.0000%  | 0.0000% | $85504085.00       | $49793425.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6838   | 2053-11-01      | 5.5000%  | 0.0000% | $1160022.00        | $944925.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870   | 2054-07-01      | 6.5000%  | 0.0000% | $52537052.00       | $41800840.13       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6257   | 2053-06-01      | 4.0000%  | 0.0000% | $1008.00           | $812.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7211   | 2054-02-01      | 6.0000%  | 0.0000% | $21640320.00       | $19390927.69       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5825   | 2055-09-01      | 7.0000%  | 0.0000% | $211998041.00      | $191950408.76      | Agency Mortgage-Backed Securities         |
| GNII SF DP7210 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1996.00           | $2054.68           | Agency Mortgage-Backed Securities         |
| GNII SF DP0269 C       | 2056-01-20      | 7.5000%  | 0.0000% | $964341.00         | $1047695.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $974.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $982.14            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $43000.00          | $42037.53          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $8600.00           | $8505.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $8100.00           | $6340.30           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $274000.00         | $271536.74         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $16000.00          | $15967.98          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $305000.00         | $302685.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $1424000.00        | $1399756.40        | U.S. Treasuries (including strips)        |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $140.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $2009.00           | $1876.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $3319024.00        | $3036398.70        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6407   | 2050-07-01      | 2.5000%  | 0.0000% | $11435889.00       | $4217086.52        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $832700.00         | $661131.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $600.00            | $651.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $1100.00           | $1116.12           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $299100.00         | $312814.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $317000.00         | $314375.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $100000.00         | $98182.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $750000.00         | $749700.00         | U.S. Treasuries (including strips)        |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $709.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2037   | 2056-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2056.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4950   | 2050-01-01      | 3.5000%  | 0.0000% | $5686000.00        | $1494970.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461   | 2035-03-01      | 2.5000%  | 0.0000% | $1301000.00        | $208847.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIFA1073   | 2039-11-01      | 5.5000%  | 0.0000% | $17176320.00       | $12715777.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1742.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $398179664.00      | $249938433.89      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3929   | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $124.59            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX4666   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $841.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 711476 X       | 2039-12-15      | 4.0000%  | 0.0000% | $1999.00           | $503.36            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.99             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $800.00            | $791.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $64800.00          | $65524.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $207.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $5900.00           | $6028.14           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $10100.00          | $9740.89           | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLSD8079   | 2050-07-01      | 2.0000%  | 0.0000% | $996000.00         | $416773.42         | Agency Mortgage-Backed Securities         |
| GNRA 2023-068 FA       | 2053-05-20      | 4.6615%  | 0.0000% | $1000.00           | $391.59            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLAL8130   | 2040-06-01      | 6.5000%  | 0.0000% | $2972010.00        | $375553.57         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $4330900.00        | $4087782.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $336000.00         | $335798.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $327300.00         | $239076.18         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1575500.00        | $1582522.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $114000.00         | $113793.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips)        |
| FNMS 04.500 CKMA3763   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $98.96             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4447   | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $776.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1058.74           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $200.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $16000.00          | $16406.95          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3239   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $126.04            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4419   | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $497.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7083   | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $921.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1712   | 2054-12-01      | 6.0000%  | 0.0000% | $10302285.00       | $9668333.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $13249962.00       | $9701703.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1193   | 2055-03-01      | 6.0000%  | 0.0000% | $32316080.00       | $30761643.39       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5017   | 2030-03-01      | 3.0000%  | 0.0000% | $1002.00           | $120.68            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $72626.00          | $751.44            | Agency Mortgage-Backed Securities         |

### Security 638: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVCV7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVCV7
- **C.18 - Value (incl. sponsor support):** $1448734106.50
- **C.18.a - Value (excl. sponsor support):** $1448734106.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.0525% | 0.0000% | $7000000.00        | $7256200.00        | Corporate Debt Securities                 |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $429000.00         | $444754.31         | Corporate Debt Securities                 |
| AXALTA COATING SYS LLC         SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $1204000.00        | $1161348.30        | Corporate Debt Securities                 |
| APTIV PLC / APTIV GLOBAL FING  JR SB GLBL NT 54    | 2054-12-15      | 6.8750%  | 0.0000% | $4212000.00        | $4458612.60        | Corporate Debt Securities                 |
| CENTURY COMMUNITIES INC        SR GLBL 144A 33     | 2033-09-15      | 6.6250%  | 0.0000% | $1265000.00        | $1325244.92        | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $13999000.00       | $14458610.50       | Corporate Debt Securities                 |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $237000.00         | $249734.41         | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-30      | 5.0000%  | 0.0000% | $1685000.00        | $1476447.55        | Corporate Debt Securities                 |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30       | 2030-03-01      | 4.7500%  | 0.0000% | $77000.00          | $77611.55          | Corporate Debt Securities                 |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $1264000.00        | $1273050.24        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $852000.00         | $887273.75         | Corporate Debt Securities                 |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $27000.00          | $27036.36          | Corporate Debt Securities                 |
| FORTRESS INTER 3 INC           SR SEC 144A NT31    | 2031-06-01      | 7.5000%  | 0.0000% | $30000.00          | $29926.70          | Corporate Debt Securities                 |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $3144000.00        | $3356974.56        | Corporate Debt Securities                 |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C    | 2500-12-31      | 5.7000%  | 0.0000% | $786000.00         | $809010.15         | Corporate Debt Securities                 |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $24669000.00       | $25811229.52       | Corporate Debt Securities                 |
| MARCOBRE SAC                   SR 144A NT 36       | 2036-01-22      | 5.7500%  | 0.0000% | $150000.00         | $151588.54         | Corporate Debt Securities                 |
| HERC HLDGS INC                 SR 144A NT 33       | 2033-06-15      | 7.2500%  | 0.0000% | $3000000.00        | $3221100.00        | Corporate Debt Securities                 |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27       | 2027-10-15      | 6.7500%  | 0.0000% | $33561000.00       | $24824400.48       | Corporate Debt Securities                 |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 33     | 2033-10-01      | 8.3750%  | 0.0000% | $1343000.00        | $1425273.67        | Corporate Debt Securities                 |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.4450%  | 0.0000% | $3000000.00        | $3088152.50        | Corporate Debt Securities                 |
| KRONOS ACQUISITION HLDGS INC   SR SEC 144A NT31    | 2031-06-30      | 8.2500%  | 0.0000% | $4119000.00        | $2916509.44        | Corporate Debt Securities                 |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $641388.28         | Corporate Debt Securities                 |
| KAROON USA FIN INC             SR SEC GLBL 29      | 2029-05-14      | 10.5000% | 0.0000% | $742000.00         | $789311.16         | Corporate Debt Securities                 |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 16.8420% | 0.0000% | $1750000.00        | $1815893.04        | Corporate Debt Securities                 |
| PILGRIMS PRIDE CORP            SR GLBL NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $318000.00         | $361063.30         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $902000.00         | $832728.91         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $993000.00         | $982874.43         | Corporate Debt Securities                 |
| KIOXIA HLDGS CORP              SR 144A NT 33       | 2033-07-24      | 6.6250%  | 0.0000% | $200000.00         | $212410.58         | Corporate Debt Securities                 |
| KENNEDY WILSON INC             SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $6537000.00        | $6497923.27        | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 7.5526%  | 0.0000% | $470000.00         | $475828.00         | Corporate Debt Securities                 |
| NCL FIN LTD                    SR GLBL 144A 28     | 2028-03-15      | 6.1250%  | 0.0000% | $192000.00         | $202322.40         | Corporate Debt Securities                 |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $13368.71          | Corporate Debt Securities                 |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $5190000.00        | $5498476.30        | Corporate Debt Securities                 |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.3000% | 0.0000% | $9650000.00        | $9918270.00        | Corporate Debt Securities                 |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $772000.00         | $886642.00         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $1298000.00        | $901860.14         | Corporate Debt Securities                 |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $2429000.00        | $2568778.83        | Corporate Debt Securities                 |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $3405000.00        | $3637514.21        | Corporate Debt Securities                 |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $1086000.00        | $1190334.13        | Corporate Debt Securities                 |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $228000.00         | $218713.81         | Corporate Debt Securities                 |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $6967000.00        | $6997204.85        | Corporate Debt Securities                 |
| ESAB CORPORATION               SR GLBL REGS 29     | 2029-04-15      | 6.2500%  | 0.0000% | $3400000.00        | $3562032.67        | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR 144A NT 31       | 2031-01-15      | 8.3750%  | 0.0000% | $2813000.00        | $3009659.17        | Corporate Debt Securities                 |
| GRUPO NUTRESA SA               SR REGS NT 8%30     | 2030-05-12      | 8.0000%  | 0.0000% | $3500000.00        | $3872166.67        | Corporate Debt Securities                 |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $84293000.00       | $97240685.78       | Corporate Debt Securities                 |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $375000.00         | $386729.69         | Corporate Debt Securities                 |
| BBVA MEXICO S A INS            FR 7.625%021135     | 2035-02-11      | 7.6250%  | 0.0000% | $3118000.00        | $3340122.86        | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-04-15      | 6.0000%  | 0.0000% | $2908000.00        | $3041070.08        | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          SR 144A NT 6%33     | 2033-11-15      | 6.0000%  | 0.0000% | $2950000.00        | $3095789.00        | Corporate Debt Securities                 |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $632000.00         | $654886.04         | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $7658000.00        | $8054578.04        | Corporate Debt Securities                 |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 9.8026%  | 0.0000% | $10000000.00       | $9971000.00        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $986000.00         | $946949.47         | Corporate Debt Securities                 |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $6411000.00        | $5631994.05        | Corporate Debt Securities                 |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.2800%  | 0.0000% | $3750000.00        | $3726000.00        | Corporate Debt Securities                 |
| XEROX CORP                     SR GLBL NT4.8%35    | 2035-03-01      | 4.8000%  | 0.0000% | $358000.00         | $101481.07         | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $245000.00         | $246554.12         | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $200000.00         | $212790.00         | Corporate Debt Securities                 |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $39948608.00       | $35585609.68       | Corporate Debt Securities                 |
| POLESTAR RE LTD                SR CL A 144A 28     | 2028-01-07      | 14.1400% | 0.0000% | $29560000.00       | $31014352.00       | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-05-15      | 6.1250%  | 0.0000% | $2000000.00        | $2045648.33        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1551867.93        | Corporate Debt Securities                 |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $77247.27          | Corporate Debt Securities                 |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $3027000.00        | $3215790.63        | Corporate Debt Securities                 |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $543000.00         | $537822.19         | Corporate Debt Securities                 |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $12763000.00       | $12708161.64       | Corporate Debt Securities                 |
| BROOKFIELD CORP                SR GLBL 144A 26     | 2026-03-01      | 6.1250%  | 0.0000% | $110000.00         | $113085.99         | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR DEB 6.75%39      | 2039-06-15      | 6.7500%  | 0.0000% | $15000.00          | $15519.30          | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $16200000.00       | $17355546.00       | Corporate Debt Securities                 |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT5.7%35    | 2035-08-01      | 5.7000%  | 0.0000% | $5000.00           | $5193.73           | Corporate Debt Securities                 |
| NEWMARK GROUP INC              CR SEN SR GLBL29    | 2029-01-12      | 7.5000%  | 0.0000% | $258000.00         | $275898.75         | Corporate Debt Securities                 |
| FLAGSTAR BANK NATIONAL ASSOCIA SB GLBL NT5.9%28    | 2028-11-06      | 6.7074%  | 0.0000% | $993000.00         | $982059.78         | Corporate Debt Securities                 |
| NATURE COAST RE LTD            EXTND-A 144A 30     | 2030-12-07      | 13.5525% | 0.0000% | $5370000.00        | $5428533.00        | Corporate Debt Securities                 |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31      | 2031-07-15      | 4.8750%  | 0.0000% | $224000.00         | $217227.92         | Corporate Debt Securities                 |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 7.3000%  | 0.0000% | $4270000.00        | $4363940.00        | Corporate Debt Securities                 |
| TRANSOCEAN INC                 SR GLBL 144A 31     | 2031-05-15      | 8.5000%  | 0.0000% | $150000.00         | $162887.00         | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-12-06      | 13.8025% | 0.0000% | $10500000.00       | $10426500.00       | Corporate Debt Securities                 |
| KEYCORP CAP I                  JR SB GLBL 28       | 2028-07-01      | 4.6624%  | 0.0000% | $20000.00          | $19791.04          | Corporate Debt Securities                 |
| KNIFE RIVER CORP               SR 144A NT 31       | 2031-05-01      | 7.7500%  | 0.0000% | $1275000.00        | $1361371.33        | Corporate Debt Securities                 |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $22830000.00       | $23448578.85       | Corporate Debt Securities                 |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $72000.00          | $77196.36          | Corporate Debt Securities                 |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 29     | 2029-04-03      | 5.7500%  | 0.0000% | $485000.00         | $503463.95         | Corporate Debt Securities                 |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $225000.00         | $229305.38         | Corporate Debt Securities                 |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $700000.00         | $743323.18         | Corporate Debt Securities                 |
| ARIS MINING CORPORATION        SR REGS NT 8%29     | 2029-10-31      | 8.0000%  | 0.0000% | $680000.00         | $728062.40         | Corporate Debt Securities                 |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $550000.00         | $550939.58         | Corporate Debt Securities                 |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $32000.00          | $31888.48          | Corporate Debt Securities                 |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $10035000.00       | $10793896.88       | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $5387000.00        | $3945622.11        | Corporate Debt Securities                 |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $8000.00           | $8057.28           | Corporate Debt Securities                 |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $2350000.00        | $2256175.27        | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 27     | 2027-01-20      | 5.3000%  | 0.0000% | $3320000.00        | $1827484.78        | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 31      | 2031-01-28      | 9.5000%  | 0.0000% | $600000.00         | $611515.67         | Corporate Debt Securities                 |
| MULTIBANK INC                  SR REGS NT 28       | 2028-02-03      | 7.7500%  | 0.0000% | $400000.00         | $417306.67         | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $2400000.00        | $313802.84         | Corporate Debt Securities                 |
| VAMOS EUROPE                   SR GLBL REGS 31     | 2031-01-26      | 9.2000%  | 0.0000% | $62000.00          | $61662.44          | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49    | 2049-07-01      | 5.1250%  | 0.0000% | $54000.00          | $43375.08          | Corporate Debt Securities                 |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $246000.00         | $262236.00         | Corporate Debt Securities                 |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $902000.00         | $943426.86         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $5000.00           | $5629.85           | Corporate Debt Securities                 |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $65000.00          | $56614.68          | Corporate Debt Securities                 |
| EDISON INTL                    PERP SUB GLBL -A    | 2500-12-31      | 5.3750%  | 0.0000% | $10000.00          | $10241.88          | Corporate Debt Securities                 |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $183000.00         | $193479.29         | Corporate Debt Securities                 |
| ARDAGH GROUP S A               1LIEN 144A NT 30    | 2030-12-01      | 9.5000%  | 0.0000% | $59000.00          | $64813.47          | Corporate Debt Securities                 |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $30000.00          | $32304.27          | Corporate Debt Securities                 |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.5500%  | 0.0000% | $7500000.00        | $7571250.00        | Corporate Debt Securities                 |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 8.7425%  | 0.0000% | $1800000.00        | $1841760.00        | Corporate Debt Securities                 |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $25000.00          | $25121.21          | Corporate Debt Securities                 |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $3182000.00        | $3219600.63        | Corporate Debt Securities                 |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $6239000.00        | $5518998.60        | Corporate Debt Securities                 |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $6033000.00        | $5680180.10        | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       2LIEN GLBL PIK29    | 2029-09-30      | 7.1000%  | 0.0000% | $1641162.00        | $1562445.31        | Corporate Debt Securities                 |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $1513000.00        | $1586040.07        | Corporate Debt Securities                 |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5624000.00        | $5596195.57        | Corporate Debt Securities                 |
| WESCO DISTR INC                SR 144A NT5.5%34    | 2034-04-15      | 5.5000%  | 0.0000% | $7590000.00        | $7615426.50        | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $16000.00          | $16350.04          | Corporate Debt Securities                 |
| AEROPUERTOS DOMINICANOS SIGLO  SR SEC REGS NT34    | 2034-06-30      | 7.0000%  | 0.0000% | $1096000.00        | $1169753.49        | Corporate Debt Securities                 |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $678000.00         | $713651.22         | Corporate Debt Securities                 |
| GNRA 2012-112 AD                                   | 2053-02-16      | 2.0870%  | 0.0000% | $999937.00         | $104499.75         | Agency Collateralized Mortgage Obligation |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $1347000.00        | $1431776.81        | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5268042.19        | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 26     | 2026-07-15      | 3.6250%  | 0.0000% | $18000000.00       | $17967045.00       | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 10.4900% | 0.0000% | $4950000.00        | $5048505.00        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.3125% | 0.0000% | $10870000.00       | $11302661.07       | Corporate Debt Securities                 |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 28      | 2028-11-15      | 10.0000% | 0.0000% | $11400000.00       | $10421231.26       | Corporate Debt Securities                 |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $359000.00         | $360717.22         | Corporate Debt Securities                 |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $2703000.00        | $2891581.55        | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $8146224.00        | $8061919.63        | Corporate Debt Securities                 |
| AZORRA FIN LTD                 SR 144A NT 34       | 2034-02-15      | 6.2500%  | 0.0000% | $8975000.00        | $8874966.15        | Corporate Debt Securities                 |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35     | 2035-05-15      | 6.7500%  | 0.0000% | $5818000.00        | $6215980.29        | Corporate Debt Securities                 |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $6343000.00        | $6977181.07        | Corporate Debt Securities                 |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $25000.00          | $26597.67          | Corporate Debt Securities                 |
| ATP TOWER HLDGS LLC            SR SEC 144A NT30    | 2030-02-03      | 7.8750%  | 0.0000% | $600000.00         | $622248.00         | Corporate Debt Securities                 |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $55000.00          | $55268.71          | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 31     | 2031-03-31      | 5.5000%  | 0.0000% | $94000.00          | $96308.38          | Corporate Debt Securities                 |
| ALBERTSONS INC                 SR DEB 7.45%29      | 2029-08-01      | 7.4500%  | 0.0000% | $1912000.00        | $2011119.14        | Corporate Debt Securities                 |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 5.9025%  | 0.0000% | $15505000.00       | $15484843.50       | Corporate Debt Securities                 |
| AIR CDA INC                    1LIEN GLBL 26       | 2026-08-15      | 3.8750%  | 0.0000% | $1462000.00        | $1458347.44        | Corporate Debt Securities                 |
| FNRM CL012GB R26F012                               | 2051-10-25      | 2.5000%  | 0.0000% | $48944192.00       | $44158602.93       | Agency Collateralized Mortgage Obligation |
| FNRM RC106PL R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7984513.67        | Agency Collateralized Mortgage Obligation |
| URBAN ONE INC                  2LIEN GLBL 31       | 2031-04-01      | 7.6250%  | 0.0000% | $1570000.00        | $713744.90         | Corporate Debt Securities                 |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $134000.00         | $143722.70         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL NT6.5%28    | 2028-07-15      | 6.5000%  | 0.0000% | $105000.00         | $106328.60         | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $14933000.00       | $11373694.56       | Corporate Debt Securities                 |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $37000.00          | $37189.17          | Corporate Debt Securities                 |
| GNRM 2025-114 N                                    | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $39054165.30       | Agency Collateralized Mortgage Obligation |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $6643000.00        | $6355812.04        | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $6023000.00        | $6517043.27        | Corporate Debt Securities                 |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 29      | 2029-05-15      | 6.3750%  | 0.0000% | $565001.00         | $582686.94         | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $228000.00         | $234195.14         | Corporate Debt Securities                 |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $87000.00          | $97032.84          | Corporate Debt Securities                 |
| PROVINCE OF SANTA FE           SR AMZ 144A NT34    | 2034-12-11      | 8.1000%  | 0.0000% | $250000.00         | $248650.00         | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $4282000.00        | $4782544.39        | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $2248000.00        | $2313305.65        | Corporate Debt Securities                 |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 13.3025% | 0.0000% | $6500000.00        | $6771700.00        | Corporate Debt Securities                 |
| GEN DIGITAL INC                SR GLBL 144A 33     | 2033-04-01      | 6.2500%  | 0.0000% | $281000.00         | $287751.65         | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 34       | 2034-10-01      | 5.5500%  | 0.0000% | $377000.00         | $400546.79         | Corporate Debt Securities                 |
| STENA INTL SA                  SR SEC GLBL 31      | 2031-01-15      | 7.2500%  | 0.0000% | $2000000.00        | $2081316.67        | Corporate Debt Securities                 |
| NEW HOME CO INC                SR 144A NT 29       | 2029-10-01      | 9.2500%  | 0.0000% | $5168000.00        | $5644923.14        | Corporate Debt Securities                 |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $117000.00         | $127559.25         | Corporate Debt Securities                 |
| BANCO BTG PACTUAL SA CAYMAN IS FR 5.75%012230      | 2030-01-22      | 5.7500%  | 0.0000% | $300000.00         | $305784.08         | Corporate Debt Securities                 |
| CMS ENERGY CORP                JR SB GLBL NT 55    | 2055-06-01      | 6.5000%  | 0.0000% | $1514000.00        | $1607137.92        | Corporate Debt Securities                 |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $654000.00         | $623548.67         | Corporate Debt Securities                 |
| EDISON INTL                    JR SB GLBL NT 54    | 2054-06-15      | 7.8750%  | 0.0000% | $777000.00         | $822656.52         | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $23000.00          | $23235.90          | Corporate Debt Securities                 |
| COOPER-STANDARD AUTOMOTIVE INC 1LIEN PIK 144A27    | 2027-03-31      | 13.5000% | 0.0000% | $200000.00         | $209966.00         | Corporate Debt Securities                 |
| AMER SPORTS CO                 1LIEN 144A NT 31    | 2031-02-16      | 6.7500%  | 0.0000% | $434000.00         | $466753.98         | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $64000.00          | $65503.98          | Corporate Debt Securities                 |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $404000.00         | $406203.15         | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $757000.00         | $802575.19         | Corporate Debt Securities                 |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $7000.00           | $7109.96           | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $15338000.00       | $15228823.26       | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $2180000.00        | $2266994.11        | Corporate Debt Securities                 |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $224000.00         | $233847.97         | Corporate Debt Securities                 |
| FHLMC REMIC SERIES K-J28       A-2    20271025 2.3 | 2027-10-25      | 2.3080%  | 0.0000% | $6000000.00        | $2461074.42        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W17      1-A-7  20430825 5.7 | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1514796.65        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2027-02-25      | 2.9610%  | 0.0000% | $2540000.00        | $1857403.80        | Agency Collateralized Mortgage Obligation |
| FNRM CL106PY R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4236816.29        | Agency Collateralized Mortgage Obligation |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $87000.00          | $91200.84          | Corporate Debt Securities                 |
| FOUR LAKES RE LTD              EXTND-B 144A 31     | 2031-01-07      | 12.4700% | 0.0000% | $250000.00         | $253250.00         | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-08-17      | 4.1250%  | 0.0000% | $262000.00         | $261281.03         | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34       | 2034-09-15      | 5.6250%  | 0.0000% | $1290000.00        | $1346376.23        | Corporate Debt Securities                 |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $10881000.00       | $11090395.78       | Corporate Debt Securities                 |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5500%  | 0.0000% | $11950000.00       | $11965385.62       | Corporate Debt Securities                 |
| GNRM 2022-130 AB                                   | 2062-05-16      | 2.7500%  | 0.0000% | $31400000.00       | $25952286.45       | Agency Collateralized Mortgage Obligation |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $854000.00         | $830547.26         | Corporate Debt Securities                 |
| MINERAL RES LTD                SR 144A NT 7%31     | 2031-04-01      | 7.0000%  | 0.0000% | $615000.00         | $666038.17         | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 15.7700% | 0.0000% | $8250000.00        | $8646825.00        | Corporate Debt Securities                 |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $96000.00          | $97139.25          | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $3281000.00        | $3404969.85        | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $1468000.00        | $1538757.60        | Corporate Debt Securities                 |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $7430000.00        | $6330490.03        | Corporate Debt Securities                 |
| NISSAN MOTOR CO LTD            SR GLBL REGS 27     | 2027-09-17      | 4.3450%  | 0.0000% | $1848000.00        | $1868718.13        | Corporate Debt Securities                 |
| INVERSIONES ATLANTIDA S A      SR SEC GLBL 26      | 2026-05-19      | 7.5000%  | 0.0000% | $200000.00         | $80198.11          | Corporate Debt Securities                 |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $19641000.00       | $21377591.75       | Corporate Debt Securities                 |
| HERITAGE PETE CO LTD           GLBL REGS NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $1037000.00        | $1067850.75        | Corporate Debt Securities                 |
| ENERGUATE TRUST                1LIEN REGS NT 35    | 2035-09-15      | 6.3500%  | 0.0000% | $275000.00         | $287226.81         | Corporate Debt Securities                 |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $5029000.00        | $5410466.42        | Corporate Debt Securities                 |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 10.8025% | 0.0000% | $4250000.00        | $4473975.00        | Corporate Debt Securities                 |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $9826000.00        | $9916497.46        | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $19000000.00       | $20578562.22       | Corporate Debt Securities                 |
| ONESKY FLIGHT LLC              SR 144A NT 29       | 2029-12-15      | 8.8750%  | 0.0000% | $739000.00         | $798666.86         | Corporate Debt Securities                 |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $9521000.00        | $9185260.45        | Corporate Debt Securities                 |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $5884000.00        | $5812216.83        | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $119000.00         | $127364.71         | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28       | 2028-11-15      | 8.5000%  | 0.0000% | $927000.00         | $992801.55         | Corporate Debt Securities                 |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.1629% | 0.0000% | $3000000.00        | $3053400.00        | Corporate Debt Securities                 |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $5000.00           | $5206.82           | Corporate Debt Securities                 |
| SERVICE CORP INTL              SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $33000.00          | $33522.16          | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $2065000.00        | $2183337.69        | Corporate Debt Securities                 |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.0525% | 0.0000% | $11500000.00       | $11529900.00       | Corporate Debt Securities                 |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $89000.00          | $65197.37          | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.5555% | 0.0000% | $3000000.00        | $3181500.00        | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.3055% | 0.0000% | $1953000.00        | $2050650.00        | Corporate Debt Securities                 |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $294000.00         | $279867.42         | Corporate Debt Securities                 |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $168000.00         | $182154.84         | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $8484000.00        | $7382663.68        | Corporate Debt Securities                 |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.0200% | 0.0000% | $4500000.00        | $4737150.00        | Corporate Debt Securities                 |
| ASURION LLC / ASURION CO       SR SEC 144A NT32    | 2032-12-31      | 8.0000%  | 0.0000% | $95000.00          | $101402.16         | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC GLBL 28      | 2028-01-15      | 5.0000%  | 0.0000% | $36468000.00       | $26164088.16       | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT31    | 2031-01-28      | 9.5000%  | 0.0000% | $6344000.00        | $6465758.98        | Corporate Debt Securities                 |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56    | 2056-03-15      | 6.0500%  | 0.0000% | $9456000.00        | $9737358.03        | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $1755000.00        | $1618915.35        | Corporate Debt Securities                 |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $123512.91         | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR 144A NT 33       | 2033-03-15      | 8.6250%  | 0.0000% | $141000.00         | $154791.56         | Corporate Debt Securities                 |
| UNITED AIRLS HLDGS INC         SR GLBL NT 31       | 2031-03-01      | 5.3750%  | 0.0000% | $54000.00          | $55222.16          | Corporate Debt Securities                 |
| GNRA 2026-028 PF                                   | 2056-02-20      | 4.6996%  | 0.0000% | $16560640.00       | $16709503.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-025 AF                                   | 2049-02-20      | 4.1957%  | 0.0000% | $7230880.00        | $5573695.37        | Agency Collateralized Mortgage Obligation |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $188000.00         | $201797.16         | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $995000.00         | $1041207.80        | Corporate Debt Securities                 |
| NBM US HLDGS INC               SR GLBL REGS 29     | 2029-08-06      | 6.6250%  | 0.0000% | $200000.00         | $202786.92         | Corporate Debt Securities                 |
| BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129     | 2029-01-11      | 4.8750%  | 0.0000% | $378000.00         | $380468.03         | Corporate Debt Securities                 |
| NEWELL BRANDS INC              SR GLBL NT 29       | 2029-09-15      | 6.6250%  | 0.0000% | $1408000.00        | $1473954.24        | Corporate Debt Securities                 |
| GNRA 2026-028 KF                                   | 2056-01-20      | 4.6585%  | 0.0000% | $96680900.00       | $97547257.54       | Agency Collateralized Mortgage Obligation |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32     | 2032-07-15      | 6.3750%  | 0.0000% | $396000.00         | $405067.41         | Corporate Debt Securities                 |
| NBM US HLDGS INC               SR GLBL 144A 29     | 2029-08-06      | 6.6250%  | 0.0000% | $268000.00         | $271734.47         | Corporate Debt Securities                 |
| NEWELL BRANDS INC              SR GLBL 144A 28     | 2028-06-01      | 8.5000%  | 0.0000% | $1789000.00        | $1921181.26        | Corporate Debt Securities                 |
| OLIN CORP                      SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $400000.00         | $403091.22         | Corporate Debt Securities                 |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $7903000.00        | $8906400.00        | Corporate Debt Securities                 |
| NISSAN MOTOR CO LTD            SR GLBL 144A 27     | 2027-09-17      | 4.3450%  | 0.0000% | $3201000.00        | $3236886.77        | Corporate Debt Securities                 |
| BATH & BODY WORKS INC          SR GLBL 144A 30     | 2030-10-01      | 6.6250%  | 0.0000% | $51000.00          | $53697.80          | Corporate Debt Securities                 |
| QUIKRETE HLDGS INC             SR SEC 144A NT32    | 2032-03-01      | 6.3750%  | 0.0000% | $99000.00          | $106012.83         | Corporate Debt Securities                 |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $49536.67          | Corporate Debt Securities                 |
| QVC INC                        1LIEN GLBL NT 28    | 2028-09-01      | 4.3750%  | 0.0000% | $7465000.00        | $3336996.01        | Corporate Debt Securities                 |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $23000.00          | $21050.44          | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $2957000.00        | $3081866.72        | Corporate Debt Securities                 |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $5252000.00        | $5411371.94        | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $1285000.00        | $1323369.03        | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $1484000.00        | $1566517.61        | Corporate Debt Securities                 |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $97000.00          | $90624.19          | Corporate Debt Securities                 |
| FNRM CL058HL R11F058                               | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $514721.30         | Agency Collateralized Mortgage Obligation |
| ELLINGTON FINL OPER PNRT LLC   SR GLBL 144A 30     | 2030-09-30      | 7.3750%  | 0.0000% | $32000.00          | $33353.13          | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $738000.00         | $775966.82         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $200000.00         | $201835.44         | Corporate Debt Securities                 |
| FLASH COMPUTE LLC              SR SEC GLBL 30      | 2030-12-31      | 7.2500%  | 0.0000% | $10325000.00       | $10709715.24       | Corporate Debt Securities                 |
| US FOODS INC                   SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $35000.00          | $35044.75          | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.0526%  | 0.0000% | $2357000.00        | $2512562.00        | Corporate Debt Securities                 |
| ROCKET COS INC                 SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $6481000.00        | $6685180.30        | Corporate Debt Securities                 |
| SPX FLOW INCORPORATION         SR 144A NT 30       | 2030-04-01      | 8.7500%  | 0.0000% | $7581000.00        | $8057208.94        | Corporate Debt Securities                 |
| RAND PARENT LLC                1LIEN 144A NT 30    | 2030-02-15      | 8.5000%  | 0.0000% | $77000.00          | $80560.74          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-07-15      | 8.8750%  | 0.0000% | $5879000.00        | $6885979.62        | Corporate Debt Securities                 |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30     | 2030-10-01      | 6.0000%  | 0.0000% | $50000.00          | $52339.50          | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $20075000.00       | $20436784.96       | Corporate Debt Securities                 |
| NEWELL BRANDS INC              SR GLBL NT 30       | 2030-05-15      | 6.3750%  | 0.0000% | $195000.00         | $199345.09         | Corporate Debt Securities                 |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $277000.00         | $287083.49         | Corporate Debt Securities                 |
| NUSTAR LOGISTICS L P           SR GLBL NT 30       | 2030-10-01      | 6.3750%  | 0.0000% | $31000.00          | $33481.06          | Corporate Debt Securities                 |
| HILTON GRAND VACATION BORROW/  SR SEC GLBL 32      | 2032-01-15      | 6.6250%  | 0.0000% | $2000000.00        | $2059158.33        | Corporate Debt Securities                 |
| BBVA MEXICO SA INSTITUCION DE  FR 8.45%062938      | 2038-06-29      | 8.4500%  | 0.0000% | $1567000.00        | $1785508.57        | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 14.8055% | 0.0000% | $5250000.00        | $5537175.00        | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $6000.00           | $6149.52           | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $7450000.00        | $7494464.08        | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $3267000.00        | $3282970.18        | Corporate Debt Securities                 |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $5000000.00        | $5302112.50        | Corporate Debt Securities                 |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1350000.00        | $1432106.25        | Corporate Debt Securities                 |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 10.4200% | 0.0000% | $250000.00         | $262000.00         | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1390000.00        | $1533208.61        | Corporate Debt Securities                 |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 7.3300%  | 0.0000% | $252000.00         | $268960.02         | Corporate Debt Securities                 |
| CARNIVAL CORP                  SR GLBL 144A 33     | 2033-02-15      | 6.1250%  | 0.0000% | $4008000.00        | $4156823.72        | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $9318000.00        | $9684150.81        | Corporate Debt Securities                 |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $754017.36         | Corporate Debt Securities                 |
| EMERA INC                      LW TIER II 76       | 2076-06-15      | 6.7500%  | 0.0000% | $946000.00         | $964551.06         | Corporate Debt Securities                 |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $4628000.00        | $4651409.97        | Corporate Debt Securities                 |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $100000.00         | $104399.28         | Corporate Debt Securities                 |
| BRIGHTSTAR LOTTERY PLC /       1LIEN GLBL 33       | 2033-01-15      | 5.7500%  | 0.0000% | $1412000.00        | $1420966.20        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $18437000.00       | $18061499.77       | Corporate Debt Securities                 |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.2700% | 0.0000% | $2750000.00        | $2923800.00        | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-08-15      | 4.5000%  | 0.0000% | $7187000.00        | $6871059.48        | Corporate Debt Securities                 |
| VIRIDIEN                       SR SEC 144A NT30    | 2030-10-15      | 10.0000% | 0.0000% | $263000.00         | $293525.53         | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $2137000.00        | $1948239.38        | Corporate Debt Securities                 |
| CVR ENERGY INC                 SR 144A NT 34       | 2034-02-15      | 7.8750%  | 0.0000% | $1651000.00        | $1629225.37        | Corporate Debt Securities                 |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $153708.25         | Corporate Debt Securities                 |
| BANCO BBVA PERU                LW TIER II 34       | 2034-06-07      | 6.2000%  | 0.0000% | $1200000.00        | $1265961.33        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $234000.00         | $238823.98         | Corporate Debt Securities                 |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $1619000.00        | $1678759.99        | Corporate Debt Securities                 |
| FIESTA PURCHASER INC           SR GLBL 144A 32     | 2032-09-15      | 9.6250%  | 0.0000% | $55000.00          | $58458.54          | Corporate Debt Securities                 |
| FISH POND RE LTD               SR CL A 144A 27     | 2027-01-08      | 7.5700%  | 0.0000% | $6510000.00        | $6584865.00        | Corporate Debt Securities                 |
| GNRA 2026-028 DF                                   | 2056-01-20      | 4.4923%  | 0.0000% | $78671744.00       | $78909647.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FM                                   | 2065-09-20      | 4.5115%  | 0.0000% | $2932224.00        | $2907834.33        | Agency Collateralized Mortgage Obligation |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $928000.00         | $904410.24         | Corporate Debt Securities                 |
| GNRA 2024-001 KF                                   | 2054-01-20      | 4.8115%  | 0.0000% | $100000000.00      | $38214740.36       | Agency Collateralized Mortgage Obligation |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $47000.00          | $49032.36          | Corporate Debt Securities                 |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $14000.00          | $14098.36          | Corporate Debt Securities                 |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $198000.00         | $108520.17         | Corporate Debt Securities                 |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 9.8000%  | 0.0000% | $607000.00         | $636864.40         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $100000.00         | $100702.92         | Corporate Debt Securities                 |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $12067000.00       | $12581892.19       | Corporate Debt Securities                 |
| US FOODS INC                   SR GLBL 144A 33     | 2033-04-15      | 5.7500%  | 0.0000% | $92000.00          | $95780.59          | Corporate Debt Securities                 |
| MEDLINE BOR LLP/ CO-IS INC     1LIEN 144A NT 29    | 2029-04-01      | 6.2500%  | 0.0000% | $759000.00         | $801964.88         | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $2515000.00        | $1895028.05        | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $5326000.00        | $5717429.93        | Corporate Debt Securities                 |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $21000.00          | $22471.70          | Corporate Debt Securities                 |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $200000.00         | $200353.00         | Corporate Debt Securities                 |
| OPEN TEXT CORP                 SR SEC GLBL 27      | 2027-12-01      | 6.9000%  | 0.0000% | $4172000.00        | $4356082.55        | Corporate Debt Securities                 |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $400000.00         | $384842.00         | Corporate Debt Securities                 |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.4077%  | 0.0000% | $2750000.00        | $2795375.00        | Corporate Debt Securities                 |
| KB HOME                        SR GLBL NT 27       | 2027-06-15      | 6.8750%  | 0.0000% | $96000.00          | $99180.48          | Corporate Debt Securities                 |
| LUCA RE LTD                    -A VR 144A NT 28    | 2028-07-22      | 10.8000% | 0.0000% | $6970000.00        | $7180494.00        | Corporate Debt Securities                 |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 29     | 2029-04-03      | 5.7500%  | 0.0000% | $990000.00         | $1027689.30        | Corporate Debt Securities                 |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $35000.00          | $36287.34          | Corporate Debt Securities                 |
| MAYFLOWER RE LTD               EXTND-A 144A 32     | 2032-07-07      | 7.0200%  | 0.0000% | $8710000.00        | $8890297.00        | Corporate Debt Securities                 |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $64000.00          | $68470.36          | Corporate Debt Securities                 |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $3581000.00        | $3303203.92        | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR REGS NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $1248000.00        | $1328963.83        | Corporate Debt Securities                 |
| MINERVA LUXEMBOURG S A         SR GLBL 144A 31     | 2031-03-18      | 4.3750%  | 0.0000% | $1000000.00        | $947902.92         | Corporate Debt Securities                 |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $32154000.00       | $31516493.36       | Corporate Debt Securities                 |
| MINERVA LUXEMBOURG S A         SR 144A NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $350000.00         | $396609.69         | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32     | 2032-12-01      | 6.0000%  | 0.0000% | $4881000.00        | $5244650.77        | Corporate Debt Securities                 |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $6283000.00        | $6938955.67        | Corporate Debt Securities                 |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $31000.00          | $33457.76          | Corporate Debt Securities                 |
| REDE D OR FIN S A R L          SR GLBL 144A 35     | 2035-09-09      | 6.4500%  | 0.0000% | $500000.00         | $529675.00         | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $2582000.00        | $2701899.47        | Corporate Debt Securities                 |
| U S RENAL CARE INC             SR SEC GLBL 28      | 2028-06-28      | 10.6250% | 0.0000% | $6000.00           | $5054.37           | Corporate Debt Securities                 |
| STEELCASE INC                  SR GLBL NT 29       | 2029-01-18      | 5.1250%  | 0.0000% | $29000.00          | $28943.80          | Corporate Debt Securities                 |
| STONEMOR INC                   SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $60000.00          | $60164.00          | Corporate Debt Securities                 |
| SOLIS RE LTD                   -A VR 144A BD 28    | 2028-07-07      | 7.0500%  | 0.0000% | $5450000.00        | $5562815.00        | Corporate Debt Securities                 |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28     | 2028-02-01      | 6.1250%  | 0.0000% | $964000.00         | $982097.76         | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR GLBL 144A 36     | 2036-01-20      | 8.5000%  | 0.0000% | $449999.00         | $466341.21         | Corporate Debt Securities                 |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $14000.00          | $14098.44          | Corporate Debt Securities                 |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 10.8000% | 0.0000% | $3300000.00        | $3539250.00        | Corporate Debt Securities                 |
| GENMAB AS & GENMAB FIN LLC     SR 144A NT 33       | 2033-12-15      | 7.2500%  | 0.0000% | $115000.00         | $124361.77         | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 6.8500%  | 0.0000% | $2105000.00        | $2210133.64        | Corporate Debt Securities                 |
| LGI HOMES INC                  SR GLBL 144A 28     | 2028-12-15      | 8.7500%  | 0.0000% | $1237000.00        | $1313087.87        | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $2920000.00        | $2998572.33        | Corporate Debt Securities                 |
| MONA LISA RE LTD               EXT GLBL 144A 34    | 2034-01-08      | 15.5500% | 0.0000% | $9500000.00        | $9429700.00        | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $3009000.00        | $3666526.68        | Corporate Debt Securities                 |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $2789000.00        | $2982226.57        | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $5455000.00        | $5442924.75        | Corporate Debt Securities                 |
| FNRM CL012EM R26F012                               | 2047-11-25      | 3.0000%  | 0.0000% | $7317104.00        | $6487590.75        | Agency Collateralized Mortgage Obligation |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $12429344.00       | $6535159.18        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $8581000.00        | $8729230.82        | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $1547000.00        | $1645344.51        | Corporate Debt Securities                 |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $108000.00         | $115411.44         | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP -JJ NT 6.5%    | 2500-12-31      | 6.5000%  | 0.0000% | $2700000.00        | $2750350.50        | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR 144A NT 30       | 2030-11-01      | 8.6250%  | 0.0000% | $51000.00          | $55503.39          | Corporate Debt Securities                 |
| FHLMC REMIC SERIES K-1503      A-3    20311025 FLT | 2031-10-25      | 3.1170%  | 0.0000% | $12200000.00       | $11718211.83       | Agency Collateralized Mortgage Obligation |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $4565000.00        | $4697521.95        | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $185000.00         | $194573.13         | Corporate Debt Securities                 |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $519000.00         | $522824.60         | Corporate Debt Securities                 |
| FLUTTER TREAS DAC              SR SEC GLBL 31      | 2031-06-04      | 5.8750%  | 0.0000% | $746000.00         | $764904.88         | Corporate Debt Securities                 |

### Security 639: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVDG9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVDG9
- **C.18 - Value (incl. sponsor support):** $499957410.00
- **C.18.a - Value (excl. sponsor support):** $499957410.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $70318.09          | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $28041.00          | $1256236.80        | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $9198.00           | $397023.39         | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $259060.00         | $25064055.00       | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1249.00           | $25710.67          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $490203.00         | $25064079.39       | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $415888.00         | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $51618.00          | $19418175.42       | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5999.00           | $439293.57         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $1275.00           | $31190.07          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $128.00            | $1285.76           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $105920.00         | $1632227.20        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US B | 2500-12-31      | N/A      | 0.0000% | $19498.00          | $553158.26         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $989892.00         | $25064065.44       | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3908.00           | $67337.18          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $747.00            | $42676.48          | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $256804.00         | $25064070.40       | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9771.00           | $314524.58         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6068.00           | $152397.82         | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS HIG YLD   | 2500-12-31      | N/A      | 0.0000% | $1330.00           | $60407.54          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH UNCONSTRAI | 2500-12-31      | N/A      | 0.0000% | $8340.00           | $210918.60         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $428.00            | $15815.54          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2985.00           | $96539.08          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $9212.00           | $454520.08         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $144365.71         | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $16444.00          | $337595.32         | Equities   |
| COLUMBIA ETF TR I              MULTI SEC MUNI   | 2500-12-31      | N/A      | 0.0000% | $138366.00         | $2908453.32        | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $183719.99         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $9826.00           | $246976.51         | Equities   |
| ISHARES TR                     LONG TERM MUNI   | 2500-12-31      | N/A      | 0.0000% | $3222.00           | $165410.07         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $4841.00           | $286732.43         | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $271020.00         | $25063929.60       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2706704.00        | $25064079.04       | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $170785.00         | $1330415.15        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON   | 2500-12-31      | N/A      | 0.0000% | $6087.00           | $158627.22         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1475.00           | $125960.28         | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $3525.00           | $130641.79         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $501.00            | $74651.91          | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4924.00           | $522629.91         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $259114.00         | $1404397.88        | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $430284.00         | $25064043.00       | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $21673.00          | $1141300.18        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $929.00            | $23308.24          | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $2228.00           | $111300.41         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $86196.12          | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $284.00            | $14001.94          | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $248.00            | $6312.59           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $655088.00         | $25063666.88       | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $6241.12           | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $205331.00         | $361382.56         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $26849.00          | $279498.09         | Equities   |
| ZKH GROUP LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10744.00          | $38248.64          | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $2775616.00        | $3941374.72        | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $58299.00          | $7296119.85        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $931.00            | $23684.64          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3029.00           | $68561.42          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3869.00           | $148453.53         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $8139.00           | $365725.97         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $14256.00          | $2244179.52        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $96154.23          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $69388.13          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $71500.00          | $6268405.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $384538.00         | $17861790.10       | Equities   |
| JANUS DETROIT STR TR           HENDERSON EMERGI | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $128948.67         | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $1079416.00        | $25064039.52       | Equities   |
| PROSHARES TR                   INFLATN EXPECTNS | 2500-12-31      | N/A      | 0.0000% | $2994.00           | $95788.24          | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $4261.00           | $104543.63         | Equities   |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $205681.80         | Equities   |
| ALPHA COGNITION INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12972.00          | $77832.00          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $8512.00           | $216417.60         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 GARP ETF | 2500-12-31      | N/A      | 0.0000% | $2217.00           | $258413.52         | Equities   |
| ISHARES TR                     RUS MID CAP ETF  | 2500-12-31      | N/A      | 0.0000% | $7618.00           | $788005.92         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULTSHS 2035 MUN | 2500-12-31      | N/A      | 0.0000% | $19309.00          | $499137.65         | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $9443.00           | $486525.08         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $163475.00         | $25063987.00       | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9720.00           | $1161248.40        | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $3913.00           | $133533.08         | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $6291.00           | $230009.03         | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $7257.00           | $513142.47         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $216.00            | $11282.85          | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $2173.00           | $100805.47         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $192136.00         | $543744.88         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1488826.00        | $22764149.54       | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $5001.00           | $505351.05         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1130920.00        | $1458886.80        | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $89389.20          | Equities   |
| TIDAL TRUST III                VISTASHARES TRGT | 2500-12-31      | N/A      | 0.0000% | $10342.00          | $190809.90         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $96106.00          | $7881653.06        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $10501.00          | $639438.44         | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $44133.00          | $3102991.23        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $501680.00         | $25063932.80       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA REVOLU | 2500-12-31      | N/A      | 0.0000% | $21262.00          | $320622.46         | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $13286.00          | $225064.84         | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $4709.00           | $310370.19         | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4658.00           | $166031.15         | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $139433.00         | $33101.39          | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $365539.00         | $13886826.61       | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2757.00           | $97981.02          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $77713.02          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $4428752.00        | $10540429.76       | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 1 | 2500-12-31      | N/A      | 0.0000% | $3349.00           | $255444.98         | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $4072.00           | $423700.56         | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $86539.91          | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $84859.00          | $890170.91         | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $21974.00          | $314228.20         | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $41091.00          | $145873.05         | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $24318.00          | $1087000.01        | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $4095.00           | $360511.52         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $362406.00         | $25063998.96       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $5212.00           | $544706.12         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $75.00             | $22314.00          | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $5439.00           | $391771.17         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $48337.00          | $1086374.07        | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $3109.00           | $266285.85         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $597.00            | $15262.31          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| VICTORY PORTFOLIOS II          SHARES INTERNATN | 2500-12-31      | N/A      | 0.0000% | $883.00            | $27193.40          | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $3076.00           | $974138.44         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $23515.00          | $598696.60         | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $203098.00         | $4488465.80        | Equities   |
| WISDOMTREE TR                  TRUE DEVELOPED I | 2500-12-31      | N/A      | 0.0000% | $22252.00          | $1651988.48        | Equities   |
| TELECOM ARGENTINA SA           SPON ADR REP B   | 2500-12-31      | N/A      | 0.0000% | $123659.00         | $1392400.34        | Equities   |
| T ROWE PRICE ETF INC           ULTRA SHRT TRM   | 2500-12-31      | N/A      | 0.0000% | $1778.00           | $88659.97          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $230368.00         | $25064038.40       | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $13157.00          | $797958.89         | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $1838.00           | $101365.70         | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $3590.00           | $80505.75          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $166638.00         | $25064021.58       | Equities   |
| PIMCO ETF TR                   MUNI INCOME OPP  | 2500-12-31      | N/A      | 0.0000% | $5293.00           | $244007.30         | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $70218.00          | $3008139.12        | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5423.00           | $323410.37         | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1423.00           | $34042.14          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $2725.00           | $366797.26         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $6188656.00        | $25064056.80       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5976.00           | $205241.54         | Equities   |

### Security 640: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVGX9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVGX9
- **C.18 - Value (incl. sponsor support):** $304770072.70
- **C.18.a - Value (excl. sponsor support):** $304770072.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $2184000.00        | $1674400.00        | Corporate Debt Securities                 |
| APIDOS CLO XX 2015-20          SUB    20270119 FLT | 2027-01-19      | 0.0000%  | 0.0000% | $12499970.00       | $124999.70         | Asset-Backed Securities                   |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $1217000.00        | $1219418.79        | Corporate Debt Securities                 |
| CHAMPION IRON CDA INC          SR 144A NT 32       | 2032-07-15      | 7.8750%  | 0.0000% | $64000.00          | $68757.60          | Corporate Debt Securities                 |
| BELL CDA                       JR SB GLBL -A 55    | 2055-09-15      | 6.8750%  | 0.0000% | $1187000.00        | $1277897.49        | Corporate Debt Securities                 |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $5121000.00        | $5219374.41        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 30       | 2030-09-05      | 5.7300%  | 0.0000% | $100000.00         | $105504.67         | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $51000.00          | $52153.88          | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR 144A NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $568000.00         | $604848.92         | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR DEB 5.875%40     | 2040-11-15      | 5.8750%  | 0.0000% | $45000.00          | $43020.71          | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.2900%  | 0.0000% | $9305000.00        | $9330123.50        | Corporate Debt Securities                 |
| TELUS CORPORATION              JR SB GLBL -B 55    | 2055-10-15      | 7.0000%  | 0.0000% | $60000.00          | $64747.60          | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $9000.00           | $8841.97           | Corporate Debt Securities                 |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $40000.00          | $43079.38          | Corporate Debt Securities                 |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $66740.00          | $61867.98          | Corporate Debt Securities                 |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $1031000.00        | $545914.50         | Corporate Debt Securities                 |
| PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32    | 2032-04-30      | 8.5000%  | 0.0000% | $133000.00         | $145784.62         | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR 144A NT 32       | 2032-06-15      | 8.6250%  | 0.0000% | $37964000.00       | $39415363.72       | Corporate Debt Securities                 |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30    | 2030-04-30      | 4.5000%  | 0.0000% | $155000.00         | $154152.92         | Corporate Debt Securities                 |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $3500000.00        | $3520400.14        | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 13.8025% | 0.0000% | $5500000.00        | $5611100.00        | Corporate Debt Securities                 |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $577000.00         | $606110.61         | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29       | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $90425.52          | Corporate Debt Securities                 |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $1888000.00        | $1477674.67        | Corporate Debt Securities                 |
| GRUBHUB HLDGS INC              1LIEN GLBL PIK30    | 2030-07-31      | 13.0000% | 0.0000% | $99835.00          | $85040.23          | Corporate Debt Securities                 |
| HUGHES SATELLITE S             1LIEN GLBL NT 26    | 2026-08-01      | 5.2500%  | 0.0000% | $524000.00         | $502826.03         | Corporate Debt Securities                 |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $47000.00          | $47600.58          | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -B VR 144A NT 29    | 2029-01-08      | 11.3025% | 0.0000% | $3000000.00        | $3150300.00        | Corporate Debt Securities                 |
| TOPANGA RE LIMITED             SR CL B 144A 30     | 2030-01-07      | 9.3000%  | 0.0000% | $3250000.00        | $3297260.42        | Corporate Debt Securities                 |
| US FOODS INC                   SR GLBL 144A 28     | 2028-09-15      | 6.8750%  | 0.0000% | $34000.00          | $36141.57          | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 31     | 2031-09-01      | 3.8750%  | 0.0000% | $616000.00         | $577841.54         | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29      | 2029-06-15      | 6.6250%  | 0.0000% | $279000.00         | $292227.39         | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC          SR GLBL REGS 29     | 2029-08-15      | 4.3750%  | 0.0000% | $372000.00         | $366251.98         | Corporate Debt Securities                 |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $3122000.00        | $3349700.03        | Corporate Debt Securities                 |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $1579000.00        | $1581615.88        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.3026%  | 0.0000% | $14535000.00       | $15014655.00       | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $200000.00         | $210349.33         | Corporate Debt Securities                 |
| COMISION EJECUTIVA HIDROELECTR SR GLBL REGS 33     | 2033-01-24      | 8.6500%  | 0.0000% | $91000.00          | $97818.55          | Corporate Debt Securities                 |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $308805.00         | $285170.61         | Corporate Debt Securities                 |
| EAGLE RE LTD 2023-1            B-1    20330926 FLT | 2033-09-26      | 10.5172% | 0.0000% | $1042345.00        | $1117780.85        | Asset-Backed Securities                   |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $295000.00         | $304578.65         | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $337000.00         | $344564.53         | Corporate Debt Securities                 |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $11636000.00       | $12608381.73       | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48    | 2048-04-01      | 5.7500%  | 0.0000% | $2110000.00        | $1894166.93        | Corporate Debt Securities                 |
| CROWN AMERS LLC                SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $81000.00          | $84577.91          | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $117930000.00      | $47047976.95       | Corporate Debt Securities                 |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $4419000.00        | $370806.67         | Corporate Debt Securities                 |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 30     | 2030-08-01      | 7.0000%  | 0.0000% | $42000.00          | $43340.03          | Corporate Debt Securities                 |
| OSAIC HLDGS INC                SR SEC 144A NT32    | 2032-08-01      | 6.7500%  | 0.0000% | $19000.00          | $19306.19          | Corporate Debt Securities                 |
| BAIN CAPITAL CR CLO LTD 2024-2 E      20370715 FLT | 2037-07-15      | 10.3122% | 0.0000% | $4550190.00        | $4375723.60        | Asset-Backed Securities                   |
| C-BASS ABS 2006-SL1            A1 144 20360925 FLT | 2036-09-25      | 3.9682%  | 0.0000% | $92110078.00       | $368671.01         | Asset-Backed Securities                   |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.5200%  | 0.0000% | $1250000.00        | $1302875.00        | Corporate Debt Securities                 |
| WYNN LAS VEGAS LLC / WYNN      SR GLBL 144A 27     | 2027-05-15      | 5.2500%  | 0.0000% | $60000.00          | $61142.10          | Corporate Debt Securities                 |
| INSTITUTO COSTARRI             GLBL REGS NT 31     | 2031-10-07      | 6.7500%  | 0.0000% | $1178000.00        | $1272357.80        | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 12.0600% | 0.0000% | $401000.00         | $108823.60         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 34     | 2034-01-17      | 8.2500%  | 0.0000% | $22107968.00       | $22917709.17       | Corporate Debt Securities                 |
| TOWD POINT MTG TR 2024-CES6    B2     20641125 FLT | 2064-11-25      | 8.2299%  | 0.0000% | $1583382.00        | $1599316.87        | Asset-Backed Securities                   |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $750000.00         | $98063.39          | Corporate Debt Securities                 |
| Freddie Mac                                        | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2293555.67        | Agency Collateralized Mortgage Obligation |
| MURPHY OIL USA INC             SR GLBL NT 27       | 2027-05-01      | 5.6250%  | 0.0000% | $26000.00          | $26465.27          | Corporate Debt Securities                 |
| MYLAN INC                      SR NT 5.4%43        | 2043-11-29      | 5.4000%  | 0.0000% | $1365000.00        | $1230670.35        | Corporate Debt Securities                 |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $190000.00         | $194344.67         | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $140000.00         | $146721.17         | Corporate Debt Securities                 |
| UNISON TRUST 2026-1            A      20560225 6.0 | 2056-02-25      | 6.0000%  | 0.0000% | $5000000.00        | $4868285.00        | Asset-Backed Securities                   |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 6.6555%  | 0.0000% | $18343000.00       | $18559447.40       | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 5.3%091327       | 2027-09-13      | 5.3000%  | 0.0000% | $140000.00         | $144276.22         | Corporate Debt Securities                 |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $43000.00          | $44731.88          | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $99958.00          | $99770.27          | Corporate Debt Securities                 |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $26000.00          | $26021.84          | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $9180000.00        | $6175722.60        | Corporate Debt Securities                 |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $853000.00         | $329807.71         | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-11-07      | 5.8750%  | 0.0000% | $446000.00         | $468804.60         | Corporate Debt Securities                 |
| FREEDOM MTG HLDGS LLC          SR 144A NT 32       | 2032-04-01      | 8.3750%  | 0.0000% | $1495000.00        | $1564435.69        | Corporate Debt Securities                 |
| SECURITIZED ASSET REC 2006-OP1 B-2    20351025 FLT | 2035-10-25      | 5.8882%  | 0.0000% | $763600.00         | $358249.40         | Asset-Backed Securities                   |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21368.64          | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $29000.00          | $30500.51          | Corporate Debt Securities                 |
| FNMA REMIC TRUST 2004-W1       1-A-7  20431125 5.6 | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1098768.77        | Agency Collateralized Mortgage Obligation |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 6%29     | 2029-08-01      | 6.0000%  | 0.0000% | $1655000.00        | $1548506.27        | Corporate Debt Securities                 |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $99000.00          | $108649.20         | Corporate Debt Securities                 |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 19.8025% | 0.0000% | $1000000.00        | $1062900.00        | Corporate Debt Securities                 |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $72000.00          | $75548.60          | Corporate Debt Securities                 |
| LSF12 HELIX PARENT LLC         SR SEC GLBL 33      | 2033-02-01      | 7.1250%  | 0.0000% | $9424000.00        | $9541556.55        | Corporate Debt Securities                 |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $1606000.00        | $1671198.25        | Corporate Debt Securities                 |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-04-06      | 6.7900%  | 0.0000% | $5280000.00        | $5258352.00        | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $87000.00          | $94366.94          | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $84000.00          | $88843.44          | Corporate Debt Securities                 |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36    | 2036-07-18      | 7.2000%  | 0.0000% | $31000.00          | $34566.55          | Corporate Debt Securities                 |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.0400% | 0.0000% | $5350000.00        | $5498195.00        | Corporate Debt Securities                 |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $588000.00         | $636242.46         | Corporate Debt Securities                 |
| EATON VANCE CLO LTD 2020-2R2   E-R2   20371015 FLT | 2037-10-15      | 10.1722% | 0.0000% | $2750000.00        | $2711445.32        | Asset-Backed Securities                   |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $423000.00         | $99711.68          | Corporate Debt Securities                 |
| ENCORE CREDIT REC TR 2005-1    M-3    20350325 FLT | 2035-03-25      | 4.5232%  | 0.0000% | $10800000.00       | $1160566.04        | Asset-Backed Securities                   |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $3928000.00        | $3004484.65        | Corporate Debt Securities                 |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $1170000.00        | $275798.27         | Corporate Debt Securities                 |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 28     | 2028-08-15      | 4.0000%  | 0.0000% | $46000.00          | $45140.87          | Corporate Debt Securities                 |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $71000.00          | $74246.28          | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $152000.00         | $162016.80         | Corporate Debt Securities                 |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30     | 2030-03-01      | 5.5000%  | 0.0000% | $850000.00         | $765543.06         | Corporate Debt Securities                 |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $45000.00          | $41538.60          | Corporate Debt Securities                 |
| SOUNDVIEW HM LN 2007-1         M-2    20370325 FLT | 2037-03-25      | 4.3132%  | 0.0000% | $363780.00         | $88343.66          | Asset-Backed Securities                   |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $492000.00         | $369806.47         | Corporate Debt Securities                 |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27    | 2027-10-01      | 8.5000%  | 0.0000% | $2109580.00        | $2036389.29        | Corporate Debt Securities                 |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $9277000.00        | $9263478.77        | Corporate Debt Securities                 |
| SOUNDVIEW HM LN 2005-4         M-3    20360325 FLT | 2036-03-25      | 4.5382%  | 0.0000% | $800000.00         | $381958.35         | Asset-Backed Securities                   |
| SCIH SALT HOLDINGS INC         SR GLBL 144A 29     | 2029-05-01      | 6.6250%  | 0.0000% | $2300000.00        | $2343509.61        | Corporate Debt Securities                 |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.0500%  | 0.0000% | $9250000.00        | $9434075.00        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT7.5%31    | 2031-09-15      | 7.5000%  | 0.0000% | $230000.00         | $248105.60         | Corporate Debt Securities                 |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $84000.00          | $89315.10          | Corporate Debt Securities                 |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $25000.00          | $23892.05          | Corporate Debt Securities                 |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC 144A NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $251000.00         | $273553.67         | Corporate Debt Securities                 |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $2515000.00        | $1667319.25        | Corporate Debt Securities                 |
| CENTRAIS ELET BRAS SA          SR GLBL 144A 35     | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $473200.00         | Corporate Debt Securities                 |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $69000.00          | $71431.20          | Corporate Debt Securities                 |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $507000.00         | $500997.12         | Corporate Debt Securities                 |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $99000.00          | $98373.33          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40       | 2040-06-01      | 6.3500%  | 0.0000% | $14000.00          | $11443.31          | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $24000.00          | $24683.88          | Corporate Debt Securities                 |
| GNRA 2025-100 FD                                   | 2055-05-20      | 5.0115%  | 0.0000% | $6157056.00        | $4358173.24        | Agency Collateralized Mortgage Obligation |
| JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26     | 2026-08-15      | 6.0000%  | 0.0000% | $48000.00          | $48071.04          | Corporate Debt Securities                 |
| MBIA INC                       SR GLBL DEB 27      | 2027-07-15      | 7.1500%  | 0.0000% | $158000.00         | $159317.98         | Corporate Debt Securities                 |
| LONG BEACH MTG LN TR 2005-WL1  I/IIM4 20350625 FLT | 2035-06-25      | 4.8382%  | 0.0000% | $639993.00         | $301071.21         | Asset-Backed Securities                   |
| MEADOWS LTD                    -A-20251 144A 29    | 2029-12-07      | 15.9077% | 0.0000% | $4750000.00        | $4660700.00        | Corporate Debt Securities                 |
| MAXIM CRANE WKS HLDGS CAP LLC  SR SEC 144A NT28    | 2028-09-01      | 11.5000% | 0.0000% | $2771000.00        | $3087121.84        | Corporate Debt Securities                 |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 29     | 2029-02-15      | 5.6250%  | 0.0000% | $69000.00          | $69082.46          | Corporate Debt Securities                 |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.3026%  | 0.0000% | $10900000.00       | $11450450.00       | Corporate Debt Securities                 |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $7731000.00        | $7915742.98        | Corporate Debt Securities                 |
| OLIN CORP                      SR GLBL NT 29       | 2029-08-01      | 5.6250%  | 0.0000% | $364000.00         | $366512.51         | Corporate Debt Securities                 |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $1485000.00        | $1149493.54        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $288000.00         | $296578.36         | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $53000.00          | $53099.42          | Corporate Debt Securities                 |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $10100000.00       | $9584058.33        | Corporate Debt Securities                 |
| LITHIA MTRS INC                SR GLBL 144A 30     | 2030-10-01      | 5.5000%  | 0.0000% | $45000.00          | $46362.78          | Corporate Debt Securities                 |
| MIDWEST GAMING BORROWER LLC /  SR SEC 144A NT29    | 2029-05-01      | 4.8750%  | 0.0000% | $184000.00         | $183686.89         | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $499000.00         | $517678.82         | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL REGS 33     | 2033-01-15      | 8.0000%  | 0.0000% | $107000.00         | $110598.77         | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $1112000.00        | $1004281.95        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 7.8000%  | 0.0000% | $5855000.00        | $5830994.50        | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $1072000.00        | $1100708.16        | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $630000.00         | $630820.05         | Corporate Debt Securities                 |
| PANTHER ES IS LLC/CO-IS INC    SR SEC 144A NT31    | 2031-06-01      | 7.1250%  | 0.0000% | $8000.00           | $8246.56           | Corporate Debt Securities                 |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $230000.00         | $239515.10         | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-11-15      | 5.3750%  | 0.0000% | $71000.00          | $71371.98          | Corporate Debt Securities                 |
| BUCKEYE PARTNERS L P           SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $160000.00         | $167720.71         | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $88000.00          | $80596.71          | Corporate Debt Securities                 |
| FLAGSTAR BANK NATIONAL ASSOCIA LW TIER II 30       | 2030-11-01      | 7.5736%  | 0.0000% | $1991000.00        | $1923101.61        | Corporate Debt Securities                 |

### Security 641: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EYCL3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1EYCL3
- **C.18 - Value (incl. sponsor support):** $574656707.75
- **C.18.a - Value (excl. sponsor support):** $574656707.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FIELDSTONE MTG INV 2004-5      M5     20350225 FLT | 2035-02-25      | 6.5632%  | 0.0000% | $1750000.00        | $655.59            | Asset-Backed Securities                           |
| BOYCE PK CLO LTD 2022-1        SUB NT 20350423 FLT | 2035-04-23      | 0.0000%  | 0.0000% | $350000.00         | $115500.00         | Asset-Backed Securities                           |
| BANK 2020-BNK26                F      20630316 FLT | 2063-03-16      | 1.9688%  | 0.0000% | $2070480.00        | $618907.63         | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD 2021-21      SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $6300000.00        | $441000.00         | Asset-Backed Securities                           |
| ANSONIA CDO 2006-1             C 144A 20460728 5.9 | 2046-07-28      | 5.9610%  | 0.0000% | $10000000.00       | $43061.67          | Asset-Backed Securities                           |
| MONROE CAP MML CLO LTD 2018-6  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $538236.00         | $52144.84          | Asset-Backed Securities                           |
| LNR CDO IV LTD 2006-1          E 144A 20430528 FLT | 2043-05-28      | 6.6874%  | 0.0000% | $7500000.00        | $562629.06         | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2005-4      M-5    20350925 FLT | 2035-09-25      | 4.8082%  | 0.0000% | $12171000.00       | $12078209.79       | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2024-1    A      20271015 6.6 | 2027-10-15      | 6.6100%  | 0.0000% | $615000.00         | $58094.26          | Asset-Backed Securities                           |
| STRATA CLO LTD 2021-2          SUB    20331020 FLT | 2033-10-20      | 0.0000%  | 0.0000% | $2025000.00        | $162000.00         | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2019-24R   E-R    20341025 FLT | 2034-10-25      | 10.6496% | 0.0000% | $2500000.00        | $2327925.85        | Asset-Backed Securities                           |
| VOYA CLO LTD 2020-1            SUB    20310716 FLT | 2031-07-16      | 0.0000%  | 0.0000% | $6000000.00        | $2036514.00        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C9       E      20460517 FLT | 2046-05-17      | 3.7927%  | 0.0000% | $4352000.00        | $3983390.77        | Private Label Collateralized Mortgage Obligations |
| GSR MTG TR 2004-14             1B1    20341225 FLT | 2034-12-25      | 4.3382%  | 0.0000% | $9890000.00        | $450594.26         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C33 G      20481217 FLT | 2048-12-17      | 4.7953%  | 0.0000% | $4707000.00        | $3469356.83        | Private Label Collateralized Mortgage Obligations |
| OWNIT MTG LN TR 2005-3         M-1    20360625 FLT | 2036-06-25      | 4.4632%  | 0.0000% | $27010000.00       | $4361626.49        | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M6     20351225 FLT | 2035-12-25      | 4.8382%  | 0.0000% | $6586368.00        | $1836.21           | Asset-Backed Securities                           |
| LEXN 2007-5A A3                                    | 2051-04-10      | 2.8178%  | 0.0000% | $45000000.00       | $162065.62         | Asset-Backed Securities                           |
| MTN COML MTG TR 2022-LPFL      F      20390315 FLT | 2039-03-15      | 8.9452%  | 0.0000% | $708695.00         | $712360.17         | Private Label Collateralized Mortgage Obligations |
| RCKT MRTG TR 2024-CES6         XS     20440925 FLT | 2044-09-25      | 0.0000%  | 0.0000% | $64066000.00       | $3847654.34        | Asset-Backed Securities                           |
| RR 2018-4 LTD                  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $3000000.00        | $15000.00          | Asset-Backed Securities                           |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $3385050.00        | Asset-Backed Securities                           |
| VERUS SEC TR 2023-6            B-1    20680925 FLT | 2068-09-25      | 7.7692%  | 0.0000% | $5000000.00        | $5068432.62        | Private Label Collateralized Mortgage Obligations |
| LCM 41 LTD                     -E FL 144A NT 36    | 2036-04-15      | 11.2222% | 0.0000% | $6000000.00        | $6084193.70        | Asset-Backed Securities                           |
| RR LTD 2025-36R                D-R    20400117 FLT | 2040-01-17      | 8.9222%  | 0.0000% | $2000000.00        | $2020574.12        | Asset-Backed Securities                           |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $20000000.00       | $21567306.42       | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2025-CES7          B-2R   20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $340000.00         | $321781.72         | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2025-3    B-6    20550825 FLT | 2055-08-25      | 6.3171%  | 0.0000% | $860228.00         | $563915.96         | Private Label Collateralized Mortgage Obligations |
| PRET 2026-NPL2 0.0 25FEB56 144A                    | 2056-02-25      | 0.0000%  | 0.0000% | $49380864.00       | $49007643.43       | Asset-Backed Securities                           |
| SHARPS SP I NIM 2005-HE4N      N      20350725 5.2 | 2035-07-25      | 5.2500%  | 0.0000% | $7995358.00        | $388.24            | Asset-Backed Securities                           |
| SILVER PT INCO 0.0 15OCT37 144A FRN                | 2037-10-15      | 0.0000%  | 0.0000% | $1000000.00        | $684382.00         | Asset-Backed Securities                           |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $89800.31          | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $4604336.00        | $2428883.98        | Asset-Backed Securities                           |
| SOUND POINT CLO XIX 2018-19    SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $1250000.00        | $119826.25         | Asset-Backed Securities                           |
| KKR CLO 2020-32 LTD            SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $3750000.00        | $1462500.00        | Asset-Backed Securities                           |
| GCAT TR 2024-INV3              B-6    20540925 FLT | 2054-09-25      | 6.9922%  | 0.0000% | $3517784.00        | $2187122.25        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    F      20470917 FLT | 2047-09-17      | 3.2190%  | 0.0000% | $6413000.00        | $232822.89         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST           B-1B   20650525 FLT | 2065-05-25      | 7.0833%  | 0.0000% | $6587000.00        | $5409249.81        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 6.5245%  | 0.0000% | $2180000.00        | $2081191.50        | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2023-30R           E-R    20390126 FLT | 2039-01-26      | 8.4189%  | 0.0000% | $6000000.00        | $5512928.96        | Asset-Backed Securities                           |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $50000.00          | Asset-Backed Securities                           |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.6882%  | 0.0000% | $2500000.00        | $2370113.64        | Asset-Backed Securities                           |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4500000.00        | $2355979.50        | Asset-Backed Securities                           |
| GS MTG BACKED SECU TR 2025-HE2 A-1    20651228 FLT | 2065-12-28      | 5.2172%  | 0.0000% | $11023000.00       | $10132919.62       | Asset-Backed Securities                           |
| GSAMP TRUST 2004-OPT           M-2    20341125 FLT | 2034-11-25      | 3.5057%  | 0.0000% | $10590000.00       | $1055125.26        | Asset-Backed Securities                           |
| FREDDIE MAC MSCR TR 2024-MN9   B-1    20441025 FLT | 2044-10-25      | 9.6676%  | 0.0000% | $4116000.00        | $4363610.60        | Private Label Collateralized Mortgage Obligations |
| ASSET BACKED FDG 2004-FF1      M-2    20340125 FLT | 2034-01-25      | 5.9632%  | 0.0000% | $2250000.00        | $85733.59          | Asset-Backed Securities                           |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $123865.77         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2016-II        SUB NT 20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $3000000.00        | $977163.00         | Asset-Backed Securities                           |
| BA ALTERNATIVE LN TR 2006-5    2-A-1  20460625 FLT | 2046-06-25      | 4.1382%  | 0.0000% | $29088000.00       | $1005425.01        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDING TR 2023-NQM5  B-3    20630625 FLT | 2063-06-25      | 7.2895%  | 0.0000% | $17336640.00       | $14492890.18       | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $6116000.00        | $6551131.66        | Asset-Backed Securities                           |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.0000%  | 0.0000% | $7000000.00        | $801111.11         | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $757256.25         | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2410%  | 0.0000% | $5840000.00        | $3171268.07        | Private Label Collateralized Mortgage Obligations |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $340000.00         | Asset-Backed Securities                           |
| ABS CORP HEQ NC 2006-HE2       A4     20360325 FLT | 2036-03-25      | 2.9425%  | 0.0000% | $800000.00         | $595788.44         | Asset-Backed Securities                           |
| BAIN CAPITAL CR 2020-3 LTD     SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $8000000.00        | $3454368.00        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1188526.93        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $2100000.00        | $588000.00         | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $706891.43         | Asset-Backed Securities                           |
| BENEFIT STR PT CLO LTD 2024-37 E      20380125 FLT | 2038-01-25      | 9.0180%  | 0.0000% | $3000000.00        | $3033978.05        | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD 2021-FL3  A-S    20361118 FLT | 2036-11-18      | 5.3241%  | 0.0000% | $16000000.00       | $16027629.07       | Private Label Collateralized Mortgage Obligations |
| FARM MORGAGE TRUST 2024-1      B      20540725 FLT | 2054-07-25      | 5.5770%  | 0.0000% | $4100000.00        | $3223850.44        | Private Label Collateralized Mortgage Obligations |
| NAVIENT EDUCATION LN TR 2025-A B      20550715 5.3 | 2055-07-15      | 5.3200%  | 0.0000% | $3735000.00        | $3796139.46        | Asset-Backed Securities                           |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.0882%  | 0.0000% | $100000.00         | $97804.31          | Asset-Backed Securities                           |
| GSAA HEQ TR 2004-11            M-1    20341225 FLT | 2034-12-25      | 4.5832%  | 0.0000% | $5554000.00        | $385361.16         | Private Label Collateralized Mortgage Obligations |
| SUMMER STR LTD 2005-1          C      20451206 FLT | 2045-12-06      | 6.5994%  | 0.0000% | $3000000.00        | $97111.32          | Asset-Backed Securities                           |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.7 | 2048-07-20      | 7.7100%  | 0.0000% | $14218000.00       | $6397447.32        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET  2005-EFC2   M-8    20350725 FLT | 2035-07-25      | 5.8582%  | 0.0000% | $1500000.00        | $157768.72         | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $730383.36         | Asset-Backed Securities                           |
| LOANCORE ISSUER LTD 2022-CRE7  C      20370121 FLT | 2037-01-21      | 6.1582%  | 0.0000% | $1000000.00        | $997330.61         | Private Label Collateralized Mortgage Obligations |
| SOUNDVIEW HM LN 2005-OPT3      M-4    20351125 FLT | 2035-11-25      | 4.8082%  | 0.0000% | $6548000.00        | $5644016.66        | Asset-Backed Securities                           |
| OBX TRUST 2025-J3              B-4    20551025 FLT | 2055-10-25      | 6.5925%  | 0.0000% | $1798000.00        | $1401453.39        | Private Label Collateralized Mortgage Obligations |
| FIRSTKEY HOMES TRUST 2021-SFR2 E1     20380917 2.2 | 2038-09-17      | 2.2580%  | 0.0000% | $255000.00         | $251690.30         | Asset-Backed Securities                           |
| PMT LN TR 2025-J5              B-6    20570125 FLT | 2057-01-25      | 6.1202%  | 0.0000% | $1130470.00        | $656105.64         | Private Label Collateralized Mortgage Obligations |
| FLEXENTIAL ISSUER LLC 2021-1   A-2    20511127 3.2 | 2051-11-27      | 3.2500%  | 0.0000% | $1917000.00        | $866286.43         | Asset-Backed Securities                           |
| PK BLUE CLO 2023-III LTD 2023- SUB    20360421 FLT | 2036-04-21      | 0.0000%  | 0.0000% | $16500000.00       | $9083596.50        | Asset-Backed Securities                           |
| PMT LN TR 2025-J5              B-5    20570125 FLT | 2057-01-25      | 6.1202%  | 0.0000% | $485000.00         | $331807.93         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1          B-5    20510725 FLT | 2051-07-25      | 3.0890%  | 0.0000% | $1659000.00        | $899927.66         | Private Label Collateralized Mortgage Obligations |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 5.3632%  | 0.0000% | $2600000.00        | $1451321.51        | Asset-Backed Securities                           |
| THUNDERBOLT III AIR LEASE 2019 B      20391115 4.7 | 2039-11-15      | 4.7500%  | 0.0000% | $6639000.00        | $1598422.86        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2025-3    B-4    20550825 FLT | 2055-08-25      | 6.3171%  | 0.0000% | $1549000.00        | $1209283.24        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-CES8          XS     20441025 FLT | 2044-10-25      | 3.2959%  | 0.0000% | $43759000.00       | $2477776.68        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $13283420.00       | $3323192.88        | Asset-Backed Securities                           |
| PROVIDENT FND MTG TR 2021-INV1 B-6    20510825 FLT | 2051-08-25      | 2.7781%  | 0.0000% | $1825072.00        | $649344.67         | Private Label Collateralized Mortgage Obligations |
| OBX 2026-J1 6.08548 25FEB56 144A FR                | 2056-02-25      | 6.0855%  | 0.0000% | $1449496.00        | $933911.82         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-INV3               B-6    20520225 FLT | 2052-02-25      | 3.1726%  | 0.0000% | $3639750.00        | $1798252.96        | Private Label Collateralized Mortgage Obligations |
| HORIZON AIRCRAFT FINANCE II LT B      20390715 4.7 | 2039-07-15      | 4.7030%  | 0.0000% | $6509000.00        | $832920.21         | Asset-Backed Securities                           |
| SOUND PNT CLO IV 2013-4        SUB NT 20310418 FLT | 2031-04-18      | 0.0000%  | 0.0000% | $3625804.00        | $83806.83          | Asset-Backed Securities                           |
| HILLCREST CDO I LTD 2004-1     D      20391210 FLT | 2039-12-10      | 7.4907%  | 0.0000% | $4500000.00        | $145243.09         | Asset-Backed Securities                           |
| YORK CLO-4 LTD 2016-4          SUB    20300122 FLT | 2030-01-22      | 0.0000%  | 0.0000% | $11250000.00       | $3600000.00        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $3236000.00        | $2252410.10        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.2282%  | 0.0000% | $25000000.00       | $4745882.07        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2014-2R2  F-R2   20301021 FLT | 2030-10-21      | 12.1892% | 0.0000% | $3000000.00        | $602762.19         | Asset-Backed Securities                           |
| CWABS INC NIM 2006-17N         N 144A 20370525 7.0 | 2037-05-25      | 7.0000%  | 0.0000% | $2490368.00        | $350.54            | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2005-TC1 M-6    20350525 FLT | 2035-05-25      | 4.9945%  | 0.0000% | $471388.00         | $183875.61         | Asset-Backed Securities                           |
| COMM MTG TR 2024-CBM           E      20411212 FLT | 2041-12-12      | 7.9274%  | 0.0000% | $7975000.00        | $8157431.04        | Private Label Collateralized Mortgage Obligations |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $69417.60          | Asset-Backed Securities                           |
| ANCHORAGE CAP CLO LTD 2021-20  SUB NT 20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $1750000.00        | $315000.00         | Asset-Backed Securities                           |
| CWABS INC 2004-9               MV-5   20341125 FLT | 2034-11-25      | 5.4382%  | 0.0000% | $3000000.00        | $1144782.12        | Asset-Backed Securities                           |
| BATTALION CLO LTD 2021-17      SUB A  20340309 FLT | 2034-03-09      | 0.0000%  | 0.0000% | $7856250.00        | $471375.00         | Asset-Backed Securities                           |
| CWABS ASSET BACKED CERTFICATES TRUST 2005 10       | 2037-01-25      | 6.0000%  | 0.0000% | $60913000.00       | $906088.41         | Asset-Backed Securities                           |
| CWABS INC 2005-BC4             M-9    20350325 FLT | 2035-03-25      | 5.5382%  | 0.0000% | $513000.00         | $367663.93         | Asset-Backed Securities                           |
| BANK 2022-BNK40                F      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $8200000.00        | $4831592.61        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2003-44              A-3    20331025 5.0 | 2033-10-25      | 5.0000%  | 0.0000% | $96000.00          | $84851.72          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-2      II-2A1 20360325 FLT | 2036-03-25      | 4.0982%  | 0.0000% | $14000000.00       | $622296.37         | Private Label Collateralized Mortgage Obligations |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $590059.80         | Asset-Backed Securities                           |
| COMM MTG TR 2019- GC44         D      20570817 FLT | 2057-08-17      | 2.5000%  | 0.0000% | $400000.00         | $301963.82         | Private Label Collateralized Mortgage Obligations |
| DUKE FDG VI 2004-6             A1J    20390408 FLT | 2039-04-08      | 7.6000%  | 0.0000% | $38000000.00       | $2803640.91        | Asset-Backed Securities                           |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6313%  | 0.0000% | $533000.00         | $535825.91         | Private Label Collateralized Mortgage Obligations |
| ELEVATION CLO 2013-1R LTD      E-R3   20380726 FLT | 2038-07-26      | 11.4180% | 0.0000% | $4000000.00        | $3796237.40        | Asset-Backed Securities                           |
| TRIMARAN CAVU LTD 2021-2       SUB NT 20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $3000000.00        | $1274946.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2018-2      SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $4083328.00        | $227698.62         | Asset-Backed Securities                           |
| LUX TR 2023-LION               C      20400815 FLT | 2040-08-15      | 7.5980%  | 0.0000% | $2213000.00        | $2208871.73        | Private Label Collateralized Mortgage Obligations |
| SALT TR 2021-1                 C      20330228 5.9 | 2033-02-28      | 5.9260%  | 0.0000% | $8590000.00        | $2480779.19        | Asset-Backed Securities                           |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $7806200.00        | $2085327.43        | Asset-Backed Securities                           |
| VENTURE 31 CLO 2018-31         SUB    20310420 FLT | 2031-04-20      | 0.0000%  | 0.0000% | $900000.00         | $108872.10         | Asset-Backed Securities                           |
| VIBRANT CLO 2021-14 LTD        SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $750000.00         | $247500.00         | Asset-Backed Securities                           |
| OFSI BSL 2018-9 LTD            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4350000.00        | $379124.25         | Asset-Backed Securities                           |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.2013%  | 0.0000% | $25000000.00       | $769141.59         | Asset-Backed Securities                           |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $10635000.00       | $2020650.00        | Asset-Backed Securities                           |
| ELLINGTON CLO LTD 2017-1R      E-R    20291015 FLT | 2029-10-15      | 10.9338% | 0.0000% | $3000000.00        | $1453799.45        | Asset-Backed Securities                           |
| EAGLE RE LTD 2023-1            M-1B   20330926 FLT | 2033-09-26      | 7.6172%  | 0.0000% | $150000.00         | $153218.58         | Asset-Backed Securities                           |
| DRYDEN 37 SR LN FD 2015-37R    FR     20310115 FLT | 2031-01-15      | 11.4138% | 0.0000% | $1152500.00        | $459966.38         | Asset-Backed Securities                           |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $72411.75          | Asset-Backed Securities                           |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $1624794.08        | Asset-Backed Securities                           |
| NEUBERGER BERMAN XXII 2016-22  SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $2500000.00        | $550000.00         | Asset-Backed Securities                           |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1994515.48        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2005-3  C      20370825 FLT | 2037-08-25      | 4.4982%  | 0.0000% | $6701056.00        | $1741.61           | Asset-Backed Securities                           |
| MAGNETITE 2021-30 LTD          SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13846000.00       | $6646080.00        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-4  A-3-L  20380325 FLT | 2038-03-25      | 4.6382%  | 0.0000% | $20904000.00       | $10035185.16       | Asset-Backed Securities                           |
| MASTR ASSET BKD SECS 2004-FRE1 M-7    20340725 FLT | 2034-07-25      | 6.4882%  | 0.0000% | $1400000.00        | $802374.71         | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TR 2025-D  B      20540820 4.8 | 2054-08-20      | 4.8600%  | 0.0000% | $3662000.00        | $3674707.14        | Asset-Backed Securities                           |
| MAGNETITE XVI LTD 2015-16      SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $3443632.00        | $34436.32          | Asset-Backed Securities                           |
| INVITATION HOMES TR 2024-SFR1  F      20410919 4.5 | 2041-09-19      | 4.5000%  | 0.0000% | $7115000.00        | $6767987.22        | Asset-Backed Securities                           |
| GSR MTG LN TR 2006-OA1         1-A-1  20460825 FLT | 2046-08-25      | 4.2282%  | 0.0000% | $83995000.00       | $4258236.13        | Private Label Collateralized Mortgage Obligations |
| GS MTG BCKD SEC TR 2018-RPL1   A2     20571025 FLT | 2057-10-25      | 3.1786%  | 0.0000% | $2724000.00        | $2485387.46        | Asset-Backed Securities                           |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 5.1907%  | 0.0000% | $6500000.00        | $452940.32         | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M8     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $4161536.00        | $1298.91           | Asset-Backed Securities                           |
| GCAT TR 2025-INV5              B-6    20551225 FLT | 2055-12-25      | 6.6102%  | 0.0000% | $2424700.00        | $1740575.29        | Private Label Collateralized Mortgage Obligations |
| FIDELIS MORTGAGE TR 2025-RTL2  A-2    20400725 FLT | 2040-07-25      | 6.0600%  | 0.0000% | $2250000.00        | $2263461.00        | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9000000.00        | $9884732.99        | Asset-Backed Securities                           |
| BWAY MTG TR 2021-145           F      20360915 FLT | 2036-09-15      | 8.6241%  | 0.0000% | $10611000.00       | $8440636.67        | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2022-1700  C      20370215 FLT | 2037-02-15      | 5.9100%  | 0.0000% | $4716000.00        | $1291891.06        | Private Label Collateralized Mortgage Obligations |
| CFMT 2021-FRR1                 A-K99  20290929 0.0 | 2029-09-29      | 0.0000%  | 0.0000% | $750000.00         | $609757.50         | Private Label Collateralized Mortgage Obligations |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.4207%  | 0.0000% | $250000.00         | $28104.75          | Asset-Backed Securities                           |
| APIDOS CLO LTD 2023-46         SUB    20361024 FLT | 2036-10-24      | 0.0000%  | 0.0000% | $2000000.00        | $1141462.00        | Asset-Backed Securities                           |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.0000%  | 0.0000% | $5000000.00        | $44336.49          | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2025-HE1     AIOS   20691125 0.0 | 2069-11-25      | 0.1500%  | 0.0000% | $254556160.00      | $565803.17         | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        F      20371015 FLT | 2037-10-15      | 12.2222% | 0.0000% | $900000.00         | $911625.05         | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.2982%  | 0.0000% | $13886720.00       | $4416475.39        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 11.9138% | 0.0000% | $1050000.00        | $51661.62          | Asset-Backed Securities                           |
| OCTAGON ALTO LTD 2023-70       SUB    20361020 FLT | 2036-10-20      | 0.0000%  | 0.0000% | $3675000.00        | $1249500.00        | Asset-Backed Securities                           |
| ALESCO PREF FDG XVII 2007-17   D      20380923 FLT | 2038-09-23      | 6.6966%  | 0.0000% | $5000000.00        | $3433009.99        | Asset-Backed Securities                           |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $1200000.00        | $1217337.73        | Asset-Backed Securities                           |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $950000.00         | Asset-Backed Securities                           |
| JP MORGAN CHASE 2007-LDP12     B      20510215 FLT | 2051-02-15      | 6.3482%  | 0.0000% | $8309000.00        | $483813.24         | Private Label Collateralized Mortgage Obligations |
| LCM XIII LTD 2013-13           INC    20230119 FLT | 2027-07-19      | 0.0000%  | 0.0000% | $6422528.00        | $642.25            | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $2225000.00        | $2191977.29        | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 4.6845%  | 0.0000% | $5737000.00        | $232958.85         | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.1700%  | 0.0000% | $10372000.00       | $1524960.59        | Asset-Backed Securities                           |
| HUDSONS BAY JV TR 2015-HBS     C-10   20340807 FLT | 2034-08-07      | 5.4470%  | 0.0000% | $5466696.00        | $5398815.73        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $1050000.00        | Asset-Backed Securities                           |
| SATURN VENTURES I LTD 2003-1   A-3    20381103 FLT | 2038-11-03      | 5.3218%  | 0.0000% | $26000000.00       | $1612277.58        | Asset-Backed Securities                           |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.0305%  | 0.0000% | $4000000.00        | $3455620.15        | Asset-Backed Securities                           |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $307057.50         | Asset-Backed Securities                           |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2981888.00        | $298.19            | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2018-1   SUB    20310418 FLT | 2031-04-18      | 0.0000%  | 0.0000% | $1000000.00        | $219528.00         | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR 25-RRTL1  A-1    20401025 FLT | 2040-10-25      | 5.3200%  | 0.0000% | $5000000.00        | $5021521.12        | Asset-Backed Securities                           |
| SUMMER STR LTD 2005-HG1        C 144A 20451208 FLT | 2045-12-08      | 6.9633%  | 0.0000% | $5000000.00        | $103592.29         | Asset-Backed Securities                           |
| SOUND PT CLO XX 0.0625 20JAN32 144A                | 2032-01-20      | 0.0625%  | 0.0000% | $656250.00         | $32162.14          | Asset-Backed Securities                           |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $134931.72         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2025-HE1     XS     20691125 0.0 | 2069-11-25      | 0.0000%  | 0.0000% | $254556160.00      | $1493609.82        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     AIOS   20550225 FLT | 2055-02-25      | 0.0500%  | 0.0000% | $292040704.00      | $212316.54         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM4     B-2    20630525 FLT | 2063-05-25      | 7.0117%  | 0.0000% | $6191000.00        | $5571658.72        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG TR 2023- B-2    20620525 FLT | 2062-05-25      | 4.6694%  | 0.0000% | $3802000.00        | $1069112.41        | Private Label Collateralized Mortgage Obligations |
| AEGIS ABS 2004-3               B2     20340925 FLT | 2034-09-25      | 6.9382%  | 0.0000% | $999996.00         | $168657.43         | Asset-Backed Securities                           |
| ALESCO PREF FDG XIII 2006-13   B 144A 20370923 FLT | 2037-09-23      | 4.5966%  | 0.0000% | $4160000.00        | $3217457.04        | Asset-Backed Securities                           |
| CORONADO CDO 2003              B-1    20380907 FLT | 2038-09-07      | 5.5334%  | 0.0000% | $5000000.00        | $831940.15         | Asset-Backed Securities                           |
| C-BASS CBO 1X 2004-9           D      20390408 FLT | 2039-04-08      | 8.2759%  | 0.0000% | $11500000.00       | $823726.95         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.1932%  | 0.0000% | $6903136.00        | $5836808.28        | Asset-Backed Securities                           |
| COMM MTG TR 2018-HCLV          B      20330915 FLT | 2033-09-15      | 5.3560%  | 0.0000% | $5000000.00        | $3995531.10        | Private Label Collateralized Mortgage Obligations |
| AEGIS ABS 2004-6               N      20350325 4.7 | 2035-03-25      | 4.7500%  | 0.0000% | $10223615.00       | $166.87            | Asset-Backed Securities                           |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $72323.06          | Asset-Backed Securities                           |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $355684.50         | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 6.7132%  | 0.0000% | $1500000.00        | $123015.31         | Asset-Backed Securities                           |
| AEGIS ABS 2006-1               M3     20370125 FLT | 2037-01-25      | 4.3282%  | 0.0000% | $2490368.00        | $623.73            | Asset-Backed Securities                           |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.0182%  | 0.0000% | $3100000.00        | $615193.31         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES3     B-1    20551225 FLT | 2055-12-25      | 6.5880%  | 0.0000% | $11105000.00       | $11353585.43       | Asset-Backed Securities                           |
| COMM MTG TR 2013-CCRE11        G      20500812 FLT | 2050-08-12      | 4.2700%  | 0.0000% | $27162464.00       | $18671520.51       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR 2025-NQM6 B-1B   20650625 FLT | 2065-06-25      | 7.1482%  | 0.0000% | $8607000.00        | $8099547.42        | Private Label Collateralized Mortgage Obligations |
| BRCK TR 2025-830B              C      20421211 FLT | 2042-12-11      | 5.6581%  | 0.0000% | $17200000.00       | $17533652.45       | Private Label Collateralized Mortgage Obligations |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6814868.76        | Asset-Backed Securities                           |
| GREYWOLF CLO 2018-7            SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $3523684.00        | $1587239.93        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      B-1    20350705 FLT | 2035-07-05      | 5.0133%  | 0.0000% | $5500000.00        | $2818093.56        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $11000.00          | Asset-Backed Securities                           |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $380877.96         | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES7          B-1R   20550725 FLT | 2055-07-25      | 6.9700%  | 0.0000% | $793000.00         | $778100.23         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006-3         M-1    20361125 FLT | 2036-11-25      | 4.2232%  | 0.0000% | $30357568.00       | $2720488.66        | Asset-Backed Securities                           |
| RADNOR RE 2024-1 LTD           M-2    20340925 FLT | 2034-09-25      | 7.6672%  | 0.0000% | $965000.00         | $991149.53         | Asset-Backed Securities                           |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.7171%  | 0.0000% | $72737664.00       | $626259.21         | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES12    B-2    20551125 FLT | 2055-11-25      | 7.4420%  | 0.0000% | $2743000.00        | $2581935.92        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $4008575.89        | Asset-Backed Securities                           |
| ALESCO PREF  FDG VI, 2004-6    D1     20350323 FLT | 2035-03-23      | 6.9466%  | 0.0000% | $3000000.00        | $70553.43          | Asset-Backed Securities                           |
| GS MTG SEC CORP TR 2024-MARK   G      20340615 FLT | 2034-06-15      | 10.4431% | 0.0000% | $7400000.00        | $7245792.41        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES11    B-2    20551125 FLT | 2055-11-25      | 7.9110%  | 0.0000% | $4705200.00        | $4494174.13        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 4.8348%  | 0.0000% | $4000000.00        | $2411867.36        | Asset-Backed Securities                           |
| NEWREZ EXC OWNR LLC 2021-GMSR1 A      20261125 3.4 | 2026-11-25      | 3.4740%  | 0.0000% | $2017000.00        | $405982.27         | Private Label Collateralized Mortgage Obligations |
| NAVIENT PVT ED RI LN TR 2021-B B      20690715 2.5 | 2069-07-15      | 2.5200%  | 0.0000% | $3455000.00        | $2793913.39        | Asset-Backed Securities                           |
| NATIXIS COMM MTG SEC 2019-MILE B      20360715 FLT | 2036-07-15      | 5.5390%  | 0.0000% | $5000000.00        | $4700091.67        | Private Label Collateralized Mortgage Obligations |
| SWITCH ABS ISSUER 2025-2 LLC   B      20551025 6.2 | 2055-10-25      | 6.2440%  | 0.0000% | $10000000.00       | $9950378.89        | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     A2 144 20351105 FLT | 2035-11-05      | 4.5748%  | 0.0000% | $4500000.00        | $3207580.73        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      D      20350705 FLT | 2035-07-05      | 6.2633%  | 0.0000% | $10500000.00       | $114893.73         | Asset-Backed Securities                           |
| WAMU MTG CERT 2003-AR9         I-A-7  20330925 FLT | 2033-09-25      | 5.3852%  | 0.0000% | $579998.00         | $4618.35           | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV 2005-7    M4     20350825 FLT | 2035-08-25      | 4.7632%  | 0.0000% | $475136.00         | $226.67            | Asset-Backed Securities                           |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $2370104.00        | $743522.96         | Asset-Backed Securities                           |
| MADISON PARK FDG XXXVI 2019-36 SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $10000000.00       | $3900000.00        | Asset-Backed Securities                           |
| MFA TRUST 2024-RTL3            A1     20391125 FLT | 2039-11-25      | 5.9130%  | 0.0000% | $1270000.00        | $1277745.09        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2005-HE1  B-3    20341225 FLT | 2034-12-25      | 7.3132%  | 0.0000% | $3366000.00        | $632249.87         | Asset-Backed Securities                           |
| MASTR ASSET SEC TR 2006-2      2-A-2  20360625 FLT | 2036-06-25      | 4.2882%  | 0.0000% | $49013000.00       | $908157.63         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN RESECURITIZATION TRSER 2016-1           | 2036-01-28      | 2.5000%  | 0.0000% | $4000000.00        | $210339.71         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN COML TR 2021-1MEM   E      20411010 FLT | 2041-10-10      | 2.6535%  | 0.0000% | $4000000.00        | $2780605.75        | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXV 2007-25    C-1    20370622 FLT | 2037-06-22      | 4.8348%  | 0.0000% | $3900000.00        | $2044191.96        | Asset-Backed Securities                           |
| KKR CLO 25 LTD                 SUB    20320415 FLT | 2032-04-15      | 0.0000%  | 0.0000% | $8979570.00        | $3335075.15        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 2020-F1      B-3    20360125 FLT | 2036-01-25      | 2.1583%  | 0.0000% | $1033000.00        | $552271.41         | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PTNRS 26 2016-26R  F-R    20300715 FLT | 2030-07-15      | 12.0238% | 0.0000% | $999999.00         | $21481.74          | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    D      20330516 5.5 | 2033-05-16      | 5.5440%  | 0.0000% | $1540000.00        | $1543397.24        | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV4   B-6    20511225 FLT | 2051-12-25      | 3.0932%  | 0.0000% | $9415000.00        | $5132275.74        | Private Label Collateralized Mortgage Obligations |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1438033.50        | Asset-Backed Securities                           |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 4.5338%  | 0.0000% | $15663312.00       | $11675673.54       | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2016-NXS6  G      20491118 FLT | 2049-11-18      | 2.3090%  | 0.0000% | $5565000.00        | $73785.29          | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV2              B-6    20550525 FLT | 2055-05-25      | 7.0293%  | 0.0000% | $2485932.00        | $1676463.18        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV 2004-8    M9     20340925 FLT | 2034-09-25      | 7.5382%  | 0.0000% | $3000000.00        | $470989.13         | Asset-Backed Securities                           |
| OCTAGON LTD 2021-51            F      20340720 FLT | 2034-07-20      | 10.4572% | 0.0000% | $1262750.00        | $1048585.32        | Asset-Backed Securities                           |
| WHITEBOX CLO II LTD 2020       SUB    20311024 FLT | 2031-10-24      | 0.0000%  | 0.0000% | $14734000.00       | $7797910.56        | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2014-1R    F      20300715 FLT | 2030-07-15      | 12.4338% | 0.0000% | $4500000.00        | $1062629.15        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1J    20441103 FLT | 2044-11-03      | 7.3500%  | 0.0000% | $9000000.00        | $681928.32         | 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                           |
| WELLS FARGO MBS 2004-U         A-1    20341025 FLT | 2034-10-25      | 6.6893%  | 0.0000% | $300000.00         | $408.54            | Private Label Collateralized Mortgage Obligations |
| MORTGAGE EQU CONV TR 2010-1    A      20600725 FLT | 2060-07-25      | 4.0000%  | 0.0000% | $40000000.00       | $1516003.39        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 2020-F1      A-5    20360125 FLT | 2036-01-25      | 2.0000%  | 0.0000% | $17703000.00       | $6028362.79        | Private Label Collateralized Mortgage Obligations |
| RENAISSANCE HEQ 2007-2         N 144A 20370625 0.0 | 2037-06-25      | 8.3530%  | 0.0000% | $2475000.00        | $6412.68           | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $1401550.64        | Asset-Backed Securities                           |
| KKR CLO 15 LTD 2016-15         SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $200000.00         | $33250.80          | Asset-Backed Securities                           |
| PEOPLES FIN MTG SEC TR 2006-1  2A2    20360925 FLT | 2036-09-25      | 3.9282%  | 0.0000% | $4000000.00        | $285405.19         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $650000.00         | $188500.00         | Asset-Backed Securities                           |
| MF1 LTD  2021-FL7              C      20361021 FLT | 2036-10-21      | 5.8305%  | 0.0000% | $11166000.00       | $11137366.68       | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO 2024-5R LTD       F-R    20370722 FLT | 2037-07-22      | 11.9692% | 0.0000% | $5625000.00        | $5347801.12        | Asset-Backed Securities                           |
| GCAT TR 2024-INV4              B-5    20541225 FLT | 2054-12-25      | 7.0246%  | 0.0000% | $899000.00         | $746301.64         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-2        B      20550925 FLT | 2055-09-25      | 5.7027%  | 0.0000% | $8000000.00        | $6657504.94        | Private Label Collateralized Mortgage Obligations |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 5.8132%  | 0.0000% | $4210840.00        | $3370259.30        | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 2007-1      I-A-1  20470125 FLT | 2047-01-25      | 4.1082%  | 0.0000% | $169999.00         | $7367.82           | Private Label Collateralized Mortgage Obligations |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.0900%  | 0.0000% | $35918000.00       | $273318.68         | Asset-Backed Securities                           |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $7493736.00        | $1873434.00        | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTG 2016-1  SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $14330000.00       | $3694632.25        | Asset-Backed Securities                           |
| DRYDEN LOAN FUND 2016-45R      F-R    20301015 FLT | 2030-10-15      | 12.0538% | 0.0000% | $1650000.00        | $448020.53         | Asset-Backed Securities                           |
| GALLERIA CDO CDO 2002-3        C-2    20370919 FLT | 2037-09-19      | 11.0210% | 0.0000% | $8100000.00        | $1352841.30        | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD 2019-2RR   E-RR   20380125 FLT | 2038-01-25      | 11.3380% | 0.0000% | $1980000.00        | $1311726.72        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.1100%  | 0.0000% | $1000000.00        | $57831.37          | Asset-Backed Securities                           |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $9091053.63        | Asset-Backed Securities                           |
| ATTENTUS CDO 2007-3 LTD        E-2    20421011 7.9 | 2042-10-11      | 7.9820%  | 0.0000% | $5950000.00        | $160563.91         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2015-9     1A2    20360220 FLT | 2036-02-20      | 4.6427%  | 0.0000% | $500000.00         | $231800.20         | Private Label Collateralized Mortgage Obligations |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $1047546.24        | Asset-Backed Securities                           |

### Security 642: 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: ARP1EYFJ5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EYFJ5
- **C.18 - Value (incl. sponsor support):** $399560572.00
- **C.18.a - Value (excl. sponsor support):** $399560572.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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? 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 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.0376%  | 0.0000% | $1710000.00        | $1723624.42        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $6000000.00        | $497177.38         | Asset-Backed Securities |
| CAPITAL ONE MUL EX TR 2024-1   A      20290917 3.9 | 2029-09-17      | 3.9200%  | 0.0000% | $60000.00          | $60277.90          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2709000.00        | $249522.23         | Asset-Backed Securities |
| AMERI AUTOMOBILE REC TR 2023-1 B      20280320 5.5 | 2028-03-20      | 5.5700%  | 0.0000% | $25000.00          | $25209.71          | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-3RR       A-1RR  20370720 FLT | 2037-07-20      | 5.0476%  | 0.0000% | $6550000.00        | $6599308.75        | Asset-Backed Securities |
| GM FINANCIAL AUTOMOBILE 2024-1 A-3    20270322 5.0 | 2027-03-22      | 5.0900%  | 0.0000% | $69000.00          | $19215.19          | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         D      20271015 2.4 | 2027-10-15      | 2.4800%  | 0.0000% | $205000.00         | $72916.63          | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20420819 4.7 | 2042-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $4015841.78        | Asset-Backed Securities |
| MORGAN STNY ETN VC CL 2023-19R A-2-R  20380715 FLT | 2038-07-15      | 5.3222%  | 0.0000% | $1500000.00        | $1513930.59        | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1752337.03        | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $5250000.00        | $4475084.76        | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.1722%  | 0.0000% | $5000000.00        | $5037489.46        | Asset-Backed Securities |
| RR LTD 2024-32R                A-1R   20391017 FLT | 2039-10-17      | 5.0322%  | 0.0000% | $750000.00         | $756323.00         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $1235.64           | Asset-Backed Securities |
| RADNOR RE 2021-1 LTD           M-2    20331227 FLT | 2033-12-27      | 6.8172%  | 0.0000% | $5000000.00        | $2450751.68        | Asset-Backed Securities |
| VENTURE XXX CLO 2017-30        D      20310115 FLT | 2031-01-15      | 6.9338%  | 0.0000% | $1675000.00        | $1569645.92        | Asset-Backed Securities |
| WORLD OMNI SELECT AUTO TR 2023 B      20280815 5.8 | 2028-08-15      | 5.8700%  | 0.0000% | $115000.00         | $115705.95         | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.4338%  | 0.0000% | $2000000.00        | $1716478.52        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $9715000.00        | $1047209.30        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1128000.00        | $1112511.43        | Asset-Backed Securities |
| FORTRESS CREDIT BSL 2025-24    A      20380420 FLT | 2038-04-20      | 4.9376%  | 0.0000% | $7900000.00        | $7958317.34        | Asset-Backed Securities |
| WORLD OMNI SET AUTO TR  2024-A A-3    20300215 4.9 | 2030-02-15      | 4.9800%  | 0.0000% | $1125000.00        | $1056544.13        | Asset-Backed Securities |
| REGATTA VIII 5.8724 17APR37 144A FR                | 2037-04-17      | 5.2176%  | 0.0000% | $10000000.00       | $10059874.98       | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.3292%  | 0.0000% | $4000000.00        | $3773945.68        | Asset-Backed Securities |
| MARINER FINANCE ISS TR 2024-B  C      20381122 5.7 | 2038-11-22      | 5.7300%  | 0.0000% | $1823000.00        | $1886107.10        | Asset-Backed Securities |
| HONDA AUTO RECE OWN TR 2025-1  A-4    20310521 4.6 | 2031-05-21      | 4.6400%  | 0.0000% | $182000.00         | $185607.48         | Asset-Backed Securities |
| VERIZON MASTER TRUST           A      20331020 0.0 | 2033-10-20      | 4.2800%  | 0.0000% | $10413000.00       | $10544539.34       | 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         | $48612.47          | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20632.66          | Asset-Backed Securities |
| SILVER PT SCF CLO LTD 2025-5   A-1    20380420 FLT | 2038-04-20      | 5.1676%  | 0.0000% | $1000000.00        | $1009104.72        | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-3R       A-1R   20380331 FLT | 2038-03-31      | 4.8522%  | 0.0000% | $3750000.00        | $3772483.77        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2026-A B      20300916 4.4 | 2030-09-16      | 4.4300%  | 0.0000% | $5000000.00        | $5021798.33        | Asset-Backed Securities |
| EXETER AUTO REC TR 2026-1      A-2    20280915 4.0 | 2028-09-15      | 4.0800%  | 0.0000% | $12050000.00       | $12067966.55       | Asset-Backed Securities |
| BRIDGECREST LEN AUTO 2024-1    B      20280815 5.4 | 2028-08-15      | 5.4300%  | 0.0000% | $85000.00          | $38889.09          | Asset-Backed Securities |
| ARI FLEET LEASE TRUST 2024-A   A-3    20321115 5.0 | 2032-11-15      | 5.0000%  | 0.0000% | $250000.00         | $254091.17         | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $948000.00         | $275882.01         | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-2     D      20280315 5.4 | 2028-03-15      | 5.4600%  | 0.0000% | $3800000.00        | $2467562.96        | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $1266704.93        | Asset-Backed Securities |
| DRYDEN 87 CLO LTD 2021-87R     A-2-R  20380820 FLT | 2038-08-20      | 5.2556%  | 0.0000% | $6500000.00        | $6518602.46        | Asset-Backed Securities |
| AIMCO CLO LTD 2024-21          A-1    20370420 FLT | 2037-04-20      | 5.1676%  | 0.0000% | $786000.00         | $791041.97         | Asset-Backed Securities |
| AMSR TRUST 2021-SFR2           D      20380819 2.2 | 2038-08-19      | 2.2780%  | 0.0000% | $210000.00         | $207797.36         | Asset-Backed Securities |
| BOFA AUTO TRUST 2024-1         A-3    20281115 5.3 | 2028-11-15      | 5.3500%  | 0.0000% | $5000.00           | $3609.61           | Asset-Backed Securities |
| AUTONATION FIN TR 2026-1       C      20311014 4.5 | 2031-10-14      | 4.5600%  | 0.0000% | $2925000.00        | $2962474.12        | Asset-Backed Securities |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $3590000.00        | $3565176.35        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    A-3    20270816 5.3 | 2027-08-16      | 5.3400%  | 0.0000% | $3800000.00        | $460661.86         | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $34139.70          | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      B      20290917 5.5 | 2029-09-17      | 5.5500%  | 0.0000% | $100000.00         | $101358.20         | Asset-Backed Securities |
| 37 CAPITAL CLO LTD 2022-2R     D-R    20340717 FLT | 2034-07-17      | 7.0722%  | 0.0000% | $3000000.00        | $3019852.01        | Asset-Backed Securities |
| WESTLK AUTO REC TR 2022-3      C      20271215 6.4 | 2027-12-15      | 6.4400%  | 0.0000% | $1606000.00        | $230780.80         | Asset-Backed Securities |
| MVW LLC 2025-1                 B      20420922 5.2 | 2042-09-22      | 5.2100%  | 0.0000% | $100000.00         | $79663.68          | Asset-Backed Securities |
| HPS PRIVATE CR CLO 2023-1R LLC D-1-R  20371015 FLT | 2037-10-15      | 6.9722%  | 0.0000% | $4000000.00        | $3951791.58        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $583652.06         | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 6.8313%  | 0.0000% | $2500000.00        | $2515377.65        | Asset-Backed Securities |
| SYMETRA CLO 2025-1 LTD         A-1    20380420 FLT | 2038-04-20      | 4.9576%  | 0.0000% | $8765000.00        | $8828248.71        | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.0176%  | 0.0000% | $790000.00         | $795068.95         | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A B      20341120 4.9 | 2034-11-20      | 4.9700%  | 0.0000% | $8900000.00        | $9022298.36        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.1992%  | 0.0000% | $1000000.00        | $1007529.20        | Asset-Backed Securities |
| ALLEGRO CLO LTD 2021-14R       D-2-R  20381015 FLT | 2038-10-15      | 7.7722%  | 0.0000% | $2500000.00        | $2527308.62        | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $12730000.00       | $6216771.77        | Asset-Backed Securities |
| DRIVEN BRANDS FDG LLC 2021-1   A-2    20511020 2.7 | 2051-10-20      | 2.7910%  | 0.0000% | $3150000.00        | $2802710.72        | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    A-3    20280710 5.7 | 2028-07-10      | 5.7100%  | 0.0000% | $25000000.00       | $14961645.72       | Asset-Backed Securities |
| CRESTLNE DRECT LND 2024-1      C      20350117 FLT | 2035-01-17      | 5.9722%  | 0.0000% | $10000000.00       | $10071004.49       | Asset-Backed Securities |
| CCG RECEIVABLES TRUST 2023-2   A-2    20320414 6.2 | 2032-04-14      | 6.2800%  | 0.0000% | $1000000.00        | $285365.10         | Asset-Backed Securities |
| GOLUB CAPITAL PARTNERS 2025-80 A-1    20390509 FLT | 2039-05-09      | 5.0199%  | 0.0000% | $14000000.00       | $14069019.23       | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.3256%  | 0.0000% | $20000000.00       | $20093510.56       | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 7.9176%  | 0.0000% | $3250000.00        | $3176379.37        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2499097.96        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 7.8538%  | 0.0000% | $3000000.00        | $2701022.78        | Asset-Backed Securities |
| ARES LOAN FDG LTD 2024-5       A-1    20370727 FLT | 2037-07-27      | 5.1680%  | 0.0000% | $1041000.00        | $1047281.18        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $1009477.00        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2024-1 LTD  A-1    20370420 FLT | 2037-04-20      | 5.2776%  | 0.0000% | $15000000.00       | $15094962.48       | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 A-3    20290116 4.7 | 2029-01-16      | 4.7400%  | 0.0000% | $130000.00         | $130247.24         | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   A-3    20280815 4.6 | 2028-08-15      | 4.6700%  | 0.0000% | $350000.00         | $295459.87         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    C      20270310 1.5 | 2027-03-10      | 1.5300%  | 0.0000% | $1135000.00        | $756623.58         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $395875.03         | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $1600000.00        | $1389.12           | Asset-Backed Securities |
| CIFC FDG 2013-3R LTD           A-2-R  20310424 FLT | 2031-04-24      | 4.8680%  | 0.0000% | $1000000.00        | $1004037.13        | Asset-Backed Securities |
| DRIVE AUTO RECEIVABL TR 2024-2 A-3    20280915 4.5 | 2028-09-15      | 4.5000%  | 0.0000% | $700000.00         | $533423.72         | Asset-Backed Securities |
| HPEFS EQUIPMENT TRUST 2024-2   A-3    20311020 5.3 | 2031-10-20      | 5.3600%  | 0.0000% | $540000.00         | $414220.01         | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 4.5082%  | 0.0000% | $24250000.00       | $24312983.92       | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $113933.66         | Asset-Backed Securities |
| PSNH FDG LLC 3 2018-1          A-2    20280801 3.5 | 2028-08-01      | 3.5060%  | 0.0000% | $1046000.00        | $134132.41         | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 4.9376%  | 0.0000% | $2000000.00        | $2014743.88        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 5.9676%  | 0.0000% | $10000000.00       | $10071991.65       | Asset-Backed Securities |
| MARINER FIN ISSUANCE 2025-B    D      20381122 5.8 | 2038-11-22      | 5.8400%  | 0.0000% | $9000000.00        | $9152636.00        | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $420000.00         | $68918.64          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1295000.00        | $808110.05         | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $14628.18          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    B      20281215 5.2 | 2028-12-15      | 5.2300%  | 0.0000% | $700000.00         | $674604.37         | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2026-1  D      20320415 4.7 | 2032-04-15      | 4.7500%  | 0.0000% | $5190000.00        | $5202211.49        | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2026-1      C      20330720 4.8 | 2033-07-20      | 4.8900%  | 0.0000% | $3770000.00        | $3803537.29        | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  D      20330418 5.2 | 2033-04-18      | 5.2500%  | 0.0000% | $3205000.00        | $3238873.65        | Asset-Backed Securities |
| HARVEST US CLO 2023-1 LTD 2023 A-1-R  20370115 FLT | 2037-01-15      | 4.8219%  | 0.0000% | $1000000.00        | $1006095.95        | Asset-Backed Securities |
| 1988 CLO 2023-2R LTD           D-1R   20380415 FLT | 2038-04-15      | 6.7222%  | 0.0000% | $1000000.00        | $990901.28         | Asset-Backed Securities |
| ONEMAIN FINL ISSUA TR 2023-2   A-1    20360915 5.8 | 2036-09-15      | 5.8400%  | 0.0000% | $300000.00         | $306247.77         | Asset-Backed Securities |
| NP SPE IX LP 2019-9            A-2    20490920 3.2 | 2049-09-20      | 3.2410%  | 0.0000% | $28687000.00       | $25195904.68       | Asset-Backed Securities |
| NAVIENT PVT ED RI LN TR 2021-B A      20690715 0.9 | 2069-07-15      | 0.9400%  | 0.0000% | $3688000.00        | $1001806.20        | Asset-Backed Securities |
| HONDA AUTO RECV OWN TR 2023-3  A-3    20280218 5.4 | 2028-02-18      | 5.4100%  | 0.0000% | $284000.00         | $122090.84         | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $4080000.00        | $2895889.55        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $836838.96         | Asset-Backed Securities |
| EXETER SEL AUTO REC TR 2025-1  A-2    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $2250000.00        | $949123.31         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-1    C      20271115 2.2 | 2027-11-15      | 2.2000%  | 0.0000% | $200000.00         | $199924.87         | Asset-Backed Securities |
| CARMAX SELECT RECEIV TR 2026-A B      20320517 4.2 | 2032-05-17      | 4.2000%  | 0.0000% | $5750000.00        | $5759489.41        | Asset-Backed Securities |
| CARMAX SELECT RECIEVA 2024-A   A-2A   20270915 5.7 | 2027-09-15      | 5.7800%  | 0.0000% | $131000.00         | $9414.84           | Asset-Backed Securities |
| CAPITAL ONE MULTI-ASSET 2025-3 A      20371015 4.6 | 2037-10-15      | 4.6500%  | 0.0000% | $11939000.00       | $12172455.21       | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $500000.00         | $437870.69         | Asset-Backed Securities |
| CARVANA AUTO RECIEVABLES TR 20 A-3    20271210 5.9 | 2027-12-10      | 5.9800%  | 0.0000% | $500000.00         | $13728.73          | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2025-P2 A-2    20280810 4.5 | 2028-08-10      | 4.5600%  | 0.0000% | $4700000.00        | $2983594.49        | Asset-Backed Securities |
| BRIDGECR LDG AUTO SEC TR2025-3 A-2    20280215 4.7 | 2028-02-15      | 4.7300%  | 0.0000% | $19000000.00       | $11294688.28       | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 6.5197%  | 0.0000% | $1200000.00        | $1194360.95        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FD 2023-5 A      20280420 5.7 | 2028-04-20      | 5.7800%  | 0.0000% | $715000.00         | $727514.57         | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 A      20290514 4.4 | 2029-05-14      | 4.4200%  | 0.0000% | $6734000.00        | $5237672.01        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDING (AE B      20291220 6.4 | 2029-12-20      | 6.4000%  | 0.0000% | $3750000.00        | $3928734.17        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       B      20350319 7.9 | 2035-03-19      | 7.9500%  | 0.0000% | $4750000.00        | $4819779.08        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-P3    A-4    20290710 5.7 | 2029-07-10      | 5.7100%  | 0.0000% | $172000.00         | $176642.86         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 A-3    20291215 4.0 | 2029-12-15      | 4.0400%  | 0.0000% | $3656000.00        | $3664776.84        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $10000000.00       | $5090126.52        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2022-16R       A-R    20370420 FLT | 2037-04-20      | 5.1976%  | 0.0000% | $2000000.00        | $2014592.77        | Asset-Backed Securities |
| BALBOA BAY LN FDG LTD 2021-1   D      20340720 FLT | 2034-07-20      | 6.9792%  | 0.0000% | $1000000.00        | $981546.97         | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $136235.49         | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 4.8722%  | 0.0000% | $4604000.00        | $4633970.01        | Asset-Backed Securities |
| GCAT 2021-NQM1 TR              A-3    20660125 FLT | 2066-01-25      | 1.1510%  | 0.0000% | $16165000.00       | $3169296.41        | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.0680%  | 0.0000% | $5600000.00        | $5646613.26        | Asset-Backed Securities |
| FORTRESS CREDIT BSL 2024-26    A      20380115 FLT | 2038-01-15      | 5.0722%  | 0.0000% | $2000000.00        | $2018856.90        | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-D   A-3    20270515 5.2 | 2027-05-15      | 5.2700%  | 0.0000% | $595000.00         | $63000.29          | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2026-1     D      20311215 5.0 | 2031-12-15      | 5.0200%  | 0.0000% | $1597000.00        | $1608973.42        | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  A-2    20320217 4.0 | 2032-02-17      | 4.0500%  | 0.0000% | $5000000.00        | $5014845.00        | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $25000.00          | $11730.41          | Asset-Backed Securities |
| STAR TR 2024-SFR4              A      20411018 FLT | 2041-10-18      | 5.4097%  | 0.0000% | $1790000.00        | $1795430.92        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.2748%  | 0.0000% | $184000.00         | $42089.95          | Asset-Backed Securities |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.5176%  | 0.0000% | $1000000.00        | $1008504.17        | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $347437.17         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 B      20280615 6.0 | 2028-06-15      | 6.0900%  | 0.0000% | $604000.00         | $609304.93         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $668548.67         | Asset-Backed Securities |
| SFS AR SEC TR 2026-1           C      20331120 0.0 | 2033-11-20      | 4.4600%  | 0.0000% | $3000000.00        | $3008723.67        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES12    A-3    20551125 FLT | 2055-11-25      | 5.3510%  | 0.0000% | $2970000.00        | $3002068.90        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1764579.17        | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 4.8376%  | 0.0000% | $1800000.00        | $1803307.30        | Asset-Backed Securities |
| LCM LTD 2021-32                A-1    20340720 FLT | 2034-07-20      | 5.0392%  | 0.0000% | $1000000.00        | $1006169.20        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    B      20281115 5.7 | 2028-11-15      | 5.7700%  | 0.0000% | $3478000.00        | $3330766.10        | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR C-R2   20380115 FLT | 2038-01-15      | 5.6222%  | 0.0000% | $5250000.00        | $5303998.31        | Asset-Backed Securities |
| NEUBERGER BERMAN LOAN 2017-26R A-R2   20381018 FLT | 2038-10-18      | 5.0276%  | 0.0000% | $2100000.00        | $2120006.58        | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.2076%  | 0.0000% | $1060000.00        | $1067077.56        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.1076%  | 0.0000% | $1000000.00        | $1009251.39        | Asset-Backed Securities |
| NAVIENT PRIVATE ED LN 2021-E   A      20691216 0.9 | 2069-12-16      | 0.9700%  | 0.0000% | $12399000.00       | $4677828.87        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3319926.99        | Asset-Backed Securities |
| CFIP CLO LTD 2017-1R           D-R    20341018 FLT | 2034-10-18      | 7.7492%  | 0.0000% | $700000.00         | $689443.83         | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $1946000.00        | $696528.03         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2023-1    D      20291115 6.2 | 2029-11-15      | 6.2700%  | 0.0000% | $40000.00          | $40794.28          | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   A      20280110 0.7 | 2028-01-10      | 0.7000%  | 0.0000% | $17910000.00       | $378639.66         | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2025-P3 D      20330910 5.4 | 2033-09-10      | 5.4700%  | 0.0000% | $3500000.00        | $3531902.70        | Asset-Backed Securities |
| FIRST NATL MSTR NOTE TR 2023-1 A      20290416 5.1 | 2029-04-16      | 5.1300%  | 0.0000% | $1560000.00        | $1564851.60        | Asset-Backed Securities |

### Security 643: 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: ARP1EYFK2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EYFK2
- **C.18 - Value (incl. sponsor support):** $200163332.00
- **C.18.a - Value (excl. sponsor support):** $200163332.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BROOKFIELD FIN INC             SR GLBL NT 29    | 2029-03-29      | 4.8500%  | 0.0000% | $55000.00          | $57072.89          | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A ACRD NT 28 | 2028-07-14      | 4.9680%  | 0.0000% | $800000.00         | $815139.20         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $51000.00          | $68703.89          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 47    | 2047-01-10      | 4.9500%  | 0.0000% | $900000.00         | $848081.25         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 30    | 2030-01-30      | 5.9820%  | 0.0000% | $10000.00          | $10522.36          | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC     4.85%48          | 2048-11-15      | 4.8500%  | 0.0000% | $25000.00          | $22554.04          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50 | 2050-07-15      | 3.8000%  | 0.0000% | $21000.00          | $16233.70          | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $209000.00         | $214008.39         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT3.3%50 | 2050-05-15      | 3.3000%  | 0.0000% | $169000.00         | $119324.14         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65 | 2065-03-15      | 5.8000%  | 0.0000% | $95000.00          | $100296.25         | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCE SR BD 4.2%55     | 2055-07-01      | 4.2000%  | 0.0000% | $387000.00         | $327058.86         | Corporate Debt Securities |
| GE AEROSPACE                   SR GLBL NT 50    | 2050-05-01      | 4.3500%  | 0.0000% | $26000.00          | $23084.01          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $44867000.00       | $45530125.54       | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT6.2%55 | 2055-09-15      | 6.2000%  | 0.0000% | $534000.00         | $560318.49         | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT 60    | 2060-09-01      | 2.4500%  | 0.0000% | $129000.00         | $73848.34          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 41   | 2041-02-02      | 5.3870%  | 0.0000% | $29501000.00       | $29479197.94       | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 6%28  | 2028-01-15      | 6.0000%  | 0.0000% | $1835000.00        | $1906821.90        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL | 2079-12-31      | 3.7000%  | 0.0000% | $2957000.00        | $2974996.63        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $490000.00         | $505371.83         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $30000.00          | $18979.80          | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 3%51  | 2051-03-05      | 3.0000%  | 0.0000% | $10000.00          | $6950.63           | Corporate Debt Securities |
| HIGH STR FDG TR II             SR-20182 144A 48 | 2048-02-15      | 4.6820%  | 0.0000% | $2999000.00        | $2620048.36        | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29   | 2029-04-19      | 5.5000%  | 0.0000% | $63000.00          | $67072.67          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $2738000.00        | $2817415.69        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $8000.00           | $8013.13           | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.9%55 | 2055-02-15      | 5.9000%  | 0.0000% | $55000.00          | $54803.47          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50 | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $9007.05           | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $5000.00           | $5109.27           | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27    | 2027-03-15      | 3.2500%  | 0.0000% | $10498000.00       | $10468658.09       | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9292.21           | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 50    | 2050-08-01      | 3.2500%  | 0.0000% | $195000.00         | $131704.41         | Corporate Debt Securities |
| TOLEDO HOSPITAL                AG-CR 2021       | 2048-11-15      | 6.0150%  | 0.0000% | $1000000.00        | $1028442.50        | Corporate Debt Securities |
| SHARP HEALTHCARE               -2020B BD2.68%50 | 2050-08-01      | 2.6800%  | 0.0000% | $1305000.00        | $835050.65         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50 | 2050-03-01      | 2.9000%  | 0.0000% | $14000.00          | $9538.31           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2034-09-10      | 5.1460%  | 0.0000% | $84000.00          | $87591.14          | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL FDG MTN   SR SEC 144A NT32 | 2032-09-05      | 4.6730%  | 0.0000% | $80000.00          | $82500.52          | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55 | 2055-05-15      | 3.1550%  | 0.0000% | $135000.00         | $89620.99          | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 53    | 2053-09-13      | 6.2500%  | 0.0000% | $590000.00         | $644765.11         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%63  | 2063-06-01      | 6.0000%  | 0.0000% | $682000.00         | $678871.89         | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.9%51   | 2051-07-15      | 2.9000%  | 0.0000% | $6000.00           | $3716.42           | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32  | 2032-03-15      | 6.2500%  | 0.0000% | $100000.00         | $107015.50         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -R NT 51 | 2051-10-01      | 2.9000%  | 0.0000% | $86000.00          | $54900.78          | Corporate Debt Securities |
| TOTAL CAP INTL                 GLBL NT 3.127%50 | 2050-05-29      | 3.1270%  | 0.0000% | $346000.00         | $239184.19         | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR 144A NT 31    | 2031-10-01      | 5.7500%  | 0.0000% | $165000.00         | $177678.51         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 60    | 2060-08-20      | 2.5500%  | 0.0000% | $220000.00         | $124079.08         | Corporate Debt Securities |
| VARANASI AURANGABAD NH-2       SR SEC REGS 34   | 2034-02-28      | 5.9000%  | 0.0000% | $13164000.00       | $14319045.12       | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       SR NT 2.7%30     | 2030-02-06      | 2.7000%  | 0.0000% | $449000.00         | $426749.80         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.1%48 | 2048-02-15      | 4.1000%  | 0.0000% | $673000.00         | $541446.45         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%50  | 2050-06-15      | 3.0000%  | 0.0000% | $13000.00          | $8699.34           | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $211000.00         | $211673.14         | Corporate Debt Securities |
| INGREDION INC                  SR GLBL NT3.9%50 | 2050-06-01      | 3.9000%  | 0.0000% | $20000.00          | $15826.73          | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 34    | 2034-01-05      | 6.3500%  | 0.0000% | $290000.00         | $317576.74         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -B 54 | 2054-06-01      | 7.0000%  | 0.0000% | $897000.00         | $990424.54         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27    | 2027-04-15      | 6.4500%  | 0.0000% | $1266000.00        | $1328084.64        | Corporate Debt Securities |
| METLIFE INC                    SUB DEB 5.85%56  | 2056-03-15      | 5.8500%  | 0.0000% | $7000000.00        | $6980207.50        | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 36    | 2036-06-20      | 7.0450%  | 0.0000% | $4000.00           | $4571.17           | Corporate Debt Securities |
| CPPIB CAPITAL INC              REGS NT 3.875%31 | 2031-02-15      | 3.8750%  | 0.0000% | $5000000.00        | $5053116.67        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $195000.00         | $164927.75         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 50    | 2050-05-06      | 4.4500%  | 0.0000% | $113000.00         | $93664.66          | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 64  | 2064-04-22      | 6.0000%  | 0.0000% | $262000.00         | $266853.11         | Corporate Debt Securities |
| CARNIVAL CORP                  1LIEN 144A NT 29 | 2029-08-15      | 7.0000%  | 0.0000% | $2995000.00        | $3140417.23        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $2000.00           | $1289.86           | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | 0.0000% | $181000.00         | $128107.68         | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC FL 144A26 | 2026-08-27      | 4.7158%  | 0.0000% | $2329000.00        | $2335893.84        | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5%34     | 2034-03-14      | 5.0000%  | 0.0000% | $23000.00          | $24404.35          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49    | 2049-01-15      | 4.4500%  | 0.0000% | $105000.00         | $89298.48          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT6.1%27 | 2027-01-15      | 6.1000%  | 0.0000% | $1337000.00        | $1369471.27        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-06-15      | 4.7500%  | 0.0000% | $20000000.00       | $20954800.00       | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $123000.00         | $112763.53         | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51 | 2051-08-15      | 2.9500%  | 0.0000% | $47000.00          | $30897.96          | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT5.9%54 | 2054-09-02      | 5.9000%  | 0.0000% | $85000.00          | $87898.55          | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 28  | 2028-04-02      | 4.5000%  | 0.0000% | $425000.00         | $434985.38         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46 | 2046-11-15      | 4.0000%  | 0.0000% | $65000.00          | $53049.97          | Corporate Debt Securities |
| WEYERHAEUSER CO                GLBL NT 4%52     | 2052-03-09      | 4.0000%  | 0.0000% | $6010000.00        | $4743733.07        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 52    | 2052-03-10      | 2.9500%  | 0.0000% | $750000.00         | $496676.04         | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT3.6%29 | 2029-04-15      | 3.6000%  | 0.0000% | $10000.00          | $9945.60           | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 52    | 2052-03-15      | 4.5500%  | 0.0000% | $15000.00          | $12577.42          | Corporate Debt Securities |
| LSEG US FIN CORP               SR 144A NT 27    | 2027-03-28      | 4.8750%  | 0.0000% | $277000.00         | $285378.44         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC          SR GLBL NT 28    | 2028-12-01      | 5.5500%  | 0.0000% | $201000.00         | $210571.28         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB 144A NT 50   | 2050-04-30      | 4.3500%  | 0.0000% | $200000.00         | $162327.50         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 51    | 2051-09-15      | 2.7500%  | 0.0000% | $6000.00           | $3854.55           | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50  | 2050-10-15      | 3.9510%  | 0.0000% | $4200000.00        | $3209459.40        | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $1200000.00        | $847614.00         | Corporate Debt Securities |
| UNION ELEC CO                  1M BD 5.55%56    | 2056-03-15      | 5.5500%  | 0.0000% | $6000000.00        | $5955000.00        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $225000.00         | $238709.25         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2055 55 | 2055-05-15      | 5.6500%  | 0.0000% | $5000.00           | $5160.09           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 59    | 2059-08-15      | 3.8750%  | 0.0000% | $5000.00           | $3632.01           | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $228000.00         | $165685.79         | Corporate Debt Securities |
| WESTERN-SOUTHERN GLOBAL FDG    144A NT 4.25%29  | 2029-01-29      | 4.2500%  | 0.0000% | $400000.00         | $403102.22         | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           SR REGS NT 35    | 2035-09-09      | 5.3590%  | 0.0000% | $5868000.00        | $6023619.36        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $13361000.00       | $12175515.58       | Corporate Debt Securities |
| MITSUBISHI HC FIN AMER LLC     GLBL REGS NT 29  | 2029-10-24      | 5.1500%  | 0.0000% | $1165000.00        | $1221171.45        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $54000.00          | $55264.14          | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.9%54 | 2054-04-30      | 5.9000%  | 0.0000% | $108000.00         | $110668.14         | Corporate Debt Securities |
| MASS INST TECH MTN BE          GLBL -Q BD 55    | 2055-06-01      | 5.6180%  | 0.0000% | $5240000.00        | $5618856.08        | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT6.2%55 | 2055-03-15      | 6.2000%  | 0.0000% | $2800000.00        | $2534140.00        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 46    | 2046-08-11      | 5.8600%  | 0.0000% | $416000.00         | $431855.61         | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10234.34          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $1494000.00        | $1154324.16        | Corporate Debt Securities |
| CHAPMAN UNIV                   -2021B SNK BD 51 | 2051-04-01      | 2.9960%  | 0.0000% | $300000.00         | $196761.13         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2019 A 4.125%49 | 2049-05-15      | 4.1250%  | 0.0000% | $75000.00          | $61448.81          | Corporate Debt Securities |
| ESSENTIAL UTILS INC            4.276%49         | 2049-05-01      | 4.2760%  | 0.0000% | $160000.00         | $134414.12         | Corporate Debt Securities |

### Security 644: 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: ARP1EYJF9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EYJF9
- **C.18 - Value (incl. sponsor support):** $499871960.00
- **C.18.a - Value (excl. sponsor support):** $499871960.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 11.7976% | 0.0000% | $5000000.00        | $3789315.27        | Asset-Backed Securities                           |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.1676% | 0.0000% | $2050000.00        | $2019705.21        | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 5.8070%  | 0.0000% | $5000000.00        | $4172178.35        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $10000000.00       | $7555424.61        | Private Label Collateralized Mortgage Obligations |
| DAVIS PK CLO LTD 2022-1R       E-R    20380720 FLT | 2038-07-20      | 9.6676%  | 0.0000% | $2500000.00        | $2446726.80        | Asset-Backed Securities                           |
| EXTENDED AMER TR 2026-ESH2     F      20430217 FLT | 2043-02-17      | 7.4097%  | 0.0000% | $9270000.00        | $9362216.88        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.5570%  | 0.0000% | $995000.00         | $2901.09           | Private Label Collateralized Mortgage Obligations |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.7741%  | 0.0000% | $4554000.00        | $9024.68           | Asset-Backed Securities                           |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $19440000.00       | $15215941.26       | Private Label Collateralized Mortgage Obligations |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $980771.21         | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $742500.00         | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 5.8645%  | 0.0000% | $1000000.00        | $858918.00         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.3090%  | 0.0000% | $10207000.00       | $3643687.57        | Private Label Collateralized Mortgage Obligations |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.2882%  | 0.0000% | $3000000.00        | $510437.88         | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.1660%  | 0.0000% | $215000.00         | $12709.13          | Private Label Collateralized Mortgage Obligations |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2499708.33        | Asset-Backed Securities                           |
| PROGRESS RESI 2021-SFR6 TR     E-2    20380719 2.5 | 2038-07-19      | 2.5250%  | 0.0000% | $125000.00         | $123837.58         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1767000.00        | $1778589.07        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $403099.99         | Asset-Backed Securities                           |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11343699.20       | Private Label Collateralized Mortgage Obligations |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.6615%  | 0.0000% | $10043000.00       | $10094820.42       | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             M-2    20360125 FLT | 2036-01-25      | 7.9280%  | 0.0000% | $900000.00         | $911927.26         | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1102649.97        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.6697% | 0.0000% | $660000.00         | $667972.98         | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1540740.89        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1964156.15        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5431%  | 0.0000% | $602451.00         | $306114.60         | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7190000.00        | $5986011.29        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3474%  | 0.0000% | $9500000.00        | $9602105.39        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7446951.63        | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2797084.00        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1090116.43        | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 9.9672%  | 0.0000% | $3000000.00        | $2825754.19        | Asset-Backed Securities                           |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1083169.71        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $458823.56         | Asset-Backed Securities                           |
| EFMT 2025-NQM4                 B-2    20700925 FLT | 2070-09-25      | 7.2901%  | 0.0000% | $920000.00         | $916152.84         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 9.8570%  | 0.0000% | $7305000.00        | $3984999.25        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $758412.25         | Private Label Collateralized Mortgage Obligations |
| ARES LOAN FDG LTD 2024-7       E      20371022 FLT | 2037-10-22      | 9.9192%  | 0.0000% | $3409000.00        | $3309624.92        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $226160.00         | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.5095%  | 0.0000% | $1500000.00        | $1502425.57        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 6.9245%  | 0.0000% | $7372000.00        | $6952151.04        | Private Label Collateralized Mortgage Obligations |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $1998210.53        | Asset-Backed Securities                           |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 8.9176%  | 0.0000% | $1000000.00        | $932393.05         | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1419610.00        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           G      20390317 5.0 | 2039-03-17      | 5.0000%  | 0.0000% | $1246000.00        | $1233100.30        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $2953500.00        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.9305%  | 0.0000% | $2500000.00        | $2499442.23        | Asset-Backed Securities                           |
| ACRA TRUST 2024-NQM1           B-2    20641025 FLT | 2064-10-25      | 8.1545%  | 0.0000% | $6217000.00        | $6363173.51        | Private Label Collateralized Mortgage Obligations |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2599000.00        | $2342176.50        | Asset-Backed Securities                           |
| BX TRUST 2017-CQHP             C      20341115 FLT | 2034-11-15      | 4.9570%  | 0.0000% | $5750000.00        | $4954500.91        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $5500000.00        | $4630715.04        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 7.9745%  | 0.0000% | $1000000.00        | $6408.33           | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7474201.38        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 5.8745%  | 0.0000% | $4000000.00        | $147833.33         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.8681%  | 0.0000% | $2021000.00        | $1884951.61        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.2933%  | 0.0000% | $4001000.00        | $1202315.49        | Private Label Collateralized Mortgage Obligations |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2013-1RRR  SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $7000000.00        | $2197104.00        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3569%  | 0.0000% | $6526000.00        | $6610954.53        | Asset-Backed Securities                           |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.1637%  | 0.0000% | $2659000.00        | $1333799.58        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2080000.00        | $1661511.84        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1501164.28        | Asset-Backed Securities                           |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1244975.84        | Private Label Collateralized Mortgage Obligations |
| HOME RE 2026-1 LTD             B-1    20360125 FLT | 2036-01-25      | 8.9280%  | 0.0000% | $560000.00         | $568075.80         | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $360479.00         | Asset-Backed Securities                           |
| GS MTG BACKED 2026-PJ1         B-6    20560625 FLT | 2056-06-25      | 5.9073%  | 0.0000% | $320000.00         | $151719.75         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    D      20401217 7.8 | 2040-12-17      | 7.7600%  | 0.0000% | $2800000.00        | $2835069.06        | Private Label Collateralized Mortgage Obligations |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3602530.07        | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $5000000.00        | $2663405.00        | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31908.82          | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1991383.24        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $773630.53         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.3114%  | 0.0000% | $11500000.00       | $7855532.67        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1089438.97        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2152504.60        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $1178858.43        | Asset-Backed Securities                           |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.7676%  | 0.0000% | $600000.00         | $559836.17         | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $2483606.00        | $2398693.86        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $175000.00         | $172402.71         | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1634319.81        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      XS     20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $54781932.00       | $135074.80         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8283%  | 0.0000% | $2199350.00        | $1849060.35        | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.4145%  | 0.0000% | $3880000.00        | $2491831.71        | Private Label Collateralized Mortgage Obligations |
| EXTENDED AMER TR 2026-ESH2     E      20430217 FLT | 2043-02-17      | 6.5597%  | 0.0000% | $16500000.00       | $16638889.57       | Private Label Collateralized Mortgage Obligations |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.4245%  | 0.0000% | $5375000.00        | $4981288.41        | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2500000.00        | $453170.00         | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3912637.22        | Asset-Backed Securities                           |
| NYC COML MTG TR 2026-7W34      A      20410207 FLT | 2041-02-07      | 5.0378%  | 0.0000% | $9500000.00        | $9644479.90        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.7464%  | 0.0000% | $13385000.00       | $10486183.02       | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                D      20610517 3.0 | 2061-05-17      | 3.0000%  | 0.0000% | $3000000.00        | $2397275.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.3635%  | 0.0000% | $1786000.00        | $1859020.77        | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $1000000.00        | $1007056.67        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.4296%  | 0.0000% | $4000000.00        | $61361.07          | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.1292% | 0.0000% | $1000000.00        | $906781.98         | Asset-Backed Securities                           |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $750000.00         | $323355.95         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2870370.00        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2521935.00        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8283%  | 0.0000% | $2942300.00        | $2362091.32        | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 6.9999%  | 0.0000% | $500000.00         | $496166.65         | Private Label Collateralized Mortgage Obligations |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $162548.39         | Asset-Backed Securities                           |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $53315799.81       | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7775%  | 0.0000% | $2130453.00        | $1140747.64        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4113335.03        | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2026-1          B-6    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $1675400.00        | $868421.03         | Private Label Collateralized Mortgage Obligations |
| LHOME MORTGAGE TRUST 2026-RTL1 M1     20410125 FLT | 2041-01-25      | 5.9930%  | 0.0000% | $2900000.00        | $2889235.04        | Private Label Collateralized Mortgage Obligations |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4986000.00        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.1680% | 0.0000% | $1500000.00        | $1429362.36        | Asset-Backed Securities                           |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 7.0333%  | 0.0000% | $5000000.00        | $5154647.84        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6874%  | 0.0000% | $5141000.00        | $4299599.90        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $3000000.00        | $2815458.62        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE LN FDG LT 2025-1 D      20330215 FLT | 2033-02-15      | 7.7525%  | 0.0000% | $250000.00         | $238750.87         | Asset-Backed Securities                           |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $7280000.00        | $7801375.00        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7422% | 0.0000% | $3500000.00        | $3340313.88        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $1997000.00        | Asset-Backed Securities                           |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8353%  | 0.0000% | $1090000.00        | $803808.84         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 5.9567%  | 0.0000% | $4540000.00        | $4497940.71        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 5.9359%  | 0.0000% | $1080000.00        | $603082.87         | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $315000.00         | Asset-Backed Securities                           |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1233%  | 0.0000% | $5310000.00        | $5156073.97        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.2914%  | 0.0000% | $3540000.00        | $3479143.07        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2410%  | 0.0000% | $6420000.00        | $3486222.78        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.0741%  | 0.0000% | $7750000.00        | $7763308.76        | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1078102.92        | Asset-Backed Securities                           |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3041%  | 0.0000% | $2112000.00        | $2131381.29        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $2550000.00        | $2421423.62        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2026-1      E      20330815 6.6 | 2033-08-15      | 6.6900%  | 0.0000% | $3117000.00        | $3151346.22        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6429572.56        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2644%  | 0.0000% | $10505000.00       | $10680240.58       | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1195182.68        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10378738.26       | Asset-Backed Securities                           |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.4097%  | 0.0000% | $8500000.00        | $8531619.01        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1150000.00        | Asset-Backed Securities                           |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.0971%  | 0.0000% | $2000000.00        | $21148.80          | Asset-Backed Securities                           |
| BAMLL COMM  MORT 2025-1105W    B      20401217 6.3 | 2040-12-17      | 6.2600%  | 0.0000% | $5000000.00        | $5031593.33        | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $4000000.00        | $3417247.89        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.4745%  | 0.0000% | $6800000.00        | $658410.00         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.0997%  | 0.0000% | $14442000.00       | $14480389.96       | Private Label Collateralized Mortgage Obligations |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $15872500.00       | $15894340.56       | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7170%  | 0.0000% | $10000000.00       | $1643056.67        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.6634%  | 0.0000% | $12884000.00       | $1717797.94        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.1245%  | 0.0000% | $8181000.00        | $62046.01          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.7048%  | 0.0000% | $4500000.00        | $3836905.44        | Private Label Collateralized Mortgage Obligations |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.6992% | 0.0000% | $1250000.00        | $1190136.50        | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5461568.75        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1247033.19        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.6634%  | 0.0000% | $4792000.00        | $2737176.02        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $391513.21         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $59367.24          | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 10.7954% | 0.0000% | $4800000.00        | $4948760.01        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E D      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $2000000.00        | $1606753.93        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $10230000.00       | $10182137.24       | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $21035000.00       | $17237768.81       | Asset-Backed Securities                           |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $3087000.00        | $3195024.59        | Private Label Collateralized Mortgage Obligations |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $938459.25         | Asset-Backed Securities                           |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $3113683.91        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.4245%  | 0.0000% | $5000000.00        | $49874.14          | Private Label Collateralized Mortgage Obligations |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $4618.51           | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $620000.00         | Asset-Backed Securities                           |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6710%  | 0.0000% | $1158000.00        | $249893.27         | Private Label Collateralized Mortgage Obligations |
| NISSAN AUTO LEASE TRUST 2026-A A-4    20300215 3.9 | 2030-02-15      | 3.9400%  | 0.0000% | $5500000.00        | $5505749.94        | Asset-Backed Securities                           |
| CARLYLE US CLO 2023-3 LTD 2023 E-R    20381015 FLT | 2038-10-15      | 9.0722%  | 0.0000% | $4360000.00        | $4307837.95        | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $4300000.00        | $4407586.96        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $9967010.62        | Asset-Backed Securities                           |

### Security 645: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14F6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14F6
- **C.18 - Value (incl. sponsor support):** $499825080.00
- **C.18.a - Value (excl. sponsor support):** $499825080.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $1422000.00        | $1432479.74        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $120000.00         | $124467.73         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $1992000.00        | $2066164.37        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $1000.00           | $1060.45           | Corporate Debt Securities |
| BANIJAY ENTMT S A S            SR SEC GLBL 29      | 2029-05-01      | 8.1250%  | 0.0000% | $400000.00         | $425020.22         | Corporate Debt Securities |
| BANIJAY ENTMT S A S            SR SEC GLBL 29      | 2029-05-01      | 8.1250%  | 0.0000% | $200000.00         | $212510.11         | Corporate Debt Securities |
| AMWINS GROUP INC               SR SEC 144A NT29    | 2029-02-15      | 6.3750%  | 0.0000% | $200000.00         | $204165.00         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $1177000.00        | $1135581.37        | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $23737000.00       | $23142051.88       | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $75000.00          | $79883.31          | Corporate Debt Securities |
| AEGEA FIN S A R L S A          SR REGS NT 9%31     | 2031-01-20      | 9.0000%  | 0.0000% | $500000.00         | $516625.00         | Corporate Debt Securities |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $682262.00         | $676933.53         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7232.56           | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $76000.00          | $80547.84          | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $1360000.00        | $1449753.20        | Corporate Debt Securities |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $425000.00         | $413865.00         | Corporate Debt Securities |
| FULL HSE RESORTS INC           SR SEC GLBL 28      | 2028-02-15      | 8.2500%  | 0.0000% | $345000.00         | $301961.25         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $108000.00         | $111717.72         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $482000.00         | $498592.05         | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $60409000.00       | $49527828.88       | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL 144A 30     | 2030-03-22      | 5.3750%  | 0.0000% | $81509000.00       | $61092356.14       | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $687000.00         | $716743.67         | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $769000.00         | $739858.74         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $11040394.00       | $11264955.61       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $6131000.00        | $5848074.79        | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $561000.00         | $616912.06         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $1999000.00        | $2010107.78        | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $14509000.00       | $14589621.68       | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $912000.00         | $917067.68         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $1675000.00        | $1684307.42        | Corporate Debt Securities |
| OCP AEGIS CLO 2024-39 LTD 2024 D-1    20370116 FLT | 2037-01-16      | 6.4711%  | 0.0000% | $627975.00         | $628175.73         | Asset-Backed Securities   |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $7259000.00        | $7111158.37        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $20000.00          | $20482.42          | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $300000.00         | $306025.00         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 31     | 2031-05-01      | 6.7500%  | 0.0000% | $22000.00          | $23158.74          | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $176000.00         | $189160.89         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $381000.00         | $368725.45         | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $1000000.00        | $1033640.28        | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $1011000.00        | $1059507.78        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $626000.00         | $550596.56         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $6455000.00        | $5677477.32        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $305000.00         | $311746.85         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $486000.00         | $499412.25         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29     | 2029-10-01      | 5.0000%  | 0.0000% | $228000.00         | $227746.41         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 29       | 2029-10-15      | 7.2500%  | 0.0000% | $400000.00         | $418873.33         | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $774000.00         | $811332.60         | Corporate Debt Securities |
| CANYON CLO LTD 2021-4R         C-R    20341016 FLT | 2034-10-16      | 5.4722%  | 0.0000% | $3497200.00        | $3520338.27        | Asset-Backed Securities   |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $166000.00         | $167120.78         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $101000.00         | $102975.73         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $295000.00         | $300651.46         | Corporate Debt Securities |
| PEOPLES CHOICE HM LN 2005-3    M4     20350825 FLT | 2035-08-25      | 4.8382%  | 0.0000% | $4015629.00        | $3324490.22        | Asset-Backed Securities   |
| KOHLS CORP                     SR GLBL NT 37       | 2037-12-15      | 6.8750%  | 0.0000% | $301000.00         | $247545.41         | Corporate Debt Securities |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $633000.00         | $612822.07         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $66000.00          | $68402.57          | Corporate Debt Securities |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $32000.00          | $29900.00          | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $814000.00         | $845377.89         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $75000.00          | $76397.00          | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $15000066.00       | $15305167.34       | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $4875000.00        | $4717889.58        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1123000.00        | $1147224.05        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1312000.00        | $1340300.93        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $589000.00         | $590447.96         | Corporate Debt Securities |
| NABORS INDS INC                SR GLBL 144A 31     | 2031-08-15      | 8.8750%  | 0.0000% | $500000.00         | $521724.17         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $15416000.00       | $17736185.08       | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $1000.00           | $1017.21           | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1421000.00        | $1479015.88        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $1281000.00        | $1405854.80        | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $34000.00          | $35143.77          | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 27     | 2027-10-01      | 5.5000%  | 0.0000% | $500000.00         | $511022.78         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $100000.00         | $104872.83         | Corporate Debt Securities |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $1767000.00        | $1294424.10        | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $435000.00         | $423942.30         | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $329000.00         | $307374.83         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $473000.00         | $474033.51         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $200000.00         | $162572.17         | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $902000.00         | $937444.09         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $12290000.00       | $9915886.08        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $8482000.00        | $9880229.43        | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $30409000.00       | $30038018.65       | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $2982000.00        | $2945620.43        | Corporate Debt Securities |
| SILK RD GROUP HLDG LLC         SR GLBL 144A 30     | 2030-09-15      | 7.5000%  | 0.0000% | $1000000.00        | $1048450.00        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $773000.00         | $821751.39         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $429000.00         | $448881.47         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $9960735.00        | $10163336.35       | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $1.00              | $1.02              | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL NT7.5%31    | 2031-04-15      | 7.5000%  | 0.0000% | $368000.00         | $389840.80         | Corporate Debt Securities |
| TRANSOCEAN TITAN FING LTD      1LIEN GLBL 28       | 2028-02-01      | 8.3750%  | 0.0000% | $2050000.00        | $1435302.34        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $400000.00         | $409873.33         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $28032000.00       | $28723923.20       | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $200000.00         | $219493.33         | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $19896000.00       | $14912384.13       | Corporate Debt Securities |
| COOPER-STANDARD AUTOMOTIVE INC 1LIEN PIK 144A27    | 2027-03-31      | 13.5000% | 0.0000% | $6658000.00        | $6989768.14        | Corporate Debt Securities |
| SV RNO PPTY OWNER 1 LLC        SR SEC 144A 31      | 2031-03-01      | 5.8750%  | 0.0000% | $2000.00           | $2010.42           | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $207000.00         | $189505.74         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $1800000.00        | $2070909.00        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $4028000.00        | $4634234.14        | Corporate Debt Securities |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $70.00             | $67.86             | Corporate Debt Securities |
| INCORA INTER II LLC            1LIEN GLBL PIK30    | 2030-01-31      | 0.0100%  | 0.0000% | $7908000.00        | $7868532.05        | Corporate Debt Securities |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $618000.00         | $556058.37         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $594000.00         | $621528.19         | Corporate Debt Securities |
| ACCREDITED MTG LN TR 2007-1    M-3    20370225 FLT | 2037-02-25      | 4.0782%  | 0.0000% | $6562000.00        | $5879457.29        | Asset-Backed Securities   |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 27       | 2027-10-15      | 6.7500%  | 0.0000% | $39000.00          | $39977.73          | Corporate Debt Securities |
| XPO INC                        SR DEB 6.7%34       | 2034-05-01      | 6.7000%  | 0.0000% | $150000.00         | $164227.33         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $40545.00          | $40125.40          | Corporate Debt Securities |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $30346.00          | $27634.89          | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $15018000.00       | $16007669.51       | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $1209000.00        | $1018378.99        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $92000.00          | $79560.65          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $2000.00           | $2023.05           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $1000.00           | $1011.52           | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.213%30      | 2030-02-08      | 4.2130%  | 0.0000% | $14089000.00       | $14179531.61       | Corporate Debt Securities |
| STUDIO CITY CO LTD             SR SEC GLBL 27      | 2027-02-15      | 7.0000%  | 0.0000% | $200000.00         | $200726.67         | Corporate Debt Securities |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $100000.00         | $105804.17         | Corporate Debt Securities |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $8000.00           | $8299.52           | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $10902000.00       | $11865918.50       | Corporate Debt Securities |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $250000.00         | $260943.44         | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $8443000.00        | $6328169.44        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR REGS NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $9024000.00        | $9090499.36        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $689000.00         | $706579.07         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $100000.00         | $102787.50         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28       | 2028-07-01      | 6.8750%  | 0.0000% | $95000.00          | $96064.42          | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO LW TIER II 82       | 2082-01-18      | 4.7500%  | 0.0000% | $7131000.00        | $7125693.35        | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $3940545.00        | $4536661.89        | Corporate Debt Securities |
| OSAIC HLDGS INC                SR SEC 144A NT32    | 2032-08-01      | 6.7500%  | 0.0000% | $11000.00          | $11177.26          | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $296000.00         | $315536.00         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-07-31      | 6.1250%  | 0.0000% | $8981000.00        | $9132167.69        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31      | 2031-10-01      | 7.3750%  | 0.0000% | $335000.00         | $361307.46         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 29       | 2029-11-01      | 5.8750%  | 0.0000% | $400000.00         | $398176.22         | Corporate Debt Securities |
| ADECOAGRO S A                  SR GLBL 144A 32     | 2032-07-29      | 7.5000%  | 0.0000% | $200000.00         | $194966.67         | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 29       | 2029-02-01      | 8.2500%  | 0.0000% | $100000.00         | $100922.83         | Corporate Debt Securities |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $49000.00          | $43345.24          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32     | 2032-06-15      | 8.3750%  | 0.0000% | $200000.00         | $201188.00         | Corporate Debt Securities |
| SIERRACOL ENERGY ANDINA LLC    SR GLBL REGS 30     | 2030-11-14      | 9.0000%  | 0.0000% | $400000.00         | $416380.00         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $4424000.00        | $4596536.00        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $1013000.00        | $1022278.24        | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $587000.00         | $591202.92         | Corporate Debt Securities |
| ADAMS HOMES INC                SR 144A NT 28       | 2028-10-15      | 9.2500%  | 0.0000% | $100000.00         | $107404.67         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $387000.00         | $390544.60         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $21740000.00       | $22141661.60       | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $12000.00          | $12193.85          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $1282000.00        | $1339967.77        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $80000.00          | $81841.00          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $2052000.00        | $2099221.65        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $261000.00         | $278226.00         | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28       | 2028-07-01      | 3.8750%  | 0.0000% | $298000.00         | $280863.63         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $1308000.00        | $1397111.13        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $960000.00         | $1020116.80        | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $2946000.00        | $2633998.96        | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $672000.00         | $693819.84         | Corporate Debt Securities |
| FORVIA SE                      SR GLBL 144A 33     | 2033-09-15      | 6.7500%  | 0.0000% | $240000.00         | $254595.60         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $16298000.00       | $17309458.41       | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29     | 2029-01-15      | 4.2500%  | 0.0000% | $1618000.00        | $1596105.76        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $350000.00         | $380994.25         | Corporate Debt Securities |
| BELLRING BRANDS INC            SR REGS NT 7%30     | 2030-03-15      | 7.0000%  | 0.0000% | $39000.00          | $40976.52          | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $1326000.00        | $1351061.40        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $3516000.00        | $3796493.29        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $1248000.00        | $1296672.00        | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $6450000.00        | $7440741.50        | Corporate Debt Securities |
| PAN AMERN ENERGY S L ARGENTINE SR GLBL REGS 37     | 2037-01-15      | 7.7500%  | 0.0000% | $1199000.00        | $1220332.21        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $1197000.00        | $1275647.89        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $120000.00         | $101079.80         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $803000.00         | $824037.93         | Corporate Debt Securities |
| HERTZ CORP                     1LIEN GLBL 29       | 2029-07-15      | 12.6250% | 0.0000% | $173000.00         | $161471.14         | Corporate Debt Securities |
| HERTZ CORP                     1LIEN GLBL 29       | 2029-07-15      | 12.6250% | 0.0000% | $1111000.00        | $1036962.03        | Corporate Debt Securities |
| FIRST FRANKLIN MTG 2005-FF2    M-6    20350326 FLT | 2035-03-26      | 4.8382%  | 0.0000% | $5445137.00        | $4985561.21        | Asset-Backed Securities   |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $12403000.00       | $13253070.61       | Corporate Debt Securities |
| NOVASTAR HEQ LN TR 2005-3      M-4    20360125 FLT | 2036-01-25      | 4.6732%  | 0.0000% | $847000.00         | $739445.08         | Asset-Backed Securities   |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $1056000.00        | $1038941.20        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $206000.00         | $183407.64         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1184000.00        | $1054148.75        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $42000.00          | $45518.13          | Corporate Debt Securities |
| GOLOMT BANK JSC                SR REGS NT 11%27    | 2027-05-20      | 11.0000% | 0.0000% | $200000.00         | $214785.78         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $425000.00         | $424943.16         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $166000.00         | $179904.99         | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $287000.00         | $331084.16         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 33      | 2033-01-15      | 6.7500%  | 0.0000% | $200000.00         | $194474.00         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $120000.00         | $121544.05         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $54000.00          | $54310.32          | Corporate Debt Securities |
| VAREX IMAGING CORP             SR SEC GLBL 27      | 2027-10-15      | 7.8750%  | 0.0000% | $93000.00          | $97433.77          | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $378000.00         | $378701.61         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $273000.00         | $292132.07         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $323000.00         | $327062.08         | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $62000.00          | $66412.13          | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $168000.00         | $157884.16         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $15000.00          | $15874.50          | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $379000.00         | $401095.70         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26    | 2026-11-05      | 5.1250%  | 0.0000% | $887000.00         | $906402.63         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $500000.00         | $569300.28         | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $36000.00          | $32187.36          | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $300000.00         | $319161.00         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $100000.00         | $79466.33          | Corporate Debt Securities |

### Security 646: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.960000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14G4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14G4
- **C.18 - Value (incl. sponsor support):** $599958786.00
- **C.18.a - Value (excl. sponsor support):** $599958786.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ASHLAND INC                    SR GLBL NT 43    | 2043-05-15      | 6.8750%  | 0.0000% | $4280000.00        | $4592864.43        | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29   | 2029-11-01      | 6.0000%  | 0.0000% | $20000.00          | $13848.87          | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32  | 2032-06-15      | 6.3750%  | 0.0000% | $6000.00           | $6258.66           | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 3.95%26    | 2026-12-01      | 3.9500%  | 0.0000% | $500000.00         | $500743.06         | Corporate Debt Securities |
| EMERA INC                      LW TIER II 76    | 2076-06-15      | 6.7500%  | 0.0000% | $11379000.00       | $11602142.19       | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $1039000.00        | $1001617.65        | Corporate Debt Securities |
| DANAOS CORPORATION             SR GLBL 144A 32  | 2032-10-15      | 6.8750%  | 0.0000% | $2250000.00        | $2380606.56        | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28    | 2028-02-15      | 7.2500%  | 0.0000% | $101000.00         | $101461.23         | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $1010000.00        | $1126055.73        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $3711000.00        | $3434365.36        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $4721000.00        | $3272948.91        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36    | 2036-01-10      | 6.2500%  | 0.0000% | $2347000.00        | $2376360.32        | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28 | 2028-10-01      | 6.7500%  | 0.0000% | $3431000.00        | $2812991.12        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31  | 2031-09-15      | 5.7500%  | 0.0000% | $2150000.00        | $2154310.75        | Corporate Debt Securities |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $9822000.00        | $9798685.03        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 5.0000%  | 0.0000% | $250000.00         | $234946.67         | Corporate Debt Securities |
| KENNEDY WILSON INC             SR GLBL NT 30    | 2030-02-01      | 4.7500%  | 0.0000% | $199000.00         | $197810.42         | Corporate Debt Securities |
| PERRIGO FINANCE UNLIMITED COMP CR SEN SR GLBL30 | 2030-06-15      | 5.1500%  | 0.0000% | $600000.00         | $588762.00         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51 | 2051-06-10      | 5.5000%  | 0.0000% | $1477000.00        | $1260049.21        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50  | 2050-01-23      | 7.6900%  | 0.0000% | $1000000.00        | $923202.78         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $74000.00          | $73521.96          | Corporate Debt Securities |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31    | 2031-09-01      | 8.2500%  | 0.0000% | $1733000.00        | $1783089.48        | Corporate Debt Securities |
| STAR HLDG LLC                  SR SEC 144A NT31 | 2031-08-01      | 8.7500%  | 0.0000% | $350000.00         | $353219.81         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29    | 2029-02-01      | 9.0000%  | 0.0000% | $200000.00         | $209554.00         | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55 | 2055-10-15      | 7.0000%  | 0.0000% | $6364000.00        | $6867562.11        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $3200000.00        | $3713571.82        | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 30  | 2030-10-15      | 6.5000%  | 0.0000% | $50000.00          | $53296.17          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30    | 2030-06-30      | 7.3750%  | 0.0000% | $760000.00         | $769778.98         | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37    | 2037-06-01      | 6.6500%  | 0.0000% | $3000.00           | $3204.86           | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $375.00            | $478.83            | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-05-15      | 6.1250%  | 0.0000% | $1502000.00        | $1536281.90        | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT6.5%34 | 2034-02-15      | 6.5000%  | 0.0000% | $1000.00           | $1007.39           | Corporate Debt Securities |
| MAGIC MERGECO INC              1LIEN 144A NT 28 | 2028-05-01      | 5.2500%  | 0.0000% | $2000.00           | $2033.41           | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29 | 2029-05-01      | 4.5000%  | 0.0000% | $551000.00         | $531610.31         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-05-15      | 6.1250%  | 0.0000% | $1680000.00        | $1718344.60        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 34  | 2034-03-01      | 5.6250%  | 0.0000% | $1256000.00        | $1263573.68        | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 56 | 2056-09-15      | 6.8500%  | 0.0000% | $3560000.00        | $3599381.51        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44    | 2044-03-17      | 7.2500%  | 0.0000% | $2200000.00        | $2376048.89        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29  | 2029-05-01      | 4.3750%  | 0.0000% | $2373000.00        | $2382604.06        | Corporate Debt Securities |
| GEOPARK LTD                    SR REGS NT 30    | 2030-01-31      | 8.7500%  | 0.0000% | $402000.00         | $384200.45         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $11300000.00       | $11426977.47       | Corporate Debt Securities |
| KNIFE RIVER CORP               SR 144A NT 31    | 2031-05-01      | 7.7500%  | 0.0000% | $1905000.00        | $2034048.93        | Corporate Debt Securities |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32 | 2032-04-01      | 6.7500%  | 0.0000% | $1701000.00        | $1773777.28        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT 36    | 2036-07-01      | 6.7500%  | 0.0000% | $3280000.00        | $3332414.40        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29 | 2029-02-01      | 9.5000%  | 0.0000% | $554000.00         | $597949.44         | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 5%29  | 2029-09-15      | 5.0000%  | 0.0000% | $486000.00         | $496312.92         | Corporate Debt Securities |
| STAR LEASING CO LLC            144A NT 7.625%30 | 2030-02-15      | 7.6250%  | 0.0000% | $3324000.00        | $3202513.34        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $2354000.00        | $2571814.64        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $3200000.00        | $3157444.00        | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29   | 2029-11-15      | 12.0000% | 0.0000% | $1.00              | $0.40              | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-06-15      | 5.2500%  | 0.0000% | $11569000.00       | $11744501.73       | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49 | 2049-03-19      | 6.9000%  | 0.0000% | $1000000.00        | $1040563.33        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30   | 2030-08-15      | 9.8750%  | 0.0000% | $2182000.00        | $2339478.58        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 29  | 2029-12-15      | 5.1250%  | 0.0000% | $2538000.00        | $2549827.08        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.75%30  | 2030-04-23      | 6.7500%  | 0.0000% | $1200000.00        | $1237572.00        | Corporate Debt Securities |
| AI CANDELARIA SPAIN S.A.       SR SEC GLBL 33   | 2033-06-15      | 5.7500%  | 0.0000% | $600000.00         | $542400.00         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $1500000.00        | $1613437.50        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $321000.00         | $285795.39         | Corporate Debt Securities |
| STUDIO CITY FIN LTD            SR GLBL REGS 29  | 2029-01-15      | 5.0000%  | 0.0000% | $300000.00         | $291832.00         | Corporate Debt Securities |
| PRUMO PARTICIPACOES E INVEST   SR SEC GLBL 31   | 2031-12-31      | 7.5000%  | 0.0000% | $3500000.00        | $2360442.23        | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $1000000.00        | $1036212.08        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15    | 2115-06-05      | 6.8500%  | 0.0000% | $2200000.00        | $2145446.11        | Corporate Debt Securities |
| UPBOUND GROUP INC              SR GLBL 144A 29  | 2029-02-15      | 6.3750%  | 0.0000% | $19000.00          | $18933.78          | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27  | 2027-04-15      | 8.0000%  | 0.0000% | $1144000.00        | $1186011.49        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $1444000.00        | $1588372.93        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $2198000.00        | $2417758.79        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30  | 2030-06-01      | 4.6250%  | 0.0000% | $130000.00         | $128515.22         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28   | 2028-12-15      | 9.2500%  | 0.0000% | $153000.00         | $162908.28         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $1067000.00        | $946494.50         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27  | 2027-05-01      | 5.1250%  | 0.0000% | $69000.00          | $70114.62          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32 | 2032-06-30      | 8.2500%  | 0.0000% | $1840000.00        | $1882343.00        | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30 | 2030-06-01      | 9.5000%  | 0.0000% | $88000.00          | $96322.55          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $1714000.00        | $1752473.59        | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32    | 2032-01-15      | 8.7500%  | 0.0000% | $200000.00         | $188303.67         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $8449000.00        | $8548839.02        | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $1122000.00        | $1229792.72        | Corporate Debt Securities |
| ASGN INC                       SR GLBL 144A 28  | 2028-05-15      | 4.6250%  | 0.0000% | $5474000.00        | $5391420.15        | Corporate Debt Securities |
| ANGI GROUP LLC                 SR GLBL 144A 28  | 2028-08-15      | 3.8750%  | 0.0000% | $100000.00         | $89643.17          | Corporate Debt Securities |
| AMN HEALTHCARE INC             SR GLBL 144A 29  | 2029-04-15      | 4.0000%  | 0.0000% | $91000.00          | $88239.67          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30 | 2030-11-06      | 7.5000%  | 0.0000% | $100000.00         | $103786.00         | Corporate Debt Securities |
| ANGI GROUP LLC                 SR GLBL 144A 28  | 2028-08-15      | 3.8750%  | 0.0000% | $430000.00         | $385465.62         | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN GLBL 30    | 2030-12-15      | 9.2500%  | 0.0000% | $190000.00         | $205187.39         | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 31  | 2031-10-01      | 3.8750%  | 0.0000% | $136000.00         | $128753.28         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-06-15      | 6.5000%  | 0.0000% | $1201000.00        | $1282407.78        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 33  | 2033-10-15      | 5.8750%  | 0.0000% | $2000.00           | $2088.91           | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30 | 2030-11-30      | 10.5000% | 0.0000% | $554000.00         | $609214.41         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30 | 2030-12-15      | 6.1250%  | 0.0000% | $885000.00         | $930781.79         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $10000.00          | $10280.72          | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32 | 2032-07-15      | 7.3790%  | 0.0000% | $2034000.00        | $2176214.91        | Corporate Debt Securities |
| ENTEGRIS INC                   SR GLBL 144A 29  | 2029-05-01      | 3.6250%  | 0.0000% | $831000.00         | $809760.10         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $5496000.00        | $5675594.01        | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2500-12-31      | 5.3750%  | 0.0000% | $2000.00           | $2048.38           | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 30    | 2030-08-15      | 3.3750%  | 0.0000% | $396000.00         | $373220.10         | Corporate Debt Securities |
| TRINET GROUP INC               SR GLBL 144A 29  | 2029-03-01      | 3.5000%  | 0.0000% | $3732000.00        | $3430197.31        | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 31  | 2031-05-15      | 6.7500%  | 0.0000% | $2000.00           | $2084.61           | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $1973000.00        | $1881280.16        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $5764000.00        | $5496046.05        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 32  | 2032-03-31      | 5.6250%  | 0.0000% | $932000.00         | $938986.51         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 32  | 2032-03-31      | 5.6250%  | 0.0000% | $1467000.00        | $1477997.00        | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31   | 2031-12-01      | 11.0000% | 0.0000% | $197.00            | $226.80            | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29   | 2029-11-15      | 6.0000%  | 0.0000% | $1128000.00        | $1133561.04        | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35  | 2035-05-15      | 6.7500%  | 0.0000% | $1877000.00        | $2005396.19        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30  | 2030-04-15      | 6.8750%  | 0.0000% | $3100000.00        | $3096925.83        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30  | 2030-04-15      | 6.8750%  | 0.0000% | $3184000.00        | $3180842.53        | Corporate Debt Securities |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31   | 2031-02-15      | 6.1250%  | 0.0000% | $2797000.00        | $2871853.94        | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31  | 2031-10-15      | 3.8750%  | 0.0000% | $257000.00         | $245326.63         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $1225000.00        | $1289414.07        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32  | 2032-04-15      | 6.8750%  | 0.0000% | $2391000.00        | $2576920.17        | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $1399000.00        | $1524412.58        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $5646000.00        | $5225707.06        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 33  | 2033-09-15      | 6.1250%  | 0.0000% | $3000.00           | $3092.42           | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31    | 2031-10-01      | 3.6250%  | 0.0000% | $200000.00         | $184842.28         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $6000.00           | $5178.33           | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 32  | 2032-06-01      | 6.2500%  | 0.0000% | $2819000.00        | $2940669.61        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29   | 2029-11-15      | 10.0000% | 0.0000% | $4374000.00        | $4458913.92        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-15      | 5.7500%  | 0.0000% | $4000.00           | $3790.54           | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-08-01      | 9.0000%  | 0.0000% | $500000.00         | $475575.00         | Corporate Debt Securities |
| HERC HLDGS INC                 SR 144A NT 7%30  | 2030-06-15      | 7.0000%  | 0.0000% | $359000.00         | $381979.59         | Corporate Debt Securities |
| HOWDEN UK REFIN PLC & US RE    SR SEC 144A NT31 | 2031-02-15      | 7.2500%  | 0.0000% | $1616000.00        | $1645195.73        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34  | 2034-03-31      | 5.7500%  | 0.0000% | $3986000.00        | $4044316.29        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33  | 2033-07-15      | 7.5000%  | 0.0000% | $1889000.00        | $1827210.81        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $865000.00         | $898611.26         | Corporate Debt Securities |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32 | 2032-08-01      | 8.6250%  | 0.0000% | $368000.00         | $384589.13         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $1280000.00        | $1254617.60        | Corporate Debt Securities |
| BW REAL ESTATE  INC            PERP JR -B 144A  | 2500-12-31      | 9.5000%  | 0.0000% | $3379000.00        | $3593977.61        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 31  | 2031-03-31      | 5.5000%  | 0.0000% | $1080000.00        | $1106521.80        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $1828000.00        | $1826878.83        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $7285000.00        | $7280531.87        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30  | 2030-09-30      | 7.1250%  | 0.0000% | $2000.00           | $2092.69           | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $3179000.00        | $3448189.77        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $1200000.00        | $924640.00         | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28  | 2028-11-01      | 4.7500%  | 0.0000% | $118000.00         | $119098.06         | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 6.8750%  | 0.0000% | $9000.00           | $9362.49           | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7832000.00        | $8482538.97        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29 | 2029-06-15      | 7.5000%  | 0.0000% | $40000.00          | $41402.80          | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $1620000.00        | $1639224.90        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $1900000.00        | $2011150.53        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 36    | 2036-02-15      | 6.3750%  | 0.0000% | $18452000.00       | $18531105.26       | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $437000.00         | $440220.33         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $764000.00         | $769630.04         | Corporate Debt Securities |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32  | 2032-08-15      | 8.0000%  | 0.0000% | $297000.00         | $280304.64         | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30 | 2030-12-15      | 10.5000% | 0.0000% | $7010000.00        | $7111680.05        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $1088000.00        | $1099552.75        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30  | 2030-08-01      | 6.1250%  | 0.0000% | $2599000.00        | $2671625.45        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30  | 2030-08-01      | 6.1250%  | 0.0000% | $1117000.00        | $1148213.01        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31  | 2031-04-01      | 8.0000%  | 0.0000% | $2000.00           | $2126.14           | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32   | 2032-10-15      | 7.2500%  | 0.0000% | $460000.00         | $442467.23         | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32   | 2032-10-15      | 7.2500%  | 0.0000% | $464000.00         | $446314.77         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $7000.00           | $6872.39           | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 6.375%37   | 2037-03-15      | 6.3750%  | 0.0000% | $1398000.00        | $1369854.76        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26 | 2026-11-05      | 5.1250%  | 0.0000% | $20487000.00       | $20935141.74       | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $230000.00         | $215381.20         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $2307000.00        | $2487094.03        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $2000.00           | $2156.13           | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 54 | 2054-06-15      | 7.8750%  | 0.0000% | $4719000.00        | $4996288.44        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $4900000.00        | $4104580.28        | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 53 | 2053-06-15      | 8.1250%  | 0.0000% | $270000.00         | $285190.20         | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55   | 2055-11-01      | 8.4500%  | 0.0000% | $2380000.00        | $1656260.51        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $2325000.00        | $2461013.15        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $7286000.00        | $7281531.25        | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $2383000.00        | $2432065.97        | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC 144A NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $215000.00         | $193302.92         | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30   | 2030-06-23      | 13.8750% | 0.0000% | $986000.00         | $1073178.83        | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $7251000.00        | $7901011.87        | Corporate Debt Securities |
| VT TOPCO INC                   SR SEC 144A NT30 | 2030-08-15      | 8.5000%  | 0.0000% | $1451000.00        | $1448654.22        | Corporate Debt Securities |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33    | 2033-10-15      | 7.5000%  | 0.0000% | $1000.00           | $1072.51           | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $2637000.00        | $2763103.54        | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32   | 2032-10-15      | 7.2500%  | 0.0000% | $700000.00         | $673319.69         | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29    | 2029-06-15      | 11.1250% | 0.0000% | $6883000.00        | $6799029.31        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL NT 26    | 2026-09-15      | 6.7500%  | 0.0000% | $358000.00         | $369049.67         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR GLBL NT 28    | 2028-10-01      | 6.1250%  | 0.0000% | $1862000.00        | $1911995.22        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 32    | 2032-09-15      | 7.1250%  | 0.0000% | $2260000.00        | $2392260.85        | Corporate Debt Securities |
| ENTEGRIS INC                   SR SEC GLBL 29   | 2029-04-15      | 4.7500%  | 0.0000% | $3690000.00        | $3759654.90        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28 | 2028-02-01      | 4.5000%  | 0.0000% | $1900000.00        | $1896048.00        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28  | 2028-12-15      | 11.2500% | 0.0000% | $500000.00         | $539610.00         | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33   | 2033-07-15      | 10.0000% | 0.0000% | $6000000.00        | $6712870.00        | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 7.5000%  | 0.0000% | $2000.00           | $2004.37           | Corporate Debt Securities |
| CNX RES CORP                   SR 144A NT 34    | 2034-03-01      | 5.8750%  | 0.0000% | $2229000.00        | $2236407.40        | Corporate Debt Securities |
| GENWORTH HLDGS INC             EXT JR SB GLBL66 | 2066-11-15      | 5.9166%  | 0.0000% | $45000.00          | $36863.20          | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 28  | 2028-03-01      | 14.0000% | 0.0000% | $110000.00         | $107203.80         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28    | 2028-02-01      | 7.7500%  | 0.0000% | $600000.00         | $604744.33         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29    | 2029-02-01      | 9.2500%  | 0.0000% | $1166000.00        | $1226154.59        | Corporate Debt Securities |
| SELINA HOSPITALITY PLC         SR COCO 26       | 2026-11-01      | 6.0000%  | 0.0000% | $58000.00          | $1121.91           | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 29  | 2029-02-15      | 4.7500%  | 0.0000% | $6174000.00        | $6155004.66        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $4100000.00        | $4015102.67        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32  | 2032-02-15      | 3.6250%  | 0.0000% | $1933000.00        | $1808704.88        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $3716000.00        | $3687262.93        | Corporate Debt Securities |
| AUNA SA & ONCOSALUD S A C      SR SEC REGS NT32 | 2032-11-06      | 8.7500%  | 0.0000% | $2000.00           | $2100.96           | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $6375000.00        | $6710216.09        | Corporate Debt Securities |
| VALARIS LTD                    2LIEN 144A NT 30 | 2030-04-30      | 8.3750%  | 0.0000% | $124000.00         | $133410.21         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 3.6250%  | 0.0000% | $3293000.00        | $3114546.84        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $2740000.00        | $3152383.70        | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30  | 2030-01-15      | 6.3750%  | 0.0000% | $3214000.00        | $3319025.48        | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $940000.00         | $947264.37         | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $4643000.00        | $4678881.36        | Corporate Debt Securities |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32  | 2032-07-15      | 5.0000%  | 0.0000% | $1034000.00        | $1017814.45        | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $1806000.00        | $1880702.18        | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31 | 2031-05-01      | 5.1250%  | 0.0000% | $2594000.00        | $2255726.55        | Corporate Debt Securities |
| BEACON ROOFING SUPPLY          1LIEN GLBL 32    | 2032-04-30      | 6.7500%  | 0.0000% | $1482000.00        | $1566322.09        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 4%30  | 2030-09-15      | 4.0000%  | 0.0000% | $8000.00           | $7546.72           | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $200000.00         | $204314.17         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29   | 2029-09-15      | 5.6250%  | 0.0000% | $2000000.00        | $2088005.00        | Corporate Debt Securities |
| FIESTA PURCHASER INC           SR SEC 144A NT31 | 2031-03-01      | 7.8750%  | 0.0000% | $13000.00          | $13925.08          | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 28  | 2028-02-15      | 3.8750%  | 0.0000% | $77000.00          | $73556.69          | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-09-15      | 7.8750%  | 0.0000% | $468000.00         | $487762.47         | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL  | 2500-12-31      | 12.0000% | 0.0000% | $46205000.00       | $56777166.05       | Corporate Debt Securities |
| ONEMAIN FIN CORP               6.625%28         | 2028-01-15      | 6.6250%  | 0.0000% | $8526000.00        | $8780579.26        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9561774.95        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $4999000.00        | $5701265.07        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 29  | 2029-10-01      | 5.0000%  | 0.0000% | $159000.00         | $148461.13         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $389000.00         | $411429.74         | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $14427000.00       | $4232081.33        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $3612000.00        | $3784728.85        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $1000000.00        | $1011236.94        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33   | 2033-03-01      | 6.9500%  | 0.0000% | $2000.00           | $2077.10           | Corporate Debt Securities |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 30 | 2030-04-15      | 7.8750%  | 0.0000% | $34000.00          | $35600.25          | Corporate Debt Securities |
| MASTERBRAND INC                SR GLBL 144A 32  | 2032-07-15      | 7.0000%  | 0.0000% | $1405000.00        | $1434219.32        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $8307000.00        | $8282882.01        | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32 | 2032-03-15      | 7.2500%  | 0.0000% | $959000.00         | $1049208.33        | Corporate Debt Securities |
| TRINET GROUP INC               SR GLBL 144A 31  | 2031-08-15      | 7.1250%  | 0.0000% | $1763000.00        | $1720185.54        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31 | 2031-01-03      | 5.6000%  | 0.0000% | $1200000.00        | $1226184.00        | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $99000.00          | $80588.48          | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $500000.00         | $407012.50         | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $510000.00         | $415152.75         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28    | 2028-02-15      | 5.9500%  | 0.0000% | $25000.00          | $24194.58          | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29  | 2029-03-01      | 9.7500%  | 0.0000% | $100000.00         | $109746.67         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT30 | 2030-06-15      | 9.0000%  | 0.0000% | $100000.00         | $97482.00          | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR 144A NT 32    | 2032-07-17      | 7.7500%  | 0.0000% | $2710000.00        | $2923523.91        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $745000.00         | $696939.64         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 7.5000%  | 0.0000% | $5572000.00        | $5584174.82        | Corporate Debt Securities |
| ASHLAND INC                    SR GLBL 144A 31  | 2031-09-01      | 3.3750%  | 0.0000% | $2000000.00        | $1874720.00        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT31 | 2031-01-28      | 9.5000%  | 0.0000% | $241000.00         | $245625.46         | Corporate Debt Securities |
| ATKORE INC                     SR GLBL 144A 31  | 2031-06-01      | 4.2500%  | 0.0000% | $9339000.00        | $9047555.75        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29  | 2029-06-15      | 5.3750%  | 0.0000% | $1805000.00        | $1825577.00        | Corporate Debt Securities |
| ASURION LLC / ASURION CO       SR SEC 144A NT32 | 2032-12-31      | 8.0000%  | 0.0000% | $88000.00          | $93930.42          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $4743000.00        | $3826773.61        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL PERP GLBL D NT7% | 2500-12-31      | 7.0000%  | 0.0000% | $4026000.00        | $4209947.94        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $3000000.00        | $3210762.50        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $1045000.00        | $1116761.31        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $5878000.00        | $5898491.36        | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR 144A NT 29    | 2029-07-01      | 5.8750%  | 0.0000% | $2824000.00        | $2860624.14        | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $1829000.00        | $1860283.52        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $7000000.00        | $7131355.00        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29 | 2029-04-15      | 6.6250%  | 0.0000% | $1564000.00        | $1619759.21        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 30    | 2030-04-29      | 6.8750%  | 0.0000% | $2000.00           | $2070.47           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $1575000.00        | $1580490.62        | Corporate Debt Securities |
| CVR ENERGY INC                 SR 144A NT 34    | 2034-02-15      | 7.8750%  | 0.0000% | $2000.00           | $1973.62           | Corporate Debt Securities |
| CVR ENERGY INC                 SR 144A NT 34    | 2034-02-15      | 7.8750%  | 0.0000% | $1830000.00        | $1805864.59        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34  | 2034-01-15      | 8.5000%  | 0.0000% | $4223000.00        | $4219438.60        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 7%31  | 2031-02-15      | 7.0000%  | 0.0000% | $5150000.00        | $5406681.72        | Corporate Debt Securities |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31   | 2031-12-01      | 8.3750%  | 0.0000% | $1552000.00        | $1683341.02        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 29    | 2029-10-01      | 4.5500%  | 0.0000% | $950000.00         | $913978.64         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31    | 2031-01-15      | 6.1250%  | 0.0000% | $4302000.00        | $4105036.51        | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $3111000.00        | $3041049.17        | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $197000.00         | $180033.76         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $1430000.00        | $1496591.52        | Corporate Debt Securities |
| ORGANON & CO                   SR GLBL 144A 31  | 2031-04-30      | 5.1250%  | 0.0000% | $3000000.00        | $2742198.75        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $1269000.00        | $1324570.57        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $5922000.00        | $5743195.08        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33  | 2033-05-15      | 8.0000%  | 0.0000% | $243000.00         | $262349.28         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL -C NT 33 | 2033-11-15      | 6.3750%  | 0.0000% | $1966000.00        | $2121869.40        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $247000.00         | $221289.56         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27    | 2027-03-15      | 3.7550%  | 0.0000% | $502000.00         | $509759.66         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $244000.00         | $245355.83         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $1083000.00        | $1110052.14        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28   | 2028-08-15      | 6.7500%  | 0.0000% | $79000.00          | $80493.10          | Corporate Debt Securities |
| UKG INC                        SR SEC 144A NT31 | 2031-02-01      | 6.8750%  | 0.0000% | $2052000.00        | $2031511.35        | Corporate Debt Securities |
| FLASH COMPUTE LLC              SR SEC GLBL 30   | 2030-12-31      | 7.2500%  | 0.0000% | $204000.00         | $211601.15         | Corporate Debt Securities |
| UKG INC                        SR SEC 144A NT31 | 2031-02-01      | 6.8750%  | 0.0000% | $1044000.00        | $1033575.95        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $3016000.00        | $3209662.39        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2059-01-01      | 8.1250%  | 0.0000% | $2099000.00        | $2291429.32        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7987760.62        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31    | 2031-07-15      | 5.2500%  | 0.0000% | $2000.00           | $1929.25           | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31    | 2031-05-01      | 6.8750%  | 0.0000% | $1070000.00        | $1053668.38        | Corporate Debt Securities |
| XP INC                         SR REGS NT 29    | 2029-07-02      | 6.7500%  | 0.0000% | $1200000.00        | $1249947.00        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $200000.00         | $196183.33         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 31  | 2031-02-15      | 6.5000%  | 0.0000% | $510000.00         | $522236.88         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-15      | 7.8750%  | 0.0000% | $960000.00         | $1003704.00        | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $310.00            | $316.31            | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30    | 2030-01-15      | 4.8750%  | 0.0000% | $1200000.00        | $1154526.00        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29    | 2029-01-15      | 8.2500%  | 0.0000% | $504000.00         | $531082.44         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $1867000.00        | $1870295.25        | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $2701000.00        | $2817841.13        | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28  | 2028-02-01      | 6.1250%  | 0.0000% | $383000.00         | $390190.29         | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31  | 2031-02-15      | 7.2500%  | 0.0000% | $3488000.00        | $3697809.01        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $4413000.00        | $3953647.15        | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 32    | 2032-07-15      | 4.8750%  | 0.0000% | $810000.00         | $790768.57         | Corporate Debt Securities |
| SIMPAR EUROPE                  SR GLBL REGS 31  | 2031-01-26      | 5.2000%  | 0.0000% | $319000.00         | $266198.41         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 31  | 2031-02-15      | 6.5000%  | 0.0000% | $2481000.00        | $2540528.84        | Corporate Debt Securities |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33  | 2033-10-01      | 6.5000%  | 0.0000% | $502000.00         | $506351.50         | Corporate Debt Securities |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33  | 2033-10-01      | 6.5000%  | 0.0000% | $809000.00         | $816012.68         | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL REGS 30  | 2030-09-17      | 4.8100%  | 0.0000% | $841000.00         | $818863.01         | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31  | 2031-06-01      | 5.0000%  | 0.0000% | $1010000.00        | $986208.89         | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC GLBL 28   | 2028-11-01      | 6.0000%  | 0.0000% | $232000.00         | $236501.57         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33   | 2033-02-15      | 8.1250%  | 0.0000% | $1747000.00        | $1809661.98        | Corporate Debt Securities |
| STAR PARENT INC                SR SEC 144A NT30 | 2030-10-01      | 9.0000%  | 0.0000% | $1144000.00        | $1202401.20        | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 30  | 2030-04-15      | 6.0000%  | 0.0000% | $31000.00          | $32418.56          | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $1500000.00        | $1371285.00        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 37    | 2037-11-01      | 6.4500%  | 0.0000% | $125000.00         | $126191.67         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30    | 2030-04-01      | 4.3750%  | 0.0000% | $997000.00         | $978538.61         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $3704000.00        | $2744386.20        | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 28    | 2028-10-01      | 9.2500%  | 0.0000% | $175000.00         | $190061.18         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 6.6250%  | 0.0000% | $1349000.00        | $1347047.88        | Corporate Debt Securities |
| AZUL SECD FIN LLP              1LIEN GLBL 31    | 2031-02-15      | 9.8750%  | 0.0000% | $130000.00         | $131723.85         | Corporate Debt Securities |
| AXON ENTERPRISE INC            SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $2302000.00        | $2452355.13        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $7235000.00        | $7602007.43        | Corporate Debt Securities |
| CIPHER COMPUTE LLC             SR SEC GLBL 30   | 2030-11-15      | 7.1250%  | 0.0000% | $1392000.00        | $1484503.04        | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL NT 30    | 2030-01-15      | 4.1250%  | 0.0000% | $2552000.00        | $2510612.94        | Corporate Debt Securities |
| ECOPETROL S A                  SR NT 5.875%45   | 2045-05-28      | 5.8750%  | 0.0000% | $1242000.00        | $958953.55         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $300000.00         | $245213.83         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.0684%  | 0.0000% | $1974000.00        | $1997233.75        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.0684%  | 0.0000% | $9523000.00        | $9635084.59        | Corporate Debt Securities |

### Security 647: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14V1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1F14V1
- **C.18 - Value (incl. sponsor support):** $920350000.00
- **C.18.a - Value (excl. sponsor support):** $920350000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $148693.00         | $77112.19          | Equities   |
| CEMTREX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4946.00           | $5786.82           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $396.00            | $30389.04          | Equities   |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $18171.00          | $408665.79         | Equities   |
| DIREXION SHS ETF TR            DLY EMG MK BL 3X | 2500-12-31      | N/A      | 0.0000% | $63.00             | $5011.65           | Equities   |
| DBX ETF TR                     XTRACKERS LOW    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4730.85           | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $345.00            | $9435.54           | Equities   |
| ELEVATION SERIES TRUST         TRUESHARES ACTIV | 2500-12-31      | N/A      | 0.0000% | $15700.00          | $340376.00         | Equities   |
| BABCOCK & WILCOX ENTERPRISES   COM              | 2500-12-31      | N/A      | 0.0000% | $84600.00          | $777474.00         | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2336.50           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS U S QUAL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6022.21           | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $27.00             | $20337750.00       | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $46870.00          | $2203358.70        | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $8414.38           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $7641.00           | $387857.16         | Equities   |
| BANK MONTREAL MEDIUM           2X LEVERAGED     | 2500-12-31      | N/A      | 0.0000% | $574.00            | $54817.00          | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 41        | 2500-12-31      | N/A      | 0.0000% | $106900.00         | $2239555.00        | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $7184.00           | $446270.08         | Equities   |
| SOLAI LIMITED                  SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $3720.00           | $3199.20           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4708.58           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE EQ | 2500-12-31      | N/A      | 0.0000% | $8188.00           | $316715.93         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3350.16           | Equities   |
| SPINNAKER ETF SERIES           WARCAP UNCONSTRA | 2500-12-31      | N/A      | 0.0000% | $4033.00           | $36549.87          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET TEC | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $1917736.00        | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1927.20           | Equities   |
| TRANSFORCE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $115741.00         | $13798642.02       | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $99.00             | $40788.99          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $187443.00         | $9583960.59        | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $254431.00         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $51147.00          | $81323.73          | Equities   |
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $5262.00           | $56619.12          | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $64.00             | $13730.56          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $112585.00         | $16707614.00       | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3476.00           | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $85707.00          | $2195813.34        | Equities   |
| MCEWEN INC.                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2241.23           | Equities   |
| NEPTUNE INS HLDGS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $104900.00         | $2244860.00        | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $45048.00          | $3814664.64        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $4372.00           | $172694.00         | Equities   |
| PROSHARES TR                   PSHS ULTRA DOW30 | 2500-12-31      | N/A      | 0.0000% | $42.00             | $2510.34           | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $20060.32          | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT   | 2500-12-31      | N/A      | 0.0000% | $1540.00           | $107907.80         | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2002.48           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $1040.00           | $52064.48          | Equities   |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1128.19           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    TWIN OAK SHORT   | 2500-12-31      | N/A      | 0.0000% | $1851.00           | $52827.35          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET UTI | 2500-12-31      | N/A      | 0.0000% | $234.00            | $5937.33           | Equities   |
| SERIES PORTFOLIOS TR           INFRASTRCTUR CAP | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2847.12           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MULTI QIS ALTERN | 2500-12-31      | N/A      | 0.0000% | $755.00            | $10608.58          | Equities   |
| LISTED FDS TR                  ALPHADROID DEFN  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1429.19           | Equities   |
| GRANITESHARES ETF TR           2X LONG RDDT DA  | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1485.80           | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1658.40           | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $23000.00          | $1751220.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $23365.00          | $790905.25         | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $39000.00          | $1046370.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT   | 2500-12-31      | N/A      | 0.0000% | $1755.00           | $83274.75          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $679326.00         | Equities   |
| PGIM ROCK ETF TR               NASDAQ-100 BUFFE | 2500-12-31      | N/A      | 0.0000% | $1829.00           | $52848.96          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $3666.79           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $134.00            | $4517.61           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $20424.00          | $1757893.68        | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $24817.00          | $54845.57          | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1382.40           | Equities   |
| INVESCO CURRENCYSHARES CDN DLR CDN DLR SHS      | 2500-12-31      | N/A      | 0.0000% | $6091.00           | $434958.31         | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $6215.00           | $335485.70         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $496.00            | $45398.88          | Equities   |
| ISHARES TR                     U S EQUITY FACTR | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2227.84           | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $84018.00          | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $652.00            | $17763.61          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $6365264.00        | $2456991.90        | Equities   |
| LISTED FDS TR                  OPTIMIZED EQUITY | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7647.30           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $6195.70           | Equities   |
| VANECK ETF TRUST               ALTERNATIVE ASSE | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2200.32           | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 VAL    | 2500-12-31      | N/A      | 0.0000% | $99.00             | $10604.88          | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $70.00             | $9996.55           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $19052.00          | $755278.44         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $181.00            | $4632.70           | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $10727.00          | $588912.30         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $300.00            | $5685.00           | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2323.23           | Equities   |
| GRAYSCALE ETHEREUM STAKING     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $11838.00          | $226934.46         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $500.00            | $42485.00          | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $685.00            | $39682.05          | Equities   |
| GRANITESHARES ETF TR           2X LONG IONQ     | 2500-12-31      | N/A      | 0.0000% | $9076.00           | $205752.92         | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $430.00            | $6252.20           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS USD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4632.00           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   FUNDAMENTAL ALL  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $5824.28           | Equities   |
| GLOBAL X FDS                   GLBL X MLP ETF   | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1066.00           | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $22800.00          | $432972.00         | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $6297.00           | $169830.09         | Equities   |
| JANUS DETROIT STR TR           HENDERSON US REL | 2500-12-31      | N/A      | 0.0000% | $817.00            | $21050.74          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY US EQT  | 2500-12-31      | N/A      | 0.0000% | $1157.00           | $50969.32          | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1044.72           | Equities   |
| PROSHARES TR                   LONG ONLINE SHRT | 2500-12-31      | N/A      | 0.0000% | $811.00            | $43783.13          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $705.00            | $29675.42          | Equities   |
| TIDAL TRUST II                 YIELDMAX PYPL OP | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1732.23           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $19000.00          | $669750.00         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII VEST US EQTY EQL | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1743.30           | Equities   |
| PRAXIS FDS                     IMPACT LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $78480.00          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $18819.65          | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $3582.00           | $11784.78          | Equities   |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $69.00             | $5715.96           | Equities   |
| PROSHARES TR                   SHRT SMALLCAP60  | 2500-12-31      | N/A      | 0.0000% | $6167.00           | $77239.21          | Equities   |
| PROSHARES TR                   ULTRASHORT ENERG | 2500-12-31      | N/A      | 0.0000% | $1335.00           | $28275.30          | Equities   |
| PROSHARES TR                   ULTRASHORT ENERG | 2500-12-31      | N/A      | 0.0000% | $6200.00           | $131316.00         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII MULTI MGR SML CP | 2500-12-31      | N/A      | 0.0000% | $2891.00           | $74193.47          | Equities   |
| TIDAL TRUST II                 YIELDMAX MRNA OP | 2500-12-31      | N/A      | 0.0000% | $6200.00           | $122512.00         | Equities   |
| PROSHARES TR II                ULTRA BLOOMBERG  | 2500-12-31      | N/A      | 0.0000% | $133006.00         | $2141396.60        | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $110.00            | $5954.30           | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $3927.00           | $243670.35         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII CONFLUENCE BDC   | 2500-12-31      | N/A      | 0.0000% | $4335.00           | $75437.24          | Equities   |
| TIDAL TRUST III                ROCKEFELLER NEW  | 2500-12-31      | N/A      | 0.0000% | $193.00            | $4776.75           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $333.00            | $14355.63          | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $442635.00         | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $112376.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $190108.34         | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $96375.00          | $46017135.00       | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $65.00             | $9740.25           | Equities   |
| NORTHERN LTS FD TR II          PEAKSHARES SECTO | 2500-12-31      | N/A      | 0.0000% | $1508.00           | $44698.78          | Equities   |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1123.08           | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $13430.00          | $810097.60         | Equities   |
| ISHARES U S ETF TR             INT RATE HGD U S | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1127.67           | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $29028.00          | Equities   |
| PACER FDS TR                   PACER NASDAQ 100 | 2500-12-31      | N/A      | 0.0000% | $562.00            | $13289.22          | Equities   |
| CALAMOS ETF TR                 RUSSELL 2000 STR | 2500-12-31      | N/A      | 0.0000% | $7201.00           | $196803.33         | Equities   |
| CALAMOS ETF TR                 RUSSELL 2000 STR | 2500-12-31      | N/A      | 0.0000% | $1933.00           | $53001.89          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2861.46           | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $1768.00           | $80302.56          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2207.52           | Equities   |
| CHARGEPOINT HOLDINGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2098.00           | $13762.88          | Equities   |
| CAE INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1745.81           | Equities   |
| CPS TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $21800.00          | $97446.00          | Equities   |
| DIREXION SHS ETF TR            DAILY BA BULL 2X | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2747.50           | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $175465.00         | $643956.55         | Equities   |
| DIREXION SHS ETF TR            DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $2285.00           | $79264.82          | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $322.00            | $14712.18          | Equities   |
| UBS AG                         ENTRACS GOLD SHS | 2500-12-31      | N/A      | 0.0000% | $15.00             | $2709.33           | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $78926.34          | Equities   |
| ETF SER SOLUTIONS              DISTILLATE SMLMD | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1945.65           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $91410.00          | $114262.50         | Equities   |
| AMERICAN CENTY ETF TR          INTERNATIONAL LR | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $120750.00         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $527000.00         | $10165830.00       | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS MODERAT  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $21177.66          | Equities   |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $180746.48         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS TRA | 2500-12-31      | N/A      | 0.0000% | $207.00            | $13335.87          | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 41       | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $58800.00          | Equities   |
| SS INNOVATIONS INTERNATIONAL I COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26600.00          | $126350.00         | Equities   |
| EA SERIES TRUST                STRIVE 1000 GRWT | 2500-12-31      | N/A      | 0.0000% | $4972.00           | $248997.76         | Equities   |
| AMERICAN CENTY ETF TR          DIVERSIFID CRP   | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $517104.00         | Equities   |
| AMPLITECH GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $23436.00          | Equities   |
| EA SERIES TRUST                ALPHA BLUE CAP   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $15867.95          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $21200.00          | $949124.00         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $4895.00           | $312672.53         | Equities   |
| FIRST TR EXCH TRADED FD III    INSTL PFD SECS   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $25389.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $1211.00           | $18553.25          | Equities   |
| FIGMA INC                      CLASS A COM STK  | 2500-12-31      | N/A      | 0.0000% | $196915.00         | $5950771.30        | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $3747.00           | $153064.95         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2327.72           | Equities   |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $126.00            | $10561.32          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH UNCONSTRAI | 2500-12-31      | N/A      | 0.0000% | $93.00             | $2351.97           | Equities   |
| FLEXSHARES TR                  CR SCD US BD     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $64285.00          | Equities   |
| FIRST TR EXCH TRADED FD III    MERGER ARBITRA   | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $105621.00         | Equities   |
| FIDELITY COVINGTON TRUST       MOMENTUM FACTR   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6894.88           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $5161.00           | $163139.21         | Equities   |
| ETF SER SOLUTIONS              AAM SLC LOW DUR  | 2500-12-31      | N/A      | 0.0000% | $1291.00           | $32806.25          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $400.00            | $14852.80          | Equities   |
| ETF SER SOLUTIONS              DEFIANCE CONNECT | 2500-12-31      | N/A      | 0.0000% | $79.00             | $5333.08           | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2869.50           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $564200.00         | $36864828.00       | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $709089.00         | $24229571.13       | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $529973.60         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FAN | 2500-12-31      | N/A      | 0.0000% | $105.00            | $6575.10           | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $8365.07           | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $600.00            | $28131.00          | Equities   |
| CAPITAL GROUP EQUITY ETF TR I  US SMALL AND MID | 2500-12-31      | N/A      | 0.0000% | $6459.00           | $204168.99         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES EMERGING | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10406.00          | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1777.28           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  INTERNATIONAL BD | 2500-12-31      | N/A      | 0.0000% | $600.00            | $15432.00          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRCTURD | 2500-12-31      | N/A      | 0.0000% | $316.00            | $8544.64           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $465.00            | $12501.53          | Equities   |
| CARILLON SER TR                RJ EAGLE GCM DIV | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $44993.12          | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $5995.00           | $708489.10         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DYNAMIC MUNICIP  | 2500-12-31      | N/A      | 0.0000% | $730.00            | $19458.15          | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $10528.00          | $355109.44         | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $93198.00          | $3460441.74        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $32226.00          | $8084858.88        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $2941.00           | $160608.01         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  GBL LISTED PVT   | 2500-12-31      | N/A      | 0.0000% | $36.00             | $2224.44           | Equities   |
| ISHARES INC                    MSCI BELGIUM ETF | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2526.05           | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $18905.00          | $2016407.30        | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $11134.00          | $217335.68         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1656.60           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  ZACKS MULT AST   | 2500-12-31      | N/A      | 0.0000% | $715.00            | $20459.65          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $205436.00         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $32197.00          | $2875836.04        | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $326148.00         | $36437254.56       | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $519016.00         | $30741317.68       | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $171.00            | $8714.16           | Equities   |
| ISHARES TR                     U.S. FIN SVC ETF | 2500-12-31      | N/A      | 0.0000% | $54.00             | $4765.50           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $14621.00          | $463745.95         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $12015.00          | $711648.45         | Equities   |
| ETHZILLA CORPORATION           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $6485.00           | $24772.70          | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $2692.00           | $96346.68          | Equities   |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $286.00            | $29915.60          | Equities   |
| ISHARES TR                     S&P 500 3 CAPPED | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3177.70           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $930.00            | $70847.40          | Equities   |
| ISHARES TR                     LIFEPATH TGT2035 | 2500-12-31      | N/A      | 0.0000% | $2779.00           | $98321.02          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $61.00             | $4646.98           | Equities   |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $300.00            | $15537.00          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $786253.00         | $30082039.78       | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $32113.00          | $3897795.66        | Equities   |
| ISHARES TR                     IBONDS DEC2026   | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $99466.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $8864.00           | $571284.80         | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $93.00             | $12873.06          | Equities   |
| ISHARES TR                     US SML CAP EQT   | 2500-12-31      | N/A      | 0.0000% | $4534.00           | $363218.74         | Equities   |
| ISHARES TR                     MSCI GBL SUS DEV | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6080.61           | Equities   |
| HOTH THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4420.00           | $4596.80           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $402151.68         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BLOOMBERG ANALYS | 2500-12-31      | N/A      | 0.0000% | $469.00            | $37065.82          | Equities   |
| INNOVATOR ETFS TRUST           INTL DEVELOPED P | 2500-12-31      | N/A      | 0.0000% | $1487.00           | $45753.65          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $1101.00           | $28989.33          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $59280.00          | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $103600.00         | $4186476.00        | Equities   |
| GLOBAL X FDS                   FINTECH ETF      | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1556.10           | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $4632.00           | $118996.08         | Equities   |
| GLOBAL X FDS                   AUTONMOUS EV ETF | 2500-12-31      | N/A      | 0.0000% | $202.00            | $6700.91           | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $7561.00           | $388484.18         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $25911.00          | $1101735.72        | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $800.00            | $10192.00          | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $5511.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $43496.00          | $1179176.56        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3883.14           | Equities   |
| FIREFLY NEUROSCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $1058.00           | Equities   |
| TIDAL TRUST II                 DGA CORE PLUS AB | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4293.30           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $82400.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2098.44           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $41365.00          | $1215303.70        | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $109.00            | $2805.66           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $9436.00           | $478122.12         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $498.00            | $15099.36          | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $71997.00          | $31678.68          | Equities   |
| FIRST TR EXCH TRADED FD III    MANAGD MUN ETF   | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $72772.00          | Equities   |
| SCHWAB STRATEGIC TR            INTERNL DIVID    | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2058.75           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $844978.00         | $44361345.00       | Equities   |
| SERIES PORTFOLIOS TR           MYRIAD DYNAMIC A | 2500-12-31      | N/A      | 0.0000% | $400.00            | $44498.92          | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $11485.00          | $34225.30          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4784.00           | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $15641.00          | $803947.40         | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $574272.00         | $15545543.04       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $149871.00         | $8250398.55        | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2063.98           | Equities   |
| TIDAL TRUST II                 DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $98000.00          | $233240.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI  | 2500-12-31      | N/A      | 0.0000% | $930.00            | $16792.17          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET IND | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5239.58           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $327.00            | $10094.20          | Equities   |
| TIDAL TRUST II                 YIELDMAX AAPL    | 2500-12-31      | N/A      | 0.0000% | $4841.00           | $60754.55          | Equities   |
| TIDAL TRUST II                 YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $97850.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $68.00             | $2601.00           | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $65200.00          | $166912.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX ABNB OP | 2500-12-31      | N/A      | 0.0000% | $785.00            | $35263.14          | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $38171.00          | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $385.00            | $35955.15          | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $15400.00          | $481096.00         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $4808.16           | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $23722.00          | $1510854.18        | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $900.00            | $78758.73          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $381.00            | $9812.31           | Equities   |
| PROSHARES TR II                ULSHT BLOOMB GAS | 2500-12-31      | N/A      | 0.0000% | $900.00            | $21537.00          | Equities   |
| PROSHARES TR II                ULTRASHORT YEN N | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2908.14           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $383944.00         | $11514480.56       | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $7515.00           | $461947.05         | Equities   |
| RBB FD INC                     F/M US TREASURY  | 2500-12-31      | N/A      | 0.0000% | $44600.00          | $2222864.00        | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $26888.00          | $1080359.84        | Equities   |
| NOMURA ETF TR                  FOCUSED LARGE GR | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1439.94           | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $666.00            | $4408.92           | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $85100.00          | $5824244.00        | Equities   |
| PROSHARES TR                   BITCOIN ETF      | 2500-12-31      | N/A      | 0.0000% | $8972.00           | $83619.04          | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2827.62           | Equities   |
| HARBOR ETF TRUST               HARBOR ALPHAEDGE | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $44115.00          | Equities   |
| HASHDEX NASDAQ CME CRYPTO      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1719.81           | Equities   |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $1336.00           | $36052.76          | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $15717.76          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $3451.00           | $278323.15         | Equities   |
| GRANITESHARES ETF TR           2X LONG MARA     | 2500-12-31      | N/A      | 0.0000% | $7585.00           | $25409.75          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $5070.00           | $124417.80         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $485892.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2927.68           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $274210.00         | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $283616.00         | $15085535.04       | Equities   |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $5415.00           | $247898.70         | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $66.00             | $6427.74           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $6276.00           | $310913.04         | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $53.00             | $7509.43           | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $11333.00          | $467599.58         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $195640.00         | $15005588.00       | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $1434.00           | $52771.20          | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $6749.60           | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $4352.00           | $490792.01         | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $2593.00           | $389883.48         | Equities   |
| HENNESSY FDS TR                SUSTAINABLE ETF  | 2500-12-31      | N/A      | 0.0000% | $1930.00           | $69282.56          | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $144400.00         | $4047532.00        | Equities   |
| TIDAL TRUST III                ROCKEFELLER US S | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2661.00           | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $1093.82           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $8827.00           | $502079.76         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST SMCI  | 2500-12-31      | N/A      | 0.0000% | $6226.00           | $66913.93          | Equities   |
| AUNA S A                       CLASS A          | 2500-12-31      | N/A      | 0.0000% | $20500.00          | $109060.00         | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $8084.00           | $644860.68         | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $78890.00          | $87567.90          | Equities   |
| UNIFIED SER TR                 ONEASCENT LARGE  | 2500-12-31      | N/A      | 0.0000% | $8390.00           | $303130.70         | Equities   |
| UBS AG LONDON BRANCH           ETRACS MNTHLY B  | 2500-12-31      | N/A      | 0.0000% | $26632.00          | $108658.56         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $432630.00         | $1747825.20        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID CAPITAL STR | 2500-12-31      | N/A      | 0.0000% | $1498.00           | $56304.13          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $1489.00           | $57266.94          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $50.00             | $3759.50           | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6267.96           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NEW CONSTRUCTS C | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $134829.36         | Equities   |
| FIDELITY COVINGTON TRUST       INT HG DIV ETF   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $11536.00          | Equities   |
| FIDELITY COVINGTON TRUST       FIDELITY US MLTF | 2500-12-31      | N/A      | 0.0000% | $413.00            | $15883.44          | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $4323.00           | $136650.03         | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1894.28           | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $59900.00          | $118003.00         | Equities   |
| GOLDMAN SACHS ETF TR           NASDAQ-100 PREMI | 2500-12-31      | N/A      | 0.0000% | $2719.00           | $141687.09         | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $279.00            | $19733.67          | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $400.00            | $8236.00           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $8993.00           | $517816.94         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $7732.00           | $445208.56         | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $22425.00          | $1552931.25        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $99.00             | $3643.20           | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $24489.00          | $1051312.77        | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $4744.00           | $320077.68         | Equities   |
| ISHARES TR                     MRGSTR SM CP ETF | 2500-12-31      | N/A      | 0.0000% | $2104.00           | $146722.65         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $63.00             | $6339.06           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1684.36           | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $414504.00         | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $39454.64          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES INTERMED | 2500-12-31      | N/A      | 0.0000% | $9300.00           | $228315.00         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $4082.00           | $149605.30         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTRD | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $39372.89          | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1956.76           | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $49746.00          | $1836622.32        | Equities   |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $32.00             | $3798.08           | Equities   |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $698.00            | $27194.08          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $159.00            | $4323.21           | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $182.00            | $3736.46           | Equities   |
| ETFIS SER TR I                 VIRTUS REAL AS   | 2500-12-31      | N/A      | 0.0000% | $2575.00           | $68201.19          | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $2271.00           | $75962.45          | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $900.00            | $15259.50          | Equities   |
| DIREXION SHS ETF TR            DLY AEROSPC 3X   | 2500-12-31      | N/A      | 0.0000% | $1875.00           | $166612.50         | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $78.00             | $9193.08           | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1208.36           | Equities   |
| DIREXION SHS ETF TR            DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $3168.00           | $109416.70         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE LARGE  | 2500-12-31      | N/A      | 0.0000% | $12204.00          | $347126.91         | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $27700.00          | $930443.00         | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $10262.00          | $270608.94         | Equities   |
| DIREXION SHS ETF TR            DAILY ENERGY BEA | 2500-12-31      | N/A      | 0.0000% | $5882.00           | $76289.54          | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $45816.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3268.21           | Equities   |
| T ROWE PRICE ETF INC           INTERMEDIATE MUN | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2753.88           | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $74835.00          | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $3391.00           | $188098.77         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $80.00             | $10797.60          | Equities   |
| SCHWAB STRATEGIC TR            1 5YR CORP BD    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2502.00           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $255900.00         | $10333242.00       | Equities   |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2169.99           | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $947.00            | $65593.58          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $47.00             | $7398.74           | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3546.60           | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $107331.44         | Equities   |
| WISDOMTREE TR                  CHINADIV EX FI   | 2500-12-31      | N/A      | 0.0000% | $44016.00          | $1753139.67        | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $6515.00           | Equities   |
| GMO ETF TRUST                  GMO US QUALITY E | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $194150.00         | Equities   |
| UBS AG LONDON BRANCH           CAL LKD 51       | 2500-12-31      | N/A      | 0.0000% | $947.00            | $25500.72          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $3916.00           | $102677.52         | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $9046.00           | $5716.17           | Equities   |
| JBS N.V.                       CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $274100.00         | $4558283.00        | Equities   |
| LANVIN GROUP HOLDINGS LIMITED  SHS              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $1892.00           | Equities   |
| VIRTUS ETF TR II               NEWFLEET SHORT D | 2500-12-31      | N/A      | 0.0000% | $306.00            | $7900.89           | Equities   |
| FARMMI INC                     ORD SHS CLASS A  | 2500-12-31      | N/A      | 0.0000% | $1287.00           | $1724.58           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $14400.00          | $1087063.20        | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $14000.00          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2605.60           | Equities   |
| EA SERIES TRUST                STRIVE US ENERGY | 2500-12-31      | N/A      | 0.0000% | $24000.00          | $825600.00         | Equities   |
| AMERICAN CENTY ETF TR          US EQT ETF       | 2500-12-31      | N/A      | 0.0000% | $700.00            | $82047.00          | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $93100.00          | $640528.00         | Equities   |
| GRANITESHARES ETF TR           1.25X LNG TESLA  | 2500-12-31      | N/A      | 0.0000% | $986.00            | $16219.70          | Equities   |
| REITAR LOGTECH HLDGS LTD       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4476.00           | $3283.59           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1502.15           | Equities   |
| UBS AG LONDON BRANCH           ETRACS QUARTERLY | 2500-12-31      | N/A      | 0.0000% | $2453.00           | $51817.91          | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2376.00           | Equities   |
| DIREXION SHS ETF TR            DLY MSCI MX 3X   | 2500-12-31      | N/A      | 0.0000% | $3047.00           | $115024.25         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $101175.00         | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS FD     | 2500-12-31      | N/A      | 0.0000% | $1088.00           | $43187.40          | Equities   |
| DIMENSIONAL ETF TRUST          SHORT DURATION F | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4841.00           | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 2 | 2500-12-31      | N/A      | 0.0000% | $8608.00           | $354993.92         | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $6285.00           | $472380.60         | Equities   |
| ETF OPPORTUNITIES TRUST        REX FANG & INNOV | 2500-12-31      | N/A      | 0.0000% | $1770.00           | $73667.40          | Equities   |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1608.00           | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $274913.00         | $472850.36         | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 2 | 2500-12-31      | N/A      | 0.0000% | $67666.00          | $2790545.84        | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $1795.00           | $400195.25         | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1712.15           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1623.44           | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $24083.00          | $1942534.78        | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $123496.00         | $16226139.44       | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $7314.00           | $130189.20         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $2281.00           | $82596.83          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT FINL | 2500-12-31      | N/A      | 0.0000% | $115.00            | $6568.78           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7549.50           | Equities   |
| GLOBAL X FDS                   S&P 500 US REVEN | 2500-12-31      | N/A      | 0.0000% | $134.00            | $3845.45           | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $9443.00           | $486525.08         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2758.84           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $13187.00          | $616624.12         | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2134.44           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG SP | 2500-12-31      | N/A      | 0.0000% | $157.00            | $25690.84          | Equities   |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $9352.00           | $64902.88          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $6082.00           | $222627.96         | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $1854.00           | $42647.93          | Equities   |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $287787.00         | $6613345.26        | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST HOOD  | 2500-12-31      | N/A      | 0.0000% | $5274.00           | $45571.05          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT UTIL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4818.40           | Equities   |
| INVESCO DB US DLR INDEX TR     BEARISH FD       | 2500-12-31      | N/A      | 0.0000% | $2252.00           | $41391.76          | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2428.11           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $8.00              | $1192.05           | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $48728.00          | $1178243.04        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $10645.53          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2584.05           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $52378.00          | $800859.62         | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1484.00           | Equities   |
| LAZARD ACTIVE ETF TR           INTL DYNAMIC EQT | 2500-12-31      | N/A      | 0.0000% | $800.00            | $28080.00          | Equities   |
| KLX ENERGY SERVICS HOLDNGS INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16600.00          | $40836.00          | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $1702.00           | $16032.84          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR RAFI STRATGIC US | 2500-12-31      | N/A      | 0.0000% | $763.00            | $46040.34          | Equities   |
| LISTED FDS TR                  SPEAR ALPHA ETF  | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2182.48           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE SM CP VAL | 2500-12-31      | N/A      | 0.0000% | $96.00             | $5962.20           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $91.00             | $7382.83           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3368.00           | $335318.08         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1297.00           | $1276.25           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $500.00            | $93830.00          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF  | 2500-12-31      | N/A      | 0.0000% | $120900.00         | $3917160.00        | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $26900.00          | $77203.00          | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1490.45           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $37549.00          | $5624464.71        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $317.00            | $14724.65          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3084.00           | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $500.00            | $11515.00          | Equities   |
| ROUNDHILL ETF TRUST            MEME STOCK ETF   | 2500-12-31      | N/A      | 0.0000% | $3193.00           | $22127.49          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $500.00            | $23251.40          | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $26066.12          | Equities   |
| UBS AG LONDON BRANCH           CAL LKD 50       | 2050-06-10      | N/A      | 0.0000% | $200.00            | $3884.96           | Equities   |
| EA SERIES TRUST                YOKE CORE ETF    | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $48663.70          | Equities   |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $600.00            | $23376.00          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $1639.00           | $28767.73          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $133.00            | $2327.50           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $26300.00          | $460250.00         | Equities   |
| DIREXION SHS ETF TR            DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $7438.00           | $156607.09         | Equities   |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $179.00            | $11038.93          | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS SMALL  | 2500-12-31      | N/A      | 0.0000% | $528.00            | $20372.99          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $2111.00           | $302675.18         | Equities   |
| ETF OPPORTUNITIES TRUST        AMERICAN CONSER  | 2500-12-31      | N/A      | 0.0000% | $1569.00           | $78890.89          | Equities   |
| EA SERIES TRUST                ASTORIA US EQUAL | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1660.71           | Equities   |
| EA SERIES TRUST                GURU FAV STOCKS  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $4312.28           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTIMIZE STRATEG | 2500-12-31      | N/A      | 0.0000% | $5542.00           | $215214.15         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12965.00          | $379537.41         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $5128.00           | $138968.80         | Equities   |
| GLOBAL X FDS                   S&P 500 COLLAR   | 2500-12-31      | N/A      | 0.0000% | $176.00            | $4761.80           | Equities   |
| IMMUNEERING CORP               CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $7110.00           | $35478.90          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1606.50           | Equities   |
| INVESCO CURRENCYSHARES         JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $6691.00           | $393832.26         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $66459.00          | $46016876.19       | Equities   |
| TIDAL TRUST III                NESTYIELD DYNAMI | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $286860.00         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $6095.00           | $231933.64         | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR INTER  | 2500-12-31      | N/A      | 0.0000% | $181.00            | $6155.72           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $120.00            | $7234.50           | Equities   |
| INNOVATOR ETFS TRUST           INTL DEVELOPED P | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12484.00          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1500     | 2500-12-31      | N/A      | 0.0000% | $7884.00           | $387257.35         | Equities   |
| TIDAL TRUST III                VISTASHARES TARG | 2500-12-31      | N/A      | 0.0000% | $492.00            | $9185.64           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HIGH DIV | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3554.21           | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS INVT GR   | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $177992.00         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ACTIVE US REAL   | 2500-12-31      | N/A      | 0.0000% | $487.00            | $48435.56          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $62.00             | $3161.07           | Equities   |
| MADISON ETFS TRUST             AGGREGATE BOND   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $10350.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $43906.00          | $1606081.48        | Equities   |
| PROSHARES TR                   EQTS FOR RISIN   | 2500-12-31      | N/A      | 0.0000% | $953.00            | $65588.41          | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT SML | 2500-12-31      | N/A      | 0.0000% | $1329.00           | $67773.15          | Equities   |
| TIDAL TRUST III                BEEHIVE ETF      | 2500-12-31      | N/A      | 0.0000% | $870.00            | $22350.91          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $15241.00          | $555839.27         | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $495234.00         | $14292453.24       | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $12688.00          | Equities   |
| THEMES ETF TR                  TRANSATLANTIC DE | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4002.92           | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $163904.00         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP DIV   | 2500-12-31      | N/A      | 0.0000% | $4934.00           | $63327.89          | Equities   |
| TIDAL TRUST II                 YIELDMAX GME OPT | 2500-12-31      | N/A      | 0.0000% | $409.00            | $14667.27          | Equities   |
| TEMA ETF TRUST                 AMERICAN RESH    | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4659.70           | Equities   |
| PROSHARES TR                   ULTSHT HLTHCRE   | 2500-12-31      | N/A      | 0.0000% | $581.00            | $5144.87           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $146685.00         | $3771271.35        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS UPSID | 2500-12-31      | N/A      | 0.0000% | $731.00            | $34255.39          | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $208.00            | $7332.00           | Equities   |
| EA SERIES TRUST                BUSHIDO CAP SMID | 2500-12-31      | N/A      | 0.0000% | $72.00             | $2081.61           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     REGAN FIXED RATE | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $33110.93          | Equities   |
| EA SERIES TRUST                MATRIX ADVISORS  | 2500-12-31      | N/A      | 0.0000% | $706.00            | $89975.18          | Equities   |
| AMPLIFY ETF TR                 CWP INTL ENHANCE | 2500-12-31      | N/A      | 0.0000% | $568.00            | $24526.24          | Equities   |
| EA SERIES TRUST                CONCOURSE CAPITL | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1688.38           | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1227.00           | $5803.71           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $4677.00           | $116387.14         | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $3244.50           | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $119.00            | $19329.17          | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $65.00             | $10557.95          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET U | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2749.75           | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET U | 2500-12-31      | N/A      | 0.0000% | $243.00            | $7033.56           | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $14453.00          | $40901.99          | Equities   |
| EA SERIES TRUST                RESEARCH AFFILIA | 2500-12-31      | N/A      | 0.0000% | $185.00            | $5286.73           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $2672.00           | $237407.20         | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $319.00            | $12909.93          | Equities   |
| CAPITAL GROUP INTERNATIONAL C  SHS              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $14440.00          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $76.00             | $4043.96           | Equities   |
| ELEVATION SERIES TRUST         POLEN DIVIDEND I | 2500-12-31      | N/A      | 0.0000% | $16027.00          | $622809.22         | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BULL  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $24120.00          | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $85.00             | $5602.35           | Equities   |
| DBX ETF TR                     XTRACKERS NET ZE | 2500-12-31      | N/A      | 0.0000% | $1129.00           | $48564.50          | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $48809.00          | $1531138.33        | Equities   |
| CAPITAL GROUP NEW GEOGRAPHY EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $13100.00          | $455618.00         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP VAL | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3234.00           | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $2080.00           | $20059.10          | Equities   |
| CUE BIOPHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $26796.00          | $7714.57           | Equities   |
| VANECK ETF TRUST               FABLESS SEMICOND | 2500-12-31      | N/A      | 0.0000% | $11070.00          | $434497.50         | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $95.00             | $9628.25           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $479.00            | $48546.65          | Equities   |
| VANECK ETF TRUST               PREFERRED SECURT | 2500-12-31      | N/A      | 0.0000% | $1140.00           | $20998.80          | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $654494.00         | $46017473.14       | Equities   |
| TIMOTHY PLAN                   HIG DV STK ETF   | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $102792.00         | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $6219.84           | Equities   |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $699732.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX HOOD OP | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2088.24           | Equities   |
| WISDOMTREE TR                  BLMBG US BULL    | 2500-12-31      | N/A      | 0.0000% | $1565.00           | $40064.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE GOLD    | 2500-12-31      | N/A      | 0.0000% | $12451.00          | $211168.96         | Equities   |
| TRIDENT DIGITAL TECH HOLDINGS  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16853.00          | $3859.34           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  NORTH AMERN PIPE | 2500-12-31      | N/A      | 0.0000% | $733.00            | $30140.08          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2035 | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5027.00           | Equities   |
| AB ACTIVE ETFS INC             INTL LOW VOLATLT | 2500-12-31      | N/A      | 0.0000% | $400.00            | $18208.00          | Equities   |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $5475.00           | $426228.75         | Equities   |
| ABRDN FDS                      ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $361.00            | $9429.32           | Equities   |
| AB ACTIVE ETFS INC             HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $49075.00          | Equities   |
| ADVISORS INNER CIRCLE FD       CAMBIAR AGGRES   | 2500-12-31      | N/A      | 0.0000% | $588.00            | $19724.28          | Equities   |
| ALPS ETF TR                    CLEAN ENERGY     | 2500-12-31      | N/A      | 0.0000% | $25300.00          | $869814.00         | Equities   |
| ALPS ETF TR                    RIVERFRNT DYMC   | 2500-12-31      | N/A      | 0.0000% | $3279.00           | $212026.37         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $79.00             | $9286.45           | Equities   |
| ALPS ETF TR                    INTER MUNI BD    | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1901.88           | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $667800.00         | $1555974.00        | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $890839.00         | $1576785.03        | Equities   |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $1742.00           | $65168.22          | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $204.00            | $27367.01          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $18393.00          | $735646.43         | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT WILSHIR | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $43683.07          | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $35785.00          | $771524.60         | Equities   |
| BITWISE FUNDS TRUST            WEB3 ETF         | 2500-12-31      | N/A      | 0.0000% | $280.00            | $18928.84          | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $2271.00           | $146320.53         | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $8022.00           | Equities   |
| DBX ETF TR                     XTRACKERS S&P MD | 2500-12-31      | N/A      | 0.0000% | $457.00            | $16384.55          | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $415718.54         | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $869148.00         | $766067.05         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $521100.00         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $485.00            | $35511.70          | Equities   |
| ETF SER SOLUTIONS              US GLOBAL TECHNO | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $28211.59          | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $392100.00         | $2325153.00        | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $2191.00           | $270719.96         | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $45317.23          | Equities   |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $39200.00          | $2188928.00        | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $647726.00         | $5142944.44        | Equities   |
| PROSHARES TR                   ULTRA BITCOIN ET | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $35790.00          | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $90.00             | $10528.20          | Equities   |
| SES AI CORPORATION             CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $1892.00           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $224.00            | $33790.60          | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14210.00          | $26146.40          | Equities   |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $255.00            | $6668.25           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $43757.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $50742.00          | $1168588.26        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7608.00           | $638387.28         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $109912.00         | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $12091.00          | $972479.13         | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $14365.00          | $515990.80         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3363.00           | $226160.07         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $57527.00          | $6633438.37        | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $5287.00           | $493382.84         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GOVERNMENT MONEY | 2500-12-31      | N/A      | 0.0000% | $1348.00           | $134840.44         | Equities   |
| SENESTECH INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3382.00           | $7778.60           | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $542.00            | $39192.02          | Equities   |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $12.00             | $2037.48           | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $1313518.00        | $1223279.31        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $5959.00           | $3777708.05        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $18773.40          | Equities   |
| VALUED ADVISERS TR             KOVITZ CORE EQT  | 2500-12-31      | N/A      | 0.0000% | $2488.00           | $68526.98          | Equities   |
| VANECK ETF TRUST               FABLESS SEMICOND | 2500-12-31      | N/A      | 0.0000% | $90.00             | $3532.50           | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $464699.00         | $25883.73          | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2569.00           | $39511.22          | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $118592.00         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4294.19           | Equities   |
| ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $511700.00         | $4549013.00        | Equities   |
| VANECK FDS                     EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $120404.31         | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1697.19           | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2572.92           | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $17094.00          | $82564.02          | Equities   |
| GMO ETF TRUST                  GMO DYNAMIC ALLO | 2500-12-31      | N/A      | 0.0000% | $10954.00          | $298709.01         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $216.00            | $11282.85          | Equities   |
| UNIFIED SER TR                 ONEASCENT ENHANC | 2500-12-31      | N/A      | 0.0000% | $908.00            | $28347.94          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $38.00             | $5652.12           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $953.00            | $141749.22         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1498.00           | $228337.89         | Equities   |
| SSGA ACTIVE TR                 STATE STREET US  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6144.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $39828.00          | $1929268.32        | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $68081.00          | $4152260.19        | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $17701.00          | $443587.06         | Equities   |
| VANECK ETF TRUST               INDIA GROWTH LDR | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4557.98           | Equities   |
| VANECK ETF TRUST               INDONESIA INDEX  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1304.62           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $38736.00          | Equities   |
| VICTORY PORTFOLIOS II          SHARES INTERNATN | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6359.00           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $42192.15          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $25974.00          | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14751.00          | $1457103.78        | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $3803.00           | $62412.17          | Equities   |
| TIDAL TRUST II                 HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $43491.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $60630.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $750.00            | $7785.00           | Equities   |
| THRIVENT ETF TRUST             SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1955.94           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $2402.00           | $203329.30         | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $203978.00         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUN  | 2500-12-31      | N/A      | 0.0000% | $4550.00           | $112703.50         | Equities   |
| GLOBAL X FDS                   MILLENNIAL CONSU | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $45371.70          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $203790.00         | $30150730.50       | Equities   |
| PROSHARES TR                   ULTRASHORT BITCO | 2500-12-31      | N/A      | 0.0000% | $900.00            | $55431.00          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $2494.00           | $63684.29          | Equities   |
| ISHARES TR                     GLOBAL EQUITY    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5550.00           | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  QUALITY ETF      | 2500-12-31      | N/A      | 0.0000% | $123.00            | $9225.53           | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $71.00             | $8368.06           | Equities   |
| ISHARES TR                     ESG AWRE 1 5 YR  | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $76080.00          | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $206.00            | $11733.76          | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $40800.00          | $113016.00         | Equities   |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $112480.00         | $5300057.60        | Equities   |
| LISTED FDS TR                  TEUCRIUM 2X LONG | 2500-12-31      | N/A      | 0.0000% | $21700.00          | $94612.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $19064.00          | $349252.48         | Equities   |
| WISDOMTREE TR                  US TOTAL DIVIDND | 2500-12-31      | N/A      | 0.0000% | $90.00             | $8131.50           | Equities   |
| THORNBURG ETF TR               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $74.00             | $2590.36           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2958.00           | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $2442627.00        | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $128.00            | $15523.84          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1808.80           | Equities   |
| ENLIVEX LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1150.00           | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $1313.00           | $136620.54         | Equities   |
| NORTHERN LTS FD TR II          ONE GLOBAL ETF   | 2500-12-31      | N/A      | 0.0000% | $275.00            | $8490.35           | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $478.00            | $12872.54          | Equities   |
| PROSHARES TR II                ULTRA YEN NEW    | 2500-12-31      | N/A      | 0.0000% | $1189.00           | $22657.70          | Equities   |
| PROSHARES TR                   ULTST NASD NW20  | 2500-12-31      | N/A      | 0.0000% | $5831.00           | $49913.36          | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $650.00            | $11908.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3467.23           | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $186.00            | $3636.30           | Equities   |
| TIDAL TRUST II                 YIELDMAX JPM OPT | 2500-12-31      | N/A      | 0.0000% | $6661.00           | $97054.77          | Equities   |
| T ROWE PRICE ETF INC           SMALL MID CAP    | 2500-12-31      | N/A      | 0.0000% | $23600.00          | $936212.00         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $2455.00           | $392726.35         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $2489.00           | $398165.33         | Equities   |
| PROSHARES TR II                ULTRA SILVER NEW | 2500-12-31      | N/A      | 0.0000% | $13654.00          | $2378526.80        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2426.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL COR DIV TIL | 2500-12-31      | N/A      | 0.0000% | $1671.00           | $71953.26          | Equities   |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $2314.00           | $170477.47         | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  ALT ABSLT STRG   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6015.00           | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $2429.00           | $249774.07         | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $1061.00           | $113765.83         | Equities   |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $44900.00          | $4288848.00        | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $3906.00           | $177644.88         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $8634.00           | $39284.70          | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $220700.00         | $17060110.00       | Equities   |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $42320.00          | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $5729.00           | $240045.10         | Equities   |
| VANECK ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $1708.00           | $22477.28          | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $12748.00          | $2899277.64        | Equities   |
| T ROWE PRICE ETF INC           FLOATING RATE    | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2971.24           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $6983.00           | $572675.83         | Equities   |
| T ROWE PRICE ETF INC           VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $668.00            | $25504.24          | Equities   |
| T ROWE PRICE ETF INC           HEALTHCARE ETF   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1391.76           | Equities   |
| THRIVENT ETF TRUST             ULTRA SHRT BD    | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1462.40           | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $74.00             | $1835.20           | Equities   |
| 2023 ETF SERIES TRUST          EAGLE CAPITAL SE | 2500-12-31      | N/A      | 0.0000% | $15557.00          | $497046.15         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $187120.00         | $561360.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12704.00          | $1158985.92        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $199600.00         | $20860196.00       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $67.00             | $6112.41           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $78.00             | $8060.52           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $40991.00          | $4920149.73        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4825.00           | $240719.25         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $32154.00          | $1911555.30        | Equities   |
| PROSHARES TR                   PSHS ULT MCAP400 | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2216.97           | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10334.58          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5188.50           | Equities   |
| Q/C TECHNOLOGIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $275.00            | $1067.00           | Equities   |
| SPINNAKER ETF SERIES           NORTH SHORE EQTY | 2500-12-31      | N/A      | 0.0000% | $4634.00           | $62556.68          | Equities   |
| RBB FUND TRUST                 FIRST EAGLE OVER | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $199782.00         | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $11752.00          | $267593.04         | Equities   |
| TIDAL TRUST II                 DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $8569.00           | $261782.95         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE INTE | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $243832.50         | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5018.65           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $47938.38          | Equities   |
| TIDAL TRUST I                  SP DWJNS SUKUK   | 2500-12-31      | N/A      | 0.0000% | $940.00            | $17230.20          | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $2233.00           | $448431.06         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $5160.84           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $2988.00           | $293690.52         | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1646.40           | Equities   |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $2584.00           | $200957.68         | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $410767.00         | $35182193.55       | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2744.00           | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $134753.00         | $23430851.64       | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $40688.00          | $1978250.56        | Equities   |
| ISHARES TR                     DOW JONES US ETF | 2500-12-31      | N/A      | 0.0000% | $74.00             | $12419.42          | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $29300.00          | Equities   |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9424.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $135700.00         | $4593445.00        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ BIOTECH   | 2500-12-31      | N/A      | 0.0000% | $468.00            | $13936.10          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $19117.00          | $1011862.81        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $126882.00         | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $94.00             | $8150.43           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $55579.00          | $1311108.61        | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $26271.00          | $490479.57         | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3265.00           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $190488.00         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1230740.00        | $46017368.60       | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $10199.00          | $525962.43         | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $106409.00         | $2060078.24        | Equities   |
| MADISON ETFS TRUST             MADISON COVERED  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $1786.09           | Equities   |
| MANAGED PORTFOLIO SERIES       LEUTHOLD CORE ET | 2500-12-31      | N/A      | 0.0000% | $399.00            | $15564.95          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST PLTR  | 2500-12-31      | N/A      | 0.0000% | $11904.00          | $160831.37         | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $31920.00          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2674.10           | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $270169.00         | $8499516.74        | Equities   |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $815.00            | $2119.00           | Equities   |
| LIMINATUS PHARMA INC.          CL A             | 2500-12-31      | N/A      | 0.0000% | $10071.00          | $2315.32           | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $64326.00          | $2269421.28        | Equities   |
| HARBOR ETF TRUST               HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $105706.00         | Equities   |
| GRANITESHARES ETF TR           2X LONG ISRG DAI | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8817.12           | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5102.00           | Equities   |
| HARBOR ETF TRUST               MULTIASSET EXPLO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $21982.72          | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $378.00            | $24747.66          | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $8890.00           | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2684.27           | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $3964.00           | $361120.40         | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $51.00             | $14321.82          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $46506.00          | $3433072.92        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DOW 30 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4308.24           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $83.00             | $13845.93          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $25000.00          | $5519750.00        | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA MID CAP VAL FD   | 2500-12-31      | N/A      | 0.0000% | $1056.00           | $63647.44          | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3312.58           | Equities   |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $35100.00          | $532467.00         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $29086.00          | $2210245.14        | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $16600.00          | $932256.00         | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $56648.91          | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQT MKT  | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $83145.92          | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 2XS   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $18250.54          | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $62495.00          | $75618.95          | Equities   |
| DIREXION SHS ETF TR            DLY INDL BU 3X   | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1740.24           | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $44.00             | $5207.74           | Equities   |
| ETFIS SER TR I                 INFRAC ACT MLP   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $4007.67           | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $57795.00          | $2375952.45        | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5278.97           | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BEAR   | 2500-12-31      | N/A      | 0.0000% | $70000.00          | $648403.00         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $26200.00          | $776306.00         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $203415.00         | $6027186.45        | Equities   |
| DIREXION SHS ETF TR            DLY UTLTIES 3X   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10636.00          | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $342092.00         | $4272729.08        | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $1045044.00        | $2476754.28        | Equities   |
| BITWISE FUNDS TRUST            ETHEREUM OPTION  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $31977.44          | Equities   |
| AMPLIFY ETF TR                 CASH FLOW DIVID  | 2500-12-31      | N/A      | 0.0000% | $755.00            | $26127.08          | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $86.00             | $5496.26           | Equities   |
| CROSS TIMBERS RTY TR           TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2659.00           | $23877.82          | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $689.00            | $29771.69          | Equities   |
| DEUTSCHE BK AG LONDON BRH      GOLD DOUBLE SHOR | 2500-12-31      | N/A      | 0.0000% | $3246.00           | $8374.68           | Equities   |

### Security 648: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F2WR7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1F2WR7
- **C.18 - Value (incl. sponsor support):** $499412950.00
- **C.18.a - Value (excl. sponsor support):** $499412950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible 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                |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICREDIT AUTO REC 2022-1    C      20270920 2.9 | 2027-09-20      | 2.9800%  | 0.0000% | $13190000.00       | $8933922.87        | Asset-Backed Securities |
| BK OF AMER AUTO TR 2023-1      A-3    20280215 5.5 | 2028-02-15      | 5.5300%  | 0.0000% | $190000.00         | $72003.03          | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1715000.00        | $86890.03          | Asset-Backed Securities |
| CROWN CITY CLO V LLC           A-1R   20370420 FLT | 2037-04-20      | 5.2676%  | 0.0000% | $1000000.00        | $1006160.28        | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2025-A   A-2A   20271215 4.4 | 2027-12-15      | 4.4700%  | 0.0000% | $335000.00         | $209850.65         | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.1680%  | 0.0000% | $1650000.00        | $1673622.16        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.6697%  | 0.0000% | $500000.00         | $503868.59         | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-10   D-2    20380715 FLT | 2038-07-15      | 7.9222%  | 0.0000% | $3000000.00        | $2965267.85        | Asset-Backed Securities |
| 37 CAPITAL CLO 4 LTD           B-R    20350415 FLT | 2035-04-15      | 5.1722%  | 0.0000% | $2050000.00        | $2065760.18        | Asset-Backed Securities |
| RR LTD 24-R2                   A-1A-R 20370115 FLT | 2037-01-15      | 4.9822%  | 0.0000% | $1575000.00        | $1588357.49        | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $709449.74         | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $730000.00         | $537039.86         | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $6328000.00        | $6410628.92        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $206092.81         | Asset-Backed Securities |
| PALMER SQUARE LOAN 2024-2      A-1    20330118 FLT | 2033-01-18      | 4.6722%  | 0.0000% | $3480000.00        | $2398629.52        | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $2140000.00        | $2138270.40        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $70408.38          | Asset-Backed Securities |
| HALSEYPOINT CLO 7 LTD 2023-7R  A-2R   20380720 FLT | 2038-07-20      | 5.3676%  | 0.0000% | $2300000.00        | $2320138.41        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $1892000.00        | $1836707.48        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    A-2    20281016 0.0 | 2028-10-16      | 4.3700%  | 0.0000% | $10918000.00       | $10950411.91       | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     D      20301115 5.6 | 2030-11-15      | 5.6100%  | 0.0000% | $6500000.00        | $6678015.50        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 A      20300525 4.8 | 2030-05-25      | 4.8900%  | 0.0000% | $7000000.00        | $7142244.67        | Asset-Backed Securities |
| HPEFS EQUIPMENT TR 2024-1      B      20310520 5.1 | 2031-05-20      | 5.1800%  | 0.0000% | $1175000.00        | $1179217.34        | Asset-Backed Securities |
| VERIZON MASTER TRUST 2025-8    A      20330822 4.1 | 2033-08-22      | 4.1600%  | 0.0000% | $4007000.00        | $4040522.11        | Asset-Backed Securities |
| JOHN DEERE OWNER TRUST 2024    A-4    20310218 4.9 | 2031-02-18      | 4.9100%  | 0.0000% | $100000.00         | $101866.87         | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2024-1  A-4    20300115 5.2 | 2030-01-15      | 5.2000%  | 0.0000% | $300000.00         | $307843.30         | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1162390.37        | 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         | $234544.43         | Asset-Backed Securities |
| CARMAX SELECT RECEIV TR 2026-A C      20320517 4.4 | 2032-05-17      | 4.4300%  | 0.0000% | $9000000.00        | $9017902.01        | Asset-Backed Securities |
| BENEFIT STR PARTNERS 2016-10R3 B-R3   20380720 FLT | 2038-07-20      | 5.5176%  | 0.0000% | $1750000.00        | $1767244.79        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-4  B      20290620 6.3 | 2029-06-20      | 6.3200%  | 0.0000% | $2000000.00        | $2083069.78        | Asset-Backed Securities |
| WESTLAKE AUTOMBL REC TR 2023-4 C      20281115 6.6 | 2028-11-15      | 6.6400%  | 0.0000% | $1000000.00        | $1018747.33        | Asset-Backed Securities |
| VERIZON MASTER TRUST           A      20331020 0.0 | 2033-10-20      | 4.2800%  | 0.0000% | $6454000.00        | $6535528.37        | Asset-Backed Securities |
| TOYOTA AUTO LN EXT TR 2025-1   A      20380525 4.6 | 2038-05-25      | 4.6500%  | 0.0000% | $660000.00         | $678397.06         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    C      20310616 4.3 | 2031-06-16      | 4.3700%  | 0.0000% | $8500000.00        | $8553130.66        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    A-2A   20280118 4.6 | 2028-01-18      | 4.6600%  | 0.0000% | $4610000.00        | $1893733.27        | Asset-Backed Securities |
| TOYOTA AUTO RECEIVABLES 2023-A A-4    20280815 4.4 | 2028-08-15      | 4.4200%  | 0.0000% | $11750000.00       | $11834239.66       | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2023-5  A      20331215 6.1 | 2033-12-15      | 6.1300%  | 0.0000% | $10000000.00       | $8050604.58        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         D      20350420 FLT | 2035-04-20      | 6.7697%  | 0.0000% | $8900000.00        | $8769291.12        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-3    20290410 5.0 | 2029-04-10      | 5.0500%  | 0.0000% | $1000000.00        | $726654.33         | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6211188.67        | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      D      20320115 5.2 | 2032-01-15      | 5.2300%  | 0.0000% | $12000000.00       | $12205768.00       | Asset-Backed Securities |
| ENTERPRISE FLEET FINANCING 202 A-2    20281020 4.0 | 2028-10-20      | 4.0000%  | 0.0000% | $3000000.00        | $3008474.33        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $305000.00         | $263243.44         | Asset-Backed Securities |
| BBAM US CLO LTD 2025-6         C      20390127 FLT | 2039-01-27      | 5.6579%  | 0.0000% | $300000.00         | $304674.52         | Asset-Backed Securities |
| BMW VEH OWNER TR 2023-A        A3     20280225 5.4 | 2028-02-25      | 5.4700%  | 0.0000% | $25000.00          | $8282.31           | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $35000.00          | $28231.03          | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2021-B A      20361120 2.1 | 2036-11-20      | 2.1000%  | 0.0000% | $596000.00         | $581870.23         | Asset-Backed Securities |
| MVW LLC 2024-1                 A      20430220 5.3 | 2043-02-20      | 5.3200%  | 0.0000% | $100000.00         | $51214.06          | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    A      20381217 1.9 | 2038-12-17      | 1.9010%  | 0.0000% | $300000.00         | $191582.16         | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  C      20320217 4.8 | 2032-02-17      | 4.8000%  | 0.0000% | $3424000.00        | $3451960.38        | Asset-Backed Securities |
| GT LN MNGM US CLO 2022-15R2    A-J-R  20381020 FLT | 2038-10-20      | 5.0976%  | 0.0000% | $6000000.00        | $6041644.99        | Asset-Backed Securities |
| HONDA AUTO RECEIVABLES 2024-4  A-3    20290515 4.3 | 2029-05-15      | 4.3300%  | 0.0000% | $51680000.00       | $52003430.65       | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $7100000.00        | $7215719.35        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 A      20290112 4.7 | 2029-01-12      | 4.7300%  | 0.0000% | $9900000.00        | $5963801.52        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2025-X2    A      20301015 4.4 | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $4123358.37        | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1055000.00        | $866111.53         | Asset-Backed Securities |
| AUTONATION FIN TR 2026-1       D      20340111 5.0 | 2034-01-11      | 5.0700%  | 0.0000% | $4118000.00        | $4167186.76        | Asset-Backed Securities |
| GREENACRE PK CLO LLC 2025-1R   D-2-R  20380720 FLT | 2038-07-20      | 8.1676%  | 0.0000% | $3000000.00        | $2961364.16        | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2022-2  C      20290716 3.7 | 2029-07-16      | 3.7600%  | 0.0000% | $250000.00         | $160468.10         | Asset-Backed Securities |
| MADISON PARK FUNDING 2019-34   C-RR   20371016 FLT | 2037-10-16      | 5.7711%  | 0.0000% | $1625000.00        | $1638508.60        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $1799699.01        | Asset-Backed Securities |
| PROGRESS RESI TRUST 2026-SFR1  D      20430209 4.0 | 2043-02-09      | 4.0000%  | 0.0000% | $5000000.00        | $4762590.00        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1187000.00        | $500965.80         | Asset-Backed Securities |
| GOLB CPT PRTN LTD 2022-62(B)-R B-R    20371015 FLT | 2037-10-15      | 5.4222%  | 0.0000% | $1000000.00        | $1009126.51        | Asset-Backed Securities |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $75000.00          | $75269.19          | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        D      20290215 6.6 | 2029-02-15      | 6.6200%  | 0.0000% | $820000.00         | $839013.89         | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1355000.00        | $505471.48         | Asset-Backed Securities |
| INVESCO U.S CLO LTD 2024-2     D      20370715 FLT | 2037-07-15      | 7.2722%  | 0.0000% | $3000000.00        | $3028260.68        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 7.5676%  | 0.0000% | $1000000.00        | $1010098.05        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16320000.00       | $16552407.69       | Asset-Backed Securities |
| ALLY BANK AUTO CREDIT LKD 24-A A-2    20320517 5.6 | 2032-05-17      | 5.6810%  | 0.0000% | $1155000.00        | $509694.45         | Asset-Backed Securities |
| AMUR EQUIP FIN RECEIVABLES XII A-2    20291220 6.0 | 2029-12-20      | 6.0900%  | 0.0000% | $352000.00         | $75087.74          | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2022-A  C      20280915 2.5 | 2028-09-15      | 2.5500%  | 0.0000% | $850000.00         | $849980.45         | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1604000.00        | $638374.53         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $638903.23         | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2026-1  B      20320415 4.0 | 2032-04-15      | 4.0700%  | 0.0000% | $3020000.00        | $3023044.50        | Asset-Backed Securities |
| KENNEDY LEWIS 0.01 20OCT36 144A FRN                | 2036-10-20      | 8.1676%  | 0.0000% | $1500000.00        | $1512557.08        | Asset-Backed Securities |
| SFS AUTO RECV SECS TR 2025-3   B      20311120 4.4 | 2031-11-20      | 4.4400%  | 0.0000% | $2250000.00        | $2284347.00        | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $477000.00         | $379532.94         | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-2R2   A-R2   20371015 FLT | 2037-10-15      | 5.0522%  | 0.0000% | $1270000.00        | $1281080.19        | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $184380.41         | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $1607017.33        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $2453987.51        | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-2A   20280417 4.3 | 2028-04-17      | 4.3100%  | 0.0000% | $770000.00         | $772104.15         | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.3338%  | 0.0000% | $15000000.00       | $14288997.24       | Asset-Backed Securities |
| REGATTA XXVIII 2024-28         A-1    20370427 FLT | 2037-04-27      | 5.2180%  | 0.0000% | $3000000.00        | $3016914.72        | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.2180%  | 0.0000% | $30000000.00       | $30177847.20       | Asset-Backed Securities |
| OSCAR US FUNDING XIII LLC      SR-A-4 144A 28      | 2028-09-11      | 1.2700%  | 0.0000% | $5900000.00        | $759975.81         | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2499442.00        | $2423719.74        | Asset-Backed Securities |
| MADISON PK FDG LTD 2021-38R    A-2-R  20381018 FLT | 2038-10-18      | 5.1176%  | 0.0000% | $2525000.00        | $2542654.66        | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $102566000.00      | $16391707.50       | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $323373.27         | Asset-Backed Securities |
| NEW RESI MTG TR 2019-RPL3      B2     20590725 FLT | 2059-07-25      | 3.9717%  | 0.0000% | $32981000.00       | $29787894.82       | Asset-Backed Securities |
| HILTON GRAND VACA TR 2022-2    C      20370125 5.5 | 2037-01-25      | 5.5700%  | 0.0000% | $150000.00         | $44576.20          | Asset-Backed Securities |
| OCTANE REV TRUST 2024-RVM1     D      20460122 6.3 | 2046-01-22      | 6.3000%  | 0.0000% | $5000000.00        | $5173390.00        | Asset-Backed Securities |
| OCEAN TRAILS CLO 2022-12R LTD  A-2-R  20350720 FLT | 2035-07-20      | 5.1676%  | 0.0000% | $8000000.00        | $8068357.77        | Asset-Backed Securities |
| INVESCO U.S CLO LTD  2024-3    D      20370720 FLT | 2037-07-20      | 7.2176%  | 0.0000% | $2500000.00        | $2519671.52        | Asset-Backed Securities |
| ONEMAIN FIN ISS TR 2022-S1     D      20350514 5.2 | 2035-05-14      | 5.2000%  | 0.0000% | $1570000.00        | $1579934.61        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 C      20271215 4.2 | 2027-12-15      | 4.2600%  | 0.0000% | $80000.00          | $80107.76          | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $1389072.28        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $2665000.00        | $1008086.98        | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $2720918.22        | Asset-Backed Securities |
| DRYDEN CLO LTD 2020-78R        A-1-R  20370417 FLT | 2037-04-17      | 5.1976%  | 0.0000% | $1000000.00        | $1006436.39        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2024-3    A-4    20310320 5.0 | 2031-03-20      | 5.0600%  | 0.0000% | $250000.00         | $256358.22         | Asset-Backed Securities |
| DRIVE AUTO RECEIVA TR 2024-1   C      20311117 5.4 | 2031-11-17      | 5.4300%  | 0.0000% | $20000.00          | $20290.14          | Asset-Backed Securities |
| FORD CREDIT AT OW TR 2026-REV1 A      20380815 4.3 | 2038-08-15      | 4.3200%  | 0.0000% | $6000000.00        | $6095322.00        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $105928.07         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $350000.00         | $349916.51         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    B      20280210 3.0 | 2028-02-10      | 3.0000%  | 0.0000% | $550000.00         | $546188.32         | Asset-Backed Securities |
| CHASE AUTO OWNER TR 2025-1     A-3    20300625 4.2 | 2030-06-25      | 4.2900%  | 0.0000% | $2075000.00        | $2094374.97        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-C   A-4    20290320 4.4 | 2029-03-20      | 4.4200%  | 0.0000% | $255000.00         | $255942.59         | Asset-Backed Securities |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $158000.00         | $28868.76          | Asset-Backed Securities |
| PORSCHE FINANCIAL AUTO 2025-1  A-3    20310122 3.8 | 2031-01-22      | 3.8600%  | 0.0000% | $9000000.00        | $9029314.00        | Asset-Backed Securities |
| VERIZON MASTER TRUST 2024-5    A      20320621 5.0 | 2032-06-21      | 5.0000%  | 0.0000% | $250000.00         | $258839.56         | Asset-Backed Securities |
| LCM LTD 2022-38R2              A-R2   20381104 FLT | 2038-11-04      | 4.9422%  | 0.0000% | $10550000.00       | $10636859.95       | Asset-Backed Securities |
| MAGNETITE LIMITED 2024-41      C      20380125 FLT | 2038-01-25      | 5.4480%  | 0.0000% | $15000000.00       | $15100840.28       | Asset-Backed Securities |
| GOLUB CAP CLO 2025-78M         A-1    20390421 FLT | 2039-04-21      | 5.0497%  | 0.0000% | $10230000.00       | $10302530.29       | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2025-3 A-3    20310115 4.2 | 2031-01-15      | 4.0300%  | 0.0000% | $14503000.00       | $14570907.88       | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-2 B      20280415 5.4 | 2028-04-15      | 5.4500%  | 0.0000% | $520000.00         | $308151.59         | Asset-Backed Securities |
| SOUND POINT CLO LTD 2024-40    A-2    20371020 FLT | 2037-10-20      | 5.1676%  | 0.0000% | $3250000.00        | $3250519.09        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      C      20370420 FLT | 2037-04-20      | 5.7676%  | 0.0000% | $24000000.00       | $23687425.30       | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE B      20280918 5.0 | 2028-09-18      | 5.0300%  | 0.0000% | $25000.00          | $25212.57          | Asset-Backed Securities |
| OHA CREDIT FUNDG LTD 2019-4RR  A-R2   20380122 FLT | 2038-01-22      | 4.9592%  | 0.0000% | $1150000.00        | $1158624.08        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3148507.67        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $700000.00         | $623563.52         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 B      20311115 4.2 | 2031-11-15      | 4.2500%  | 0.0000% | $10000000.00       | $10042086.66       | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $36506000.00       | $36814706.93       | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   C      20300510 5.8 | 2030-05-10      | 5.8000%  | 0.0000% | $2500000.00        | $2561614.72        | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $20300000.00       | $8887877.56        | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5335847.26        | Asset-Backed Securities |

### Security 649: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.310000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F2Y95, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1F2Y95
- **C.18 - Value (incl. sponsor support):** $143730000.00
- **C.18.a - Value (excl. sponsor support):** $143730000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.7392%  | 0.0000% | $2203000.00        | $2133192.94        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 4.9170%  | 0.0000% | $6396000.00        | $4038415.91        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8943%  | 0.0000% | $6281000.00        | $4979655.77        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $20776.41          | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A-1    20380125 FLT | 2038-01-25      | 5.2200%  | 0.0000% | $100000.00         | $94050.41          | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRES WD TR 2021-INV1  B6     20510725 FLT | 2051-07-25      | 3.2316%  | 0.0000% | $2147511.00        | $1091614.03        | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.3795%  | 0.0000% | $7900000.00        | $7906659.45        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1666955.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6710%  | 0.0000% | $4022000.00        | $1522605.72        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $16368394.00       | $15808774.06       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $2999999.00        | $726774.59         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD 2022-FL9               A-S    20370622 FLT | 2037-06-22      | 6.3172%  | 0.0000% | $25000000.00       | $25050958.80       | Private Label Collateralized Mortgage Obligations |
| STDIO COML MTG TR 2025-RLGH    A      20380716 FLT | 2038-07-16      | 5.7197%  | 0.0000% | $1500000.00        | $1509500.87        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.0245%  | 0.0000% | $799425.00         | $801047.30         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL1           B-3    20570725 FLT | 2057-07-25      | 2.9825%  | 0.0000% | $2000000.00        | $1198838.75        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.1326%  | 0.0000% | $1909000.00        | $581032.92         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5114%  | 0.0000% | $57193357.00       | $34110897.03       | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.7062%  | 0.0000% | $3290000.00        | $3079890.45        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5644718.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.5979%  | 0.0000% | $13020000.00       | $13005794.92       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-5    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $2273031.00        | $1721915.14        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $6227102.00        | $5492561.01        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6882%  | 0.0000% | $286000.00         | $197621.03         | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.4172% | 0.0000% | $22897000.00       | $25089793.81       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.0766%  | 0.0000% | $1753173.00        | $281173.68         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.1990%  | 0.0000% | $8469000.00        | $7534282.12        | Private Label Collateralized Mortgage Obligations |

### Security 650: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F4SP2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1F4SP2
- **C.18 - Value (incl. sponsor support):** $499827945.00
- **C.18.a - Value (excl. sponsor support):** $499827945.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4132%  | 0.0000% | $3122000.00        | $2325691.16        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9070%  | 0.0000% | $7300000.00        | $6877444.39        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3449712.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK24                F      20621117 2.8 | 2062-11-17      | 2.8110%  | 0.0000% | $1500000.00        | $777046.75         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2676607.32        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 7.8250%  | 0.0000% | $8000000.00        | $4545850.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.7745%  | 0.0000% | $3782000.00        | $1140619.03        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.8186%  | 0.0000% | $4000000.00        | $3007268.30        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 6.6376%  | 0.0000% | $3875000.00        | $3858194.92        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.3567%  | 0.0000% | $8250000.00        | $8192545.68        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.8548%  | 0.0000% | $300000.00         | $153301.87         | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-2    20650625 FLT | 2065-06-25      | 7.2062%  | 0.0000% | $2220000.00        | $2279021.91        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8234000.00        | $6483812.52        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8353%  | 0.0000% | $3134000.00        | $2979328.65        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $727000.00         | $660969.61         | Private Label Collateralized Mortgage Obligations |
| ROC MTG TR 2024-RTL1           A1     20391025 FLT | 2039-10-25      | 5.5890%  | 0.0000% | $2845000.00        | $2854535.02        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6882%  | 0.0000% | $570000.00         | $529233.39         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT | 2070-02-25      | 7.2992%  | 0.0000% | $11539874.00       | $11603183.77       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 5.4810%  | 0.0000% | $390000.00         | $162477.90         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A      20540125 FLT | 2054-01-25      | 5.2200%  | 0.0000% | $832000.00         | $790178.69         | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5816970.62        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $800000.00         | $754068.80         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $539956.18         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0689%  | 0.0000% | $4080000.00        | $3963260.80        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2422%  | 0.0000% | $5096000.00        | $5143855.48        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1221262.67        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.4822%  | 0.0000% | $5000000.00        | $3269404.48        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1447%  | 0.0000% | $8000000.00        | $580236.36         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 4.9245%  | 0.0000% | $12500000.00       | $9842320.84        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.6245%  | 0.0000% | $130000.00         | $1137.28           | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7877%  | 0.0000% | $725000.00         | $676820.72         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.5570%  | 0.0000% | $7750000.00        | $5185253.53        | Private Label Collateralized Mortgage Obligations |
| ACORE ISSUER LLC 2026-FL1      C      20430820 FLT | 2043-08-20      | 5.8000%  | 0.0000% | $625000.00         | $626532.95         | Private Label Collateralized Mortgage Obligations |
| ACORE ISSUER LLC 2026-FL1      D      20430820 FLT | 2043-08-20      | 6.4500%  | 0.0000% | $250000.00         | $250649.78         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-4    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $3015000.00        | $2524027.77        | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.0641%  | 0.0000% | $2500000.00        | $2458665.04        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.8187%  | 0.0000% | $5864000.00        | $3655442.61        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4530610.63        | 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        | $3522966.64        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6724%  | 0.0000% | $1850000.00        | $1886947.34        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     B      20570917 FLT | 2057-09-17      | 4.3710%  | 0.0000% | $47000.00          | $43945.59          | 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        | $3096554.95        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.0745%  | 0.0000% | $4385000.00        | $358217.20         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5312000.00        | $4222455.41        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.2745%  | 0.0000% | $3000000.00        | $156745.00         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $779996.90         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.7861%  | 0.0000% | $742000.00         | $758297.87         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       C      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $3070000.00        | $346337.53         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM           E      20411212 FLT | 2041-12-12      | 7.9274%  | 0.0000% | $3260000.00        | $3334573.69        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.2940%  | 0.0000% | $5000000.00        | $4242380.01        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.6710%  | 0.0000% | $2315000.00        | $463915.12         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.1022%  | 0.0000% | $6866000.00        | $2059998.51        | Private Label Collateralized Mortgage Obligations |
| ARZ TR 2024-BILT               F      20390613 8.2 | 2039-06-13      | 8.2680%  | 0.0000% | $10783000.00       | $11295659.76       | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 6.6582%  | 0.0000% | $5000000.00        | $5009697.49        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    C      20401217 7.1 | 2040-12-17      | 7.0100%  | 0.0000% | $2500000.00        | $2516231.67        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 5.9785%  | 0.0000% | $10250000.00       | $10115567.51       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.1970%  | 0.0000% | $9900000.00        | $7672137.00        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.7904%  | 0.0000% | $113492000.00      | $1096025.68        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR  2022-B32     E      20550115 FLT | 2055-01-15      | 2.0000%  | 0.0000% | $2750000.00        | $1681700.47        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 7.6245%  | 0.0000% | $2500000.00        | $788299.90         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.9607%  | 0.0000% | $4086750.00        | $246251.75         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.2416%  | 0.0000% | $1500000.00        | $1329345.60        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0877%  | 0.0000% | $329000.00         | $324139.01         | Private Label Collateralized Mortgage Obligations |
| NYC COML MTG TR 2026-7W34      B      20410207 FLT | 2041-02-07      | 5.3279%  | 0.0000% | $3500000.00        | $3561190.25        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     F      20421113 FLT | 2042-11-13      | 9.8598%  | 0.0000% | $10700000.00       | $11130706.33       | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM5    B-3    20650825 FLT | 2065-08-25      | 7.4085%  | 0.0000% | $1290000.00        | $1293374.08        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         D      20410415 FLT | 2041-04-15      | 7.5977%  | 0.0000% | $2411194.00        | $2415793.76        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.1097%  | 0.0000% | $26700000.00       | $26977819.29       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.4170%  | 0.0000% | $13700000.00       | $815684.30         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $3236256.04        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $147983.33         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3646%  | 0.0000% | $2111942.00        | $1213087.75        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TR 2025-SB123   A-10F  20350525 FLT | 2035-05-25      | 5.0100%  | 0.0000% | $748000.00         | $770774.64         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-RTL1                 A1     20401125 FLT | 2040-11-25      | 5.2210%  | 0.0000% | $11300000.00       | $11342319.13       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.4560%  | 0.0000% | $9747000.00        | $1042664.73        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALTERNATIVE 2024- A-2    20590825 FLT | 2059-08-25      | 5.8130%  | 0.0000% | $2516000.00        | $1953074.50        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $200000.00         | $160392.53         | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1021%  | 0.0000% | $7117000.00        | $6533211.29        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $2000000.00        | $1967145.13        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $223169.14         | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.1910%  | 0.0000% | $14720000.00       | $9755611.62        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 6.9097%  | 0.0000% | $8000000.00        | $8045929.73        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $979826.72         | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.2097%  | 0.0000% | $10425000.00       | $10437022.29       | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 5.7497%  | 0.0000% | $19300000.00       | $19349051.91       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.4245%  | 0.0000% | $5000000.00        | $39040.80          | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.9905%  | 0.0000% | $3800000.00        | $2879875.58        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 6.5745%  | 0.0000% | $6512000.00        | $79391.00          | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $6315000.00        | $4767376.32        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6874%  | 0.0000% | $4169000.00        | $3936933.96        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $6000000.00        | $4391855.33        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7775%  | 0.0000% | $1743000.00        | $1159563.14        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.07134 25APR56 144A F                | 2056-04-25      | 5.0737%  | 0.0000% | $3294000.00        | $3294925.20        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-13         B-6    20560125 FLT | 2056-01-25      | 5.8388%  | 0.0000% | $1696917.00        | $951184.63         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.0310%  | 0.0000% | $750000.00         | $459870.00         | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.1745%  | 0.0000% | $10634000.00       | $10281395.99       | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 2026-PJ1         B-5    20560625 FLT | 2056-06-25      | 5.9073%  | 0.0000% | $250000.00         | $171755.06         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.1764%  | 0.0000% | $2000000.00        | $923290.57         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $45132000.00       | $29353535.16       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.8570%  | 0.0000% | $7792000.00        | $5807343.26        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD 2021-FL2  D      20380518 FLT | 2038-05-18      | 6.5741%  | 0.0000% | $3275000.00        | $3296119.70        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $1950000.00        | $1808406.17        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1625448.04        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE                 E      20361215 FLT | 2036-12-15      | 8.3314%  | 0.0000% | $5941000.00        | $5788264.63        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $2500000.00        | $1063359.03        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $11661903.00       | $11277089.36       | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 6.5245%  | 0.0000% | $100000.00         | $95467.50          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.8090%  | 0.0000% | $9700000.00        | $4853404.33        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 0.0714%  | 0.0000% | $4920000.00        | $4942023.71        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.5245%  | 0.0000% | $280000.00         | $776.95            | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2025-ESH F      20421015 FLT | 2042-10-15      | 7.7597%  | 0.0000% | $2500000.00        | $2528316.38        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              C      20380218 FLT | 2038-02-18      | 5.6785%  | 0.0000% | $7695000.00        | $7648827.19        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2500000.00        | $1843493.05        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5503%  | 0.0000% | $530000.00         | $366791.68         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.8736%  | 0.0000% | $6963239.00        | $4973728.76        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.1597%  | 0.0000% | $5900000.00        | $5954857.52        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.6245%  | 0.0000% | $5000000.00        | $1820164.13        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.0977%  | 0.0000% | $6600000.00        | $5979176.52        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $20500000.00       | $15847253.72       | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.8497%  | 0.0000% | $13400000.00       | $12127629.38       | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     C      20421113 FLT | 2042-11-13      | 6.5843%  | 0.0000% | $5000000.00        | $5154496.44        | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A-S    20421219 FLT | 2042-12-19      | 5.3660%  | 0.0000% | $20000000.00       | $20055458.40       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $8865000.00        | $7492513.80        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5431%  | 0.0000% | $361000.00         | $263110.28         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.0170%  | 0.0000% | $1890000.00        | $12736.71          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.3570%  | 0.0000% | $1261000.00        | $3193.27           | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 6.0497%  | 0.0000% | $5712000.00        | $523992.36         | Private Label Collateralized Mortgage Obligations |
| LIBERTY STREET TRUST 2026-225L D      20310210 5.7 | 2031-02-10      | 5.7085%  | 0.0000% | $20000000.00       | $20195855.98       | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.0245% | 0.0000% | $280000.00         | $1010.28           | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.6037%  | 0.0000% | $10978000.00       | $8801656.25        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9725%  | 0.0000% | $8549676.00        | $4299367.13        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     B-6    20520925 FLT | 2052-09-25      | 2.7228%  | 0.0000% | $3729993.00        | $1732445.31        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8249%  | 0.0000% | $853146.00         | $565176.09         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.0937% | 0.0000% | $10655000.00       | $10759716.17       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $2500000.00        | $1580778.06        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $9973000.00        | $10754537.35       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.1670%  | 0.0000% | $4750000.00        | $2489581.08        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-6    20520425 FLT | 2052-04-25      | 3.2088%  | 0.0000% | $1102000.00        | $554029.65         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.3670%  | 0.0000% | $5300000.00        | $1665201.70        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2030%  | 0.0000% | $975165.00         | $658231.95         | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65D    20520517 4.6 | 2052-05-17      | 4.6602%  | 0.0000% | $150000.00         | $7197.40           | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $93500.11          | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              B      20380517 FLT | 2038-05-17      | 5.3285%  | 0.0000% | $5018000.00        | $4933808.67        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9013%  | 0.0000% | $3000000.00        | $1566508.22        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.9554%  | 0.0000% | $1500000.00        | $1409987.88        | Private Label Collateralized Mortgage Obligations |

### Security 651: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6GH8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1F6GH8
- **C.18 - Value (incl. sponsor support):** $399526240.00
- **C.18.a - Value (excl. sponsor support):** $399526240.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN CRT ACC REC TR 2026-1 D      20330112 5.1 | 2033-01-12      | 5.1000%  | 0.0000% | $3350000.00        | $3393989.97        | Asset-Backed Securities |
| CLOVER CLO LLC 2021-3R         D-R    20350125 FLT | 2035-01-25      | 6.2180%  | 0.0000% | $1130000.00        | $1130403.56        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2025-HE1     A-1    20720926 5.3 | 2072-09-26      | 5.0172%  | 0.0000% | $23321683.00       | $20468573.38       | Asset-Backed Securities |
| DLLMT LLC 2024-1               A-3    20280821 4.8 | 2028-08-21      | 4.8400%  | 0.0000% | $350000.00         | $352997.09         | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-C   C      20300315 5.2 | 2030-03-15      | 5.2200%  | 0.0000% | $50000.00          | $50239.30          | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $20045000.00       | $16826050.83       | Asset-Backed Securities |
| RAD CLO LTD 2025-31            A-1B   20390418 FLT | 2039-04-18      | 5.1269%  | 0.0000% | $6600000.00        | $6711634.82        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          A-1A   20550725 FLT | 2055-07-25      | 5.3770%  | 0.0000% | $40000000.00       | $34409041.65       | Asset-Backed Securities |
| 720 EAST CLO LTD 2024-6        A-1    20380120 FLT | 2038-01-20      | 5.0276%  | 0.0000% | $9130000.00        | $9201551.29        | Asset-Backed Securities |
| PORSCHE FINANCIAL AUTO 2023-2  A-4    20311124 5.7 | 2031-11-24      | 5.7900%  | 0.0000% | $600000.00         | $608784.10         | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2024-SFR3 A      20410620 3.0 | 2041-06-20      | 3.0000%  | 0.0000% | $100000.00         | $95832.59          | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280216 4.6 | 2028-02-16      | 4.6600%  | 0.0000% | $3141000.00        | $891661.74         | Asset-Backed Securities |
| SFS AR REC SEC TR 2025-1       A-4    20301220 4.8 | 2030-12-20      | 4.8300%  | 0.0000% | $6000000.00        | $6125611.00        | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2265000.00        | $255143.21         | Asset-Backed Securities |
| MERCEDES-BENZ AUTO RECE 2023-2 A-3    20281115 5.9 | 2028-11-15      | 5.9500%  | 0.0000% | $15000.00          | $8673.61           | Asset-Backed Securities |
| GENERATE CLO 2024-7R LTD       A-1-R  20370422 FLT | 2037-04-22      | 5.2892%  | 0.0000% | $750000.00         | $754566.90         | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  A-2    20280717 4.5 | 2028-07-17      | 4.5200%  | 0.0000% | $6520000.00        | $5432387.47        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    D      20310815 0.0 | 2031-08-15      | 5.1300%  | 0.0000% | $4044000.00        | $4097263.52        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     B      20290716 4.9 | 2029-07-16      | 4.9800%  | 0.0000% | $11760000.00       | $11895604.56       | Asset-Backed Securities |
| MADISON PK FDG LTD 2020-46RR   D-RR   20341016 FLT | 2034-10-16      | 6.4222%  | 0.0000% | $1500000.00        | $1461931.43        | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  A-2-R  20380715 FLT | 2038-07-15      | 5.2722%  | 0.0000% | $2000000.00        | $2017296.68        | Asset-Backed Securities |
| NAVIENT PVT ED RI LN TR 2021-B A      20690715 0.9 | 2069-07-15      | 0.9400%  | 0.0000% | $8892000.00        | $2415417.78        | Asset-Backed Securities |
| OCEAN TRAILS CLO 2020-8RR2     B-RR2  20380315 FLT | 2038-03-15      | 5.4580%  | 0.0000% | $8000000.00        | $8136424.83        | Asset-Backed Securities |
| OCTAGON INVT PARTNRS 2017-32R3 A-1-R3 20371102 FLT | 2037-11-02      | 5.0522%  | 0.0000% | $6650000.00        | $6708217.82        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 A-2    20271115 4.6 | 2027-11-15      | 4.6400%  | 0.0000% | $65000.00          | $3215.84           | Asset-Backed Securities |
| FORD CREDIT AT TR  2025-A      A-2A   20270815 4.5 | 2027-08-15      | 4.5700%  | 0.0000% | $225000.00         | $124693.42         | Asset-Backed Securities |
| ARES CLO LTD 2023-68R          B-R    20370727 FLT | 2037-07-27      | 5.3680%  | 0.0000% | $1128918.00        | $1139588.05        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 C      20300114 5.6 | 2030-01-14      | 5.6300%  | 0.0000% | $4470000.00        | $2252452.69        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N2   C      20280310 1.0 | 2028-03-10      | 1.0700%  | 0.0000% | $140000.00         | $11484.75          | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 B      20290815 6.8 | 2029-08-15      | 6.8000%  | 0.0000% | $2050000.00        | $458385.98         | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 C      20320315 4.6 | 2032-03-15      | 4.6800%  | 0.0000% | $2776000.00        | $2814153.34        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     D      20271215 3.4 | 2027-12-15      | 3.4000%  | 0.0000% | $39995000.00       | $11628138.48       | Asset-Backed Securities |
| GOLUB CAP PVT CR FD CLO 2025-2 A-1    20391018 FLT | 2039-10-18      | 5.1376%  | 0.0000% | $14000000.00       | $14104062.76       | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $2791.71           | Asset-Backed Securities |
| OAKTREE CLO 2020-1RR LTD       A-RR   20380115 FLT | 2038-01-15      | 4.8622%  | 0.0000% | $19500000.00       | $19616758.51       | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         C      20340221 5.2 | 2034-02-21      | 5.2500%  | 0.0000% | $258000.00         | $260418.45         | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 7.6676%  | 0.0000% | $250000.00         | $252935.90         | Asset-Backed Securities |
| BLUEPEAK ABS ISSUER LLC 2025-1 B      20551220 6.4 | 2055-12-20      | 6.4910%  | 0.0000% | $5000000.00        | $5140090.70        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-1 A-2A   20280315 4.6 | 2028-03-15      | 4.6300%  | 0.0000% | $340000.00         | $147543.83         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   A-2    20280612 1.1 | 2028-06-12      | 1.1100%  | 0.0000% | $2915000.00        | $794710.42         | Asset-Backed Securities |
| ALLY AUTO RECV TR 2023-1       A-3    20280515 5.4 | 2028-05-15      | 5.4600%  | 0.0000% | $193000.00         | $88123.26          | Asset-Backed Securities |
| AMERICREDIT AUTO REC TR 2021-3 C      20270818 1.4 | 2027-08-18      | 1.4100%  | 0.0000% | $890000.00         | $286546.09         | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 B      20300412 4.2 | 2030-04-12      | 4.2400%  | 0.0000% | $1000000.00        | $1006414.22        | Asset-Backed Securities |
| AMERICR ATMBL REC TR 2022-2    C      20280418 5.3 | 2028-04-18      | 5.3200%  | 0.0000% | $55000.00          | $55345.07          | Asset-Backed Securities |
| ALLY AUTO RECEIVABLES 2025-1   A-3    20300315 3.9 | 2030-03-15      | 3.9600%  | 0.0000% | $33000.00          | $33170.94          | Asset-Backed Securities |
| HARLEY-DAVIDSON  TR 2025-A     A-2A   20280715 4.7 | 2028-07-15      | 4.7100%  | 0.0000% | $200000.00         | $133504.76         | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-4  A      20300325 6.1 | 2030-03-25      | 6.1500%  | 0.0000% | $9095000.00        | $9571402.17        | Asset-Backed Securities |
| JOHN DEERE OWNR TR 2022-B      A-3    20270216 3.7 | 2027-02-16      | 3.7400%  | 0.0000% | $282000.00         | $8868.86           | Asset-Backed Securities |
| GM FINA AUTO LEASE TR 2024-2   A-3    20270720 5.3 | 2027-07-20      | 5.3900%  | 0.0000% | $705000.00         | $465401.87         | Asset-Backed Securities |
| OCTAGON INV PTRS LTD 2019-42RR B-RR   20370715 FLT | 2037-07-15      | 5.4722%  | 0.0000% | $500000.00         | $504453.11         | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2024-LEAF1   A-2    20310818 4.9 | 2031-08-18      | 4.9900%  | 0.0000% | $570000.00         | $224854.06         | Asset-Backed Securities |
| NEUBERGER BM LN ADV 2021-40R   B-R    20371016 FLT | 2037-10-16      | 5.3211%  | 0.0000% | $1000000.00        | $1008317.98        | Asset-Backed Securities |
| BARINGS CLO LTD 2025-8         A-1    20390118 FLT | 2039-01-18      | 4.8901%  | 0.0000% | $6000000.00        | $6030449.43        | Asset-Backed Securities |
| CARVANA AUTO RECE TR 2025-P4   D      20331110 5.6 | 2033-11-10      | 5.6200%  | 0.0000% | $2169000.00        | $2202220.16        | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 6.4222%  | 0.0000% | $1300000.00        | $1306631.24        | Asset-Backed Securities |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $8659000.00        | $7119876.89        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES8     A-1A   20550825 FLT | 2055-08-25      | 5.1477%  | 0.0000% | $217000.00         | $195625.13         | Asset-Backed Securities |
| WINDHILL CLO 2025-4 LTD        C      20371022 FLT | 2037-10-22      | 5.9721%  | 0.0000% | $4400000.00        | $4510424.60        | Asset-Backed Securities |
| SANTANR DRV AUTO REC TR 2023-6 A-3    20280717 5.9 | 2028-07-17      | 5.9300%  | 0.0000% | $2800000.00        | $546619.47         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-A   A-3    20261120 5.3 | 2026-11-20      | 5.3900%  | 0.0000% | $2244000.00        | $24482.95          | Asset-Backed Securities |
| HAMLIN PARK CLO LTD 2024-1     A      20371020 FLT | 2037-10-20      | 5.0076%  | 0.0000% | $750000.00         | $755381.87         | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2022-B     A-4    20280815 3.8 | 2028-08-15      | 3.8000%  | 0.0000% | $97000.00          | $38872.26          | Asset-Backed Securities |
| GOLDENTREE LN MGMT 2022-16R2   A-RR   20380120 FLT | 2038-01-20      | 4.7876%  | 0.0000% | $5000000.00        | $5026218.04        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2023-4   A-3    20280816 5.7 | 2028-08-16      | 5.7800%  | 0.0000% | $397000.00         | $239804.08         | Asset-Backed Securities |
| EMPOWER CLO 2024-2 LTD         A-1    20370715 FLT | 2037-07-15      | 5.1922%  | 0.0000% | $1500000.00        | $1511417.67        | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9000%  | 0.0000% | $3335000.00        | $3335839.31        | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2024-1    B      20280515 5.7 | 2028-05-15      | 5.7100%  | 0.0000% | $1330000.00        | $261618.32         | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2026-1      A-4    20320115 0.0 | 2032-01-15      | 3.9800%  | 0.0000% | $2500000.00        | $2505607.78        | Asset-Backed Securities |
| MOUNTAIN VIEW CLO LTD 2024-18  D-1    20371016 FLT | 2037-10-16      | 7.3211%  | 0.0000% | $3000000.00        | $3045093.96        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-N1    D      20281210 4.1 | 2028-12-10      | 4.1300%  | 0.0000% | $75000.00          | $14973.23          | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-1RR   A-RR   20371015 FLT | 2037-10-15      | 5.0622%  | 0.0000% | $1000000.00        | $1007666.51        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2024-B     A-3    20290315 4.8 | 2029-03-15      | 4.8400%  | 0.0000% | $8985000.00        | $9079408.40        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-5 A      20300525 4.6 | 2030-05-25      | 4.6200%  | 0.0000% | $20066000.00       | $20327734.20       | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  D      20290815 7.0 | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5577631.51        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 D      20310715 5.8 | 2031-07-15      | 5.8900%  | 0.0000% | $300000.00         | $309320.80         | Asset-Backed Securities |
| TOYOTA AUTO REC OWN TR 2022-C  A-3    20270415 3.7 | 2027-04-15      | 3.7600%  | 0.0000% | $10538000.00       | $772138.98         | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     B      20341016 4.7 | 2034-10-16      | 4.7500%  | 0.0000% | $1000000.00        | $1008209.33        | Asset-Backed Securities |
| AVIS BUDGET RENTAL FDG 2022-5  C      20270420 9.2 | 2027-04-20      | 6.2400%  | 0.0000% | $3250000.00        | $1086654.05        | Asset-Backed Securities |
| CR ACCEP AUTO LN TR  2023-2    C      20330915 7.1 | 2033-09-15      | 7.1500%  | 0.0000% | $8875000.00        | $9045740.21        | Asset-Backed Securities |
| BLACKROCK RAINER CLO 2021-6R   A-1-R  20370420 FLT | 2037-04-20      | 5.2176%  | 0.0000% | $3000000.00        | $3022993.49        | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.0938%  | 0.0000% | $2500000.00        | $2291807.88        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         A      20350420 FLT | 2035-04-20      | 4.9697%  | 0.0000% | $787000.00         | $792747.94         | Asset-Backed Securities |
| ELMWOOD CLO LTD 2023-23R       A-R    20360416 FLT | 2036-04-16      | 5.0211%  | 0.0000% | $1448000.00        | $1460334.04        | Asset-Backed Securities |
| VSTRONG AUTO REC 2024-A        A-3    20281215 5.6 | 2028-12-15      | 5.6200%  | 0.0000% | $1500000.00        | $751279.26         | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2025-A  A-3    20300315 4.7 | 2030-03-15      | 4.7300%  | 0.0000% | $2432000.00        | $2462160.85        | Asset-Backed Securities |
| WOODMONT TR 2022-10R           C-R    20380415 FLT | 2038-04-15      | 5.7722%  | 0.0000% | $5250000.00        | $5272756.45        | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   A      20421017 3.8 | 2042-10-17      | 3.8500%  | 0.0000% | $100000.00         | $97774.73          | Asset-Backed Securities |
| HARLEY-DAVIDSON MTR TR 2022-A  A-4    20300115 3.2 | 2030-01-15      | 3.2600%  | 0.0000% | $6250000.00        | $3380314.22        | Asset-Backed Securities |
| SYCAMORE TREE CLO LTD 2021-1R  C-R    20380120 FLT | 2038-01-20      | 5.7176%  | 0.0000% | $2800000.00        | $2824906.77        | Asset-Backed Securities |
| SFS AR SEC TR 2026-1           B      20320620 0.0 | 2032-06-20      | 4.2700%  | 0.0000% | $5630000.00        | $5645660.47        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-2 A-3    20280815 5.6 | 2028-08-15      | 5.6100%  | 0.0000% | $190000.00         | $91653.74          | Asset-Backed Securities |
| PRESTIGE AUTO REC 2024-2       B      20290215 4.5 | 2029-02-15      | 4.5600%  | 0.0000% | $4935000.00        | $4939520.46        | Asset-Backed Securities |
| TOYOTA AUTO RECEIVABLES 2023-A A-3    20270915 4.6 | 2027-09-15      | 4.6300%  | 0.0000% | $25000.00          | $6474.50           | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    B      20310515 4.2 | 2031-05-15      | 4.2000%  | 0.0000% | $9750000.00        | $9781151.25        | Asset-Backed Securities |
| FORD CREDIT AUTO ONR TR 2022-B A-4    20270815 3.9 | 2027-08-15      | 3.9300%  | 0.0000% | $48000.00          | $19240.98          | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2026-1      B      20330720 4.7 | 2033-07-20      | 4.7500%  | 0.0000% | $4570000.00        | $4614491.74        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2021-2 LLC   A      20271225 1.6 | 2027-12-25      | 1.6800%  | 0.0000% | $67741000.00       | $66722130.24       | Asset-Backed Securities |
| HILTON GRND VAC TR 2022-1D     C      20340620 4.6 | 2034-06-20      | 4.6900%  | 0.0000% | $1000000.00        | $176003.68         | Asset-Backed Securities |
| MVW LLC 2024-2                 A      20420320 4.4 | 2042-03-20      | 4.4300%  | 0.0000% | $100000.00         | $65222.09          | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 5.4722%  | 0.0000% | $10000000.00       | $10081562.27       | Asset-Backed Securities |
| JAMESTOWN CLO LTD 2019-14RR    B-RR   20341020 FLT | 2034-10-20      | 5.4176%  | 0.0000% | $250000.00         | $251449.65         | Asset-Backed Securities |
| LENDMARK FUNDING TRUST 2020-2  A      20310421 2.3 | 2031-04-21      | 2.3200%  | 0.0000% | $10293000.00       | $6326987.10        | Asset-Backed Securities |
| OCEAN TRAILS CLO LTD 2024-16   A-2    20380120 FLT | 2038-01-20      | 5.2676%  | 0.0000% | $9900000.00        | $9957848.43        | Asset-Backed Securities |
| BATTALION CLO LTD 2021-18R     D-R    20361015 FLT | 2036-10-15      | 7.3838%  | 0.0000% | $1250000.00        | $1191561.92        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      A-1-R  20370420 FLT | 2037-04-20      | 5.1976%  | 0.0000% | $1500000.00        | $1511607.58        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-1        C      20281016 5.5 | 2028-10-16      | 5.5500%  | 0.0000% | $20780000.00       | $4602231.98        | Asset-Backed Securities |
| CARVANA AUTO RECEIVABLES 2023- A-3    20281010 6.1 | 2028-10-10      | 6.1600%  | 0.0000% | $2500000.00        | $1162519.40        | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-3     D      20270615 1.5 | 2027-06-15      | 1.5500%  | 0.0000% | $28735000.00       | $8022820.65        | Asset-Backed Securities |

### Security 652: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.960000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6OQ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F6OQ9
- **C.18 - Value (incl. sponsor support):** $399973712.00
- **C.18.a - Value (excl. sponsor support):** $399973712.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENERGY TRANSFER L P            PERP JR GLBL -B     | 2500-12-31      | 6.6250%  | 0.0000% | $2000000.00        | $2032196.67        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $2960000.00        | $3145360.13        | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $754000.00         | $778755.08         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $1045000.00        | $1110439.64        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49    | 2049-07-01      | 5.1250%  | 0.0000% | $1685000.00        | $1353463.14        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49    | 2049-07-01      | 5.1250%  | 0.0000% | $2400000.00        | $1927781.33        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52    | 2052-06-01      | 3.9000%  | 0.0000% | $900000.00         | $604887.00         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52    | 2052-06-01      | 3.9000%  | 0.0000% | $5319000.00        | $3574882.17        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 63    | 2063-04-01      | 5.5000%  | 0.0000% | $2679000.00        | $2208287.79        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $5537000.00        | $3878859.22        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52    | 2052-06-01      | 3.9000%  | 0.0000% | $70000.00          | $47046.77          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $541000.00         | $378989.13         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 51    | 2051-04-01      | 3.7000%  | 0.0000% | $455000.00         | $302017.88         | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $4095000.00        | $4229445.68        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34    | 2034-06-01      | 6.5500%  | 0.0000% | $312000.00         | $336531.69         | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $2439000.00        | $2659705.11        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $329000.00         | $356938.68         | Corporate Debt Securities |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $28000.00          | $28377.97          | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $200000.00         | $216984.00         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $400000.00         | $279205.78         | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 7%79    | 2079-04-04      | 7.0000%  | 0.0000% | $3353000.00        | $3644863.75        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26    | 2026-11-05      | 5.1250%  | 0.0000% | $3201000.00        | $3271020.10        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $164000.00         | $142088.09         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $29832000.00       | $27608188.48       | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $675000.00         | $662976.00         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $3651000.00        | $3585963.52        | Corporate Debt Securities |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $189000.00         | $193662.00         | Corporate Debt Securities |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $496000.00         | $519230.16         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $3510000.00        | $3517581.60        | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $27000.00          | $27196.29          | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $3750000.00        | $3870902.08        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.1%47    | 2047-02-15      | 4.1000%  | 0.0000% | $977000.00         | $733000.76         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 6%27     | 2027-04-15      | 6.0000%  | 0.0000% | $2840000.00        | $2905944.80        | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 54    | 2054-11-30      | 6.9500%  | 0.0000% | $3889000.00        | $4131696.29        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $280000.00         | $263851.00         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $4000000.00        | $3769300.00        | Corporate Debt Securities |
| TEXAS CAP BANCSHARES INC       LW TIER II 31       | 2031-05-06      | 4.0000%  | 0.0000% | $1950000.00        | $1963559.00        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $2515000.00        | $2369947.38        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $5000.00           | $3982.21           | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $6254000.00        | $4980944.45        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $824000.00         | $677398.84         | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR 144A NT 33       | 2033-07-24      | 6.6250%  | 0.0000% | $1450000.00        | $1539976.73        | Corporate Debt Securities |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $2200000.00        | $1986024.33        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-10-15      | 5.5000%  | 0.0000% | $1294000.00        | $1331845.19        | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL REGS 29     | 2029-04-01      | 5.2000%  | 0.0000% | $49000.00          | $51024.14          | Corporate Debt Securities |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $2800000.00        | $2560382.22        | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL REGS 29     | 2029-04-16      | 4.6250%  | 0.0000% | $1000000.00        | $930469.86         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33    | 2033-11-01      | 3.8750%  | 0.0000% | $5475000.00        | $4947626.71        | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $38000.00          | $24109.86          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34    | 2034-06-01      | 6.5500%  | 0.0000% | $986000.00         | $1063526.44        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34    | 2034-06-01      | 6.5500%  | 0.0000% | $2677000.00        | $2887485.07        | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $1697000.00        | $1532392.41        | Corporate Debt Securities |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $107867000.00      | $110753760.62      | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $1649000.00        | $1695524.70        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55    | 2055-02-15      | 7.0000%  | 0.0000% | $209000.00         | $220554.22         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55    | 2055-02-15      | 7.0000%  | 0.0000% | $3300000.00        | $3482435.00        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.834%55    | 2055-10-23      | 6.8340%  | 0.0000% | $1215000.00        | $1229907.24        | Corporate Debt Securities |
| CITIGROUP INC                  ALT TIER I PERP     | 2500-12-31      | 4.1500%  | 0.0000% | $99000.00          | $98889.45          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-03-15      | 4.2000%  | 0.0000% | $4906000.00        | $4991855.00        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $1865000.00        | $1940168.82        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $465000.00         | $458663.60         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $1525000.00        | $1504219.33        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $2176000.00        | $182592.29         | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $5419000.00        | $454718.57         | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $101000.00         | $8475.10           | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30     | 2030-05-01      | 4.6250%  | 0.0000% | $1662000.00        | $1650221.04        | Corporate Debt Securities |
| TRANSALTA CORP                 SR NT 6.5%40        | 2040-03-15      | 6.5000%  | 0.0000% | $29000.00          | $30241.49          | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.7500%  | 0.0000% | $200000.00         | $208258.67         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 31     | 2031-05-11      | 2.8750%  | 0.0000% | $2667000.00        | $2246134.81        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 30     | 2030-05-13      | 6.8000%  | 0.0000% | $278000.00         | $284712.16         | Corporate Debt Securities |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $1947000.00        | $1877766.30        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $4034000.00        | $2798798.16        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $5181000.00        | $5211334.75        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $95000.00          | $88130.08          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $859000.00         | $864029.44         | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $327000.00         | $337656.66         | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR GLBL REGS 28     | 2028-01-15      | 5.8750%  | 0.0000% | $300000.00         | $302521.25         | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR REGS NT4.5%27    | 2027-10-01      | 4.5000%  | 0.0000% | $430000.00         | $435022.40         | Corporate Debt Securities |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30    | 2030-08-01      | 4.9000%  | 0.0000% | $45000.00          | $46055.20          | Corporate Debt Securities |
| TRANSCANADA TRUST              LW TIER II 79       | 2079-09-15      | 5.5000%  | 0.0000% | $98000.00          | $101555.44         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      PERP JR SB GLBL     | 2500-12-31      | 4.4500%  | 0.0000% | $2000.00           | $1998.44           | Corporate Debt Securities |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $4691000.00        | $4007271.11        | Corporate Debt Securities |
| MYLAN INC                      SR NT 5.4%43        | 2043-11-29      | 5.4000%  | 0.0000% | $304000.00         | $274083.36         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 28       | 2028-02-15      | 3.3750%  | 0.0000% | $139000.00         | $135460.36         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -A 55    | 2055-03-10      | 7.0000%  | 0.0000% | $582000.00         | $632734.23         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $940000.00         | $1049881.30        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $1184000.00        | $1322403.68        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.8750%  | 0.0000% | $3199000.00        | $3551333.86        | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $690000.00         | $687508.72         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $195000.00         | $204415.68         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34       | 2034-09-15      | 5.6250%  | 0.0000% | $910000.00         | $949769.28         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $19000.00          | $18648.63          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $805000.00         | $846652.04         | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 84       | 2084-01-15      | 8.2500%  | 0.0000% | $4679000.00        | $5087640.46        | Corporate Debt Securities |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $1889000.00        | $1798082.43        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61    | 2061-12-01      | 4.4000%  | 0.0000% | $2470000.00        | $1682616.14        | Corporate Debt Securities |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $87000.00          | $82812.69          | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 26     | 2026-05-15      | 5.2500%  | 0.0000% | $100000.00         | $101487.50         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $4169000.00        | $4156633.12        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $141000.00         | $148840.29         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $2849000.00        | $2840548.76        | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $45000.00          | $49373.14          | Corporate Debt Securities |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $907000.00         | $909253.90         | Corporate Debt Securities |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $720000.00         | $715588.30         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT3.2%26    | 2026-08-15      | 3.2000%  | 0.0000% | $20000.00          | $19921.93          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28    | 2028-03-27      | 5.2000%  | 0.0000% | $3000.00           | $3113.57           | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT5.5%31    | 2031-03-18      | 5.5000%  | 0.0000% | $547000.00         | $492946.37         | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $14000.00          | $12813.31          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 35       | 2035-03-15      | 5.3500%  | 0.0000% | $6239000.00        | $6612560.12        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54    | 2054-12-15      | 7.0500%  | 0.0000% | $542000.00         | $579815.34         | Corporate Debt Securities |
| HNI CORP                       SR SEC GLBL 29      | 2029-01-18      | 5.1250%  | 0.0000% | $3536000.00        | $3511538.25        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27     | 2027-09-15      | 4.5000%  | 0.0000% | $140000.00         | $142667.00         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42     | 2042-09-19      | 6.7500%  | 0.0000% | $300000.00         | $272002.50         | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $8368000.00        | $9107870.67        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $100000.00         | $107977.62         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $3645000.00        | $3935784.43        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $470000.00         | $488468.65         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $2809000.00        | $2761555.99        | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $1000.00           | $1002.18           | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 4.3750%  | 0.0000% | $2900000.00        | $2850961.00        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $5000.00           | $4915.54           | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $2800000.00        | $2966425.00        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $1000.00           | $1008.30           | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -A 55    | 2055-03-10      | 7.0000%  | 0.0000% | $830000.00         | $902352.94         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $1025000.00        | $689555.08         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 29    | 2029-01-15      | 2.2500%  | 0.0000% | $2704000.00        | $2556266.96        | Corporate Debt Securities |
| EXTER AUTOMOBILE REC TR 2025-3 E      20321215 7.5 | 2032-12-15      | 7.5200%  | 0.0000% | $4425000.00        | $4628690.13        | Asset-Backed Securities   |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $690000.00         | $757054.77         | Corporate Debt Securities |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $4800000.00        | $4811928.00        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $508000.00         | $572497.94         | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28     | 2028-12-15      | 6.6250%  | 0.0000% | $2650000.00        | $2767978.00        | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT6.5%28    | 2028-09-27      | 6.5000%  | 0.0000% | $200000.00         | $204150.67         | Corporate Debt Securities |
| GRUPO NUTRESA SA               SR REGS NT 9%35     | 2035-05-12      | 9.0000%  | 0.0000% | $276000.00         | $323955.00         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $200000.00         | $205157.33         | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $1700000.00        | $1662281.25        | Corporate Debt Securities |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29     | 2029-10-01      | 7.2500%  | 0.0000% | $1499000.00        | $1594100.72        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $317000.00         | $320496.51         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $600000.00         | $467714.25         | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 30       | 2030-07-15      | 7.2500%  | 0.0000% | $100000.00         | $103308.83         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26    | 2026-08-18      | 3.5000%  | 0.0000% | $39000.00          | $38869.15          | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL 144A 31     | 2031-02-25      | 3.2500%  | 0.0000% | $600000.00         | $483558.33         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54    | 2054-12-15      | 7.0500%  | 0.0000% | $2121000.00        | $2268982.17        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $1032000.00        | $894450.74         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62    | 2062-06-30      | 3.9500%  | 0.0000% | $1442000.00        | $890412.17         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 30       | 2030-02-15      | 3.3750%  | 0.0000% | $2403000.00        | $2228001.52        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61    | 2061-04-01      | 3.8500%  | 0.0000% | $275000.00         | $171746.82         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $1670000.00        | $1522555.70        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $361000.00         | $353647.63         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $3242000.00        | $3322790.64        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81    | 2081-11-23      | 4.8750%  | 0.0000% | $1734000.00        | $1710034.68        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34    | 2034-02-01      | 6.6500%  | 0.0000% | $1580000.00        | $1685390.39        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $1581000.00        | $1562280.96        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $3422000.00        | $3381483.52        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 29       | 2029-11-15      | 6.9500%  | 0.0000% | $2645000.00        | $2897760.61        | Corporate Debt Securities |
| FMC CORP                       GLBL NT 6.375%53    | 2053-05-18      | 6.3750%  | 0.0000% | $638000.00         | $486973.44         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $1000.00           | $1033.48           | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $20000.00          | $20669.56          | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $1988000.00        | $2003912.28        | Corporate Debt Securities |
| PROVIDENT FING TR I            JR SB GLBL NT 38    | 2038-03-15      | 7.4050%  | 0.0000% | $2400000.00        | $2691438.00        | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 29     | 2029-04-16      | 4.6250%  | 0.0000% | $2400000.00        | $2233127.67        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-05-01      | 7.2500%  | 0.0000% | $1776000.00        | $1922006.93        | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $3540000.00        | $3425913.67        | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $1128000.00        | $1186030.59        | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $6392000.00        | $6186000.04        | Corporate Debt Securities |
| PANAMA INFRASTRUCTURE RECE     SR SEC GLBL 32      | 2032-04-05      | 0.0000%  | 0.0000% | $958895.00         | $747938.10         | Corporate Debt Securities |
| OCP S A                        SR GLBL 144A 34     | 2034-05-02      | 6.7500%  | 0.0000% | $260000.00         | $287425.45         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55    | 2055-03-31      | 6.3750%  | 0.0000% | $164000.00         | $175303.08         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55    | 2055-03-31      | 6.3750%  | 0.0000% | $1136000.00        | $1214294.54        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-07-15      | 8.8750%  | 0.0000% | $7000.00           | $8198.99           | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44    | 2044-07-15      | 4.5000%  | 0.0000% | $610000.00         | $501188.20         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $13000.00          | $13129.87          | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46       | 2046-06-15      | 5.2500%  | 0.0000% | $3278000.00        | $2803050.58        | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $63000.00          | $62831.02          | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 77       | 2077-07-15      | 5.5000%  | 0.0000% | $31000.00          | $31381.82          | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 28       | 2028-11-15      | 5.2500%  | 0.0000% | $2020000.00        | $2086952.90        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 45    | 2045-10-23      | 6.4840%  | 0.0000% | $3841000.00        | $3738037.30        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -D 56    | 2056-04-01      | 5.9500%  | 0.0000% | $3337000.00        | $3453078.47        | Corporate Debt Securities |
| AMERICAN AGCREDIT ACA          PERP JR GLBL        | 2500-12-31      | 5.2500%  | 0.0000% | $449000.00         | $447877.50         | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $2251000.00        | $2381775.60        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $60000.00          | $66128.70          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $66000.00          | $72741.57          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $538000.00         | $549091.02         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35       | 2035-10-31      | 5.8690%  | 0.0000% | $830000.00         | $848462.73         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-04-06      | 5.7530%  | 0.0000% | $900000.00         | $923184.42         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-04-06      | 4.9700%  | 0.0000% | $376000.00         | $380667.94         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-04-06      | 5.7530%  | 0.0000% | $200000.00         | $205152.09         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-28      | 4.9500%  | 0.0000% | $780000.00         | $794677.65         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-04-06      | 4.9700%  | 0.0000% | $400000.00         | $404965.89         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $320000.00         | $300057.16         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $5000.00           | $4499.17           | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 26       | 2026-12-08      | 4.3460%  | 0.0000% | $2940000.00        | $2968450.54        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $753000.00         | $677575.13         | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL 144A 30     | 2030-10-15      | 3.0000%  | 0.0000% | $20000.00          | $18799.40          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.4%49    | 2049-08-15      | 4.4000%  | 0.0000% | $4479000.00        | $3445858.93        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $19000.00          | $20566.70          | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $614000.00         | $607130.28         | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 36      | 2036-07-18      | 7.2000%  | 0.0000% | $754000.00         | $774961.20         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40    | 2040-03-15      | 6.2000%  | 0.0000% | $156000.00         | $166296.00         | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT 26       | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $302874.88         | Corporate Debt Securities |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $200000.00         | $192768.00         | Corporate Debt Securities |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $400000.00         | $430878.00         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-11-07      | 7.1220%  | 0.0000% | $541000.00         | $602469.32         | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR REGS NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $283000.00         | $295143.29         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $60000.00          | $57469.30          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.25%44      | 2044-04-01      | 5.2500%  | 0.0000% | $450000.00         | $332469.75         | Corporate Debt Securities |
| M D C HLDGS INC                SR GLBL NT 61       | 2061-08-06      | 3.9660%  | 0.0000% | $500000.00         | $342646.75         | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $3000.00           | $3101.65           | Corporate Debt Securities |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $1659000.00        | $1787066.50        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 49       | 2049-05-24      | 5.2500%  | 0.0000% | $400000.00         | $278321.00         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $1907000.00        | $1973828.43        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $100000.00         | $106024.56         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $4292000.00        | $3515834.72        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $53000.00          | $50554.23          | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1000.00           | $1150.20           | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $463000.00         | $500516.89         | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $67000.00          | $67373.19          | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29      | 2029-02-15      | 5.6250%  | 0.0000% | $100000.00         | $100155.50         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $4400000.00        | $3071882.00        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C    | 2500-12-31      | 9.2500%  | 0.0000% | $4069000.00        | $4534665.40        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $319000.00         | $264167.09         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $357000.00         | $295635.27         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $1519000.00        | $1569852.96        | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $995000.00         | $910660.48         | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $499000.00         | $502508.52         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $2300000.00        | $2044652.08        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $165000.00         | $174831.80         | Corporate Debt Securities |
| CITIGROUP INC                  PERP SUB -T NT      | 2500-12-31      | 6.2500%  | 0.0000% | $4000.00           | $4043.01           | Corporate Debt Securities |
| CITIGROUP INC                  PERP -JJ NT 6.5%    | 2500-12-31      | 6.5000%  | 0.0000% | $3058000.00        | $3115026.60        | Corporate Debt Securities |
| CITIGROUP INC                  PERP -JJ NT 6.5%    | 2500-12-31      | 6.5000%  | 0.0000% | $9962000.00        | $10147774.70       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $1000000.00        | $1065893.33        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 30     | 2030-05-13      | 6.8000%  | 0.0000% | $200000.00         | $204828.89         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $2182000.00        | $2124992.52        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $4525000.00        | $4406778.72        | Corporate Debt Securities |

### Security 653: 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: ARP1FBAK6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FBAK6
- **C.18 - Value (incl. sponsor support):** $780987019.80
- **C.18.a - Value (excl. sponsor support):** $780987019.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MIDCAP FINANCIAL ISSUER TRUST  SR FL 144A NT 33 | 2033-01-15      | 5.9222%  | 0.0000% | $2885000.00        | $2911948.00        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82 | 2082-03-15      | 3.8000%  | 0.0000% | $157000.00         | $157204.10         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $115000.00         | $76764.96          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $500000.00         | $623721.81         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.5053%  | 0.0000% | $6562000.00        | $6675440.80        | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 2%31  | 2031-10-25      | 2.0000%  | 0.0000% | $400000.00         | $366331.11         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $54000.00          | $58108.64          | Corporate Debt Securities |
| AMERICAN EXPRESS CO            PERP JR SB -D NT | 2079-12-31      | 3.5500%  | 0.0000% | $3342000.00        | $3344731.16        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32  | 2032-09-12      | 5.0000%  | 0.0000% | $12000.00          | $12599.60          | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II 42    | 2042-03-10      | 3.8110%  | 0.0000% | $980000.00         | $816064.43         | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $8260000.00        | $7176831.78        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $2423000.00        | $2637545.21        | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $641000.00         | $397164.10         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $51645.84          | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $329000.00         | $332098.08         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 52  | 2052-09-15      | 4.7500%  | 0.0000% | $2000.00           | $1808.21           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.9%53 | 2053-05-15      | 6.9000%  | 0.0000% | $15000.00          | $15802.20          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $12831000.00       | $12880777.15       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $7813000.00        | $8441974.71        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $71000.00          | $72117.54          | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $75497.37          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $34996.58          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1852000.00        | $1925728.12        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 50    | 2050-10-15      | 2.1250%  | 0.0000% | $105000.00         | $58508.28          | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT4.4%47 | 2047-02-01      | 4.4000%  | 0.0000% | $10000.00          | $8750.88           | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31 | 2031-02-09      | 4.5000%  | 0.0000% | $114000.00         | $116062.26         | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $202000.00         | $191939.73         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 48 | 2048-12-01      | 4.6000%  | 0.0000% | $24000.00          | $21047.49          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $41558000.00       | $44684662.31       | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44    | 2044-07-09      | 5.8360%  | 0.0000% | $95000.00          | $100067.43         | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $17400000.00       | $17320076.00       | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49 | 2049-10-15      | 4.2000%  | 0.0000% | $300000.00         | $222750.00         | Corporate Debt Securities |
| POSCO                          SR REGS NT4.5%31 | 2031-01-16      | 4.5000%  | 0.0000% | $340000.00         | $344612.10         | Corporate Debt Securities |
| VALE OVERSEAS LTD              SR GLBL NT 30    | 2030-07-08      | 3.7500%  | 0.0000% | $264000.00         | $256912.70         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 29  | 2029-04-03      | 5.3000%  | 0.0000% | $1900000.00        | $1997489.00        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50 | 2050-12-15      | 2.4500%  | 0.0000% | $82000.00          | $47951.96          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $157000.00         | $164557.59         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $865000.00         | $590751.75         | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  JR SB VR 144A 56 | 2056-01-15      | 7.4222%  | 0.0000% | $200000.00         | $201416.48         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $218000.00         | $221573.99         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT49 | 2049-06-15      | 5.2500%  | 0.0000% | $4328000.00        | $4021188.08        | Corporate Debt Securities |
| OHIOHEALTH CORP                SR 2020 SNK BD50 | 2050-11-15      | 3.0420%  | 0.0000% | $1700000.00        | $1205417.30        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 56    | 2056-03-01      | 6.2500%  | 0.0000% | $3335000.00        | $3550991.27        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%53 | 2053-04-01      | 5.3000%  | 0.0000% | $100000.00         | $99579.44          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $316000.00         | $318181.06         | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        GLBL NT 2.9%50   | 2050-06-15      | 2.9000%  | 0.0000% | $10000.00          | $6565.90           | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 27    | 2027-11-18      | 2.5280%  | 0.0000% | $14000.00          | $13712.19          | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.4%33   | 2033-06-15      | 5.4000%  | 0.0000% | $125000.00         | $128282.50         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AB BD 48 | 2048-03-01      | 3.9500%  | 0.0000% | $60000.00          | $49600.27          | Corporate Debt Securities |
| CINCINNATI CHILDRENS HOSP MED  SR SEC 2020DD 50 | 2050-11-15      | 2.8200%  | 0.0000% | $3040000.00        | $1990804.80        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $105000.00         | $116561.69         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48  | 2048-12-01      | 4.6500%  | 0.0000% | $81000.00          | $72355.54          | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             LW TIER II GLBL  | 2033-01-07      | 3.7420%  | 0.0000% | $459000.00         | $432271.15         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46  | 2046-11-01      | 4.2000%  | 0.0000% | $72000.00          | $61633.68          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2020B 50 | 2050-01-30      | 3.7000%  | 0.0000% | $265000.00         | $202556.73         | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 4.9%46   | 2046-10-01      | 4.9000%  | 0.0000% | $230000.00         | $209404.01         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $4754000.00        | $4738787.20        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55 | 2055-10-15      | 6.1000%  | 0.0000% | $2400000.00        | $2463838.67        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $14000.00          | $15222.06          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $87303000.00       | $92134784.53       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $18000.00          | $13453.97          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $178000.00         | $180487.75         | Corporate Debt Securities |
| BARCLAYS PLC                   SUB GLBL NT 28   | 2028-05-09      | 4.8360%  | 0.0000% | $421000.00         | $430282.21         | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $184000.00         | $201779.92         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%28   | 2028-10-16      | 4.5000%  | 0.0000% | $48000.00          | $50022.00          | Corporate Debt Securities |
| LELAND STANFORD JR UNIV CALIF  -2015 BD 3.46%47 | 2047-05-01      | 3.4600%  | 0.0000% | $8086000.00        | $6426501.24        | Corporate Debt Securities |
| BROOKFIELD FIN INC             GLBL NT 3.5%51   | 2051-03-30      | 3.5000%  | 0.0000% | $280000.00         | $197459.27         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 54    | 2054-03-01      | 5.4500%  | 0.0000% | $7000.00           | $7056.66           | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $4758000.00        | $4667550.42        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $9826000.00        | $10111003.13       | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -Q NT 56 | 2056-03-15      | 5.6000%  | 0.0000% | $12925000.00       | $12883625.64       | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $10399000.00       | $9400785.55        | Corporate Debt Securities |
| POSCO                          SR REGS NT 5%36  | 2036-01-16      | 5.0000%  | 0.0000% | $13191000.00       | $13380877.12       | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%33 | 2033-02-15      | 4.3750%  | 0.0000% | $8142000.00        | $8266151.93        | Corporate Debt Securities |
| SECURIAN FINL GROUP INC        SR GLBL 144A 48  | 2048-04-15      | 4.8000%  | 0.0000% | $105000.00         | $93151.80          | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 30  | 2030-09-28      | 1.3750%  | 0.0000% | $12718000.00       | $11418487.12       | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $53410000.00       | $54016596.66       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $558000.00         | $535554.76         | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 54    | 2054-04-03      | 5.7770%  | 0.0000% | $4479000.00        | $4659629.11        | Corporate Debt Securities |
| NEVADA POWER CO                GLBL GG NT5.9%53 | 2053-05-01      | 5.9000%  | 0.0000% | $155000.00         | $161789.17         | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 4.45%35  | 2035-11-20      | 4.4500%  | 0.0000% | $18000000.00       | $18490865.00       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.7%54 | 2054-09-18      | 4.7000%  | 0.0000% | $71000.00          | $65691.92          | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 3.8%29   | 2029-01-29      | 3.8000%  | 0.0000% | $8431000.00        | $8510719.79        | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $4284000.00        | $4326068.88        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL K NT5% | 2500-12-31      | 5.0000%  | 0.0000% | $1317000.00        | $1334785.35        | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53    | 2053-08-01      | 5.3500%  | 0.0000% | $31000.00          | $30532.64          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $188000.00         | $147129.32         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $579000.00         | $589329.84         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32    | 2032-02-15      | 2.6500%  | 0.0000% | $128000.00         | $115540.91         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $429000.00         | $337129.65         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27 | 2027-06-01      | 4.4000%  | 0.0000% | $35000.00          | $35527.84          | Corporate Debt Securities |
| METLIFE INC                    EXT JR SB GLBL69 | 2069-08-01      | 10.7500% | 0.0000% | $79000.00          | $105451.88         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $31000.00          | $19344.03          | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $2000.00           | $2121.48           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 6.9001%  | 0.0000% | $5495000.00        | $5492848.03        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL 47 BD 55 | 2055-04-15      | 5.8000%  | 0.0000% | $61000.00          | $63153.10          | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $505000.00         | $544363.07         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $155000.00         | $157447.97         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M BD 5.65%56    | 2056-04-15      | 5.6500%  | 0.0000% | $12000000.00       | $11941523.33       | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46   | 2046-10-01      | 3.4000%  | 0.0000% | $72000.00          | $54510.40          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $1742000.00        | $1776511.92        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50 | 2050-05-01      | 3.7000%  | 0.0000% | $57000.00          | $42902.32          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 31    | 2031-01-14      | 3.7500%  | 0.0000% | $100000.00         | $101111.92         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.625%31 | 2031-05-13      | 1.6250%  | 0.0000% | $141000.00         | $128293.71         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48 | 2048-07-15      | 3.8000%  | 0.0000% | $16000.00          | $12403.41          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $8554000.00        | $6960931.55        | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $8175000.00        | $8482390.22        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $1500000.00        | $1567868.33        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          -UU 4.125%48     | 2048-06-01      | 4.1250%  | 0.0000% | $45000.00          | $36492.94          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $20000.00          | $14894.83          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51 | 2051-08-23      | 2.9000%  | 0.0000% | $23000.00          | $14350.44          | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $267000.00         | $284757.43         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-11-15      | 5.8750%  | 0.0000% | $606000.00         | $622220.09         | Corporate Debt Securities |
| NESTLE HLDGS INC               GLBL 144A NT4%48 | 2048-09-24      | 4.0000%  | 0.0000% | $199000.00         | $169639.54         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $124000.00         | $116476.05         | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 33 | 2033-05-15      | 5.8750%  | 0.0000% | $20000.00          | $21709.32          | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36    | 2036-06-10      | 5.0430%  | 0.0000% | $150000.00         | $151784.46         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79       | 2079-05-01      | 5.6500%  | 0.0000% | $351000.00         | $362107.59         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $3000.00           | $2698.00           | Corporate Debt Securities |
| DUKE UNIVERSITY                SR GLBL SINK 55  | 2055-10-01      | 2.8320%  | 0.0000% | $10000000.00       | $6617853.33        | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL YYY BD49 | 2049-10-01      | 3.2500%  | 0.0000% | $49000.00          | $35019.84          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $100000.00         | $97569.17          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47 | 2047-12-01      | 3.7000%  | 0.0000% | $219000.00         | $170162.76         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 52    | 2052-11-15      | 5.9500%  | 0.0000% | $43000.00          | $45765.69          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 54    | 2054-10-15      | 4.9500%  | 0.0000% | $100000.00         | $92252.00          | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $297000.00         | $283420.10         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $38000.00          | $39479.59          | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3192000.00        | $2577486.80        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | 0.0000% | $16000.00          | $12683.15          | Corporate Debt Securities |
| OLD REP INTL CORP              SR GLBL NT 51    | 2051-06-11      | 3.8500%  | 0.0000% | $217000.00         | $158081.85         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL O NT4%49 | 2049-06-01      | 4.0000%  | 0.0000% | $1951000.00        | $1547758.65        | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL NT 26    | 2026-03-23      | 0.8750%  | 0.0000% | $825000.00         | $826372.02         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $921000.00         | $968994.46         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2018A 48 | 2048-07-15      | 4.3000%  | 0.0000% | $382000.00         | $324446.61         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -L NT  | 2500-12-31      | 5.9500%  | 0.0000% | $1537000.00        | $1595903.39        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-06-15      | 4.0500%  | 0.0000% | $125000.00         | $103865.00         | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.25%34  | 2034-03-13      | 4.2500%  | 0.0000% | $50000.00          | $52104.06          | Corporate Debt Securities |
| BROOKFIELD FIN LLC             SR GLBL NT 50    | 2050-04-15      | 3.4500%  | 0.0000% | $5000.00           | $3468.55           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46 | 2046-08-01      | 3.9000%  | 0.0000% | $4000.00           | $3269.63           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 51    | 2051-02-15      | 3.7500%  | 0.0000% | $10648000.00       | $8225047.60        | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 55    | 2055-03-03      | 5.8130%  | 0.0000% | $10000.00          | $10096.96          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $220000.00         | $147270.20         | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT3.3%49 | 2049-09-30      | 3.3000%  | 0.0000% | $1400000.00        | $1111257.00        | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $1954000.00        | $2022697.76        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 48 | 2048-05-15      | 4.0500%  | 0.0000% | $20000.00          | $16693.90          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT3.6%50 | 2050-11-15      | 3.6000%  | 0.0000% | $1815000.00        | $1204379.55        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.75%31  | 2031-02-05      | 4.7500%  | 0.0000% | $194000.00         | $198171.54         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $19416000.00       | $22346165.64       | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $1219000.00        | $1135704.38        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $21333000.00       | $22777409.43       | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $235000.00         | $178689.30         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $358000.00         | $289631.84         | Corporate Debt Securities |
| THOMAS JEFFERSON UNIV          GLBL 2022A SNK57 | 2057-11-01      | 3.8470%  | 0.0000% | $1014000.00        | $757098.93         | Corporate Debt Securities |
| ORANGE S A                     SR GLBL REGS 31  | 2031-01-13      | 4.2500%  | 0.0000% | $800000.00         | $803875.56         | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $1600000.00        | $1668009.56        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $824000.00         | $635301.94         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $5900000.00        | $5536309.25        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31824000.00       | $37365990.48       | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           SUB GLBL REGS 55 | 2055-09-10      | 5.8750%  | 0.0000% | $230000.00         | $239601.00         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $7597000.00        | $8160178.27        | Corporate Debt Securities |
| CK HUTCHISON INTL 17 II LTD    GLBL REGS NT 27  | 2027-09-29      | 3.2500%  | 0.0000% | $3000000.00        | $3008163.33        | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $410000.00         | $315859.10         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $60000.00          | $46067.57          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.3%34 | 2034-01-19      | 5.3000%  | 0.0000% | $3308000.00        | $3415590.86        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL BBB BD54 | 2054-04-01      | 5.6000%  | 0.0000% | $8000.00           | $8066.73           | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 33    | 2033-04-01      | 4.8500%  | 0.0000% | $2500000.00        | $2479747.22        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55 | 2055-01-15      | 6.2000%  | 0.0000% | $13000.00          | $13906.53          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 52    | 2052-03-15      | 3.5500%  | 0.0000% | $31000.00          | $23201.49          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.7%63 | 2063-09-15      | 5.7000%  | 0.0000% | $1496000.00        | $1523406.72        | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $9490000.00        | $9928884.03        | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46 | 2046-05-15      | 3.7500%  | 0.0000% | $41000.00          | $32846.12          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49 | 2049-10-01      | 4.1870%  | 0.0000% | $1310000.00        | $1083973.40        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53 | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5644.76           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $96000.00          | $96442.24          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 49    | 2049-04-15      | 4.3500%  | 0.0000% | $30000.00          | $26193.90          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $17000.00          | $14119.10          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $588000.00         | $527972.06         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $13000.00          | $14281.67          | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.35%55  | 2055-01-08      | 5.3500%  | 0.0000% | $176000.00         | $173809.14         | Corporate Debt Securities |
| BASIN ELECTRIC POWER COOP      1M 144A BD 55    | 2055-10-15      | 5.8500%  | 0.0000% | $26721000.00       | $27533385.20       | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $243000.00         | $233306.46         | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021A NT 51 | 2051-07-15      | 3.1250%  | 0.0000% | $285000.00         | $192767.11         | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -P NT 55 | 2055-10-15      | 5.8500%  | 0.0000% | $6000.00           | $6130.45           | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $5746000.00        | $5379026.12        | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR GLBL REGS 34  | 2034-04-23      | 5.1250%  | 0.0000% | $7000000.00        | $7480149.44        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -O NT 52 | 2052-06-15      | 4.5000%  | 0.0000% | $45000.00          | $38841.30          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $179000.00         | $186273.25         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54 | 2054-12-01      | 4.6250%  | 0.0000% | $45000.00          | $39269.19          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15   | 2115-09-15      | 6.1250%  | 0.0000% | $56000.00          | $59591.98          | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL BD 54    | 2054-06-01      | 5.7500%  | 0.0000% | $3433000.00        | $3506967.80        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $255000.00         | $210632.55         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $5389000.00        | $4766507.63        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 5.2500%  | 0.0000% | $651000.00         | $654049.39         | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42 | 2042-01-15      | 5.5000%  | 0.0000% | $1046000.00        | $1045975.59        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50  | 2050-05-15      | 5.8000%  | 0.0000% | $2000000.00        | $1949586.67        | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36    | 2036-09-11      | 5.4160%  | 0.0000% | $21562000.00       | $22447201.56       | Corporate Debt Securities |
| WILLIAM MARSH RICE UNIV        -2020 SINK BD 50 | 2050-05-15      | 2.5980%  | 0.0000% | $1477000.00        | $972871.84         | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 62    | 2062-04-27      | 4.9500%  | 0.0000% | $2800000.00        | $2528876.00        | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 35  | 2035-11-26      | 5.2500%  | 0.0000% | $40000.00          | $41179.23          | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 52    | 2052-04-27      | 4.7500%  | 0.0000% | $6919000.00        | $6205535.78        | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $24690000.00       | $19977104.22       | Corporate Debt Securities |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54 | 2054-04-05      | 5.4880%  | 0.0000% | $75000.00          | $75740.03          | Corporate Debt Securities |
| CK HUTCHISON INTL              SR GLBL REGS 28  | 2028-04-21      | 4.7500%  | 0.0000% | $400000.00         | $413138.00         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $197000.00         | $141670.42         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $100000.00         | $97207.00          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $86000.00          | $87392.87          | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -N NT 48 | 2048-08-15      | 4.2500%  | 0.0000% | $170000.00         | $140779.83         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $200000.00         | $213491.00         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       LW TIER II 36    | 2036-06-13      | 6.0680%  | 0.0000% | $3460000.00        | $3679928.36        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL 144A 54 | 2054-09-11      | 5.8000%  | 0.0000% | $480000.00         | $501510.93         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL NT 33   | 2033-11-03      | 8.1130%  | 0.0000% | $622000.00         | $749927.47         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB NT 7.35%32   | 2032-11-27      | 7.3500%  | 0.0000% | $7000.00           | $7861.94           | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $151000.00         | $172224.56         | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $300000.00         | $323809.25         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $605000.00         | $582982.03         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 60    | 2060-06-29      | 3.3860%  | 0.0000% | $73000.00          | $49152.01          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $7612000.00        | $8265509.23        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $6000.00           | $5244.35           | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28    | 2028-05-19      | 4.4500%  | 0.0000% | $85000.00          | $87194.18          | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 5.625%33 | 2033-10-23      | 5.6250%  | 0.0000% | $11241000.00       | $12542314.37       | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32   | 2032-12-01      | 4.9000%  | 0.0000% | $297000.00         | $308350.02         | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $11000.00          | $11367.05          | Corporate Debt Securities |
| NORTHERN TR CORP               ALT TIER I PERP  | 2079-12-31      | 4.6000%  | 0.0000% | $3994000.00        | $4071146.33        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $16026.23          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $59000.00          | $59783.62          | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53    | 2053-03-09      | 5.1250%  | 0.0000% | $7260000.00        | $7051904.20        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $13000.00          | $12119.38          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 50    | 2050-08-14      | 2.7500%  | 0.0000% | $55000.00          | $36107.12          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8046000.00        | $6420207.36        | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $1870000.00        | $1887083.49        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $7000.00           | $6450.86           | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51    | 2051-11-30      | 3.2500%  | 0.0000% | $82000.00          | $55720.98          | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 55    | 2055-02-25      | 6.3750%  | 0.0000% | $60000.00          | $62189.65          | Corporate Debt Securities |
| TOLEDO HOSPITAL                2018B BD6.015%48 | 2048-11-15      | 6.0150%  | 0.0000% | $2732000.00        | $2739000.75        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $10188000.00       | $10689190.17       | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-08-08      | 3.6800%  | 0.0000% | $1710000.00        | $1429221.80        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $678000.00         | $698562.05         | Corporate Debt Securities |
| NORTHWESTERN UNIV              SR GLBL SINK 50  | 2050-12-01      | 2.6400%  | 0.0000% | $82000.00          | $53272.67          | Corporate Debt Securities |
| ONTARIO PROV CDA               SR GLBL BD 27    | 2027-05-21      | 1.0500%  | 0.0000% | $8000.00           | $7779.04           | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL NT 32   | 2032-05-17      | 7.6250%  | 0.0000% | $2609000.00        | $3029441.80        | Corporate Debt Securities |
| FORD FNDTN                     SR -2020 BD 50   | 2050-06-01      | 2.4150%  | 0.0000% | $3085000.00        | $1934662.63        | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 54 | 2054-10-15      | 6.6250%  | 0.0000% | $162000.00         | $160364.07         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 50 | 2050-03-01      | 2.9500%  | 0.0000% | $95000.00          | $65223.41          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.8%56 | 2056-03-15      | 5.8000%  | 0.0000% | $75000.00          | $80399.25          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $676000.00         | $695859.72         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 E55 | 2055-03-15      | 5.5000%  | 0.0000% | $5000.00           | $5047.05           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $7733000.00        | $7717334.23        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.25%31  | 2031-02-14      | 1.2500%  | 0.0000% | $4375000.00        | $3909812.33        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 48    | 2048-03-15      | 3.9500%  | 0.0000% | $175000.00         | $143427.38         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $16177000.00       | $17008163.03       | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50 | 2050-08-15      | 3.1000%  | 0.0000% | $240000.00         | $164458.40         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 66    | 2066-01-15      | 5.8750%  | 0.0000% | $2810000.00        | $2838230.74        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $69000.00          | $51602.57          | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 36    | 2036-01-15      | 4.6250%  | 0.0000% | $16000000.00       | $16271133.33       | Corporate Debt Securities |
| CLAREMONT MCKENNA COLLEGE      SR GLBL -2019 50 | 2050-01-01      | 3.3780%  | 0.0000% | $730000.00         | $529640.31         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 35 | 2035-02-13      | 5.8270%  | 0.0000% | $324000.00         | $338031.16         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $3937000.00        | $3922941.63        | Corporate Debt Securities |

### Security 654: 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: ARP1FBAQ3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FBAQ3
- **C.18 - Value (incl. sponsor support):** $649589778.50
- **C.18.a - Value (excl. sponsor support):** $649589778.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible 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                |
|:---|:---|:---|:---|:---|:---|:---|
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.6882%  | 0.0000% | $212000.00         | $72410.57          | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-1    20380519 2.5 | 2038-05-19      | 2.5380%  | 0.0000% | $1570000.00        | $1562847.08        | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.7338% | 0.0000% | $3000000.00        | $3031061.78        | Asset-Backed Securities |
| FIRSTKEY HOMES TRUST 2021-SFR2 E2     20380917 2.3 | 2038-09-17      | 2.3580%  | 0.0000% | $360000.00         | $355189.68         | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $585267.20         | Asset-Backed Securities |
| REGATTA FDG LTD 2020-17R       E-1R   20371015 FLT | 2037-10-15      | 10.1722% | 0.0000% | $1250000.00        | $1252656.40        | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.2525% | 0.0000% | $4645152.00        | $4163569.13        | Asset-Backed Securities |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $210000.00         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1296480.00        | Asset-Backed Securities |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $1638000.00        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-2    20380719 2.3 | 2038-07-19      | 2.3590%  | 0.0000% | $4000000.00        | $3960066.89        | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $662467.07         | Asset-Backed Securities |
| NISSAN AUTO LEASE TRUST 2026-A C      20300615 4.2 | 2030-06-15      | 4.2900%  | 0.0000% | $6000000.00        | $6007375.00        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.7133%  | 0.0000% | $2000000.00        | $436551.48         | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $2529000.00        | $2555673.79        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2024-2       D      20310127 9.4 | 2031-01-27      | 9.4100%  | 0.0000% | $2000000.00        | $2164437.56        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 D      20300525 8.3 | 2030-05-25      | 8.3000%  | 0.0000% | $1010000.00        | $1040817.23        | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.4176% | 0.0000% | $4000000.00        | $3828425.55        | Asset-Backed Securities |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.6615%  | 0.0000% | $7158000.00        | $7194934.24        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $3492000.00        | $3407361.49        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.4176%  | 0.0000% | $7880000.00        | $7485017.17        | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.4876% | 0.0000% | $2175000.00        | $2102594.85        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1514292.59        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5195%  | 0.0000% | $1514000.00        | $1095090.70        | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9822% | 0.0000% | $1200000.00        | $1184192.47        | Asset-Backed Securities |
| OCTAGON INV PTN XXII 2014-22R2 E-RR   20300122 FLT | 2030-01-22      | 9.3808%  | 0.0000% | $4000000.00        | $3811403.24        | Asset-Backed Securities |
| RR LTD 2019-7R                 D-1-B  20370115 FLT | 2037-01-15      | 10.1722% | 0.0000% | $4000000.00        | $3911720.46        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 10.8392% | 0.0000% | $1300000.00        | $1100997.85        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.0633%  | 0.0000% | $2000000.00        | $38740.82          | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.0876% | 0.0000% | $4675000.00        | $4471514.12        | Asset-Backed Securities |
| SECURITIZED TERM TR 2026-A     C      20330325 4.4 | 2033-03-25      | 4.4310%  | 0.0000% | $60000.00          | $56863.97          | Asset-Backed Securities |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $300000.00         | $299176.50         | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $15830000.00       | $16558406.91       | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.1476% | 0.0000% | $4031000.00        | $3856405.06        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $15000000.00       | $15877009.99       | Asset-Backed Securities |
| CARMAX SELECT RECEIV TR 2026-A E      20330215 6.5 | 2033-02-15      | 6.5600%  | 0.0000% | $2000000.00        | $2007484.89        | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1178173.95        | Asset-Backed Securities |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.5110% | 0.0000% | $3350000.00        | $3219581.31        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2365819.44        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9980000.00        | $9526736.12        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $595429.81         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $2208232.80        | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     D      20271020 7.2 | 2027-10-20      | 7.2600%  | 0.0000% | $5740000.00        | $5797294.77        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $6097000.00        | $6411143.86        | Asset-Backed Securities |
| AMSR 2025-SFR2 TRUST           F1     20421119 4.2 | 2042-11-19      | 4.2750%  | 0.0000% | $12000000.00       | $11144898.00       | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2580000.00        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $61066596.20       | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1613%  | 0.0000% | $1994000.00        | $242867.12         | Asset-Backed Securities |
| VITAL CARE ISSUER LLC 2025-1   A-2    20560130 6.7 | 2056-01-30      | 6.7370%  | 0.0000% | $6675000.00        | $6877015.17        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $19500000.00       | $21020572.64       | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.1722% | 0.0000% | $3000000.00        | $2815110.35        | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2515502.34        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3019066.00        | Asset-Backed Securities |
| AMSR TR 2024-SFR2              F-1    20411119 4.1 | 2041-11-19      | 4.1500%  | 0.0000% | $3200000.00        | $3001642.31        | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 E      20331212 0.0 | 2033-12-12      | 6.7200%  | 0.0000% | $68750000.00       | $70193497.89       | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $4500000.00        | $618090.00         | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2181958.81        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $1579000.00        | $1639229.38        | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $10743000.00       | $8040456.54        | Asset-Backed Securities |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6775%  | 0.0000% | $2050000.00        | $2079126.21        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 E      20330215 6.6 | 2033-02-15      | 6.6300%  | 0.0000% | $4210000.00        | $4251754.78        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1550000.00        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 5.8296%  | 0.0000% | $2000000.00        | $3587607.76        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $6950000.00        | $7539037.98        | Asset-Backed Securities |
| CIM TR 2025-R1                 A-1    20990225 FLT | 2099-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $1821122.23        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $6400000.00        | $6647660.80        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.1176% | 0.0000% | $4065000.00        | $3925822.30        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2196241.56        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $880000.00         | Asset-Backed Securities |
| MORGAN STANLY ETN VNC 2022-17A SUB    20350720 FLT | 2035-07-20      | 0.0000%  | 0.0000% | $4800000.00        | $2863195.20        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-1    20380719 2.2 | 2038-07-19      | 2.2090%  | 0.0000% | $3805000.00        | $3767936.98        | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1062500.00        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $14299.47          | Asset-Backed Securities |
| PRPM LLC 2025-RCF3             M-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $2000000.00        | $1939115.33        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $4392810.65        | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.7774% | 0.0000% | $1501750.00        | $91206.51          | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $315646.84         | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.1533%  | 0.0000% | $12250000.00       | $4414224.99        | Asset-Backed Securities |
| ATLANTIC AVE 2025-4 LTD 2025-4 E      20381015 FLT | 2038-10-15      | 9.9223%  | 0.0000% | $2000000.00        | $2013422.94        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $195000.00         | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 6.0021%  | 0.0000% | $4880388.00        | $2109028.89        | Asset-Backed Securities |
| ALLY BANK AUT CR LKD NT 2025-A A-2    20330615 4.4 | 2033-06-15      | 4.4520%  | 0.0000% | $8800000.00        | $6809038.84        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $1700000.00        | $1794387.40        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.1533%  | 0.0000% | $9750000.00        | $1041652.17        | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.6338%  | 0.0000% | $3910000.00        | $3624949.42        | Asset-Backed Securities |
| BLUEMTAIN CLO LTD 2022-34      E      20351231 FLT | 2035-12-31      | 11.2197% | 0.0000% | $1500000.00        | $1527922.25        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $3612420.00        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $8106.01           | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $300000.00         | $325307.00         | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3600000.00        | $3194212.12        | Asset-Backed Securities |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $12043103.33       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $49208000.00       | $52332813.26       | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 10.9792% | 0.0000% | $1000000.00        | $941559.20         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8283%  | 0.0000% | $2882900.00        | $2160835.54        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $335303.94         | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  E      20320615 7.7 | 2032-06-15      | 7.7400%  | 0.0000% | $8026000.00        | $8419241.90        | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.0876% | 0.0000% | $3675000.00        | $3497269.85        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1606719.67        | Asset-Backed Securities |
| CHERRY SECURITIZN TR 2024-1    A      20320415 5.7 | 2032-04-15      | 5.7000%  | 0.0000% | $31914000.00       | $32181471.23       | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $927425.19         | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 11.8092% | 0.0000% | $750000.00         | $31602.74          | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.0292%  | 0.0000% | $4000000.00        | $3861879.02        | Asset-Backed Securities |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $32880000.00       | $34139605.38       | Asset-Backed Securities |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $480000.00         | Asset-Backed Securities |
| ARCHWEST 2025-RTL1             A1     20401025 5.1 | 2040-10-25      | 5.1960%  | 0.0000% | $400000.00         | $400794.27         | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-3  D      20280220 7.3 | 2028-02-20      | 7.3200%  | 0.0000% | $100000.00         | $101549.53         | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0792% | 0.0000% | $3320000.00        | $3253530.94        | Asset-Backed Securities |
| FIRSTKEY HOMES 2022-SFR3 TR    E-1    20380719 3.5 | 2038-07-19      | 3.5000%  | 0.0000% | $550000.00         | $547403.88         | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $9398601.95        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43047394.27       | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.5176%  | 0.0000% | $4000000.00        | $3700283.32        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.7248%  | 0.0000% | $12000000.00       | $771891.33         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3838% | 0.0000% | $3250000.00        | $2960824.33        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $5147347.35        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $1642.58           | Asset-Backed Securities |
| TRINITAS CLO 2020-12 LTD       E      20330425 FLT | 2033-04-25      | 11.3296% | 0.0000% | $3000000.00        | $2929982.35        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $7300000.00        | $7287621.63        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4005785.33        | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2008209.11        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.0710% | 0.0000% | $1775000.00        | $1716711.25        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 10.7522% | 0.0000% | $10675000.00       | $10676632.14       | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7308%  | 0.0000% | $2711250.00        | $2483425.86        | Asset-Backed Securities |
| GOLUB CAP PA 10.41763 20APR37 144A                 | 2037-04-20      | 10.4176% | 0.0000% | $2000000.00        | $1904772.77        | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 10.8538% | 0.0000% | $1600000.00        | $1455558.82        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.2238% | 0.0000% | $2000000.00        | $919892.41         | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B E      20371026 FLT | 2037-10-26      | 9.4180%  | 0.0000% | $3950000.00        | $3839998.71        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      E-2    20381019 2.5 | 2038-10-19      | 2.5320%  | 0.0000% | $5080000.00        | $5002477.51        | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.1508% | 0.0000% | $2575000.00        | $2398563.09        | Asset-Backed Securities |
| THAYER PK CLO 2017-R LTD       D-R    20340420 FLT | 2034-04-20      | 10.1792% | 0.0000% | $2000000.00        | $1802229.51        | Asset-Backed Securities |
| PROGRESS RESI TRUST 2026-SFR1  E      20430209 4.1 | 2043-02-09      | 4.1000%  | 0.0000% | $5000000.00        | $4712220.00        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1163615.99        | Asset-Backed Securities |
| AVIS BUDGET RNT FDG LLC 2023-1 D      20290420 7.5 | 2029-04-20      | 7.5900%  | 0.0000% | $815000.00         | $845408.33         | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $1430000.00        | $1478267.98        | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1535080.82        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $1593762.75        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.5276% | 0.0000% | $3175000.00        | $3015019.68        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $20815.20          | Asset-Backed Securities |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.0672%  | 0.0000% | $9095000.00        | $9227742.13        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $19930000.00       | $20312513.18       | Asset-Backed Securities |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $2975089.35        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6551%  | 0.0000% | $3150000.00        | $166270.72         | Asset-Backed Securities |
| FIDIUM LLC                     C      20551220 8.0 | 2055-12-20      | 8.0980%  | 0.0000% | $10600000.00       | $11082168.68       | Asset-Backed Securities |

### Security 655: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 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: ARP1FBBY5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FBBY5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $105477.00         | $77843.14          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3174   | 2055-10-01      | 5.5000%  | 0.0000% | $9088.00           | $9094.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.09           | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6615%  | 0.0000% | $99997500.00       | $96862410.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8615%  | 0.0000% | $23718880.00       | $22367939.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FB       | 2055-11-20      | 5.0615%  | 0.0000% | $100000000.00      | $91674049.59       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL3273   | 2055-10-01      | 6.0000%  | 0.0000% | $2171584.00        | $2228193.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $300.00            | $229.45            | U.S. Treasuries (including strips)        |
| GNRA 2025-196 FN       | 2055-11-20      | 5.0615%  | 0.0000% | $149835998.00      | $136150922.18      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 4.7315%  | 0.0000% | $4212500.00        | $3189619.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 4.7715%  | 0.0000% | $99908700.00       | $80225805.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FH       | 2055-01-20      | 4.9615%  | 0.0000% | $26135429.00       | $17978725.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1115%  | 0.0000% | $18069702.00       | $16642265.22       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2039.92           | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 4.8615%  | 0.0000% | $12875200.00       | $8620219.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $541535.00         | $346153.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $44462952.00       | $28791575.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.7915%  | 0.0000% | $31098856.00       | $26911065.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF       | 2065-02-20      | 4.8615%  | 0.0000% | $55371300.00       | $35794821.35       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3000.00           | $982.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0237   | 2055-04-01      | 6.5000%  | 0.0000% | $666840.00         | $465138.41         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $21210.00          | $21214.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $150320.00         | $130494.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4253   | 2053-11-01      | 6.5000%  | 0.0000% | $2612876.00        | $2047819.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5792%  | 0.0000% | $1654648.00        | $1665513.08        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $900.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9304   | 2054-10-01      | 5.0000%  | 0.0000% | $650000.00         | $600299.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $914.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1207.00           | $209.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461   | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $160.53            | Agency Mortgage-Backed Securities         |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7615%  | 0.0000% | $99748376.00       | $95903474.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 4.8615%  | 0.0000% | $50000000.00       | $14285860.94       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $400.00            | $419.20            | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLSD8098   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.45            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $887.48            | U.S. Treasuries (including strips)        |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $12831104.00       | $7375677.64        | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 4.8615%  | 0.0000% | $121282752.00      | $94073270.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8615%  | 0.0000% | $1415500.00        | $938786.46         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $195.52            | U.S. Treasuries (including strips)        |
| FNMS 03.000 CIFM1278   | 2034-07-01      | 3.0000%  | 0.0000% | $1070000.00        | $165096.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $974.14            | Agency Mortgage-Backed Securities         |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $26297600.00       | $16747634.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $34064845.00       | $20279147.88       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL2550   | 2055-06-01      | 5.5000%  | 0.0000% | $281891.00         | $283215.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $25000.00          | $22624.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7368   | 2052-04-01      | 2.0000%  | 0.0000% | $570100.00         | $423716.02         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $32482868.00       | $18051741.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA6319   | 2056-02-01      | 6.0000%  | 0.0000% | $1722836.00        | $1807955.01        | Agency Mortgage-Backed Securities         |
| GNRA 2022-022 TF       | 2052-02-20      | 3.5000%  | 0.0000% | $49997568.00       | $21701109.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 4.8115%  | 0.0000% | $61635600.00       | $46299793.96       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0939 M       | 2056-01-20      | 6.5000%  | 0.0000% | $1408.00           | $1475.47           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $5319663.00        | $3772818.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $51000.00          | $38746.03          | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9115%  | 0.0000% | $1000.00           | $965.45            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9615%  | 0.0000% | $11659000.00       | $10833895.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 4.8115%  | 0.0000% | $80956209.00       | $62767306.86       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $2827.00           | $489.58            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3663   | 2047-04-01      | 3.0000%  | 0.0000% | $103046192.00      | $20612170.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4950   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $262.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0840   | 2052-03-01      | 3.0000%  | 0.0000% | $1449786.00        | $907681.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1945   | 2052-08-01      | 3.5000%  | 0.0000% | $665272.00         | $597306.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2018   | 2050-03-01      | 4.5000%  | 0.0000% | $225000.00         | $140253.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1697   | 2055-12-01      | 5.5000%  | 0.0000% | $103264.00         | $105022.52         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4211   | 2050-12-01      | 3.0000%  | 0.0000% | $1040905.00        | $394111.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1408   | 2054-09-01      | 6.0000%  | 0.0000% | $3265472.00        | $3076011.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $261000.00         | $227389.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $4551362.00        | $2406502.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.77           | Agency Mortgage-Backed Securities         |
| GNRA 2025-152 FH       | 2055-09-20      | 4.7615%  | 0.0000% | $100000000.00      | $94848759.35       | Agency Collateralized Mortgage Obligation |
| GNII SF DO3640 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.18           | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 BF       | 2051-10-20      | 3.5000%  | 0.0000% | $39053465.00       | $25088283.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF       | 2055-10-20      | 4.6615%  | 0.0000% | $46224329.00       | $45020459.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-068 FA       | 2053-05-20      | 4.6615%  | 0.0000% | $36251999.00       | $14195747.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 YF       | 2055-09-20      | 4.6615%  | 0.0000% | $85012094.00       | $83868979.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $49998423.00       | $28153764.35       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CIZT1962   | 2033-02-01      | 3.5000%  | 0.0000% | $2368202.00        | $366810.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905   | 2054-11-01      | 6.0000%  | 0.0000% | $1345968.00        | $1165256.47        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8079   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $418.45            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 FW       | 2055-08-20      | 4.7615%  | 0.0000% | $100000000.00      | $98838514.15       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $110200.00         | $111387.06         | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3029   | 2032-06-01      | 3.0000%  | 0.0000% | $249999.00         | $25125.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0086   | 2056-01-01      | 6.0000%  | 0.0000% | $10553104.00       | $10544778.34       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175   | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $861.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5295   | 2048-04-01      | 3.5000%  | 0.0000% | $1002.00           | $413.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4973   | 2050-10-01      | 3.5000%  | 0.0000% | $2997000.00        | $1024829.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5017   | 2030-03-01      | 3.0000%  | 0.0000% | $1342998.00        | $161747.45         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $57881451.00       | $35363912.72       | Agency Mortgage-Backed Securities         |
| GNRA 2023-020 TF       | 2053-02-20      | 4.5615%  | 0.0000% | $50000000.00       | $24380957.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 4.8115%  | 0.0000% | $100000000.00      | $61736841.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7115%  | 0.0000% | $9509575.00        | $6733006.87        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $505770.00         | $518667.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1753   | 2054-09-01      | 5.5000%  | 0.0000% | $1479750.00        | $1319312.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities         |

### Security 656: 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: ARP1FF7V7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FF7V7
- **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):** 2026-03-03
- **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? 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 CLFA3462 | 2051-02-01      | 3.5000%  | 0.0000% | $19792144.00       | $18638508.91       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $341841.00         | $29000.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3940 | 2055-12-01      | 5.0000%  | 0.0000% | $40498556.00       | $40811306.89       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2590 | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $29973.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  | 0.0000% | $1310000.00        | $140134.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2902 | 2048-01-01      | 3.5000%  | 0.0000% | $3075000.00        | $679012.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB1808 | 2040-11-01      | 4.0000%  | 0.0000% | $8480000.00        | $852386.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $300000.00         | $191765.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1550 | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $875.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $9000.00           | $613.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS2919 | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $977.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $1924200.00        | $1428617.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3506 | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $24021.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD6438 | 2040-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $32861.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3989.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $61152445.00       | $47112281.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF1828 | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1102532.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $149000.00         | $136859.58         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL929567 | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2078.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $21294528.00       | $14684789.27       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3520 | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $80078.47          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3989 | 2053-01-01      | 5.0000%  | 0.0000% | $169930450.00      | $140952676.99      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $23523021.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $60850.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3595 | 2052-05-01      | 3.5000%  | 0.0000% | $62004000.00       | $45518102.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3026 | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2104110.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9066364.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2945 | 2055-12-01      | 4.5000%  | 0.0000% | $5305800.00        | $5242847.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $21000000.00       | $10809383.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5383 | 2047-03-01      | 4.0000%  | 0.0000% | $405000.00         | $85178.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC5991 | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1431.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0463 | 2060-03-01      | 3.0000%  | 0.0000% | $30252264.00       | $12385852.62       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0888 | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $453816.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNBV1839 | 2035-06-01      | 6.0000%  | 0.0000% | $1143307.00        | $875044.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3969 | 2055-08-01      | 4.5000%  | 0.0000% | $1248490.00        | $1229165.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5831 | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $1986969.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8707 | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2775612.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6893 | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1639945.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  | 0.0000% | $59628000.00       | $50670596.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3795 | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $72076693.17       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3931 | 2055-11-01      | 6.5000%  | 0.0000% | $31368083.00       | $33329857.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $141000.00         | $4327.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2330 | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $3130.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  | 0.0000% | $3452000.00        | $462038.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $4613057.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  | 0.0000% | $1073000.00        | $258584.22         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6614 | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $292822.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8635 | 2056-01-01      | 5.5000%  | 0.0000% | $1485178.00        | $1525768.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3925 | 2055-09-01      | 6.5000%  | 0.0000% | $69978865.00       | $73242620.49       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $28610.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2551 | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $9138044.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3191 | 2049-07-01      | 4.0000%  | 0.0000% | $17100000.00       | $3847092.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $25000.00          | $23612.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $240000.00         | $105409.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $43000.00          | $13183.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4449 | 2052-03-01      | 2.5000%  | 0.0000% | $7311604.00        | $6364683.07        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4957 | 2050-11-01      | 2.0000%  | 0.0000% | $40550000.00       | $19164632.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $31000.00          | $22520.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  | 0.0000% | $337000.00         | $31072.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $3498126.00        | $1255664.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3075 | 2027-07-01      | 3.5000%  | 0.0000% | $84133.00          | $2232.79           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $159052.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3360 | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $193351.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $64083.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946317 | 2037-09-01      | 6.0000%  | 0.0000% | $267737.00         | $1823.69           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0993 | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $692698.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9005 | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $19579.47          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  | 0.0000% | $21286181.00       | $20054259.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $300000.00         | $236613.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $16730.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8857.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2218 | 2045-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $1397521.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA1586 | 2040-04-01      | 6.0000%  | 0.0000% | $19718112.00       | $16677932.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3472 | 2055-08-01      | 4.0000%  | 0.0000% | $34926019.00       | $33501727.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL3046 | 2042-12-01      | 3.0000%  | 0.0000% | $486293.00         | $72408.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK5426 | 2042-03-01      | 3.5000%  | 0.0000% | $7035.00           | $605.46            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2095 | 2055-11-01      | 6.0000%  | 0.0000% | $2027293.00        | $2145570.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5276 | 2055-11-01      | 5.5000%  | 0.0000% | $1710800.00        | $1754627.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6730 | 2046-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3338.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW7430 | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1944.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9556 | 2046-11-01      | 3.0000%  | 0.0000% | $183000.00         | $44497.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3778 | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11395986.81       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4094 | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1997553.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1281.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4689 | 2055-11-01      | 4.5000%  | 0.0000% | $6054149.00        | $5986178.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $206472.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6269 | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1133891.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0920 | 2048-07-01      | 4.0000%  | 0.0000% | $715977.00         | $59105.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $48337.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO0983 | 2049-07-01      | 4.0000%  | 0.0000% | $51355.00          | $6201.14           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRBM7879 | 2043-04-01      | 3.0000%  | 0.0000% | $2295673.00        | $2131699.92        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ8118 | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $231399.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX2484 | 2044-10-01      | 3.5000%  | 0.0000% | $139000.00         | $21311.16          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564478 | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $22786.51          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535627 | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $5903.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7786 | 2054-02-01      | 6.0000%  | 0.0000% | $2507.00           | $1980.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $164980.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8068 | 2040-12-01      | 4.0000%  | 0.0000% | $1975644.00        | $170767.22         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP3454 | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1326059.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN8620 | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $33355.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $2092853.00        | $2040163.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7435 | 2039-06-01      | 4.5000%  | 0.0000% | $3500000.00        | $57423.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $796605.00         | $805900.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5955 | 2046-01-01      | 5.0000%  | 0.0000% | $2581474.00        | $2589050.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0723 | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $316382.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6920 | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $7023093.11        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA3987 | 2040-04-01      | 2.5000%  | 0.0000% | $12500000.00       | $2508619.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5905 | 2051-03-01      | 4.0000%  | 0.0000% | $1050000.00        | $787750.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1677 | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1656.92           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4518 | 2037-01-01      | 3.0000%  | 0.0000% | $991108.00         | $451091.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $80000.00          | $61858.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24434.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7540 | 2056-01-01      | 6.0000%  | 0.0000% | $1153626.00        | $1208364.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7449 | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3798173.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4970 | 2048-03-01      | 4.0000%  | 0.0000% | $3724587.00        | $1261733.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0885 | 2056-01-01      | 4.5000%  | 0.0000% | $5618216.00        | $5566358.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9444 | 2056-01-01      | 5.5000%  | 0.0000% | $2156590.00        | $2213610.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2886 | 2056-02-01      | 5.0000%  | 0.0000% | $1550536.00        | $1576668.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3804 | 2056-03-01      | 5.5000%  | 0.0000% | $3060975.00        | $3138002.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $7000.00           | $1608.30           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1142 | 2056-03-01      | 5.0000%  | 0.0000% | $29298569.00       | $29735648.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $20829.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4827 | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $48405553.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3561 | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $504366.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8503185.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1443 | 2052-04-01      | 3.5000%  | 0.0000% | $212000.00         | $148593.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS3857 | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $1907406.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1947 | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4000.81           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  | 0.0000% | $72686266.00       | $45629535.30       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3969 | 2053-07-01      | 6.5000%  | 0.0000% | $7160936.00        | $7621980.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0977 | 2052-03-01      | 3.0000%  | 0.0000% | $3852000.00        | $2417739.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9068 | 2051-10-01      | 2.5000%  | 0.0000% | $2961000.00        | $1890345.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $5871353.53        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2006 | 2049-01-01      | 4.0000%  | 0.0000% | $316853.00         | $23912.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW0488 | 2037-05-01      | 2.5000%  | 0.0000% | $30384.00          | $16602.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBO8479 | 2050-06-01      | 2.5000%  | 0.0000% | $1351600.00        | $479739.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9701 | 2052-06-01      | 3.0000%  | 0.0000% | $101663.00         | $80631.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $36011589.00       | $6236451.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL863389 | 2035-11-01      | 5.0000%  | 0.0000% | $377633.00         | $11975.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  | 0.0000% | $290000.00         | $143699.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2597 | 2047-08-01      | 4.0000%  | 0.0000% | $1125000.00        | $125525.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP5889 | 2042-09-01      | 4.0000%  | 0.0000% | $123862.00         | $19101.88          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1676 | 2044-02-01      | 4.0000%  | 0.0000% | $2293379.00        | $586236.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2612 | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $57310.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1276.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4791 | 2047-12-01      | 4.5000%  | 0.0000% | $258507.00         | $45917.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9222 | 2046-08-01      | 4.0000%  | 0.0000% | $680000.00         | $124232.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $12000.00          | $2323.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4180 | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $338434.15         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4173 | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $384253.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3626 | 2052-03-01      | 3.0000%  | 0.0000% | $51504280.00       | $46397975.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF8034 | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13306.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1787 | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $383292.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1653 | 2055-12-01      | 4.5000%  | 0.0000% | $11671514.00       | $11418585.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0606 | 2040-11-01      | 4.0000%  | 0.0000% | $700000.00         | $38318.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $154000.00         | $98447.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4277 | 2050-05-01      | 3.0000%  | 0.0000% | $70000.00          | $27419.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $20098884.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL7548 | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $675.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $19992162.45       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU4293 | 2043-09-01      | 4.0000%  | 0.0000% | $13000.00          | $748.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8647 | 2047-01-01      | 3.0000%  | 0.0000% | $90000.00          | $25265.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1773 | 2055-10-01      | 5.5000%  | 0.0000% | $5098534.00        | $5064538.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $5000.00           | $2735.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $75176.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6131 | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $156365.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNBV6019 | 2035-09-01      | 6.0000%  | 0.0000% | $1194505.00        | $1156757.24        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0753 | 2052-01-01      | 3.0000%  | 0.0000% | $10699176.00       | $5795036.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6414 | 2055-10-01      | 6.0000%  | 0.0000% | $2765275.00        | $1960952.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | 0.0000% | $7000.00           | $897.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4214 | 2055-11-01      | 5.5000%  | 0.0000% | $2871816.00        | $2949692.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4932 | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $430900.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889572 | 2038-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $28509.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0777 | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1200899.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5517 | 2053-07-01      | 6.0000%  | 0.0000% | $250000.00         | $177696.98         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $248785336.00      | $249999999.09      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $232500.00         | $164707.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  | 0.0000% | $2611000.00        | $2056317.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8981 | 2055-12-01      | 5.5000%  | 0.0000% | $1066025.00        | $1092153.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  | 0.0000% | $136052741.00      | $131679178.62      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7221 | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $107272.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  | 0.0000% | $10000.00          | $9080.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $5380000.00        | $4368012.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1152 | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1863.82           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9353 | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $33410993.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $966908.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4599 | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $12910891.66       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4502 | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $257192.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2761 | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $272834.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA4770 | 2040-03-01      | 6.0000%  | 0.0000% | $55619313.00       | $58267033.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4698 | 2052-06-01      | 3.5000%  | 0.0000% | $19003109.00       | $18250923.72       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA8335 | 2035-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $2417959.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5561 | 2050-04-01      | 3.5000%  | 0.0000% | $415006.00         | $116942.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3129 | 2049-02-01      | 4.0000%  | 0.0000% | $45178912.00       | $2851465.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1121 | 2040-09-01      | 6.0000%  | 0.0000% | $1355942.00        | $853695.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $66415255.00       | $19634896.70       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1531839.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $8000.00           | $2938.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7753 | 2049-09-01      | 3.0000%  | 0.0000% | $425000.00         | $171367.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1439 | 2049-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6417.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC8987 | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1066842.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2299 | 2046-07-01      | 3.0000%  | 0.0000% | $105000.00         | $27713.81          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CZ257147 | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6885.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3507 | 2054-10-01      | 5.0000%  | 0.0000% | $2700000.00        | $2464136.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8311 | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2492986.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $152876.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $66702.36          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9828 | 2055-01-01      | 6.5000%  | 0.0000% | $450125.00         | $409356.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9561 | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $5837181.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKDF8160 | 2055-12-01      | 5.5000%  | 0.0000% | $3511687.00        | $3528740.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0128 | 2055-12-01      | 5.0000%  | 0.0000% | $1394597.00        | $1413927.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1987 | 2056-02-01      | 4.5000%  | 0.0000% | $12029555.00       | $11923129.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $8590.99           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS7667 | 2051-05-01      | 1.5000%  | 0.0000% | $613134.00         | $432677.33         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4059 | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $125646.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0532 | 2056-01-01      | 5.5000%  | 0.0000% | $1120835.00        | $1162312.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $251940.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1722 | 2055-12-01      | 6.0000%  | 0.0000% | $11210753.00       | $11747152.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC2389 | 2046-03-01      | 4.0000%  | 0.0000% | $14927691.00       | $2010745.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7356 | 2050-01-01      | 4.5000%  | 0.0000% | $27928471.00       | $21704774.69       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $69819.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $397000.00         | $11585.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3695 | 2055-03-01      | 5.5000%  | 0.0000% | $1702800.00        | $1726231.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $75000.00          | $57453.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0434 | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2226.70           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL672419 | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1547.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL2122 | 2042-01-01      | 4.5000%  | 0.0000% | $105028.00         | $4381.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6589 | 2054-11-01      | 5.5000%  | 0.0000% | $50860.00          | $47735.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT8308 | 2052-08-01      | 4.5000%  | 0.0000% | $3750000.00        | $2877464.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5642 | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1577860.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  | 0.0000% | $15000.00          | $8504.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9087 | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2816232.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR0963 | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $925634.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4218 | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $3874623.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO8961 | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $465538.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1544 | 2056-02-01      | 5.0000%  | 0.0000% | $2851198.00        | $2872194.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3065 | 2056-03-01      | 5.0000%  | 0.0000% | $7513911.00        | $7600329.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $343387.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0020 | 2054-10-01      | 6.0000%  | 0.0000% | $477000.00         | $409510.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5196 | 2049-11-01      | 3.0000%  | 0.0000% | $7197715.00        | $3433466.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $450000.00         | $279054.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2559 | 2056-01-01      | 5.5000%  | 0.0000% | $5622556.00        | $5795068.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $28000.00          | $5145.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL885422 | 2036-06-01      | 5.0000%  | 0.0000% | $58260.00          | $2413.03           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3165 | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $8301.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 NPAC2358 | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $100933.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0337 | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $1909033.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8829 | 2053-09-01      | 4.5000%  | 0.0000% | $830000.00         | $758635.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $417379.00         | $170595.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5423 | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $55348.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0457 | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $84059.37          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1459 | 2033-06-01      | 3.0000%  | 0.0000% | $8000.00           | $809.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3631 | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $93293.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBY1411 | 2053-02-01      | 4.0000%  | 0.0000% | $1517556.00        | $1390601.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $1073600.00        | $654697.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $285000.00         | $167411.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8685 | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $138184.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7082 | 2051-04-01      | 2.0000%  | 0.0000% | $2070000.00        | $1259613.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3635 | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $13056.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2469 | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $291393.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $317000.00         | $218082.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8968 | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $42213.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9834 | 2049-06-01      | 3.5000%  | 0.0000% | $200000.00         | $102750.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8849 | 2056-01-01      | 6.0000%  | 0.0000% | $10084331.00       | $10518543.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $22000000.00       | $3681487.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889396 | 2037-02-01      | 6.0000%  | 0.0000% | $5335000.00        | $38747.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CT890827 | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $107674.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL932848 | 2040-12-01      | 4.0000%  | 0.0000% | $150000.00         | $6954.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $580000.00         | $501951.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5929 | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1194025.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $518000.00         | $388425.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $1664145.00        | $1380761.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3936 | 2055-04-01      | 6.5000%  | 0.0000% | $23070410.00       | $22487406.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $235107.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3625 | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $57169297.70       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3455 | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $14647031.74       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4337 | 2052-08-01      | 4.5000%  | 0.0000% | $159000.00         | $117149.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3460 | 2048-11-01      | 3.5000%  | 0.0000% | $17221064.00       | $16246601.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL844712 | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $218630.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931997 | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $24040.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1108 | 2053-08-01      | 4.5000%  | 0.0000% | $107266863.00      | $97339382.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1074 | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $27242.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8672 | 2046-11-01      | 4.0000%  | 0.0000% | $201000.00         | $97847.25          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4412 | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $157240.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $320000.00         | $226264.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $34551.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB0536 | 2037-02-01      | 6.0000%  | 0.0000% | $835000.00         | $12100.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2367 | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $33393204.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9446 | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1710746.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3393 | 2052-03-01      | 3.0000%  | 0.0000% | $29070.00          | $21744.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7652 | 2055-08-01      | 6.0000%  | 0.0000% | $36380938.00       | $32890761.96       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5540 | 2055-12-01      | 4.5000%  | 0.0000% | $1001958.00        | $991264.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7999 | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6056630.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3036 | 2046-04-01      | 3.5000%  | 0.0000% | $426000.00         | $86140.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF7508 | 2040-12-01      | 5.5000%  | 0.0000% | $1122668.00        | $1147220.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889656 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $108050.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL917946 | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2838.35           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1551 | 2055-11-01      | 6.5000%  | 0.0000% | $39820722.00       | $35802010.46       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $265725.00         | $28053.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5372 | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $109841.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735415 | 2032-12-01      | 6.5000%  | 0.0000% | $2123264.00        | $16556.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  | 0.0000% | $960000.00         | $7761.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL5939 | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $19479.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI9920 | 2041-09-01      | 4.0000%  | 0.0000% | $32782.00          | $1911.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6393 | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12416565.05       | Agency Mortgage-Backed Securities |

### Security 657: 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: ARP1FF846, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FF846
- **C.18 - Value (incl. sponsor support):** $349998099.50
- **C.18.a - Value (excl. sponsor support):** $349998099.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK AMERICA CORP              FR 4.456%020632  | 2032-02-06      | 4.4560%  | 0.0000% | $735000.00         | $742040.81         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.97%030529   | 2029-03-05      | 3.9700%  | 0.0000% | $847000.00         | $862244.12         | Corporate Debt Securities |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 26  | 2026-05-27      | 4.4000%  | 0.0000% | $434000.00         | $438917.22         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.247%020230  | 2030-02-02      | 4.2470%  | 0.0000% | $4000000.00        | $4027197.22        | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 28  | 2028-02-22      | 3.7500%  | 0.0000% | $989000.00         | $987289.85         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-10-27      | 3.5200%  | 0.0000% | $2285000.00        | $2293256.47        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50 | 2050-04-01      | 3.9500%  | 0.0000% | $532000.00         | $428961.94         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 26    | 2026-09-13      | 2.7570%  | 0.0000% | $215000.00         | $216421.08         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-02-15      | 2.6250%  | 0.0000% | $510000.00         | $490668.45         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR NT 5.15%43    | 2043-11-15      | 5.1500%  | 0.0000% | $5534000.00        | $5469870.16        | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 28    | 2028-03-15      | 4.6250%  | 0.0000% | $379000.00         | $385049.79         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD6.5%37 | 2037-09-15      | 6.5000%  | 0.0000% | $30000.00          | $34113.60          | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING 144A NT 4.714%27 | 2027-07-06      | 4.7140%  | 0.0000% | $10408000.00       | $10588351.56       | Corporate Debt Securities |
| VORNADO RLTY L P               SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $74000.00          | $75321.50          | Corporate Debt Securities |
| GOEASY LTD                     SR 144A NT 30    | 2030-10-01      | 7.3750%  | 0.0000% | $800000.00         | $743039.78         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL FL NT 29 | 2029-03-03      | 4.7806%  | 0.0000% | $769000.00         | $783300.72         | Corporate Debt Securities |
| WESTPAC NZ LIMITED             FR 4.127%012929  | 2029-01-29      | 4.1270%  | 0.0000% | $213000.00         | $214938.28         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD 39    | 2039-11-01      | 5.3500%  | 0.0000% | $423000.00         | $440761.30         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT54 | 2054-06-15      | 5.5500%  | 0.0000% | $1237000.00        | $1239078.16        | Corporate Debt Securities |
| HYUNDAI CAP AMER               VR 010826-010831 | 2031-01-08      | 4.7488%  | 0.0000% | $800000.00         | $807709.23         | Corporate Debt Securities |
| NORDEA BK ABP MED TERM NTS     SNR NPF GLBL 27  | 2027-09-22      | 5.3750%  | 0.0000% | $251000.00         | $262694.68         | Corporate Debt Securities |
| MEDLINE BOR LLP/ CO-IS INC     1LIEN 144A NT 29 | 2029-04-01      | 6.2500%  | 0.0000% | $6275000.00        | $6630210.32        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 27    | 2027-11-17      | 5.1250%  | 0.0000% | $228000.00         | $235979.11         | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.75%30  | 2030-04-06      | 2.7500%  | 0.0000% | $850000.00         | $820896.71         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-07-21      | 2.3830%  | 0.0000% | $13120000.00       | $11854352.96       | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL NT 36    | 2036-03-25      | 5.5250%  | 0.0000% | $15292000.00       | $16352160.38       | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%30   | 2030-03-03      | 4.9000%  | 0.0000% | $354000.00         | $374660.62         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.572%102032  | 2032-10-20      | 2.5720%  | 0.0000% | $1205000.00        | $1106664.10        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL27 | 2027-05-01      | 6.2590%  | 0.0000% | $10034000.00       | $10478585.36       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.4%26 | 2026-05-01      | 3.4000%  | 0.0000% | $346000.00         | $349510.36         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 26    | 2026-04-15      | 3.3750%  | 0.0000% | $2800000.00        | $2832410.00        | Corporate Debt Securities |
| CNO GLOBAL FUNDING             FR 4.95%090929   | 2029-09-09      | 4.9500%  | 0.0000% | $956000.00         | $996085.08         | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 29    | 2029-01-12      | 4.1500%  | 0.0000% | $657000.00         | $661577.65         | Corporate Debt Securities |
| GEORGIA PAC CORP               SR NT 8.875%31   | 2031-05-15      | 8.8750%  | 0.0000% | $1000.00           | $1241.21           | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.5%091830    | 2030-09-18      | 4.5000%  | 0.0000% | $471000.00         | $483676.97         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.875%062327  | 2027-06-23      | 4.8750%  | 0.0000% | $1214000.00        | $1238458.05        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32    | 2032-04-15      | 6.1250%  | 0.0000% | $8318000.00        | $8911309.08        | Corporate Debt Securities |
| AUSTRALIA & NEW ZEALAND BKG GR VR 071624-071627 | 2027-07-16      | 4.3610%  | 0.0000% | $200000.00         | $202120.28         | Corporate Debt Securities |
| BMW FINANCE NV                 SR GLBL 144A 29  | 2029-08-14      | 2.8500%  | 0.0000% | $798000.00         | $766135.20         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 37    | 2037-01-29      | 5.1410%  | 0.0000% | $11509000.00       | $11603587.36       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28  | 2028-08-01      | 4.0000%  | 0.0000% | $337000.00         | $332985.96         | Corporate Debt Securities |
| WOODSIDE FIN LTD               SR GLBL NT 6%35  | 2035-05-19      | 6.0000%  | 0.0000% | $12026000.00       | $12882411.55       | Corporate Debt Securities |
| UPMC HEALTH SYS                -2023 BD5.377%43 | 2043-05-15      | 5.3770%  | 0.0000% | $1066000.00        | $1080758.59        | Corporate Debt Securities |
| NOVANT HEALTH INC              2013C BD4.371%43 | 2043-11-01      | 4.3710%  | 0.0000% | $1963000.00        | $1763724.75        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 6.2%092130    | 2030-09-21      | 6.2000%  | 0.0000% | $786000.00         | $864786.02         | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $202000.00         | $210355.39         | Corporate Debt Securities |
| ST ENGR URBAN SOLUTIONS USA    FR 3.375%050527  | 2027-05-05      | 3.3750%  | 0.0000% | $500000.00         | $502765.00         | Corporate Debt Securities |
| ALLY FINL INC                  SR GLBL NT 35    | 2035-07-26      | 6.1840%  | 0.0000% | $898000.00         | $936250.41         | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR PREF GLBL 33 | 2033-11-07      | 6.9380%  | 0.0000% | $600000.00         | $704639.67         | Corporate Debt Securities |
| CSL FIN PLC                    SR 144A NT 29    | 2029-04-27      | 4.0500%  | 0.0000% | $730000.00         | $741424.50         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.898%072331  | 2031-07-23      | 1.8980%  | 0.0000% | $13000.00          | $11805.46          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-01-15      | 4.8500%  | 0.0000% | $7924000.00        | $8155446.83        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.4%47 | 2047-10-01      | 5.4000%  | 0.0000% | $10579000.00       | $9974515.94        | Corporate Debt Securities |
| MARS INC                       SR GLBL REGS 27  | 2027-03-01      | 4.4500%  | 0.0000% | $1005000.00        | $1034472.18        | Corporate Debt Securities |
| WISCONSIN PWR & LT CO          SR GLBL DEB 31   | 2031-09-16      | 1.9500%  | 0.0000% | $1281000.00        | $1150172.54        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27  | 2027-02-15      | 5.6250%  | 0.0000% | $4300000.00        | $4311416.50        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO         SR NT 3.9%43     | 2043-05-01      | 3.9000%  | 0.0000% | $573000.00         | $477473.26         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27  | 2027-02-14      | 2.0000%  | 0.0000% | $28000.00          | $27579.22          | Corporate Debt Securities |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 29    | 2029-03-01      | 6.1250%  | 0.0000% | $4300000.00        | $4505172.11        | Corporate Debt Securities |
| SUTTER HEALTH                  2023A BD5.164%33 | 2033-08-15      | 5.1640%  | 0.0000% | $405000.00         | $421139.79         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 37    | 2037-06-15      | 6.3750%  | 0.0000% | $5747000.00        | $6423996.60        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 4.5%031328    | 2028-03-13      | 4.5000%  | 0.0000% | $1986000.00        | $2049293.82        | Corporate Debt Securities |
| NEVADA POWER CO                SR SEC -CC NT 29 | 2029-05-01      | 3.7000%  | 0.0000% | $671000.00         | $674007.57         | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 44    | 2044-07-15      | 5.2500%  | 0.0000% | $6495000.00        | $6373705.88        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.68%062628   | 2028-06-26      | 5.6800%  | 0.0000% | $852000.00         | $888264.91         | Corporate Debt Securities |
| HYUNDAI CAP AMER               VR 032725-032730 | 2030-03-27      | 5.0408%  | 0.0000% | $440000.00         | $449915.57         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $782000.00         | $783275.44         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 35    | 2035-03-15      | 5.3500%  | 0.0000% | $1178000.00        | $1202696.77        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.929%031446  | 2046-03-14      | 5.9290%  | 0.0000% | $448000.00         | $480527.13         | Corporate Debt Securities |
| DNB BANK ASA                   FR 4.384%110431  | 2031-11-04      | 4.3840%  | 0.0000% | $138000.00         | $140373.72         | Corporate Debt Securities |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32   | 2032-08-01      | 6.7500%  | 0.0000% | $6145000.00        | $6257361.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 37    | 2037-01-22      | 4.8980%  | 0.0000% | $5131000.00        | $5179754.48        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 33    | 2033-01-15      | 4.6250%  | 0.0000% | $7888000.00        | $8066656.63        | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           SR 144A NT 35    | 2035-09-09      | 5.3590%  | 0.0000% | $775000.00         | $795553.00         | Corporate Debt Securities |
| ALCON FIN CORP                 144A NT 5.375%32 | 2032-12-06      | 5.3750%  | 0.0000% | $5782000.00        | $6130040.26        | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT 31    | 2031-12-01      | 5.3750%  | 0.0000% | $7768000.00        | $8101249.36        | Corporate Debt Securities |
| AMCOR FINANCE (USA) INC.       GLBL NT 5.625%33 | 2033-05-26      | 5.6250%  | 0.0000% | $7575000.00        | $8125996.03        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 030525-030328 | 2028-03-03      | 4.5441%  | 0.0000% | $814000.00         | $825780.28         | Corporate Debt Securities |
| CAIXABANK S A                  FR 6.84%091334   | 2034-09-13      | 6.8400%  | 0.0000% | $453000.00         | $522839.01         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29 | 2029-03-21      | 5.2000%  | 0.0000% | $3259000.00        | $3421569.78        | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 27  | 2027-08-01      | 3.1500%  | 0.0000% | $956000.00         | $946846.30         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 1.65%071428   | 2028-07-14      | 1.6500%  | 0.0000% | $995000.00         | $951758.13         | Corporate Debt Securities |
| MONONGAHELA PWR CO             1M 144A BD5.4%43 | 2043-12-15      | 5.4000%  | 0.0000% | $594000.00         | $591653.70         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT 34    | 2034-03-15      | 5.8520%  | 0.0000% | $570000.00         | $604150.98         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844    | 2044-07-08      | 4.8000%  | 0.0000% | $1121000.00        | $1044955.10        | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL -95TH 36 | 2036-01-15      | 4.9500%  | 0.0000% | $5546000.00        | $5622687.32        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 37  | 2037-10-15      | 7.0000%  | 0.0000% | $1040000.00        | $1247542.40        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35 | 2035-09-01      | 4.8250%  | 0.0000% | $877000.00         | $890917.50         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 C27 | 2027-11-18      | 4.2068%  | 0.0000% | $199000.00         | $199505.13         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     SR 17 FL REGS 30 | 2030-03-21      | 4.8804%  | 0.0000% | $360000.00         | $367622.20         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.491%102334  | 2034-10-23      | 6.4910%  | 0.0000% | $8824000.00        | $9996867.45        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.51%101827   | 2027-10-18      | 4.5100%  | 0.0000% | $613000.00         | $625585.40         | Corporate Debt Securities |
| SIEMENS FIN NV                 SR GLBL 144A 27  | 2027-03-16      | 3.4000%  | 0.0000% | $703000.00         | $711953.10         | Corporate Debt Securities |
| WESTPAC BKG CORP               FR 5.05%041629   | 2029-04-16      | 5.0500%  | 0.0000% | $401000.00         | $423763.32         | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT5.3%36 | 2036-02-01      | 5.3000%  | 0.0000% | $930000.00         | $969243.93         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28    | 2028-03-18      | 3.7500%  | 0.0000% | $5000000.00        | $5068512.50        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 6.1%041333    | 2033-04-13      | 6.1000%  | 0.0000% | $505000.00         | $550685.11         | Corporate Debt Securities |
| NATL BANK OF CANADA            FR 4.5%101029    | 2029-10-10      | 4.5000%  | 0.0000% | $243000.00         | $250663.01         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 29    | 2029-02-19      | 3.4550%  | 0.0000% | $500000.00         | $495763.89         | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $23000.00          | $23494.58          | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $1363000.00        | $1405884.52        | Corporate Debt Securities |
| AMGEN INC                      SR NT 5.15%41    | 2041-11-15      | 5.1500%  | 0.0000% | $7884000.00        | $7830796.14        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF REGS 35  | 2035-02-20      | 5.7380%  | 0.0000% | $430000.00         | $455295.06         | Corporate Debt Securities |
| AIG SUNAMERICA GLOBAL FING X   SR SEC GLBL 32   | 2032-03-15      | 6.9000%  | 0.0000% | $543000.00         | $625041.87         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 45    | 2045-11-03      | 4.3500%  | 0.0000% | $687000.00         | $614497.46         | Corporate Debt Securities |
| VOYA GLOBAL FDG                144A NT 4.6%30   | 2030-11-24      | 4.6000%  | 0.0000% | $692000.00         | $709274.63         | Corporate Debt Securities |
| CLEAN HARBORS INC              SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $12000.00          | $12553.34          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.5%29 | 2029-01-12      | 5.5000%  | 0.0000% | $10000000.00       | $10435450.00       | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT5.3%54 | 2054-05-13      | 5.3000%  | 0.0000% | $6225000.00        | $6275927.42        | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1ST MTG BD4.3%44 | 2044-04-15      | 4.3000%  | 0.0000% | $1399000.00        | $1243020.83        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 33    | 2033-08-11      | 5.4020%  | 0.0000% | $6077000.00        | $6350045.01        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 4.7%41   | 2041-12-15      | 4.7000%  | 0.0000% | $13806000.00       | $13243405.50       | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $8079000.00        | $9237326.62        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-05-01      | 3.7500%  | 0.0000% | $6817000.00        | $6714563.21        | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT 29    | 2029-09-06      | 2.1250%  | 0.0000% | $3577000.00        | $3419911.57        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 27 BD 44 | 2044-03-15      | 4.3000%  | 0.0000% | $1847000.00        | $1636257.30        | Corporate Debt Securities |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 4.546%31 | 2031-01-13      | 4.5460%  | 0.0000% | $4658000.00        | $4700742.84        | Corporate Debt Securities |
| NYU HOSPS CTR                  SR -2012A BD 42  | 2042-07-01      | 4.4280%  | 0.0000% | $2797000.00        | $2570968.84        | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $5594000.00        | $5588379.58        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50 | 2050-02-01      | 5.2500%  | 0.0000% | $7831000.00        | $6848144.24        | Corporate Debt Securities |
| WESTERN UN CO                  CR SEN SR GLBL31 | 2031-03-15      | 2.7500%  | 0.0000% | $836000.00         | $774123.46         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29  | 2029-10-01      | 4.5000%  | 0.0000% | $25000.00          | $25054.00          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            3.95%27          | 2027-12-01      | 3.9500%  | 0.0000% | $503000.00         | $505306.81         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35    | 2035-02-15      | 4.7800%  | 0.0000% | $6770000.00        | $6740234.57        | Corporate Debt Securities |
| WESTPAC NZ LIMITED             FR 4.218%091630  | 2030-09-16      | 4.2180%  | 0.0000% | $4689000.00        | $4795505.16        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 31    | 2031-10-30      | 7.6240%  | 0.0000% | $185000.00         | $213337.93         | Corporate Debt Securities |
| CVS HEALTH CORP                GLBL AMZ 144A 34 | 2034-01-10      | 5.9260%  | 0.0000% | $900000.00         | $477130.23         | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30 | 2030-06-01      | 9.5000%  | 0.0000% | $2459000.00        | $2691558.56        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL NT 7.437%33 | 2033-11-02      | 7.4370%  | 0.0000% | $7189000.00        | $8422251.98        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2010B 40 | 2040-06-01      | 5.4000%  | 0.0000% | $1005000.00        | $1057199.70        | Corporate Debt Securities |

### Security 658: 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: ARP1FF8L8, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FF8L8
- **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):** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-075 FA | 2053-05-20      | 4.7615%  | 0.0000% | $100000000.00      | $39232584.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH | 2055-04-20      | 4.9115%  | 0.0000% | $8300000.00        | $7449640.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA | 2055-07-20      | 4.8115%  | 0.0000% | $50000000.00       | $47067822.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC | 2053-07-20      | 4.7115%  | 0.0000% | $74219895.00       | $40846249.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 GF | 2055-09-20      | 4.6615%  | 0.0000% | $36000000.00       | $35796949.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF | 2045-11-20      | 4.0617%  | 0.0000% | $48093505.00       | $7697775.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-027 FA | 2056-02-20      | 4.7582%  | 0.0000% | $20000000.00       | $19926164.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 GF | 2056-01-20      | 4.6615%  | 0.0000% | $46150000.00       | $46329359.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA | 2053-06-20      | 4.6615%  | 0.0000% | $20000000.00       | $10898646.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC | 2054-01-20      | 4.8615%  | 0.0000% | $100000000.00      | $53132237.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD | 2053-12-20      | 4.9115%  | 0.0000% | $52858386.00       | $19884611.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2011-070 QF | 2041-05-16      | 4.3841%  | 0.0000% | $100000000.00      | $5824544.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 BF | 2053-07-20      | 4.6615%  | 0.0000% | $25000000.00       | $13761730.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB | 2054-09-20      | 4.8115%  | 0.0000% | $50000000.00       | $33457701.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE | 2052-09-20      | 4.1115%  | 0.0000% | $15188000.00       | $9951161.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD | 2039-07-16      | 4.7241%  | 0.0000% | $63000000.00       | $507923.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB | 2054-05-20      | 4.8615%  | 0.0000% | $100000000.00      | $42261406.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA | 2055-03-20      | 4.7115%  | 0.0000% | $100000000.00      | $83428505.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF | 2055-10-20      | 4.6615%  | 0.0000% | $20000000.00       | $20044987.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 AF | 2055-12-20      | 4.6615%  | 0.0000% | $251583486.00      | $249999999.76      | Agency Collateralized Mortgage Obligation |

### Security 659: 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: ARP1FGF79, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FGF79
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $268253.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT929274 | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $7123.60           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $3698224.00        | $32276.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $35061.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL900299 | 2036-09-01      | 6.0000%  | 0.0000% | $679788.00         | $3863.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9238 | 2043-05-01      | 3.0000%  | 0.0000% | $98992.00          | $18358.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $29920980.00       | $18866991.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5807 | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9255771.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $293297.00         | $144557.40         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8393 | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8431635.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7595 | 2036-06-01      | 2.0000%  | 0.0000% | $58500.00          | $29835.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $201000.00         | $130894.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $87839.00          | $81622.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2761 | 2052-02-01      | 3.0000%  | 0.0000% | $1589925.00        | $1209957.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1152 | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2085.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $2838645.00        | $2034186.10        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB1095 | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $469752.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $399571.00         | $283023.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $652644.26         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8553 | 2051-01-01      | 1.5000%  | 0.0000% | $2337855.00        | $1305675.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2224.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1901 | 2051-10-01      | 2.5000%  | 0.0000% | $3410000.00        | $2097682.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $1092000.00        | $992252.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8977 | 2056-01-01      | 5.5000%  | 0.0000% | $5223011.00        | $5412042.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8884 | 2055-12-01      | 5.5000%  | 0.0000% | $1657056.00        | $1709746.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8602 | 2056-01-01      | 5.0000%  | 0.0000% | $5091050.00        | $5129943.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $155000.00         | $124897.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $19572.00          | $13037.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $6744.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4651 | 2052-07-01      | 2.0000%  | 0.0000% | $276872.00         | $190236.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $600000.00         | $344867.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $1460510.00        | $848085.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6537 | 2055-12-01      | 5.5000%  | 0.0000% | $3080313.00        | $3064463.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1132 | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2228726.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0716 | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1486845.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $909596.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0624 | 2040-11-01      | 4.0000%  | 0.0000% | $58000.00          | $2759.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $39000.00          | $12009.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL899743 | 2037-07-01      | 6.0000%  | 0.0000% | $419574.00         | $4376.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $36669.00          | $31930.97          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1162 | 2032-07-01      | 2.5000%  | 0.0000% | $10195889.00       | $1693384.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1451460.00        | $10337.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  | 0.0000% | $15000.00          | $5292.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5299 | 2050-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $1208221.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $47297.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $94592871.00       | $89513387.08       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3646 | 2049-02-01      | 4.0000%  | 0.0000% | $40578542.00       | $7956580.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $179508.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4314 | 2050-08-01      | 2.5000%  | 0.0000% | $346000.00         | $163990.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1416 | 2055-11-01      | 4.5000%  | 0.0000% | $17343448.00       | $17198819.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1849 | 2053-02-01      | 5.0000%  | 0.0000% | $846809.00         | $814316.26         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6743 | 2041-11-01      | 2.0000%  | 0.0000% | $1906766.00        | $1223705.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4648 | 2048-04-01      | 3.0000%  | 0.0000% | $25000.00          | $3804.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2736 | 2037-01-01      | 2.5000%  | 0.0000% | $800631.00         | $451691.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2673 | 2056-01-01      | 5.0000%  | 0.0000% | $1917237.00        | $1945779.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $300000.00         | $191479.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0363 | 2054-11-01      | 6.0000%  | 0.0000% | $940000.00         | $866905.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK8285 | 2042-07-01      | 3.5000%  | 0.0000% | $665000.00         | $85249.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1530 | 2056-02-01      | 4.5000%  | 0.0000% | $1965821.00        | $1947276.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $62100000.00       | $48794359.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3017 | 2056-02-01      | 5.5000%  | 0.0000% | $1412155.00        | $1454894.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $876981.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3759 | 2056-03-01      | 5.0000%  | 0.0000% | $5203106.00        | $5248051.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4158 | 2041-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $224158.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG4119 | 2056-02-01      | 4.5000%  | 0.0000% | $2090763.00        | $2077499.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3031 | 2053-02-01      | 5.5000%  | 0.0000% | $20439925.00       | $19367472.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3056 | 2056-03-01      | 6.0000%  | 0.0000% | $1864069.00        | $1946970.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0771 | 2050-07-01      | 4.0000%  | 0.0000% | $3190000.00        | $2790795.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  | 0.0000% | $21000.00          | $816.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $47596.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | 0.0000% | $606000.00         | $110688.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | 0.0000% | $240000.00         | $160324.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4860 | 2055-11-01      | 5.0000%  | 0.0000% | $3277517.00        | $3141556.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3457 | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $503195.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5780 | 2055-12-01      | 5.0000%  | 0.0000% | $53000.00          | $53251.47          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5844 | 2055-11-01      | 4.5000%  | 0.0000% | $1037714.00        | $1025032.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6154 | 2055-05-01      | 5.5000%  | 0.0000% | $3595146.00        | $3442825.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6219 | 2055-10-01      | 5.5000%  | 0.0000% | $2027287.00        | $2061847.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7649 | 2055-12-01      | 4.5000%  | 0.0000% | $8102894.00        | $8016160.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $778877.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $8756615.00        | $7823953.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $7604570.00        | $7134363.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6525 | 2040-12-01      | 5.5000%  | 0.0000% | $1026581.00        | $1046143.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254982 | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $9668.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC1020 | 2039-09-01      | 6.0000%  | 0.0000% | $1053462.00        | $746916.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB8307 | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2386931.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4814 | 2045-07-01      | 3.5000%  | 0.0000% | $1150000.00        | $233045.34         | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL545045 | 2031-05-01      | 8.0000%  | 0.0000% | $24631550.00       | $26815.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5535 | 2055-06-01      | 6.0000%  | 0.0000% | $18335532.00       | $17339316.84       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $971.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $10704391.14       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $1681000.00        | $11385.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5001 | 2050-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1023.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $4989035.00        | $4605551.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1448 | 2055-11-01      | 5.5000%  | 0.0000% | $107250238.00      | $105822201.08      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0766 | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1758897.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0413 | 2052-11-01      | 5.0000%  | 0.0000% | $2575276.00        | $1541185.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0007 | 2051-04-01      | 3.0000%  | 0.0000% | $110630.00         | $67267.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $23000000.00       | $12055317.76       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW0208 | 2037-05-01      | 2.5000%  | 0.0000% | $480800.00         | $281498.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0693 | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $20114.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $139000.00         | $121894.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $34606773.00       | $24116614.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2622 | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $946739.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $26387.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $17401860.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1812843.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $1600000.00        | $1051923.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAA7376 | 2027-03-01      | 5.0000%  | 0.0000% | $17612602.00       | $15989.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4911 | 2052-12-01      | 3.0000%  | 0.0000% | $270000.00         | $209305.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $7000.00           | $6394.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $386206.00         | $275814.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6741.47           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5772.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $41399829.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5658 | 2053-08-01      | 6.0000%  | 0.0000% | $38038571.00       | $27707487.43       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  | 0.0000% | $140000.00         | $108758.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3126 | 2056-03-01      | 5.5000%  | 0.0000% | $1307724.00        | $1361765.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3238 | 2056-03-01      | 5.5000%  | 0.0000% | $3514178.00        | $3610077.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $20887502.00       | $15639683.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $311000.00         | $1928.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8769 | 2056-01-01      | 5.0000%  | 0.0000% | $1875354.00        | $1910172.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9510 | 2049-09-01      | 5.0000%  | 0.0000% | $165000.00         | $138771.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  | 0.0000% | $275000.00         | $69897.03          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4736 | 2053-05-01      | 6.5000%  | 0.0000% | $3705000.00        | $2373329.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1335 | 2040-10-01      | 6.0000%  | 0.0000% | $3625773.00        | $3685095.61        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL667561 | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $18339.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $400000.00         | $383279.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $499424.00         | $400444.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3021 | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10556.64          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9352 | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $25157387.63       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9426 | 2054-11-01      | 4.5000%  | 0.0000% | $5306081.00        | $5036934.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8619 | 2056-01-01      | 4.5000%  | 0.0000% | $9553348.00        | $9473534.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF9424 | 2041-01-01      | 4.5000%  | 0.0000% | $1022637.00        | $1026243.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $456000.00         | $278421.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $11080679.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB0953 | 2036-06-01      | 3.0000%  | 0.0000% | $3721310.00        | $1627413.18        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186615.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7574.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8796 | 2047-02-01      | 3.0000%  | 0.0000% | $400000.00         | $64710.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $524476.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL741846 | 2033-09-01      | 5.0000%  | 0.0000% | $142000.00         | $3649.01           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL254218 | 2032-01-01      | 7.0000%  | 0.0000% | $565000.00         | $887.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11431656.31       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826005 | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $66942.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1387 | 2054-08-01      | 6.0000%  | 0.0000% | $1553364.00        | $1470659.80        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $3753478.00        | $1856718.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5725 | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $696295.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $7000.00           | $1459.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $130000.00         | $37095.58          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6112 | 2055-07-01      | 4.5000%  | 0.0000% | $2419951.00        | $2381804.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $17699920.95       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  | 0.0000% | $270000.00         | $47469.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4166 | 2049-09-01      | 3.5000%  | 0.0000% | $64060000.00       | $20602270.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1285 | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1119955.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4123 | 2055-11-01      | 5.0000%  | 0.0000% | $8160000.00        | $8201143.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6723 | 2040-04-01      | 5.0000%  | 0.0000% | $1006897.00        | $994889.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5687 | 2055-12-01      | 4.5000%  | 0.0000% | $1524183.00        | $1507962.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1198 | 2055-09-01      | 5.5000%  | 0.0000% | $1347750.00        | $1378550.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2784 | 2036-11-01      | 2.0000%  | 0.0000% | $408600.00         | $145166.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $580098.00         | $406429.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5677 | 2055-12-01      | 5.5000%  | 0.0000% | $946032.00         | $886201.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ2889 | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $34855.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  | 0.0000% | $502363.00         | $63821.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $14841.93          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE5054 | 2055-09-01      | 7.5000%  | 0.0000% | $1002712.00        | $1067434.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2769 | 2040-06-01      | 6.0000%  | 0.0000% | $1629177.00        | $1642579.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $917.37            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  | 0.0000% | $2949275.00        | $2777156.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3586 | 2041-01-01      | 4.0000%  | 0.0000% | $734000.00         | $40102.40          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $25274.39          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL485289 | 2029-03-01      | 7.0000%  | 0.0000% | $213534.00         | $1213.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $200000.00         | $29576.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4057 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $217118.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $742000.00         | $146033.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL929203 | 2038-03-01      | 6.5000%  | 0.0000% | $65000.00          | $713.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5256 | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $489103.87         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE6921 | 2055-12-01      | 7.5000%  | 0.0000% | $800000.00         | $854524.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0321 | 2045-04-01      | 5.5000%  | 0.0000% | $2004353.00        | $1903864.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $1042000.00        | $50292.71          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5097 | 2043-07-01      | 4.5000%  | 0.0000% | $1000148.00        | $747500.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $895.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6342 | 2055-12-01      | 5.0000%  | 0.0000% | $1958349.00        | $1980729.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6001 | 2055-11-01      | 5.5000%  | 0.0000% | $1347529.00        | $1390261.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5727 | 2052-05-01      | 5.0000%  | 0.0000% | $6947000.00        | $5119848.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5274 | 2047-02-01      | 4.0000%  | 0.0000% | $342492.00         | $49173.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM3077 | 2047-11-01      | 3.0000%  | 0.0000% | $130000.00         | $33564.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9061 | 2055-08-01      | 6.0000%  | 0.0000% | $1092531.00        | $1142446.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT9223 | 2051-08-01      | 3.0000%  | 0.0000% | $42233.00          | $32719.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5481 | 2040-01-01      | 5.0000%  | 0.0000% | $1471549.00        | $1405570.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2411 | 2051-12-01      | 2.5000%  | 0.0000% | $4400000.00        | $2849612.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9780 | 2053-06-01      | 5.5000%  | 0.0000% | $3632991.00        | $2865220.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $22062607.00       | $11252043.72       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $27556337.00       | $17246447.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9461 | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $2990418.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0475 | 2054-12-01      | 5.5000%  | 0.0000% | $12130000.00       | $11198969.10       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC5400 | 2039-10-01      | 4.5000%  | 0.0000% | $28032.00          | $528.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL974706 | 2038-04-01      | 5.0000%  | 0.0000% | $50000.00          | $598.57            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9464 | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $175070.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $66360.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB9280 | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $692.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9194 | 2043-05-01      | 3.5000%  | 0.0000% | $1610000.00        | $263643.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3464 | 2050-08-01      | 3.5000%  | 0.0000% | $39330255.00       | $36651984.38       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0171 | 2029-09-01      | 4.5000%  | 0.0000% | $7000000.00        | $69739.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7740 | 2051-06-01      | 2.5000%  | 0.0000% | $250000.00         | $165974.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8796 | 2051-09-01      | 3.0000%  | 0.0000% | $55832132.00       | $33332605.07       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM7259 | 2036-05-01      | 2.5000%  | 0.0000% | $1942149.00        | $905467.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796185 | 2034-11-01      | 5.5000%  | 0.0000% | $470000.00         | $2995.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $330972.00         | $163793.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8682 | 2051-08-01      | 3.0000%  | 0.0000% | $50000.00          | $31160.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4597 | 2044-01-01      | 4.0000%  | 0.0000% | $355000.00         | $63519.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3468 | 2048-04-01      | 4.0000%  | 0.0000% | $936651.00         | $904728.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3133 | 2044-08-01      | 3.5000%  | 0.0000% | $109690.00         | $13585.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ3751 | 2042-11-01      | 3.0000%  | 0.0000% | $75698.00          | $8424.57           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5325 | 2039-04-01      | 6.0000%  | 0.0000% | $10825523.00       | $6037518.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $12526000.00       | $9790614.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4099 | 2052-02-01      | 2.5000%  | 0.0000% | $121713.00         | $83617.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $3333570.00        | $72487.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3866 | 2055-11-01      | 5.5000%  | 0.0000% | $4516494.00        | $4265984.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5734 | 2055-11-01      | 4.5000%  | 0.0000% | $1300616.00        | $1287144.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $6402426.00        | $3567888.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $24000.00          | $1810.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3757 | 2055-11-01      | 5.0000%  | 0.0000% | $3744235.00        | $3795902.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6522 | 2040-12-01      | 5.5000%  | 0.0000% | $1210625.00        | $1234383.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  | 0.0000% | $311215.00         | $229379.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1923 | 2056-02-01      | 4.5000%  | 0.0000% | $42306303.00       | $42083702.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5996 | 2056-02-01      | 4.5000%  | 0.0000% | $114187612.00      | $113177051.63      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $180000.00         | $99588.06          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4437 | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $141977.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $516500.00         | $411149.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5883 | 2055-12-01      | 5.5000%  | 0.0000% | $3341224.00        | $3254697.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $550000.00         | $124738.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $752.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF9530 | 2056-01-01      | 4.0000%  | 0.0000% | $816114.00         | $793573.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $22000.00          | $17204.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $50000000.00       | $44404762.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3483 | 2050-03-01      | 4.5000%  | 0.0000% | $38973649.00       | $38341891.57       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $40000.00          | $27216.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2696 | 2051-12-01      | 3.0000%  | 0.0000% | $5650000.00        | $3657643.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $10077934.26       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $39356923.05       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3549 | 2052-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $3605588.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3133 | 2052-10-01      | 4.0000%  | 0.0000% | $11087000.00       | $8066510.89        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6013 | 2036-01-01      | 2.0000%  | 0.0000% | $475000.00         | $227487.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9888 | 2056-01-01      | 6.0000%  | 0.0000% | $1002350.00        | $1042672.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6699 | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $4922535.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS2873 | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $139114.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2937 | 2043-04-01      | 4.0000%  | 0.0000% | $2375848.00        | $1618533.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $9092217.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2473 | 2052-07-01      | 5.0000%  | 0.0000% | $371726.00         | $275310.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1700000.00        | $1482277.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $1420000.00        | $452870.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $400000.00         | $263320.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9809 | 2055-01-01      | 6.0000%  | 0.0000% | $33277000.00       | $31487589.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6918 | 2053-08-01      | 6.0000%  | 0.0000% | $28556353.00       | $19744792.24       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $200000.00         | $142235.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $239167.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $50000000.00       | $30854391.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4701 | 2053-11-01      | 5.0000%  | 0.0000% | $204554581.00      | $207032373.35      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1540 | 2049-09-01      | 4.0000%  | 0.0000% | $25988.00          | $3407.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2490 | 2050-02-01      | 3.0000%  | 0.0000% | $290000.00         | $138578.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $290000.00         | $51149.30          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $110000.00         | $27691.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  | 0.0000% | $337000.00         | $66816.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $593000.00         | $512646.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $4972143.00        | $4792492.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9336 | 2048-11-01      | 3.5000%  | 0.0000% | $554000.00         | $469120.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3877 | 2055-02-01      | 6.0000%  | 0.0000% | $1284922.00        | $1142724.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD3356 | 2040-02-01      | 6.5000%  | 0.0000% | $258146.00         | $99195.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3325 | 2054-09-01      | 5.0000%  | 0.0000% | $2037953.00        | $2010250.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6007 | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9834174.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1910 | 2055-11-01      | 5.5000%  | 0.0000% | $2654999.00        | $2713939.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF0646 | 2040-09-01      | 4.5000%  | 0.0000% | $42190.00          | $29676.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  | 0.0000% | $65000.00          | $56313.87          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV2180 | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $911623.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3717 | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $37504130.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7656 | 2049-07-01      | 3.0000%  | 0.0000% | $317238.00         | $116290.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6074 | 2053-03-01      | 5.0000%  | 0.0000% | $45122675.00       | $34023149.65       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN8183 | 2049-05-01      | 5.0000%  | 0.0000% | $540000.00         | $40059.99          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB9371 | 2054-10-01      | 7.5000%  | 0.0000% | $273933.00         | $159627.96         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB0619 | 2036-05-01      | 1.5000%  | 0.0000% | $3000000.00        | $1547513.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1261 | 2051-08-01      | 2.0000%  | 0.0000% | $236000.00         | $142055.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  | 0.0000% | $142000.00         | $57185.19          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $48724.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $14000.00          | $7087.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257252 | 2028-06-01      | 6.0000%  | 0.0000% | $500000.00         | $1571.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1991118.00        | $13625.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $19000.00          | $1677.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $1949.73           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7680 | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $470547.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6335687.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7884 | 2060-09-01      | 3.5000%  | 0.0000% | $9577333.00        | $8508526.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4863 | 2033-09-01      | 3.5000%  | 0.0000% | $55881577.00       | $8936673.05        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4406425.00        | $4318329.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $3190786.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6213 | 2045-11-01      | 4.0000%  | 0.0000% | $565000.00         | $32306.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  | 0.0000% | $290000.00         | $15065.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256687 | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $13081.33          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL609142 | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $21993.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8110 | 2046-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $340803.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6400 | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $3688.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3921 | 2055-10-01      | 6.5000%  | 0.0000% | $21765703.00       | $21898168.83       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $67000.00          | $51883.96          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS8582 | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $4511706.20        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  | 0.0000% | $501000.00         | $376140.24         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9167 | 2053-07-01      | 2.5000%  | 0.0000% | $15559161.00       | $12332206.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $2562950.00        | $293432.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2850 | 2048-12-01      | 4.0000%  | 0.0000% | $3882969.00        | $1012243.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3259.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $3236000.00        | $2241239.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $397244.00         | $176761.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1592 | 2040-11-01      | 6.0000%  | 0.0000% | $397108.00         | $407860.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1116 | 2054-09-01      | 6.0000%  | 0.0000% | $2720932.00        | $2066534.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $12746886.00       | $10238816.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1178 | 2055-10-01      | 4.5000%  | 0.0000% | $8020763.00        | $7735547.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4360 | 2055-11-01      | 5.5000%  | 0.0000% | $12025000.00       | $11429366.64       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0234 | 2043-08-01      | 4.0000%  | 0.0000% | $34882.00          | $1478.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL747683 | 2033-11-01      | 6.0000%  | 0.0000% | $123000.00         | $518.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779185 | 2034-06-01      | 5.5000%  | 0.0000% | $1260774.00        | $1951.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL869268 | 2036-03-01      | 5.0000%  | 0.0000% | $316796.00         | $3099.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7132 | 2055-09-01      | 5.5000%  | 0.0000% | $72876.00          | $69318.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4672 | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1418.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3834 | 2055-11-01      | 6.0000%  | 0.0000% | $1381274.00        | $1431594.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $7650822.00        | $4042516.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $10000.00          | $1914.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA4847 | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $409071.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $194000.00         | $40711.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5328 | 2048-11-01      | 4.0000%  | 0.0000% | $252000.00         | $48952.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5116 | 2048-12-01      | 4.5000%  | 0.0000% | $436000.00         | $60999.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3385 | 2049-04-01      | 4.0000%  | 0.0000% | $68412783.00       | $20456323.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2339 | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $25855369.63       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $20000.00          | $2329.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  | 0.0000% | $9502000.00        | $6074677.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $40379.71          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0305 | 2042-01-01      | 1.5000%  | 0.0000% | $5645000.00        | $3507839.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $104053.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  | 0.0000% | $12456868.00       | $5439276.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1368767.36        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CJMA4272 | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $419665.14         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  | 0.0000% | $534581.00         | $137654.37         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0222 | 2042-01-01      | 1.5000%  | 0.0000% | $3000000.00        | $1893521.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0983 | 2052-04-01      | 3.0000%  | 0.0000% | $30000.00          | $21543.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2874454.00        | $2603583.34        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4287 | 2041-03-01      | 2.0000%  | 0.0000% | $479000.00         | $264766.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $11398868.00       | $11153963.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $2581000.00        | $1633297.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2418 | 2052-07-01      | 3.5000%  | 0.0000% | $217000.00         | $159161.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $22614.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7862 | 2054-01-01      | 6.0000%  | 0.0000% | $29374000.00       | $20482364.23       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9430 | 2041-01-01      | 5.0000%  | 0.0000% | $2055141.00        | $2090631.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX9215 | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $12273.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  | 0.0000% | $27077245.00       | $22940072.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1596 | 2047-07-01      | 3.5000%  | 0.0000% | $240385.00         | $153889.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6478 | 2053-06-01      | 5.0000%  | 0.0000% | $2000000.00        | $1657946.30        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $26250975.00       | $15278763.17       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $876000.00         | $436808.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $4098.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5925 | 2035-10-01      | 6.0000%  | 0.0000% | $2972168.00        | $2968018.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4828 | 2050-11-01      | 3.0000%  | 0.0000% | $3250000.00        | $1504930.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6082.58           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  | 0.0000% | $41164759.00       | $25328745.76       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  | 0.0000% | $235000.00         | $129348.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7897 | 2050-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $472143.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $66847301.00       | $26205153.30       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX8579 | 2044-11-01      | 4.0000%  | 0.0000% | $3000000.00        | $274268.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $69851.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5679 | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $288709.14         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6035 | 2036-02-01      | 2.0000%  | 0.0000% | $9500000.00        | $4335351.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6685 | 2028-09-01      | 3.5000%  | 0.0000% | $2620365.00        | $94917.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1064 | 2053-04-01      | 5.0000%  | 0.0000% | $2859580.00        | $2724236.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1103894.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3823 | 2049-07-01      | 4.0000%  | 0.0000% | $12500000.00       | $4060443.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7998051.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 ZT310122 | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $2672.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6990 | 2053-06-01      | 6.0000%  | 0.0000% | $13718381.00       | $10955015.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $440000.00         | $75909.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8634 | 2056-01-01      | 5.5000%  | 0.0000% | $1641894.00        | $1687826.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  | 0.0000% | $49500.00          | $22820.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6008 | 2055-12-01      | 5.5000%  | 0.0000% | $1083627.00        | $1119388.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3280 | 2047-11-01      | 4.5000%  | 0.0000% | $3699000.00        | $513095.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0334 | 2059-01-01      | 3.5000%  | 0.0000% | $2900000.00        | $942879.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $2971666.00        | $2268796.08        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2167865.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $148510.00         | $35827.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745550 | 2036-05-01      | 6.0000%  | 0.0000% | $1666666.00        | $13957.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8486 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $80596.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0374 | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3370337.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9928 | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1054303.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9250 | 2039-12-01      | 5.0000%  | 0.0000% | $1684832.00        | $1367004.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL781606 | 2034-10-01      | 5.0000%  | 0.0000% | $1025000.00        | $9057.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4100 | 2047-10-01      | 3.5000%  | 0.0000% | $130000.00         | $35025.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $50000.00          | $32481.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $3955565.00        | $3626348.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1304.14           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3764.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $945000.00         | $802618.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7808 | 2050-11-01      | 4.0000%  | 0.0000% | $160000.00         | $68988.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882310 | 2036-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15550.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $20000.00          | $12898.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $327000.00         | $49495.57          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM3836 | 2035-09-01      | 1.5000%  | 0.0000% | $98000.00          | $35452.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  | 0.0000% | $9769086.00        | $5841504.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $597000.00         | $397964.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $12204983.00       | $10786220.05       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $6206000.00        | $1420164.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $60000.00          | $5523.68           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3527 | 2048-11-01      | 5.0000%  | 0.0000% | $33000.00          | $2674.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $22000.00          | $19914.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $7000.00           | $4011.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4471 | 2048-07-01      | 4.5000%  | 0.0000% | $52000.00          | $10976.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $87336.00          | $9562.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $80000.00          | $38522.05          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR1611 | 2036-01-01      | 2.0000%  | 0.0000% | $1895000.00        | $972453.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $599000.00         | $22617.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745336 | 2036-03-01      | 5.0000%  | 0.0000% | $4500000.00        | $39495.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $105000.00         | $9686.27           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  | 0.0000% | $1083811.00        | $67065.04          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7764 | 2056-01-01      | 5.0000%  | 0.0000% | $10118730.00       | $10192115.08       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7165 | 2047-04-01      | 4.0000%  | 0.0000% | $511468.00         | $55631.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7757 | 2056-01-01      | 4.5000%  | 0.0000% | $7074348.00        | $7003093.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $137000.00         | $18677.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $10000.00          | $3326.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9813 | 2049-10-01      | 4.0000%  | 0.0000% | $3068787.00        | $604652.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4975 | 2045-03-01      | 4.0000%  | 0.0000% | $393972.00         | $80991.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7661 | 2055-12-01      | 5.5000%  | 0.0000% | $21308573.00       | $21724916.17       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9072127.00        | $2040947.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4254 | 2055-11-01      | 4.5000%  | 0.0000% | $1871508.00        | $1848517.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $700000.00         | $77584.06          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $75634.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4351 | 2048-08-01      | 4.5000%  | 0.0000% | $1631787.00        | $352383.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $55000.00          | $19995.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3713 | 2055-03-01      | 5.5000%  | 0.0000% | $45636.00          | $45609.23          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6781.83           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735061 | 2034-11-01      | 6.0000%  | 0.0000% | $185000.00         | $903.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6267 | 2055-11-01      | 6.0000%  | 0.0000% | $1118577.00        | $1170163.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4763 | 2055-11-01      | 4.5000%  | 0.0000% | $166875.00         | $165077.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7721 | 2056-01-01      | 4.5000%  | 0.0000% | $5757667.00        | $5696318.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAV5036 | 2044-02-01      | 3.5000%  | 0.0000% | $7000.00           | $911.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $17563.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $11815.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257101 | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $933.46            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $913.38            | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $25000.00          | $2281.10           | Agency Mortgage-Backed Securities |
| FNMS 08.000 K0635051 | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3127.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $58092.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1931 | 2052-02-01      | 2.5000%  | 0.0000% | $185000.00         | $113625.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $19498.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC7330 | 2039-12-01      | 4.5000%  | 0.0000% | $9545000.00        | $349829.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $1525000.00        | $1208163.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4816 | 2053-05-01      | 4.0000%  | 0.0000% | $875000.00         | $665499.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  | 0.0000% | $3075888.00        | $2709173.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1772 | 2052-09-01      | 3.5000%  | 0.0000% | $382595.00         | $342555.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2508 | 2055-07-01      | 6.0000%  | 0.0000% | $38269000.00       | $37261429.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2459 | 2055-09-01      | 6.0000%  | 0.0000% | $5998807.00        | $6024430.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  | 0.0000% | $20210156.00       | $18363803.46       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0855 | 2050-10-01      | 3.5000%  | 0.0000% | $1545000.00        | $1343003.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6013 | 2041-02-01      | 3.0000%  | 0.0000% | $4232066.00        | $4056910.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $500000.00         | $9678.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9540522.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | 0.0000% | $497000.00         | $291557.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1850 | 2050-08-01      | 4.5000%  | 0.0000% | $560000.00         | $338463.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5384 | 2051-06-01      | 2.5000%  | 0.0000% | $161000.00         | $117548.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3798 | 2056-03-01      | 6.5000%  | 0.0000% | $2365016.00        | $2500556.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $13000.00          | $9157.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6896 | 2040-11-01      | 5.0000%  | 0.0000% | $12872131.00       | $12805860.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $352480165.00      | $249999999.63      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7837 | 2040-08-01      | 6.0000%  | 0.0000% | $1267937.00        | $1284183.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $81977617.00       | $53946413.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $81985743.00       | $44668485.63       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $612000.00         | $403355.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $86053.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBJ6649 | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $213863.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5521 | 2039-08-01      | 3.5000%  | 0.0000% | $1925231.00        | $1743075.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4622 | 2048-09-01      | 4.0000%  | 0.0000% | $461763.00         | $70010.06          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1424 | 2031-09-01      | 2.5000%  | 0.0000% | $1185000.00        | $130210.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $43000.00          | $39689.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $37497.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $97099.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2495 | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $31227.97          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3933 | 2055-08-01      | 6.5000%  | 0.0000% | $53252504.00       | $55880789.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ971839 | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $157090.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $1378000.00        | $141210.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1118 | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $252637.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3028 | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $40920610.39       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA4771 | 2039-04-01      | 6.5000%  | 0.0000% | $39108447.00       | $40933655.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $13333688.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3943 | 2055-12-01      | 5.0000%  | 0.0000% | $31988873.00       | $32417548.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6194 | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $394292.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1842 | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $51603.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3764 | 2055-10-01      | 6.0000%  | 0.0000% | $88964392.00       | $87835441.15       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2565 | 2055-08-01      | 6.5000%  | 0.0000% | $6439311.00        | $6247213.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $7917153.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ8634 | 2042-12-01      | 3.0000%  | 0.0000% | $143905.00         | $22355.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  | 0.0000% | $30000.00          | $26773.12          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3451 | 2052-02-01      | 2.5000%  | 0.0000% | $3574208.00        | $3059312.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4452 | 2051-07-01      | 4.5000%  | 0.0000% | $7942626.00        | $7909838.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3796 | 2055-04-01      | 6.0000%  | 0.0000% | $27954744.00       | $28492476.80       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2357 | 2051-12-01      | 2.0000%  | 0.0000% | $185185.00         | $112920.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | 0.0000% | $264000.00         | $44963.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $13000.00          | $2173.65           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP7363 | 2042-10-01      | 4.0000%  | 0.0000% | $30000.00          | $3572.39           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7951 | 2046-01-01      | 3.5000%  | 0.0000% | $1230057.00        | $321880.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3315 | 2043-02-01      | 3.5000%  | 0.0000% | $5811000.00        | $1051705.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3649 | 2042-12-01      | 4.0000%  | 0.0000% | $80000.00          | $8207.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAL2518 | 2039-11-01      | 5.5000%  | 0.0000% | $10197840.00       | $148593.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7535 | 2040-09-01      | 5.0000%  | 0.0000% | $1147213.00        | $1113442.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ1607 | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $269454.27         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7142 | 2055-09-01      | 7.0000%  | 0.0000% | $543185.00         | $579625.40         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9806 | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $685116.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $5945000.00        | $416595.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7348 | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $4574386.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9867 | 2032-02-01      | 3.0000%  | 0.0000% | $8000.00           | $938.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6977 | 2041-01-01      | 5.0000%  | 0.0000% | $1410754.00        | $1439546.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2459 | 2055-12-01      | 5.5000%  | 0.0000% | $4025492.00        | $4110003.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6889 | 2040-11-01      | 5.0000%  | 0.0000% | $1987101.00        | $1996682.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $35000.00          | $2756.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3892 | 2044-11-01      | 4.0000%  | 0.0000% | $19000.00          | $2383.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1766 | 2055-10-01      | 5.5000%  | 0.0000% | $16665840.00       | $16741698.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL5711 | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $110627.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7327 | 2052-08-01      | 4.5000%  | 0.0000% | $112279.00         | $89256.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0941 | 2040-10-01      | 5.0000%  | 0.0000% | $1010573.00        | $951177.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3693 | 2045-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $169841.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3258302.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9959 | 2055-09-01      | 5.5000%  | 0.0000% | $4029433.00        | $3773337.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3343 | 2055-11-01      | 5.5000%  | 0.0000% | $7825111.00        | $7958866.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4129 | 2055-11-01      | 5.5000%  | 0.0000% | $4816296.00        | $4898053.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9083 | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $2020713.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5114 | 2053-02-01      | 5.0000%  | 0.0000% | $11000000.00       | $8892376.25        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2096 | 2051-11-01      | 3.0000%  | 0.0000% | $6423480.00        | $4311134.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $60852.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $3864.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $119000.00         | $94824.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4639 | 2050-11-01      | 2.5000%  | 0.0000% | $515000.00         | $227455.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $13834890.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | 0.0000% | $80000.00          | $17568.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | 0.0000% | $176525.00         | $39071.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3629 | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $17687029.91       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $200000.00         | $27617.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6640 | 2046-02-01      | 3.5000%  | 0.0000% | $230000.00         | $41983.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5471 | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $32676579.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | 0.0000% | $5800.00           | $5212.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  | 0.0000% | $6000.00           | $505.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $797400.00         | $597067.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  | 0.0000% | $3250000.00        | $1923902.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY5341 | 2053-07-01      | 5.0000%  | 0.0000% | $2845237.00        | $2205828.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0487 | 2047-10-01      | 3.5000%  | 0.0000% | $175000.00         | $19019.89          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  | 0.0000% | $25489.00          | $2408.30           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB5114 | 2037-11-01      | 2.5000%  | 0.0000% | $126491.00         | $83079.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  | 0.0000% | $200000.00         | $132381.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $22217.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0541 | 2047-10-01      | 3.5000%  | 0.0000% | $500000.00         | $170936.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1067967.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4134 | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $53239483.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8002 | 2036-07-01      | 3.0000%  | 0.0000% | $80005.00          | $38227.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9173 | 2056-02-01      | 4.5000%  | 0.0000% | $1408254.00        | $1403801.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3494 | 2048-04-01      | 2.5000%  | 0.0000% | $631000.00         | $174587.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8715 | 2055-12-01      | 5.5000%  | 0.0000% | $2626713.00        | $2715387.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1579 | 2034-10-01      | 3.5000%  | 0.0000% | $372279.00         | $56256.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7238 | 2046-05-01      | 3.0000%  | 0.0000% | $75328.00          | $8356.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $24000.00          | $17356.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3590 | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $618082.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $25000.00          | $19428.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $555245.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5086 | 2053-04-01      | 4.0000%  | 0.0000% | $7193441.00        | $5464824.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $67604.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3204 | 2050-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $3380328.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $23000.00          | $17434.23          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $3890013.00        | $4085568.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $72927.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1651 | 2033-05-01      | 3.5000%  | 0.0000% | $24116768.00       | $4034303.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $515477.00         | $141471.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0384 | 2047-09-01      | 3.5000%  | 0.0000% | $500000.00         | $149417.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $93000.00          | $70198.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $69183.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE7714 | 2040-11-01      | 3.5000%  | 0.0000% | $97999993.00       | $5403722.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL968520 | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $965.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $10786644.00       | $6924824.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $18172342.00       | $5767907.32        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5846 | 2051-01-01      | 1.5000%  | 0.0000% | $1005000.00        | $497942.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4719 | 2050-11-01      | 3.0000%  | 0.0000% | $364962.00         | $157450.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $3178409.00        | $295915.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4850 | 2033-11-01      | 3.5000%  | 0.0000% | $26000000.00       | $3806022.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $168000.00         | $34693.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $12699.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  | 0.0000% | $2590000.00        | $47123.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5849 | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $917.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  | 0.0000% | $298000.00         | $20662.82          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5692 | 2055-04-01      | 7.5000%  | 0.0000% | $14167092.00       | $8842392.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5913 | 2040-12-01      | 3.5000%  | 0.0000% | $30288952.00       | $29087241.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959984 | 2037-11-01      | 6.0000%  | 0.0000% | $516900.00         | $1685.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3687 | 2041-10-01      | 4.0000%  | 0.0000% | $10029535.00       | $749782.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $12000.00          | $11086.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL924041 | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $80701.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3388 | 2038-06-01      | 3.5000%  | 0.0000% | $4200000.00        | $508128.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $841000.00         | $65610.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  | 0.0000% | $545000.00         | $52959.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5653 | 2035-02-01      | 4.5000%  | 0.0000% | $2292700.00        | $1852305.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL971053 | 2039-02-01      | 4.5000%  | 0.0000% | $2187142.00        | $25583.90          | Agency Mortgage-Backed Securities |

### Security 660: 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: ARP1FGFP9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FGFP9
- **C.18 - Value (incl. sponsor support):** $1214000000.00
- **C.18.a - Value (excl. sponsor support):** $1214000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 05.250 WAWA4853 | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6242158.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9508 | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2921110.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5732 | 2032-06-01      | 3.2600%  | 0.0000% | $2233000.00        | $2148658.35        | Agency Mortgage-Backed Securities |
| FKAR 04.100 WNWN2205 | 2032-08-01      | 4.1000%  | 0.0000% | $3729000.00        | $3745296.14        | Agency Mortgage-Backed Securities |
| FKAR 04.250 WNWN2623 | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3050242.33        | Agency Mortgage-Backed Securities |
| FKAR 04.750 WNWN0179 | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9822995.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1559 | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $928835.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $30693000.00       | $27740676.12       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6495 | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $264939.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $178302.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1407940.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $9250000.00        | $6087080.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9910 | 2052-10-01      | 4.5000%  | 0.0000% | $38910897.00       | $27129706.40       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX H2AN3800 | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2470552.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $127190867.16      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $500000000.00      | $68851480.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $10473667.52       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4043 | 2054-03-01      | 6.0000%  | 0.0000% | $74834297.00       | $76174307.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2931 | 2055-09-01      | 5.5000%  | 0.0000% | $84250256.00       | $85201600.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $6748856.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $391070329.00      | $249999999.56      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1520 | 2055-11-01      | 5.5000%  | 0.0000% | $62500000.00       | $63732439.36       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $1674897.00        | $1086650.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9836 | 2054-02-01      | 6.5000%  | 0.0000% | $99609992.00       | $77890960.97       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3417 | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1983082.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $183568.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5003 | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $196498.16         | Agency Mortgage-Backed Securities |
| FKAR 02.650 WAWA3175 | 2036-12-01      | 2.6500%  | 0.0000% | $1000000.00        | $826753.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1243502.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0565 | 2055-06-01      | 5.5000%  | 0.0000% | $94534431.00       | $92641500.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0988 | 2055-03-01      | 5.5000%  | 0.0000% | $143898100.00      | $139233752.86      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9909 | 2052-10-01      | 4.5000%  | 0.0000% | $28773916.00       | $22152526.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $24716.22          | Agency Mortgage-Backed Securities |
| FKAR 03.600 WEWE5046 | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2153781.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6827 | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $23935.13          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4246 | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $1835458.01        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7861 | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $823694.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $750519.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $8182166.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9837 | 2054-03-01      | 6.0000%  | 0.0000% | $44202280.00       | $37626099.53       | Agency Mortgage-Backed Securities |
| FKAR 04.500 WAWA4852 | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3897315.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8419 | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8875557.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $6502980.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1687 | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2673933.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7778 | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2469529.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2549 | 2055-08-01      | 6.5000%  | 0.0000% | $65328387.00       | $65440632.63       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $7000000.00        | $1075328.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  | 0.0000% | $248338.00         | $253841.58         | Agency Mortgage-Backed Securities |

### Security 661: 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: ARP1FGG60, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FGG60
- **C.18 - Value (incl. sponsor support):** $3187981222.68
- **C.18.a - Value (excl. sponsor support):** $3187981222.68
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FLORIDA PWR & LT CO            1M GLBL BD4.7%36    | 2036-02-15      | 4.7000%  | 0.0000% | $3000.00           | $3031.10           | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        144A NT 5.4%30      | 2030-01-13      | 5.4000%  | 0.0000% | $343000.00         | $354030.88         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $24998492.00       | $25646566.79       | Private Label Collateralized Mortgage Obligations |
| PACIFIC LIFECORP               SR GLBL 144A 50     | 2050-09-15      | 3.3500%  | 0.0000% | $232000.00         | $165491.40         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $10000.00          | $10035.70          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 29       | 2029-04-23      | 3.4500%  | 0.0000% | $708000.00         | $708944.00         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5%010728         | 2028-01-07      | 5.0000%  | 0.0000% | $8000.00           | $8190.68           | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 3%49     | 2049-09-15      | 3.0000%  | 0.0000% | $7000.00           | $4798.36           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41      | 2041-01-25      | 5.4230%  | 0.0000% | $505000.00         | $512463.80         | Corporate Debt Securities                         |
| ONTARIO TEACHERS CADILLAC FAIR SR GLBL 144A 29     | 2029-02-01      | 4.1250%  | 0.0000% | $1703000.00        | $1708226.79        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32       | 2032-01-14      | 4.5050%  | 0.0000% | $2330000.00        | $2361573.77        | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $11000.00          | $10501.32          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 27     | 2027-03-01      | 4.4500%  | 0.0000% | $17501000.00       | $18014226.55       | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $893000.00         | $901802.00         | Corporate Debt Securities                         |
| MERCK & CO INC                 CR SEN SR NT 33     | 2033-12-01      | 6.5000%  | 0.0000% | $1720000.00        | $1984325.78        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-02-15      | 2.6250%  | 0.0000% | $193000.00         | $185684.34         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53    | 2053-09-15      | 5.7000%  | 0.0000% | $27000.00          | $27730.62          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL MMM BD42    | 2042-04-01      | 4.3000%  | 0.0000% | $364000.00         | $324010.56         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 28       | 2028-03-15      | 4.9500%  | 0.0000% | $50000.00          | $52097.75          | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR -2020A BD 50     | 2050-08-15      | 3.3610%  | 0.0000% | $100000.00         | $72728.03          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-2     B5     20590725 FLT | 2059-07-25      | 4.1004%  | 0.0000% | $118106.00         | $85347.70          | Asset-Backed Securities                           |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 27     | 2027-04-01      | 4.6500%  | 0.0000% | $3500000.00        | $3596629.17        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 54       | 2054-01-15      | 5.7500%  | 0.0000% | $46000.00          | $45893.20          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $792000.00         | $839018.73         | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR SEC 144A NT34    | 2034-06-01      | 5.0000%  | 0.0000% | $264000.00         | $273122.37         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $2000.00           | $2350.25           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 33       | 2033-05-04      | 5.3500%  | 0.0000% | $35893000.00       | $36194790.34       | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD3.1%27    | 2027-05-01      | 3.1000%  | 0.0000% | $521000.00         | $523328.29         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR 144A NT5.5%52    | 2052-06-15      | 5.5000%  | 0.0000% | $553000.00         | $529414.55         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 27       | 2027-01-11      | 3.7500%  | 0.0000% | $11843000.00       | $11896905.39       | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 37       | 2037-05-12      | 5.0500%  | 0.0000% | $6000000.00        | $6078805.00        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $2540000.00        | $2590226.38        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 35       | 2035-01-15      | 5.6320%  | 0.0000% | $345000.00         | $370233.53         | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 43       | 2043-11-23      | 5.6500%  | 0.0000% | $125000.00         | $126655.35         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 46       | 2046-09-12      | 3.7500%  | 0.0000% | $627000.00         | $505667.66         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54    | 2054-04-15      | 5.7500%  | 0.0000% | $8000.00           | $7864.35           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-10-06      | 2.3750%  | 0.0000% | $164000.00         | $164087.26         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT4.9%34    | 2034-11-01      | 4.9000%  | 0.0000% | $2462000.00        | $2546493.10        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.65%010529      | 2029-01-05      | 4.6500%  | 0.0000% | $3000.00           | $3090.14           | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 26       | 2026-07-13      | 5.2750%  | 0.0000% | $652000.00         | $658935.47         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT3.9%28    | 2028-03-15      | 3.9000%  | 0.0000% | $2931000.00        | $2978218.41        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $2103000.00        | $2219972.37        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.65%090332      | 2032-09-03      | 4.6500%  | 0.0000% | $970000.00         | $1009019.87        | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 6.25%32       | 2032-12-01      | 6.2500%  | 0.0000% | $5000.00           | $5631.20           | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $100000.00         | $104110.83         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $35000.00          | $34134.80          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.5%42        | 2042-03-20      | 4.5000%  | 0.0000% | $50000.00          | $46564.25          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT3.9%28    | 2028-03-15      | 3.9000%  | 0.0000% | $3724000.00        | $3783993.64        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 62       | 2062-06-01      | 5.2500%  | 0.0000% | $4023000.00        | $3741316.25        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $2469000.00        | $2646171.32        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $31000.00          | $28398.40          | Corporate Debt Securities                         |
| PUGET ENERGY INC               1M GLBL NT 55       | 2055-09-15      | 5.5980%  | 0.0000% | $10000.00          | $10239.21          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30    | 2030-02-07      | 2.6000%  | 0.0000% | $468000.00         | $442706.68         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 35       | 2035-04-15      | 4.8750%  | 0.0000% | $454000.00         | $470614.13         | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLOBAL FDG   GLBL REGS NT 29     | 2029-10-01      | 4.6000%  | 0.0000% | $909000.00         | $931739.14         | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLOBAL FDG   SR SEC GLBL 30      | 2030-01-13      | 5.3500%  | 0.0000% | $460000.00         | $478003.89         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-04-06      | 5.8500%  | 0.0000% | $75000.00          | $80880.19          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 45       | 2045-11-29      | 5.5340%  | 0.0000% | $3775000.00        | $3907266.77        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 45       | 2045-11-29      | 5.5340%  | 0.0000% | $150000.00         | $155255.63         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL 144A 30     | 2030-09-01      | 2.5000%  | 0.0000% | $29000.00          | $27182.63          | Corporate Debt Securities                         |
| KKR & CO INC                   SR GLBL NT5.1%35    | 2035-08-07      | 5.1000%  | 0.0000% | $678000.00         | $670273.06         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 35       | 2035-04-15      | 4.8750%  | 0.0000% | $2526000.00        | $2618438.97        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT3.5%27    | 2027-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $1771427.78        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27       | 2027-03-12      | 4.3150%  | 0.0000% | $98000.00          | $100572.21         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27       | 2027-03-12      | 4.3150%  | 0.0000% | $3400000.00        | $3489240.08        | Corporate Debt Securities                         |
| GERDAU TRADE INC               SR GLBL NT 35       | 2035-06-09      | 5.7500%  | 0.0000% | $100000.00         | $105325.83         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 47       | 2047-02-10      | 5.6680%  | 0.0000% | $1071000.00        | $1089139.05        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30    | 2030-03-15      | 3.8000%  | 0.0000% | $1287000.00        | $1295043.75        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 4.15%43       | 2043-02-15      | 4.1500%  | 0.0000% | $200000.00         | $169200.67         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    GLBL NT 5%36        | 2036-02-15      | 5.0000%  | 0.0000% | $2238000.00        | $2263799.17        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 29     | 2029-04-03      | 5.3000%  | 0.0000% | $300000.00         | $315393.00         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2041-11-18      | 3.1330%  | 0.0000% | $481000.00         | $375500.23         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 49       | 2049-03-15      | 4.2500%  | 0.0000% | $380000.00         | $324970.30         | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR -2019A NT 18     | 2118-10-01      | 5.2150%  | 0.0000% | $390000.00         | $359981.59         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $9000.00           | $9432.98           | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 49     | 2049-04-01      | 3.9500%  | 0.0000% | $190000.00         | $156499.09         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 49     | 2049-04-01      | 3.9500%  | 0.0000% | $643000.00         | $529625.88         | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.875%43      | 2043-11-13      | 4.8750%  | 0.0000% | $407000.00         | $384193.08         | Corporate Debt Securities                         |
| MADISON PARK FDG LTD 2022-43R  B-1-R  20371016 FLT | 2037-10-16      | 5.4711%  | 0.0000% | $3151381.00        | $3182242.43        | Asset-Backed Securities                           |
| ELI LILLY & CO                 SR GLBL NT5.5%27    | 2027-03-15      | 5.5000%  | 0.0000% | $1750000.00        | $1826142.50        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 26       | 2026-11-21      | 2.9500%  | 0.0000% | $252000.00         | $252573.72         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 26       | 2026-11-21      | 2.9500%  | 0.0000% | $748000.00         | $749702.95         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.5%30    | 2030-03-15      | 2.5000%  | 0.0000% | $1250000.00        | $1189125.00        | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL -E DB 44    | 2044-12-15      | 4.7210%  | 0.0000% | $5000.00           | $4583.71           | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL -E DB 44    | 2044-12-15      | 4.7210%  | 0.0000% | $725000.00         | $664637.95         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $1000.00           | $989.00            | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $121000.00         | $122821.49         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.2%64      | 2064-08-14      | 5.2000%  | 0.0000% | $553000.00         | $522865.80         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT3.1%27    | 2027-05-15      | 3.1000%  | 0.0000% | $2373000.00        | $2378204.78        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.691%062332     | 2032-06-23      | 2.6910%  | 0.0000% | $295000.00         | $271970.53         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.2%64      | 2064-08-14      | 5.2000%  | 0.0000% | $1438000.00        | $1359640.18        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 3.052%030336     | 2036-03-03      | 3.0520%  | 0.0000% | $827000.00         | $761394.09         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.3%26        | 2026-04-01      | 3.3000%  | 0.0000% | $1129000.00        | $1143669.47        | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL FL NT 29    | 2029-03-25      | 4.7005%  | 0.0000% | $6000000.00        | $6083644.11        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL FL NT 31    | 2031-11-04      | 4.7842%  | 0.0000% | $3701000.00        | $3734256.59        | Corporate Debt Securities                         |
| KKR GROUP FINANCE COMP III LLC SR GLBL 144A 44     | 2044-06-01      | 5.1250%  | 0.0000% | $665000.00         | $618997.33         | Corporate Debt Securities                         |
| PACIFICORP                     4.15%50             | 2050-02-15      | 4.1500%  | 0.0000% | $740000.00         | $568181.87         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR NT 4.6%33        | 2033-02-03      | 4.6000%  | 0.0000% | $399000.00         | $402585.68         | Corporate Debt Securities                         |
| PEPSICO INC                    SR NT 3.6%42        | 2042-08-13      | 3.6000%  | 0.0000% | $253000.00         | $210121.56         | Corporate Debt Securities                         |
| PENNSYLVANIA ELEC CO           SR GLBL 144A 28     | 2028-03-15      | 3.2500%  | 0.0000% | $98000.00          | $97873.09          | Corporate Debt Securities                         |
| PNC BK N A PITTSBURGH PA DISC  FR 4.05%072628      | 2028-07-26      | 4.0500%  | 0.0000% | $10800000.00       | $10849653.00       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-04-22      | 1.5780%  | 0.0000% | $1869000.00        | $1872549.54        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $1000.00           | $1014.32           | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.5%54    | 2054-06-01      | 5.5000%  | 0.0000% | $208000.00         | $203130.49         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.5%54    | 2054-06-01      | 5.5000%  | 0.0000% | $495000.00         | $483411.50         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32       | 2032-04-23      | 2.3070%  | 0.0000% | $35000.00          | $32120.07          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $48000.00          | $41700.32          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.6%28    | 2028-02-18      | 3.6000%  | 0.0000% | $5000.00           | $5000.45           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.6%28    | 2028-02-18      | 3.6000%  | 0.0000% | $329000.00         | $329029.61         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $162000.00         | $167090.62         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $679000.00         | $700336.63         | Corporate Debt Securities                         |
| PACIFICORP                     4.125%49            | 2049-01-15      | 4.1250%  | 0.0000% | $200000.00         | $153626.50         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.1%29    | 2029-01-15      | 4.1000%  | 0.0000% | $86000.00          | $87219.77          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $360000.00         | $365156.40         | Corporate Debt Securities                         |
| PENNSYLVANIA ELEC CO           SR GLBL 144A 28     | 2028-03-15      | 3.2500%  | 0.0000% | $150000.00         | $149805.75         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%30    | 2030-10-15      | 1.7000%  | 0.0000% | $72000.00          | $65034.96          | Corporate Debt Securities                         |
| HBOS PLC MEDIUM TERM SR NT     FR 6%110133         | 2033-11-01      | 6.0000%  | 0.0000% | $650000.00         | $700344.67         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $38000.00          | $38923.52          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $4727000.00        | $4406367.59        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $520000.00         | $498970.97         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT3.3%27    | 2027-01-27      | 3.3000%  | 0.0000% | $370000.00         | $369415.40         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 3.9%020529       | 2029-02-05      | 3.9000%  | 0.0000% | $200000.00         | $201764.67         | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -K NT 46    | 2046-03-15      | 4.5500%  | 0.0000% | $2730000.00        | $2457177.45        | Corporate Debt Securities                         |
| PPL CAP FDG INC                SR GLBL NT 34       | 2034-09-01      | 5.2500%  | 0.0000% | $5000.00           | $5283.43           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT5.3%28    | 2028-01-21      | 5.3000%  | 0.0000% | $99000.00          | $100716.66         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $13000.00          | $11009.47          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 45       | 2045-09-15      | 4.3750%  | 0.0000% | $20000.00          | $17420.75          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $37113000.00       | $40100730.52       | Corporate Debt Securities                         |
| HSBC USA INC NEW               SR GLBL NT 28       | 2028-06-03      | 4.6500%  | 0.0000% | $1961000.00        | $2014574.52        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $30000.00          | $28749.91          | Corporate Debt Securities                         |
| GREENSAIF PIPELINES BIDCO SARL FR 6.1027%082342    | 2042-08-23      | 6.1027%  | 0.0000% | $302000.00         | $316492.40         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 47       | 2047-02-10      | 5.6680%  | 0.0000% | $2997000.00        | $3047758.86        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 3.763%112828     | 2028-11-28      | 3.7630%  | 0.0000% | $315000.00         | $315697.09         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $2043000.00        | $2046932.77        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $1457000.00        | $1459804.73        | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             -20251 144A NT30    | 2030-01-09      | 5.2500%  | 0.0000% | $25000.00          | $26042.50          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $304000.00         | $320494.53         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%34        | 2034-04-01      | 5.0000%  | 0.0000% | $102000.00         | $107502.67         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   REGS NT 4.45%31     | 2031-01-13      | 4.4500%  | 0.0000% | $500000.00         | $506164.44         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT4.9%36    | 2036-03-01      | 4.9000%  | 0.0000% | $2791000.00        | $2788663.31        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $205000.00         | $114230.44         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $359000.00         | $298690.39         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $15000.00          | $14990.37          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.424%072134     | 2034-07-21      | 5.4240%  | 0.0000% | $3176000.00        | $3331795.50        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD6.5%37    | 2037-09-15      | 6.5000%  | 0.0000% | $1182000.00        | $1344075.84        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $1000.00           | $1015.12           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 2%31     | 2031-10-15      | 2.0000%  | 0.0000% | $38000.00          | $34351.75          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 2%31     | 2031-10-15      | 2.0000%  | 0.0000% | $367000.00         | $331765.55         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.622%040131     | 2031-04-01      | 3.6220%  | 0.0000% | $17000.00          | $16849.71          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $44000.00          | $41095.54          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $633000.00         | $621129.14         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32       | 2032-10-07      | 4.4730%  | 0.0000% | $21000.00          | $21563.33          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55    | 2055-02-01      | 5.3000%  | 0.0000% | $532000.00         | $516012.22         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SUB GLBL NT 26      | 2026-09-15      | 6.2200%  | 0.0000% | $269000.00         | $279708.89         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.5%46    | 2046-03-15      | 5.5000%  | 0.0000% | $2132000.00        | $2182550.90        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $4419000.00        | $4043962.54        | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL NT 5%30     | 2030-11-17      | 5.0000%  | 0.0000% | $676000.00         | $694934.01         | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $5168000.00        | $5373709.37        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     FR 5.75%110135      | 2035-11-01      | 5.7500%  | 0.0000% | $2000.00           | $2190.76           | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 36       | 2036-02-15      | 5.2500%  | 0.0000% | $8000.00           | $8311.52           | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $7000.00           | $7492.62           | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%27    | 2027-02-08      | 4.6000%  | 0.0000% | $1373000.00        | $1386768.14        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.5%46    | 2046-03-15      | 5.5000%  | 0.0000% | $1300000.00        | $1330823.72        | Corporate Debt Securities                         |
| 3M CO                          FR 4%091448         | 2048-09-14      | 4.0000%  | 0.0000% | $50000.00          | $41276.06          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $88000.00          | $92938.85          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $15904000.00       | $16144388.96       | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31       | 2031-11-14      | 4.3430%  | 0.0000% | $3923000.00        | $3987320.75        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829    | 2029-10-18      | 4.6024%  | 0.0000% | $5850000.00        | $5909400.77        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $525000.00         | $459607.82         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $340000.00         | $346761.13         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $13810000.00       | $13658020.95       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $13353000.00       | $14046441.32       | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 30       | 2030-11-15      | 2.2500%  | 0.0000% | $29000.00          | $26771.78          | Corporate Debt Securities                         |
| PROVINCE OF MAN D N PROV NT    GLBL HF DB4.3%33    | 2033-07-27      | 4.3000%  | 0.0000% | $563000.00         | $570726.24         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $2344000.00        | $2373594.30        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.593%050427     | 2027-05-04      | 1.5930%  | 0.0000% | $4765000.00        | $4767002.49        | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $47000.00          | $44793.56          | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $2187000.00        | $2230489.95        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.45%031326      | 2026-03-13      | 4.4500%  | 0.0000% | $60000.00          | $61232.53          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $830000.00         | $774427.35         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%013129       | 2029-01-31      | 4.6000%  | 0.0000% | $88000.00          | $90416.48          | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $2000.00           | $1906.11           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.32%071935      | 2035-07-19      | 5.3200%  | 0.0000% | $2634000.00        | $2737109.39        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $1000.00           | $1040.37           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 28     | 2028-03-31      | 4.7500%  | 0.0000% | $173000.00         | $179149.43         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.593%050427     | 2027-05-04      | 1.5930%  | 0.0000% | $210000.00         | $210088.25         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $1965000.00        | $1989809.22        | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 5%29     | 2029-07-02      | 5.0000%  | 0.0000% | $270000.00         | $280402.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.511%102032     | 2032-10-20      | 2.5110%  | 0.0000% | $27660000.00       | $25251872.00       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.96%012337      | 2037-01-23      | 4.9600%  | 0.0000% | $13704000.00       | $13802318.59       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.572%021131     | 2031-02-11      | 2.5720%  | 0.0000% | $6000.00           | $5650.34           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.303%102329     | 2029-10-23      | 6.3030%  | 0.0000% | $59000.00          | $63547.15          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.96%012337      | 2037-01-23      | 4.9600%  | 0.0000% | $11188000.00       | $11268267.68       | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR REGS NT3.5%51    | 2051-09-10      | 3.5000%  | 0.0000% | $435000.00         | $313415.81         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.198%012330     | 2030-01-23      | 5.1980%  | 0.0000% | $332000.00         | $343808.98         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 33       | 2033-02-15      | 5.3500%  | 0.0000% | $1775000.00        | $1864057.67        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     FR 5.85%020137      | 2037-02-01      | 5.8500%  | 0.0000% | $2810000.00        | $3001712.25        | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.127%012929     | 2029-01-29      | 4.1270%  | 0.0000% | $1168000.00        | $1178628.67        | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $100000.00         | $86400.83          | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 1.494%081027     | 2027-08-10      | 1.4940%  | 0.0000% | $1100000.00        | $1088071.05        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR REGS NT 26       | 2026-10-15      | 2.3500%  | 0.0000% | $1719000.00        | $1718478.57        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $88000.00          | $62399.97          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 37       | 2037-11-15      | 6.6250%  | 0.0000% | $283000.00         | $326200.19         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.879%103030     | 2030-10-30      | 2.8790%  | 0.0000% | $113000.00         | $109131.64         | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL REGS 26     | 2026-04-03      | 1.1620%  | 0.0000% | $1703000.00        | $1706181.20        | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $71000.00          | $72503.00          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 47       | 2047-01-15      | 5.5700%  | 0.0000% | $3729000.00        | $3828819.11        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54    | 2054-04-15      | 5.7500%  | 0.0000% | $46000.00          | $45219.99          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024F 31    | 2031-06-01      | 5.4500%  | 0.0000% | $865000.00         | $915887.47         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 35       | 2035-07-15      | 4.6250%  | 0.0000% | $133000.00         | $132576.51         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.5%091029       | 2029-09-10      | 4.5000%  | 0.0000% | $779000.00         | $806206.57         | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $956000.00         | $998809.68         | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.993%27    | 2027-03-18      | 4.9930%  | 0.0000% | $3180000.00        | $3288731.89        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL TT BD 26    | 2026-06-15      | 2.6000%  | 0.0000% | $3980000.00        | $3986009.80        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 40       | 2040-05-15      | 2.7500%  | 0.0000% | $117000.00         | $88864.04          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL TT BD 26    | 2026-06-15      | 2.6000%  | 0.0000% | $796000.00         | $797201.96         | Corporate Debt Securities                         |
| RTX CORPORATION                4.45%38             | 2038-11-16      | 4.4500%  | 0.0000% | $51000.00          | $49140.78          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 63       | 2063-02-15      | 6.0500%  | 0.0000% | $50000.00          | $51558.83          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL TT BD 26    | 2026-06-15      | 2.6000%  | 0.0000% | $984000.00         | $985485.84         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 44       | 2044-10-01      | 4.2500%  | 0.0000% | $295000.00         | $257873.10         | Corporate Debt Securities                         |
| SPGN TRUST 2026-TFLM           B      20410215 0.0 | 2041-02-15      | 5.1000%  | 0.0000% | $6500000.00        | $6496035.00        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF GAS CO          GLBL NT 2.95%27     | 2027-04-15      | 2.9500%  | 0.0000% | $3982000.00        | $3985849.27        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $928000.00         | $865762.91         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 36          | 2036-02-01      | 5.6250%  | 0.0000% | $306000.00         | $315147.10         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT4.6%27    | 2027-08-13      | 4.6000%  | 0.0000% | $1709000.00        | $1729061.76        | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 29     | 2029-02-15      | 4.8720%  | 0.0000% | $6110000.00        | $6203385.24        | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 29     | 2029-02-15      | 4.8720%  | 0.0000% | $390000.00         | $395960.76         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FIX/FLT 28    | 2028-07-21      | 3.5930%  | 0.0000% | $31000.00          | $30928.48          | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26       | 2026-12-15      | 2.0610%  | 0.0000% | $575000.00         | $569458.15         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       GLBL -R NT5.2%29    | 2029-01-15      | 5.2000%  | 0.0000% | $1259000.00        | $1308537.45        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.15%010829      | 2029-01-08      | 4.1500%  | 0.0000% | $1650000.00        | $1666629.71        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $83000.00          | $81799.66          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $410000.00         | $404070.60         | Corporate Debt Securities                         |
| BPCE                           FR 3.375%120226     | 2026-12-02      | 3.3750%  | 0.0000% | $400000.00         | $401487.50         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $116000.00         | $115021.54         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $41000.00          | $40654.17          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $51000.00          | $53117.76          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5%012144         | 2044-01-21      | 5.0000%  | 0.0000% | $10449000.00       | $10240855.92       | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-02-23      | 3.8000%  | 0.0000% | $600000.00         | $597547.33         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 29       | 2029-05-03      | 4.0500%  | 0.0000% | $10000.00          | $10198.95          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 28    | 2028-02-16      | 4.6867%  | 0.0000% | $1960000.00        | $1973676.00        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.975%031430     | 2030-03-14      | 4.9750%  | 0.0000% | $10000000.00       | $10504356.94       | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.8048%  | 0.0000% | $4400000.00        | $4425447.15        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.183%112527     | 2027-11-25      | 4.1830%  | 0.0000% | $203000.00         | $205409.59         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 36       | 2036-02-19      | 4.8500%  | 0.0000% | $3490000.00        | $3503917.34        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $70000.00          | $69409.55          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $25000.00          | $27232.44          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $1549000.00        | $1578363.88        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $3198000.00        | $3258623.42        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $2109000.00        | $2010974.38        | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26       | 2026-12-15      | 2.0610%  | 0.0000% | $9619000.00        | $9526292.08        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%30      | 2030-03-03      | 4.9000%  | 0.0000% | $100000.00         | $105836.33         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 4.9%27      | 2027-04-02      | 4.9000%  | 0.0000% | $3525000.00        | $3634790.04        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $639000.00         | $673934.41         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 26       | 2026-11-04      | 1.6500%  | 0.0000% | $405000.00         | $401277.71         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT4.6%27    | 2027-08-13      | 4.6000%  | 0.0000% | $291000.00         | $294416.02         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.676%061941     | 2041-06-19      | 2.6760%  | 0.0000% | $2140000.00        | $1602548.99        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $790000.00         | $474992.77         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT1.5%28    | 2028-03-05      | 1.5000%  | 0.0000% | $19000.00          | $18367.05          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 29       | 2029-01-12      | 4.1500%  | 0.0000% | $5870000.00        | $5910899.22        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $50000.00          | $51760.24          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT4.2%31    | 2031-03-12      | 4.2000%  | 0.0000% | $100000.00         | $101581.00         | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL 144A 30     | 2030-06-15      | 2.0000%  | 0.0000% | $25000.00          | $22904.00          | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF NT 26      | 2026-10-05      | 5.5000%  | 0.0000% | $2850000.00        | $2940984.67        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38    | 2038-04-01      | 6.7500%  | 0.0000% | $1000.00           | $1184.58           | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.1672% | 0.0000% | $37558.00          | $40591.05          | Private Label Collateralized Mortgage Obligations |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $1100000.00        | $1061534.83        | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $1213000.00        | $1170583.41        | Corporate Debt Securities                         |
| DEERE FUNDING CANADA CORP      SR GLBL NT 30       | 2030-10-09      | 4.1500%  | 0.0000% | $20000.00          | $20407.37          | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL C 144A50    | 2050-06-15      | 3.0000%  | 0.0000% | $2203000.00        | $1452614.14        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-08-12      | 6.5370%  | 0.0000% | $297000.00         | $328940.49         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30    | 2030-01-15      | 4.7000%  | 0.0000% | $3201000.00        | $3294960.02        | Corporate Debt Securities                         |
| CGI INC                        SR GLBL NT 26       | 2026-09-14      | 1.4500%  | 0.0000% | $4197000.00        | $4165082.98        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 4%28     | 2028-04-01      | 4.0000%  | 0.0000% | $42000.00          | $42724.17          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $16990000.00       | $17402441.69       | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.969%47    | 2047-11-01      | 3.9690%  | 0.0000% | $52000.00          | $40606.23          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $20000.00          | $20631.29          | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO INC         SR GLBL NT 5%52     | 2052-06-15      | 5.0000%  | 0.0000% | $235000.00         | $221623.80         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 28       | 2028-02-24      | 4.5500%  | 0.0000% | $17466000.00       | $17737407.09       | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 45     | 2045-11-23      | 4.7600%  | 0.0000% | $1224000.00        | $1140448.40        | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $25000.00          | $25085.22          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.2%33    | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4251.49           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.45%081726      | 2026-08-17      | 2.4500%  | 0.0000% | $7000.00           | $6961.85           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-07-20      | 4.9180%  | 0.0000% | $203000.00         | $208707.27         | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT4.9%36    | 2036-02-13      | 4.9000%  | 0.0000% | $3222000.00        | $3240383.30        | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT4.9%36    | 2036-02-13      | 4.9000%  | 0.0000% | $5000000.00        | $5028527.78        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.65%012831      | 2031-01-28      | 1.6500%  | 0.0000% | $100000.00         | $89758.92          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $1850000.00        | $1905746.67        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.05%101526      | 2026-10-15      | 1.0500%  | 0.0000% | $3000.00           | $2960.31           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.687%042232     | 2032-04-22      | 2.6870%  | 0.0000% | $96000.00          | $89625.59          | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 26     | 2026-03-25      | 1.8490%  | 0.0000% | $400000.00         | $402514.76         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-08-06      | 4.9290%  | 0.0000% | $3600000.00        | $3624858.90        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 29       | 2029-02-26      | 4.8500%  | 0.0000% | $204000.00         | $209888.40         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $14611000.00       | $15199500.23       | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 29       | 2029-02-26      | 4.8500%  | 0.0000% | $100000.00         | $102886.47         | Corporate Debt Securities                         |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $5850000.00        | $5835244.35        | Corporate Debt Securities                         |
| FIVE CORNERS FDG TR II         SR 144A NT 30       | 2030-05-15      | 2.8500%  | 0.0000% | $4990000.00        | $4765375.15        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 48       | 2048-03-01      | 3.9500%  | 0.0000% | $684000.00         | $565949.20         | Corporate Debt Securities                         |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $328000.00         | $327172.67         | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 49     | 2049-01-15      | 4.3000%  | 0.0000% | $274000.00         | $230490.63         | Corporate Debt Securities                         |
| NSTAR ELEC CO                  SR GLBL DB5.4%34    | 2034-06-01      | 5.4000%  | 0.0000% | $60000.00          | $63396.60          | Corporate Debt Securities                         |
| NIKE INC                       SR NT 3.625%43      | 2043-05-01      | 3.6250%  | 0.0000% | $340000.00         | $279133.39         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 51       | 2051-01-15      | 7.1500%  | 0.0000% | $3263000.00        | $3686510.21        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $358000.00         | $373238.07         | Corporate Debt Securities                         |
| ONTARIO TEACHERS CADILLAC FAIR SR 144A NT2.5%31    | 2031-10-15      | 2.5000%  | 0.0000% | $200000.00         | $183197.33         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 31       | 2031-01-15      | 5.2720%  | 0.0000% | $2000.00           | $2080.54           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $2000.00           | $1953.87           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 5.1030%  | 0.0000% | $2109000.00        | $2221196.16        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $352000.00         | $355396.80         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $2307000.00        | $2329262.55        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-04-22      | 3.1090%  | 0.0000% | $482000.00         | $387144.88         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.193%37     | 2037-02-05      | 5.1930%  | 0.0000% | $11298000.00       | $11445817.38       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.4%38        | 2038-05-15      | 6.4000%  | 0.0000% | $1000.00           | $1152.94           | Corporate Debt Securities                         |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.7175%  | 0.0000% | $15272480.00       | $10055734.49       | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SUB NT 5.193%37     | 2037-02-05      | 5.1930%  | 0.0000% | $6040000.00        | $6119024.34        | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR -2019B BD 49     | 2049-04-01      | 4.3150%  | 0.0000% | $325000.00         | $283315.41         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $2446000.00        | $2412122.90        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-03-15      | 3.6150%  | 0.0000% | $7479000.00        | $7565438.54        | Corporate Debt Securities                         |
| GTE CALIF INC                  SR -F DEB6.75%27    | 2027-05-15      | 6.7500%  | 0.0000% | $3510000.00        | $3664878.75        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 26       | 2026-06-25      | 5.1500%  | 0.0000% | $846000.00         | $857225.95         | Corporate Debt Securities                         |
| SHINHAN BK REG S               LW TIER II 34       | 2034-04-15      | 5.7500%  | 0.0000% | $200000.00         | $217616.67         | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR GLBL REGS 26     | 2026-12-01      | 3.2500%  | 0.0000% | $95000.00          | $95109.62          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $2238000.00        | $2357176.73        | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $2948000.00        | $2687664.58        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 28     | 2028-03-23      | 4.2530%  | 0.0000% | $751000.00         | $766713.47         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $9922000.00        | $10628578.69       | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $1003000.00        | $1101023.19        | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT27    | 2027-06-15      | 2.9500%  | 0.0000% | $500000.00         | $498265.00         | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD3.5%29    | 2029-03-15      | 3.5000%  | 0.0000% | $29000.00          | $29098.31          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 7.161%103029     | 2029-10-30      | 7.1610%  | 0.0000% | $30000.00          | $32977.00          | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT27    | 2027-06-15      | 2.9500%  | 0.0000% | $3750000.00        | $3736987.50        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $100000.00         | $99539.50          | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2020A 30    | 2030-04-30      | 3.7000%  | 0.0000% | $100000.00         | $99498.50          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $87000.00          | $67150.27          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.4%55    | 2055-03-15      | 5.4000%  | 0.0000% | $500000.00         | $493320.00         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2022B 32    | 2032-10-15      | 5.7000%  | 0.0000% | $60000.00          | $65371.80          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 32       | 2032-01-15      | 4.4940%  | 0.0000% | $225000.00         | $227952.67         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 28       | 2028-06-21      | 4.0980%  | 0.0000% | $719000.00         | $724121.44         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.4%31    | 2031-07-25      | 4.4000%  | 0.0000% | $4270000.00        | $4290031.04        | Corporate Debt Securities                         |
| MCKESSON CORP                  GLBL NT 1.3%26      | 2026-08-15      | 1.3000%  | 0.0000% | $91000.00          | $89951.98          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 63       | 2063-05-17      | 5.1500%  | 0.0000% | $742000.00         | $698938.44         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 30       | 2030-02-10      | 4.2410%  | 0.0000% | $1500000.00        | $1509079.04        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46    | 2046-05-15      | 4.7000%  | 0.0000% | $109000.00         | $101830.71         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $11918000.00       | $12153668.52       | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR GLBL NT 35       | 2035-12-11      | 4.9860%  | 0.0000% | $5000.00           | $5078.78           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $1000.00           | $1019.77           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $1212000.00        | $1082635.16        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT2.4%30    | 2030-01-24      | 2.4000%  | 0.0000% | $46000.00          | $43780.04          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR 144A NT 34       | 2034-06-15      | 5.8870%  | 0.0000% | $42000.00          | $45468.11          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.15%27     | 2027-08-14      | 4.1500%  | 0.0000% | $718000.00         | $723843.52         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5%32        | 2032-08-25      | 5.0000%  | 0.0000% | $75000.00          | $76184.08          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5%32        | 2032-08-25      | 5.0000%  | 0.0000% | $225000.00         | $228552.25         | Corporate Debt Securities                         |
| SA GLOBAL SUKUK LTD            SR GLBL 144A 35     | 2035-09-17      | 4.6250%  | 0.0000% | $3655000.00        | $3652900.41        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-01-11      | 3.4460%  | 0.0000% | $1011000.00        | $1012550.09        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 6.2%33      | 2033-11-15      | 6.2000%  | 0.0000% | $65000.00          | $72349.98          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 35       | 2035-03-14      | 5.2500%  | 0.0000% | $2000.00           | $2129.06           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $3976000.00        | $4106180.87        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $549000.00         | $536338.08         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.264%121126     | 2026-12-11      | 5.2640%  | 0.0000% | $5000.00           | $5112.26           | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 3%26     | 2026-12-15      | 3.0000%  | 0.0000% | $1676000.00        | $1676838.00        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-10-06      | 2.3750%  | 0.0000% | $3141000.00        | $3142671.27        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.2%52    | 2052-07-18      | 4.2000%  | 0.0000% | $1275000.00        | $1079593.50        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 3%27     | 2027-10-15      | 3.0000%  | 0.0000% | $3193000.00        | $3199960.74        | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $7375000.00        | $7697631.67        | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $1500000.00        | $1514356.25        | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $2000000.00        | $2019141.67        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.5%30    | 2030-05-23      | 4.5000%  | 0.0000% | $2274000.00        | $2347154.58        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 27       | 2027-03-19      | 2.6250%  | 0.0000% | $478000.00         | $478354.12         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.375%040130     | 2030-04-01      | 3.3750%  | 0.0000% | $4000.00           | $3968.95           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.625%011228     | 2028-01-12      | 4.6250%  | 0.0000% | $1930000.00        | $1972848.41        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 4%30     | 2030-10-29      | 4.0000%  | 0.0000% | $100000.00         | $100914.11         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 29       | 2029-10-01      | 2.8500%  | 0.0000% | $1506000.00        | $1466103.55        | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR FLT NT 27        | 2027-02-16      | 4.2467%  | 0.0000% | $1800000.00        | $1808735.59        | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.25%35     | 2035-06-15      | 5.2500%  | 0.0000% | $27000.00          | $27536.76          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $500000.00         | $527810.83         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.4%27    | 2027-02-07      | 4.4000%  | 0.0000% | $1446000.00        | $1459945.87        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.4%27    | 2027-02-07      | 4.4000%  | 0.0000% | $30000.00          | $30289.33          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.4%27    | 2027-02-07      | 4.4000%  | 0.0000% | $500000.00         | $504822.22         | Corporate Debt Securities                         |
| ALPHABET INC                   SR NT 5.7%75        | 2075-11-15      | 5.7000%  | 0.0000% | $88000.00          | $89389.96          | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 3.95%28     | 2028-08-14      | 3.9500%  | 0.0000% | $717000.00         | $716832.50         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.1%30    | 2030-11-20      | 4.1000%  | 0.0000% | $1337000.00        | $1358963.20        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $94000.00          | $93683.64          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL DEB8%27    | 2027-04-29      | 8.0000%  | 0.0000% | $149000.00         | $160050.17         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.875%040144     | 2044-04-01      | 4.8750%  | 0.0000% | $121000.00         | $119052.00         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26       | 2026-08-13      | 4.6500%  | 0.0000% | $445000.00         | $447375.56         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $319000.00         | $288184.28         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 31       | 2031-04-25      | 5.0160%  | 0.0000% | $791000.00         | $829172.61         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $2163000.00        | $2177545.57        | Corporate Debt Securities                         |
| BMW US CAP LLC                 FLT 144A NT 26      | 2026-04-02      | 4.2369%  | 0.0000% | $453000.00         | $456139.74         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $975000.00         | $812422.81         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $694000.00         | $698666.96         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $13000.00          | $14809.81          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.078%042340     | 2040-04-23      | 4.0780%  | 0.0000% | $8466000.00        | $7722485.78        | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 012425-012431    | 2031-01-24      | 4.6938%  | 0.0000% | $4850000.00        | $4898581.24        | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $26500000.00       | $23547403.84       | Private Label Collateralized Mortgage Obligations |
| AMERIPRISE FINL INC            SR GLBL NT5.2%35    | 2035-04-15      | 5.2000%  | 0.0000% | $583000.00         | $606807.78         | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR 144A NT 44       | 2044-10-07      | 4.7500%  | 0.0000% | $275000.00         | $263931.86         | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT2.7%41    | 2041-02-09      | 2.7000%  | 0.0000% | $350000.00         | $264817.00         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $24000.00          | $17991.68          | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.25%060330      | 2030-06-03      | 5.2500%  | 0.0000% | $386000.00         | $397537.54         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 5%54     | 2054-12-15      | 5.0000%  | 0.0000% | $90000.00          | $83686.50          | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.2676%  | 0.0000% | $800000.00         | $807895.42         | Asset-Backed Securities                           |
| AVALONBAY CMNTYS INC           FR 3.3%060129       | 2029-06-01      | 3.3000%  | 0.0000% | $1686000.00        | $1665470.14        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 35     | 2035-11-06      | 5.1270%  | 0.0000% | $1600000.00        | $1635821.20        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 35     | 2035-11-06      | 5.1270%  | 0.0000% | $4000000.00        | $4089553.00        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $3000.00           | $3112.12           | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35       | 2035-08-12      | 5.1500%  | 0.0000% | $916000.00         | $911636.02         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%34     | 2034-04-02      | 5.1500%  | 0.0000% | $3863000.00        | $4054771.12        | Corporate Debt Securities                         |
| ASTRAZENECA PLC                NT 3.125%27         | 2027-06-12      | 3.1250%  | 0.0000% | $3194000.00        | $3195853.85        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 50     | 2050-01-25      | 3.8000%  | 0.0000% | $50000.00          | $38029.39          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $100000.00         | $102177.83         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $2454000.00        | $2478008.30        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53       | 2053-04-15      | 5.1500%  | 0.0000% | $100000.00         | $92648.33          | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $1591000.00        | $1572561.64        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $1989000.00        | $1965949.15        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 47       | 2047-11-15      | 4.3500%  | 0.0000% | $545000.00         | $472675.78         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 33     | 2033-04-22      | 6.2000%  | 0.0000% | $497000.00         | $549760.42         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $750000.00         | $501592.50         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $2326000.00        | $3011865.68        | Corporate Debt Securities                         |
| CARLYLE FIN LLC                GLBL 144A NT 29     | 2029-09-19      | 3.5000%  | 0.0000% | $700000.00         | $692377.78         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 28       | 2028-02-24      | 4.5500%  | 0.0000% | $8000.00           | $8124.31           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $600000.00         | $423127.00         | Corporate Debt Securities                         |
| CALPINE LLC                    SR GLBL 144A 28     | 2028-03-15      | 5.1250%  | 0.0000% | $265000.00         | $271090.36         | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 30     | 2030-04-23      | 2.1250%  | 0.0000% | $200000.00         | $186985.89         | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT3.4%26    | 2026-09-15      | 3.4000%  | 0.0000% | $1812000.00        | $1829105.28        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 4.837%28    | 2028-09-10      | 4.8370%  | 0.0000% | $2818000.00        | $2910115.65        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.7%011028       | 2028-01-10      | 3.7000%  | 0.0000% | $103000.00         | $103671.16         | Corporate Debt Securities                         |
| CAMDEN PPTY TR                 SR GLBL NT4.9%36    | 2036-02-28      | 4.9000%  | 0.0000% | $3173000.00        | $3171441.70        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47    | 2047-10-02      | 4.0000%  | 0.0000% | $3000.00           | $2418.96           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50       | 2050-10-15      | 2.8500%  | 0.0000% | $3202000.00        | $2103489.86        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 50     | 2050-09-30      | 2.8000%  | 0.0000% | $88000.00          | $55398.05          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $1253000.00        | $1269260.18        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $3203000.00        | $3244565.33        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT2.6%33    | 2033-02-15      | 2.6000%  | 0.0000% | $697000.00         | $620146.46         | Corporate Debt Securities                         |
| CARLYLE GROUP INC              SR GLBL NT 35       | 2035-09-19      | 5.0500%  | 0.0000% | $134000.00         | $135477.20         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SUB GLBL COCO 86    | 2086-07-28      | 6.5000%  | 0.0000% | $1000.00           | $1013.05           | Corporate Debt Securities                         |
| CARLYLE GROUP INC              SR GLBL NT 35       | 2035-09-19      | 5.0500%  | 0.0000% | $400000.00         | $404409.56         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 56       | 2056-01-15      | 5.4500%  | 0.0000% | $1000000.00        | $993078.33         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              SR GLBL NT 28       | 2028-11-28      | 3.7230%  | 0.0000% | $1295000.00        | $1303409.84        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 28    | 2028-01-13      | 4.3995%  | 0.0000% | $1024000.00        | $1031589.04        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL DB6.2%36    | 2036-06-01      | 6.2000%  | 0.0000% | $170000.00         | $192151.19         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.25% 27      | 2027-02-27      | 3.2500%  | 0.0000% | $1133000.00        | $1128524.65        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.9%030226       | 2026-03-02      | 0.9000%  | 0.0000% | $660000.00         | $662412.30         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $5434000.00        | $5457170.58        | Corporate Debt Securities                         |
| CARLYLE GROUP INC              SR GLBL NT 35       | 2035-09-19      | 5.0500%  | 0.0000% | $48000.00          | $48529.15          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $200000.00         | $209513.58         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $1490000.00        | $1504030.83        | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 4.375%061228     | 2028-06-12      | 4.3750%  | 0.0000% | $29396000.00       | $29913504.33       | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 1.549%091027     | 2027-09-10      | 1.5490%  | 0.0000% | $1010000.00        | $1004683.00        | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 36       | 2036-03-15      | 4.9500%  | 0.0000% | $1696000.00        | $1685709.52        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60       | 2060-01-31      | 3.9500%  | 0.0000% | $79000.00          | $59047.96          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $9000.00           | $9560.24           | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $1037000.00        | $1046765.08        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $75000.00          | $76915.25          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL 47 BD 55    | 2055-04-15      | 5.8000%  | 0.0000% | $2114000.00        | $2188617.15        | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 50       | 2050-04-15      | 4.9500%  | 0.0000% | $271000.00         | $251599.11         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $3197000.00        | $2914864.75        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%45        | 2045-06-01      | 4.5000%  | 0.0000% | $104000.00         | $93396.16          | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -D BD 27    | 2027-05-14      | 4.2500%  | 0.0000% | $1683000.00        | $1713293.53        | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT6.3%32    | 2032-11-22      | 6.3000%  | 0.0000% | $48000.00          | $53438.64          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $64000.00          | $63437.33          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.3%101326       | 2026-10-13      | 1.3000%  | 0.0000% | $6000.00           | $5937.17           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 31       | 2031-03-05      | 5.2530%  | 0.0000% | $40000.00          | $42238.71          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $3970000.00        | $3962986.33        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $12000.00          | $11287.99          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $45000.00          | $30664.30          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $541000.00         | $368653.03         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $1110000.00        | $1212818.99        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT3.1%27    | 2027-05-15      | 3.1000%  | 0.0000% | $940000.00         | $942061.73         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT 26       | 2026-04-01      | 3.2500%  | 0.0000% | $653000.00         | $661247.75         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $19000.00          | $20147.41          | Corporate Debt Securities                         |
| MINERA MEXICO S A DE C V       SR GLBL REGS 50     | 2050-01-26      | 4.5000%  | 0.0000% | $286000.00         | $245003.33         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $1215000.00        | $1118746.35        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.688%031131     | 2031-03-11      | 2.6880%  | 0.0000% | $250000.00         | $233646.17         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.9%27    | 2027-05-25      | 2.9000%  | 0.0000% | $86000.00          | $85907.22          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.9%27    | 2027-05-25      | 2.9000%  | 0.0000% | $875000.00         | $874055.97         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51    | 2051-08-01      | 3.5000%  | 0.0000% | $3198000.00        | $2359477.29        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 56       | 2056-03-04      | 5.6120%  | 0.0000% | $28000.00          | $28863.49          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT3.9%28    | 2028-01-08      | 3.9000%  | 0.0000% | $5594000.00        | $5622240.38        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $140000.00         | $106936.51         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $312000.00         | $238315.65         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 35       | 2035-04-25      | 6.6450%  | 0.0000% | $2000.00           | $2258.28           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48    | 2048-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4152.68           | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 4.3%44        | 2044-05-15      | 4.3000%  | 0.0000% | $840000.00         | $760765.60         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.9%27    | 2027-05-25      | 2.9000%  | 0.0000% | $2499000.00        | $2496303.86        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $3338000.00        | $2717306.32        | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -B BD 26    | 2026-12-01      | 4.8500%  | 0.0000% | $103000.00         | $105057.54         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT2.2%28    | 2028-01-13      | 2.2000%  | 0.0000% | $419000.00         | $410183.77         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.3%27      | 2027-04-01      | 3.3000%  | 0.0000% | $930000.00         | $936885.10         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 27     | 2027-01-06      | 3.4500%  | 0.0000% | $2834000.00        | $2840936.21        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 27     | 2027-01-06      | 3.4500%  | 0.0000% | $3034000.00        | $3041425.71        | Corporate Debt Securities                         |
| DAI-ICHI LIFE INSURANCE CO LTD PERP SUB GLBL       | 2500-12-31      | 6.2000%  | 0.0000% | $4311000.00        | $4524873.50        | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 30       | 2030-11-15      | 4.2500%  | 0.0000% | $6697000.00        | $6724543.27        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $8000.00           | $6383.29           | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 36       | 2036-02-25      | 5.7850%  | 0.0000% | $850000.00         | $893189.68         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35     | 2035-07-15      | 6.0000%  | 0.0000% | $3354000.00        | $3354201.24        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT3.4%30    | 2030-06-30      | 3.4000%  | 0.0000% | $3000.00           | $2930.89           | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              FR 1%021629         | 2029-02-16      | 1.0000%  | 0.0000% | $2025000.00        | $2082486.83        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $5000000.00        | $5092037.08        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $18195000.00       | $18529922.95       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 061025-060928    | 2028-06-09      | 4.3888%  | 0.0000% | $2625000.00        | $2658594.77        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 061025-060928    | 2028-06-09      | 4.3888%  | 0.0000% | $813000.00         | $823404.78         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 36       | 2036-02-15      | 4.6250%  | 0.0000% | $17000.00          | $16858.76          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 36       | 2036-02-15      | 4.6250%  | 0.0000% | $1890000.00        | $1874297.25        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $13976000.00       | $14056843.40       | Corporate Debt Securities                         |
| BANK NEW ZEALAND               FR 5.698%012835     | 2035-01-28      | 5.6980%  | 0.0000% | $677000.00         | $707708.76         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.8%072831       | 2031-07-28      | 1.8000%  | 0.0000% | $19000000.00       | $16901450.00       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $78000.00          | $85959.96          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.441%060928     | 2028-06-09      | 4.4410%  | 0.0000% | $98000.00          | $99664.25          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 5%34     | 2034-06-15      | 5.0000%  | 0.0000% | $13950000.00       | $14646384.00       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.8%030530       | 2030-03-05      | 4.8000%  | 0.0000% | $1293000.00        | $1353658.94        | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 56       | 2056-02-13      | 5.6500%  | 0.0000% | $1450000.00        | $1464104.47        | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $2744000.00        | $2765654.28        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $1686000.00        | $1759689.44        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 47       | 2047-01-10      | 4.9500%  | 0.0000% | $2023000.00        | $1906298.19        | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431     | 2031-10-14      | 2.8750%  | 0.0000% | $13200000.00       | $12386504.17       | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 26     | 2026-05-27      | 4.4000%  | 0.0000% | $450000.00         | $455098.50         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 4.456%32      | 2032-02-10      | 4.4560%  | 0.0000% | $1000.00           | $1011.65           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $79000.00          | $80687.52          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 49       | 2049-06-01      | 4.1500%  | 0.0000% | $1000.00           | $827.91            | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34      | 2034-03-15      | 5.9000%  | 0.0000% | $199000.00         | $220205.44         | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR 144A NT 32       | 2032-11-17      | 4.9990%  | 0.0000% | $1000.00           | $1031.40           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 29       | 2029-04-15      | 4.7500%  | 0.0000% | $6000.00           | $6237.82           | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 26       | 2026-02-28      | 2.9500%  | 0.0000% | $500000.00         | $507224.03         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 36       | 2036-01-15      | 4.6250%  | 0.0000% | $7543000.00        | $7670822.42        | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $4530000.00        | $4649863.80        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 120 BD26    | 2026-06-15      | 2.5500%  | 0.0000% | $188000.00         | $188259.44         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 29       | 2029-02-26      | 4.8500%  | 0.0000% | $1000000.00        | $1028864.72        | Corporate Debt Securities                         |
| BRIDGE STREET CLO LTD 2020-1R  A-2R   20370720 FLT | 2037-07-20      | 5.6176%  | 0.0000% | $6100000.00        | $6150994.30        | Asset-Backed Securities                           |
| CSL FIN PLC                    SR 144A NT 62       | 2062-04-27      | 4.9500%  | 0.0000% | $382000.00         | $345010.94         | Corporate Debt Securities                         |
| CARLYLE HLDGS II FIN L L C     GLBL 144A NT 43     | 2043-03-30      | 5.6250%  | 0.0000% | $219000.00         | $220250.22         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 35    | 2035-02-13      | 5.8270%  | 0.0000% | $4000.00           | $4173.22           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-03-04      | 4.7860%  | 0.0000% | $2864000.00        | $2971541.45        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $1324000.00        | $1070395.89        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.802%102528     | 2028-10-25      | 5.8020%  | 0.0000% | $1184000.00        | $1243759.24        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-04-25      | 5.6670%  | 0.0000% | $495000.00         | $533637.14         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.45%081726      | 2026-08-17      | 2.4500%  | 0.0000% | $118000.00         | $117356.97         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR FL 144A NT 26    | 2026-08-13      | 4.4861%  | 0.0000% | $3500000.00        | $3515394.17        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 6%65     | 2065-11-30      | 6.0000%  | 0.0000% | $5000.00           | $5113.05           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.05%090528      | 2028-09-05      | 4.0500%  | 0.0000% | $1000.00           | $1026.77           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.05%012627      | 2027-01-26      | 2.0500%  | 0.0000% | $1021000.00        | $1007885.54        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 34       | 2034-03-01      | 5.1500%  | 0.0000% | $1170000.00        | $1243543.60        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.5%46    | 2046-02-19      | 5.5000%  | 0.0000% | $5905000.00        | $5878381.57        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.247%020230     | 2030-02-02      | 4.2470%  | 0.0000% | $2891000.00        | $2910656.79        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $335000.00         | $348910.75         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $11999000.00       | $12184704.52       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $450000.00         | $464847.75         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $633000.00         | $591427.72         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $136000.00         | $142216.54         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26       | 2026-08-13      | 4.6500%  | 0.0000% | $579000.00         | $582090.89         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $3343000.00        | $3501031.04        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.623%050929     | 2029-05-09      | 4.6230%  | 0.0000% | $33000.00          | $33920.67          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $101000.00         | $81223.53          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT1.5%30    | 2030-09-18      | 1.5000%  | 0.0000% | $40000.00          | $35951.40          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.8%36    | 2036-03-15      | 5.8000%  | 0.0000% | $670000.00         | $734695.20         | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 31     | 2031-01-13      | 4.2500%  | 0.0000% | $221000.00         | $222070.62         | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 31     | 2031-01-13      | 4.2500%  | 0.0000% | $517000.00         | $519504.58         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 27       | 2027-11-08      | 4.5500%  | 0.0000% | $99000.00          | $101242.98         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.6%31    | 2031-02-15      | 4.6000%  | 0.0000% | $34355000.00       | $34830931.27       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.7%36    | 2036-02-04      | 5.7000%  | 0.0000% | $94000.00          | $94614.92          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49       | 2049-07-15      | 4.2500%  | 0.0000% | $512000.00         | $430191.79         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%013129       | 2029-01-31      | 4.6000%  | 0.0000% | $933000.00         | $958620.18         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 34     | 2034-10-01      | 4.2780%  | 0.0000% | $102000.00         | $99056.25          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.7%56    | 2056-02-04      | 6.7000%  | 0.0000% | $114263000.00      | $112656525.70      | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $15000.00          | $13989.52          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5%30       | 2030-02-28      | 5.0000%  | 0.0000% | $10000.00          | $10585.81          | Corporate Debt Securities                         |
| GMF FLOORPLAN OWNER 2024-1     A-2    20290315 FLT | 2029-03-15      | 4.4082%  | 0.0000% | $3147000.00        | $3166547.58        | Asset-Backed Securities                           |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $6728000.00        | $7106197.70        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $5100000.00        | $5061512.00        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-11-01      | 1.7070%  | 0.0000% | $2000.00           | $1980.12           | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 26       | 2026-06-01      | 1.1500%  | 0.0000% | $685000.00         | $682093.70         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 27       | 2027-11-15      | 2.6250%  | 0.0000% | $2708000.00        | $2682998.39        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 4.7008%  | 0.0000% | $1000.00           | $1010.44           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $5676000.00        | $5831793.59        | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT5.2%33    | 2033-09-15      | 5.2000%  | 0.0000% | $100000.00         | $105826.00         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-11-17      | 4.4665%  | 0.0000% | $23000.00          | $23086.65          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-11-17      | 4.4665%  | 0.0000% | $343000.00         | $344292.25         | Corporate Debt Securities                         |
| OZLM XV LTD 2016-15R           A-2B-R 20330420 0.0 | 2033-04-20      | 3.2300%  | 0.0000% | $1801728.00        | $1722433.45        | Asset-Backed Securities                           |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $2036000.00        | $2133802.65        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR GLBL 144A 31     | 2031-09-22      | 2.0800%  | 0.0000% | $424000.00         | $378829.40         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $8000.00           | $6306.56           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $291000.00         | $229401.12         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $10267000.00       | $10979324.46       | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.75%020728      | 2028-02-07      | 4.7500%  | 0.0000% | $102000.00         | $103937.89         | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 50     | 2050-06-01      | 3.2000%  | 0.0000% | $100000.00         | $65449.44          | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 30       | 2030-07-16      | 2.6790%  | 0.0000% | $14685000.00       | $13758245.56       | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41       | 2041-11-15      | 5.7500%  | 0.0000% | $44000.00          | $45665.47          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-07-06      | 4.4488%  | 0.0000% | $2500000.00        | $2520887.50        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43        | 2043-04-01      | 4.2000%  | 0.0000% | $370000.00         | $332320.43         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.4%48    | 2048-10-01      | 5.4000%  | 0.0000% | $21000.00          | $19495.56          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.4%48    | 2048-10-01      | 5.4000%  | 0.0000% | $980000.00         | $909792.80         | Corporate Debt Securities                         |
| HENNEMAN TR                    SR GLBL 144A 55     | 2055-05-15      | 6.5800%  | 0.0000% | $100000.00         | $106224.33         | Corporate Debt Securities                         |
| HARLEY DAVIDSON INC            SR GLBL NT 45       | 2045-07-28      | 4.6250%  | 0.0000% | $18000.00          | $14478.40          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-07-06      | 4.4488%  | 0.0000% | $1970000.00        | $1986459.35        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL FL DB 28    | 2028-02-04      | 4.4840%  | 0.0000% | $3470000.00        | $3501207.80        | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING SR SEC GLBL 30      | 2030-09-21      | 1.7370%  | 0.0000% | $180000.00         | $162098.46         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL DEB 28      | 2028-01-01      | 6.3750%  | 0.0000% | $1485000.00        | $1557225.45        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL FL NT 29    | 2029-06-13      | 4.7600%  | 0.0000% | $3240000.00        | $3295371.56        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53     | 2053-03-08      | 5.8500%  | 0.0000% | $2619000.00        | $2783715.46        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.5%27      | 2027-02-09      | 4.5000%  | 0.0000% | $595000.00         | $600450.20         | Corporate Debt Securities                         |
| REGIONS BK BIRMINGHAM ALA      NT 6.45%37          | 2037-06-26      | 6.4500%  | 0.0000% | $910000.00         | $1005976.94        | Corporate Debt Securities                         |
| RR 14 LTD                      C      20360415 FLT | 2036-04-15      | 6.8338%  | 0.0000% | $3805721.00        | $3753858.90        | Asset-Backed Securities                           |
| RPM INTL INC                   SR GLBL NT 27       | 2027-03-15      | 3.7500%  | 0.0000% | $6372000.00        | $6462514.26        | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1M GLBL BD 55       | 2055-08-15      | 5.8500%  | 0.0000% | $1394000.00        | $1437339.46        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $21000.00          | $18826.90          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.174%27    | 2027-01-14      | 2.1740%  | 0.0000% | $914000.00         | $903522.56         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $8000.00           | $9045.60           | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $1074000.00        | $1142549.12        | Corporate Debt Securities                         |
| RAYMOND JAMES FINL INC         SR GLBL NT4.9%35    | 2035-09-11      | 4.9000%  | 0.0000% | $124000.00         | $126545.03         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.522%101828     | 2028-10-18      | 4.5220%  | 0.0000% | $7000.00           | $7180.35           | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS      SR GLBL NT2.8%50    | 2050-09-15      | 2.8000%  | 0.0000% | $6190000.00        | $3923779.10        | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 30       | 2030-02-10      | 2.6250%  | 0.0000% | $499000.00         | $468031.85         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.5%51    | 2051-04-01      | 3.5000%  | 0.0000% | $1636000.00        | $1184373.11        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $50000.00          | $51000.31          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $350000.00         | $357002.14         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55    | 2055-06-15      | 6.0000%  | 0.0000% | $596000.00         | $625734.44         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-08-18      | 5.9390%  | 0.0000% | $200000.00         | $216286.95         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-01-24      | 5.0680%  | 0.0000% | $45000.00          | $46651.76          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-08-18      | 5.9390%  | 0.0000% | $1543000.00        | $1668653.82        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR FLT NT 29        | 2029-01-26      | 4.3034%  | 0.0000% | $3000000.00        | $3011521.61        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $1000.00           | $1002.53           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 32       | 2032-01-29      | 5.6310%  | 0.0000% | $87000.00          | $92055.54          | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $2913000.00        | $3040434.04        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL 144A 49     | 2049-11-07      | 3.1250%  | 0.0000% | $254000.00         | $178218.75         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013D 43    | 2043-10-01      | 4.6500%  | 0.0000% | $1689000.00        | $1498123.29        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL 144A 49     | 2049-11-07      | 3.1250%  | 0.0000% | $2097000.00        | $1471357.14        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL 144A 49     | 2049-11-07      | 3.1250%  | 0.0000% | $130000.00         | $91214.32          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024F 31    | 2031-06-01      | 5.4500%  | 0.0000% | $1947000.00        | $2061540.93        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 1.4%110226       | 2026-11-02      | 1.4000%  | 0.0000% | $982000.00         | $971268.92         | Corporate Debt Securities                         |
| SECURIAN FINL GROUP INC        SR GLBL 144A 48     | 2048-04-15      | 4.8000%  | 0.0000% | $400000.00         | $354864.00         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $100000.00         | $94965.03          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $250000.00         | $251212.08         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $3716000.00        | $3734016.41        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 26       | 2026-09-15      | 1.1250%  | 0.0000% | $3150000.00        | $3122035.88        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $8000.00           | $8191.06           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $135000.00         | $138224.16         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 26       | 2026-09-15      | 1.1250%  | 0.0000% | $2274000.00        | $2253812.56        | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD3.9%48    | 2048-03-01      | 3.9000%  | 0.0000% | $297000.00         | $243411.30         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT2.9%52    | 2052-03-15      | 2.9000%  | 0.0000% | $9000.00           | $5768.01           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $684000.00         | $700335.73         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $2230000.00        | $2283258.28        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $2977000.00        | $3066850.82        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 27       | 2027-08-05      | 4.7030%  | 0.0000% | $291000.00         | $292680.25         | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 3.125%49    | 2049-11-15      | 3.1250%  | 0.0000% | $25000.00          | $18003.35          | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 3.125%49    | 2049-11-15      | 3.1250%  | 0.0000% | $175000.00         | $126023.48         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT5.4%35    | 2035-04-07      | 5.4000%  | 0.0000% | $50000.00          | $53316.50          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $2445000.00        | $2516844.97        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SB GLBL NT6.5%36    | 2036-05-02      | 6.5000%  | 0.0000% | $589000.00         | $651742.57         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $57000.00          | $59883.33          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 31       | 2031-11-06      | 4.6190%  | 0.0000% | $20000.00          | $20489.04          | Corporate Debt Securities                         |
| HONDA AUTO RECE OW TR  2023-2  A-4    20290917 4.9 | 2029-09-17      | 4.9100%  | 0.0000% | $205000.00         | $206792.25         | Asset-Backed Securities                           |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $6659000.00        | $6854671.02        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 26       | 2026-07-15      | 3.2500%  | 0.0000% | $67000.00          | $67075.82          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $18000.00          | $20093.85          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 30       | 2030-09-15      | 3.9500%  | 0.0000% | $1000000.00        | $1020225.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 2.125%26      | 2026-09-15      | 2.1250%  | 0.0000% | $4025000.00        | $4027384.81        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 27       | 2027-06-25      | 4.8750%  | 0.0000% | $936000.00         | $957683.22         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40       | 2040-09-15      | 2.6500%  | 0.0000% | $35000.00          | $26126.21          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT1.1%27    | 2027-03-01      | 1.1000%  | 0.0000% | $1766000.00        | $1729528.18        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SB GLBL NT6.5%36    | 2036-05-02      | 6.5000%  | 0.0000% | $260000.00         | $287696.21         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $35000.00          | $36056.36          | Corporate Debt Securities                         |
| HUTCHISON WHAMPOA              SR GLBL C REGS27    | 2027-08-01      | 7.5000%  | 0.0000% | $182000.00         | $191634.47         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 28       | 2028-03-15      | 1.1500%  | 0.0000% | $3266000.00        | $3116890.77        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR NT 4.5%44        | 2044-03-11      | 4.5000%  | 0.0000% | $374000.00         | $351331.86         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024F 31    | 2031-06-01      | 5.4500%  | 0.0000% | $4000.00           | $4235.32           | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $3831000.00        | $3856802.32        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $11022000.00       | $11096234.70       | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT 2%26     | 2026-07-28      | 2.0000%  | 0.0000% | $549000.00         | $546003.07         | Corporate Debt Securities                         |
| WEYERHAEUSER CO                4%29                | 2029-11-15      | 4.0000%  | 0.0000% | $48000.00          | $48225.76          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 6.9001%  | 0.0000% | $250000.00         | $249902.09         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1MTG BD 2.4% 26     | 2026-10-01      | 2.4000%  | 0.0000% | $4200000.00        | $4206314.00        | Corporate Debt Securities                         |
| ELMWOOD CLO XII LTD            B-R    20371015 FLT | 2037-10-15      | 5.3722%  | 0.0000% | $5835000.00        | $5889246.73        | Asset-Backed Securities                           |
| ENBRIDGE INC                   SR GLBL NT5.2%35    | 2035-11-20      | 5.2000%  | 0.0000% | $1000.00           | $1032.57           | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $2091000.00        | $2112293.35        | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 3.7%120142       | 2042-12-01      | 3.7000%  | 0.0000% | $121000.00         | $100573.86         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $776000.00         | $804099.18         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.1%45        | 2045-02-15      | 5.1000%  | 0.0000% | $50000.00          | $47915.50          | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL FDG      GLBL REGS 32        | 2032-09-15      | 4.7000%  | 0.0000% | $865000.00         | $878701.60         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $3639000.00        | $3867221.91        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 30       | 2030-07-15      | 2.1500%  | 0.0000% | $6180000.00        | $5665381.10        | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.3%27      | 2027-10-24      | 5.3000%  | 0.0000% | $6337000.00        | $6598263.95        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 26       | 2026-10-15      | 0.8750%  | 0.0000% | $2840000.00        | $2799014.07        | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $3060000.00        | $3067282.80        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $1669000.00        | $1729434.95        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $3777000.00        | $3913766.22        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $1068000.00        | $1040317.44        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30    | 2030-02-15      | 2.7220%  | 0.0000% | $100000.00         | $95070.73          | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 4.541%011531     | 2031-01-15      | 4.5410%  | 0.0000% | $100000.00         | $101063.78         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 4.541%011531     | 2031-01-15      | 4.5410%  | 0.0000% | $5253000.00        | $5308880.54        | Corporate Debt Securities                         |
| BERRY GLOBAL INC               1LIEN GLBL 26       | 2026-07-15      | 4.8750%  | 0.0000% | $100000.00         | $100613.75         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 27      | 2027-12-01      | 6.8750%  | 0.0000% | $1762000.00        | $1878351.22        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $2965000.00        | $2984161.31        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.656%011232     | 2032-01-12      | 4.6560%  | 0.0000% | $3941000.00        | $3989434.89        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $900000.00         | $909165.00         | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS FR 3.743%011428     | 2028-01-14      | 3.7430%  | 0.0000% | $3250000.00        | $3267780.12        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -A NT 26    | 2026-04-15      | 1.4500%  | 0.0000% | $258000.00         | $258556.42         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 30       | 2030-09-15      | 1.3750%  | 0.0000% | $12000.00          | $10737.93          | Corporate Debt Securities                         |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 31     | 2031-03-17      | 1.7760%  | 0.0000% | $935000.00         | $843803.22         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 1.25%080726      | 2026-08-07      | 1.2500%  | 0.0000% | $8825000.00        | $8729993.97        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $36000.00          | $33617.07          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $4042000.00        | $4068121.42        | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 42     | 2042-03-15      | 5.6250%  | 0.0000% | $497000.00         | $525782.51         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.25%070726      | 2026-07-07      | 5.2500%  | 0.0000% | $20000.00          | $20249.03          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 27       | 2027-12-15      | 4.6250%  | 0.0000% | $5000.00           | $5104.70           | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.7305%  | 0.0000% | $66476000.00       | $45427035.56       | Private Label Collateralized Mortgage Obligations |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-20      | 4.3500%  | 0.0000% | $3693000.00        | $3758923.13        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 29    | 2029-07-20      | 4.4916%  | 0.0000% | $3774000.00        | $3800850.79        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.1%30    | 2030-11-20      | 4.1000%  | 0.0000% | $574000.00         | $583429.23         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $19192000.00       | $19351314.92       | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 56       | 2056-02-19      | 5.6500%  | 0.0000% | $1500000.00        | $1497413.33        | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT6.375%35       | 2035-03-01      | 6.3750%  | 0.0000% | $3412000.00        | $3923754.51        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FXD/FLT SR NT 48    | 2048-01-20      | 4.4430%  | 0.0000% | $6377000.00        | $5634184.19        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 66       | 2066-11-01      | 4.2500%  | 0.0000% | $1495000.00        | $1189219.34        | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC           SR GLBL NT 3%32     | 2032-03-16      | 3.0000%  | 0.0000% | $275000.00         | $260336.08         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $598000.00         | $569964.27         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $908000.00         | $865430.69         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $5000000.00        | $5142929.17        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34    | 2034-09-10      | 4.7000%  | 0.0000% | $90000.00          | $92351.05          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $20410086.00       | $21720529.43       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   LW TIER II 30       | 2030-06-20      | 5.0880%  | 0.0000% | $275000.00         | $282826.32         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.5%45    | 2045-02-01      | 4.5000%  | 0.0000% | $34000.00          | $30057.70          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.5%45    | 2045-02-01      | 4.5000%  | 0.0000% | $88000.00          | $77796.40          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50    | 2050-05-01      | 3.5000%  | 0.0000% | $1055000.00        | $791870.11         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 37       | 2037-10-07      | 4.8940%  | 0.0000% | $900000.00         | $924230.00         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.125%061826     | 2026-06-18      | 1.1250%  | 0.0000% | $400000.00         | $397586.50         | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.902%021528     | 2028-02-15      | 4.9020%  | 0.0000% | $348000.00         | $355674.79         | Corporate Debt Securities                         |
| 3M CO                          FR 3.625%091428     | 2028-09-14      | 3.6250%  | 0.0000% | $2000.00           | $2022.09           | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL 144A 36     | 2036-03-15      | 5.1000%  | 0.0000% | $700000.00         | $721645.17         | Corporate Debt Securities                         |
| US BANCORP                     FR 2.375%072226     | 2026-07-22      | 2.3750%  | 0.0000% | $1089000.00        | $1085165.66        | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 36     | 2036-01-13      | 5.0000%  | 0.0000% | $103000.00         | $104016.72         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 4.55%41    | 2041-12-01      | 4.5500%  | 0.0000% | $402000.00         | $371729.18         | Corporate Debt Securities                         |
| OHA CR PARTNERS LTD 2024-17    B-1    20380119 FLT | 2038-01-19      | 5.3176%  | 0.0000% | $7908244.00        | $7971217.77        | Asset-Backed Securities                           |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49    | 2049-09-15      | 3.1000%  | 0.0000% | $336000.00         | $230882.40         | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 5.5%092526       | 2026-09-25      | 5.5000%  | 0.0000% | $1750000.00        | $1803571.39        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $180000.00         | $155762.90         | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 51       | 2051-09-15      | 2.8500%  | 0.0000% | $100000.00         | $65036.50          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR NT 4.1%42        | 2042-06-15      | 4.1000%  | 0.0000% | $48000.00          | $41884.32          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-02-04      | 4.5500%  | 0.0000% | $5692000.00        | $5724142.41        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.15%020134      | 2034-02-01      | 5.1500%  | 0.0000% | $99000.00          | $104325.15         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT 27       | 2027-03-01      | 2.4500%  | 0.0000% | $58000.00          | $57896.05          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             REGS NT 4.35%28     | 2028-08-25      | 4.3500%  | 0.0000% | $511000.00         | $513693.82         | Corporate Debt Securities                         |
| UDR INC                        FR 4.4%012629       | 2029-01-26      | 4.4000%  | 0.0000% | $78000.00          | $79006.89          | Corporate Debt Securities                         |
| UNILEVER CAP CORP              GLBL NT 4.25%27     | 2027-08-12      | 4.2500%  | 0.0000% | $1064000.00        | $1074683.45        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $20000.00          | $21554.58          | Corporate Debt Securities                         |
| USAA AUTO OWNER TR 2023-A      A-3    20280515 5.5 | 2028-05-15      | 5.5800%  | 0.0000% | $1150000.00        | $388853.63         | Asset-Backed Securities                           |
| GENERAL DYNAMICS CORP          SR GLBL NT 26       | 2026-08-15      | 2.1250%  | 0.0000% | $2830000.00        | $2810553.18        | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $61000.00          | $55077.86          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT4.5%53    | 2053-04-15      | 4.5000%  | 0.0000% | $71000.00          | $64759.10          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%60     | 2060-11-20      | 3.0000%  | 0.0000% | $3000.00           | $1813.33           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.892%091536     | 2036-09-15      | 4.8920%  | 0.0000% | $3761000.00        | $3851880.80        | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 26       | 2026-07-01      | 2.5500%  | 0.0000% | $1559000.00        | $1557997.04        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.35%091130      | 2030-09-11      | 4.3500%  | 0.0000% | $22000.00          | $22668.10          | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR GLBL REGS 29     | 2029-06-20      | 4.5000%  | 0.0000% | $253000.00         | $257676.70         | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 29     | 2029-06-15      | 3.5000%  | 0.0000% | $290000.00         | $284829.30         | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49       | 2049-09-15      | 3.8750%  | 0.0000% | $44000.00          | $33923.89          | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 30       | 2030-03-20      | 3.5500%  | 0.0000% | $6000.00           | $5943.19           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR NT 2.95%27       | 2027-01-22      | 2.9500%  | 0.0000% | $683000.00         | $678955.31         | Corporate Debt Securities                         |
| CENTRAL JAPAN RY CO            SR REGS NT 45       | 2045-11-24      | 4.2500%  | 0.0000% | $850000.00         | $737000.29         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 5.15%34     | 2034-04-02      | 5.1500%  | 0.0000% | $35000.00          | $36800.51          | Corporate Debt Securities                         |
| ANZ BK NEW ZEALAND LTD         FR 5.548%081132     | 2032-08-11      | 5.5480%  | 0.0000% | $500000.00         | $510397.89         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL REGS NT2%26    | 2026-12-14      | 2.0000%  | 0.0000% | $150000.00         | $148484.33         | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 2.5%040631       | 2031-04-06      | 2.5000%  | 0.0000% | $362000.00         | $333261.42         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $1000.00           | $651.20            | Asset-Backed Securities                           |
| UDR INC                        FR 2.1%061533       | 2033-06-15      | 2.1000%  | 0.0000% | $18000.00          | $15251.58          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 46       | 2046-02-12      | 5.5460%  | 0.0000% | $7085000.00        | $7238112.75        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 3%27     | 2027-06-20      | 3.0000%  | 0.0000% | $525000.00         | $524308.75         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $21355000.00       | $21533812.53       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 31       | 2031-02-08      | 1.6500%  | 0.0000% | $2040000.00        | $1839734.90        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $26000.00          | $27087.14          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR GLBL REGS 26     | 2026-11-12      | 2.9500%  | 0.0000% | $57000.00          | $57039.00          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR NT 4%42          | 2042-09-18      | 4.0000%  | 0.0000% | $1841000.00        | $1635188.47        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031329       | 2029-03-13      | 4.9000%  | 0.0000% | $162000.00         | $169669.44         | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $31000.00          | $29215.92          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $162000.00         | $98661.78          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.215%090626     | 2026-09-06      | 3.2150%  | 0.0000% | $2750000.00        | $2782288.44        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 1%26     | 2026-05-12      | 1.0000%  | 0.0000% | $11610000.00       | $11577569.40       | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 40       | 2040-06-01      | 4.3500%  | 0.0000% | $2073000.00        | $1935169.69        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 1%26     | 2026-05-12      | 1.0000%  | 0.0000% | $728000.00         | $725966.45         | Corporate Debt Securities                         |
| AMPHENOL CORP                  GLBL NT 4.75%26     | 2026-03-30      | 4.7500%  | 0.0000% | $46000.00          | $46932.23          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $23000.00          | $14007.54          | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD2.9%51    | 2051-06-15      | 2.9000%  | 0.0000% | $33000.00          | $21551.31          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.8%34    | 2034-12-05      | 4.8000%  | 0.0000% | $40000.00          | $41866.53          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 4%46     | 2046-12-01      | 4.0000%  | 0.0000% | $3304000.00        | $2684353.16        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 40       | 2040-03-15      | 5.7500%  | 0.0000% | $2331000.00        | $2518960.19        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 27       | 2027-04-23      | 5.6450%  | 0.0000% | $21000.00          | $21460.82          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.5%43        | 2043-05-02      | 4.5000%  | 0.0000% | $53000.00          | $46721.36          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $76000.00          | $46285.77          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 4.009%29      | 2029-02-09      | 4.0090%  | 0.0000% | $4000000.00        | $4016692.56        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR NT 3.75%42       | 2042-07-15      | 3.7500%  | 0.0000% | $162000.00         | $136168.29         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $988000.00         | $1011415.05        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 35       | 2035-05-07      | 5.4500%  | 0.0000% | $8000.00           | $8489.62           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%29     | 2029-02-22      | 3.0000%  | 0.0000% | $2916000.00        | $2845831.32        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $50000.00          | $41662.71          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR NT 4%42          | 2042-09-18      | 4.0000%  | 0.0000% | $422000.00         | $374823.21         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 54       | 2054-11-15      | 5.3750%  | 0.0000% | $100000.00         | $100049.92         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.5%36    | 2036-02-23      | 4.5000%  | 0.0000% | $117000.00         | $119509.65         | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT5.2%35    | 2035-04-15      | 5.2000%  | 0.0000% | $14000.00          | $14571.71          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $15054000.00       | $14947593.31       | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 35       | 2035-03-15      | 4.3750%  | 0.0000% | $1641000.00        | $1651908.55        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     GLBL FLT NT 31      | 2031-07-08      | 4.9365%  | 0.0000% | $3500000.00        | $3579018.14        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $3783000.00        | $4242068.10        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $7768000.00        | $7822420.45        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $7833000.00        | $7852783.76        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $2652000.00        | $2698820.32        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          SR 144A NT 48       | 2048-01-12      | 4.3750%  | 0.0000% | $8840000.00        | $7208124.95        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56      | 2056-03-01      | 5.8500%  | 0.0000% | $498000.00         | $505004.37         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $648000.00         | $581229.43         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $7000.00           | $6792.91           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $99000.00          | $88798.94          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $819000.00         | $872902.48         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $1573000.00        | $1410916.51        | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL 144A 32     | 2032-07-16      | 5.1710%  | 0.0000% | $3325000.00        | $3450516.07        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 44       | 2044-03-09      | 6.3320%  | 0.0000% | $2840000.00        | $3223824.11        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56      | 2056-03-01      | 5.8500%  | 0.0000% | $500000.00         | $507032.50         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56      | 2056-03-01      | 5.8500%  | 0.0000% | $1750000.00        | $1774613.75        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28       | 2028-09-01      | 3.6250%  | 0.0000% | $77000.00          | $77245.65          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -BBBB 54    | 2054-04-15      | 5.5500%  | 0.0000% | $350000.00         | $352054.50         | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $15000.00          | $15659.33          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.4%42        | 2042-01-06      | 5.4000%  | 0.0000% | $4000.00           | $4123.48           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 27       | 2027-04-15      | 2.1250%  | 0.0000% | $255000.00         | $252256.63         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 5%35     | 2035-08-15      | 5.0000%  | 0.0000% | $2481000.00        | $2563286.50        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 34       | 2034-06-15      | 5.8870%  | 0.0000% | $457000.00         | $494736.32         | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 080625-080629    | 2029-08-06      | 4.5640%  | 0.0000% | $2499000.00        | $2514394.79        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.4%42        | 2042-01-06      | 5.4000%  | 0.0000% | $326000.00         | $336063.62         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.871%011433     | 2033-01-14      | 2.8710%  | 0.0000% | $113000.00         | $103518.09         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $2777000.00        | $2826034.41        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR NT 5.8%56        | 2056-02-03      | 5.8000%  | 0.0000% | $200000.00         | $201075.33         | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNERS 2024-73 B      20370810 FLT | 2037-08-10      | 5.5599%  | 0.0000% | $18500000.00       | $18549948.98       | Asset-Backed Securities                           |
| GE AEROSPACE                   FR 6.15%080737      | 2037-08-07      | 6.1500%  | 0.0000% | $883000.00         | $981848.91         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2010C 40    | 2040-09-01      | 4.7500%  | 0.0000% | $1684000.00        | $1665968.10        | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $589000.00         | $588869.44         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        SR SEC 144A NT32    | 2032-01-06      | 2.9000%  | 0.0000% | $1077000.00        | $961166.85         | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT1.8%27    | 2027-10-15      | 1.8000%  | 0.0000% | $30000.00          | $29298.60          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 30       | 2030-06-15      | 1.7500%  | 0.0000% | $25000.00          | $22803.50          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $341000.00         | $340140.68         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 1.25%080726      | 2026-08-07      | 1.2500%  | 0.0000% | $2190000.00        | $2166423.43        | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 53       | 2053-05-15      | 5.1500%  | 0.0000% | $24000.00          | $22819.72          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 27       | 2027-09-01      | 3.1200%  | 0.0000% | $1207000.00        | $1215042.64        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $1000.00           | $1035.50           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.35%030827      | 2027-03-08      | 2.3500%  | 0.0000% | $320000.00         | $319325.42         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 4%31     | 2031-03-14      | 4.0000%  | 0.0000% | $1000.00           | $1001.64           | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.589%070526     | 2026-07-05      | 5.5890%  | 0.0000% | $1500000.00        | $1521154.50        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 36       | 2036-03-14      | 4.6250%  | 0.0000% | $1000.00           | $996.26            | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 36       | 2036-03-14      | 4.6250%  | 0.0000% | $3000.00           | $2988.77           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 36       | 2036-03-14      | 4.6250%  | 0.0000% | $5875000.00        | $5853010.36        | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 29       | 2029-02-01      | 3.6500%  | 0.0000% | $1307000.00        | $1303452.95        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL YYY BD49    | 2049-10-01      | 3.2500%  | 0.0000% | $287000.00         | $205116.19         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $6462000.00        | $6796607.74        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33       | 2033-03-15      | 6.2500%  | 0.0000% | $320000.00         | $358299.20         | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS VR 012125-012128    | 2028-01-21      | 4.2817%  | 0.0000% | $3000000.00        | $3024762.82        | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS VR 012125-012128    | 2028-01-21      | 4.2817%  | 0.0000% | $3750000.00        | $3780953.53        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2012 A DB 42    | 2042-03-15      | 4.2000%  | 0.0000% | $169000.00         | $150994.74         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 30       | 2030-10-15      | 4.8500%  | 0.0000% | $37000.00          | $38730.61          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1MTG REF BD 26      | 2026-12-01      | 2.9500%  | 0.0000% | $3500000.00        | $3503105.28        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 27       | 2027-09-01      | 3.1200%  | 0.0000% | $2404000.00        | $2420018.65        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.5%27      | 2027-02-09      | 4.5000%  | 0.0000% | $594000.00         | $599441.04         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $300000.00         | $319952.17         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 4.8661%  | 0.0000% | $10000.00          | $10072.64          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 4.8661%  | 0.0000% | $60000.00          | $60435.81          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 4.8661%  | 0.0000% | $1960000.00        | $1974236.54        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-01-23      | 5.0400%  | 0.0000% | $955000.00         | $968159.90         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 4.655%082228     | 2028-08-22      | 4.6550%  | 0.0000% | $625000.00         | $631210.33         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-02-24      | 2.9470%  | 0.0000% | $590000.00         | $584150.49         | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $130000.00         | $82733.83          | Corporate Debt Securities                         |
| US BANCORP                     FR 2.215%012728     | 2028-01-27      | 2.2150%  | 0.0000% | $747000.00         | $736807.81         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.2%011127       | 2027-01-11      | 3.2000%  | 0.0000% | $65000.00          | $64980.43          | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $616000.00         | $637960.40         | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 50       | 2050-03-26      | 3.9500%  | 0.0000% | $309000.00         | $248803.11         | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 5.85%061535      | 2035-06-15      | 5.8500%  | 0.0000% | $2941000.00        | $3209072.15        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -BBBB 54    | 2054-04-15      | 5.5500%  | 0.0000% | $90000.00          | $90528.30          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-02-24      | 2.9470%  | 0.0000% | $600000.00         | $594051.35         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.55%28     | 2028-02-12      | 4.5500%  | 0.0000% | $60000.00          | $61086.95          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.9%011228       | 2028-01-12      | 4.9000%  | 0.0000% | $57000.00          | $58515.92          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $479000.00         | $467897.58         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%31    | 2031-02-19      | 4.2000%  | 0.0000% | $5178000.00        | $5188476.82        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $65000.00          | $69293.14          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $3149000.00        | $3356986.20        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $1100000.00        | $1074503.83        | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 27       | 2027-02-01      | 2.1500%  | 0.0000% | $3000000.00        | $2961578.33        | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $654000.00         | $677315.10         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.9%55    | 2055-03-15      | 5.9000%  | 0.0000% | $2000.00           | $2095.18           | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           SR GLBL 20232 26    | 2026-06-01      | 1.2500%  | 0.0000% | $1934000.00        | $1926546.58        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727       | 2027-03-07      | 5.2000%  | 0.0000% | $600000.00         | $608358.00         | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $3408000.00        | $3529495.20        | Corporate Debt Securities                         |
| TJX COS INC NEW                SR GLBL NT1.6%31    | 2031-05-15      | 1.6000%  | 0.0000% | $100000.00         | $89311.33          | Corporate Debt Securities                         |
| OMNIS FDG TR                   SR 144A NT 55       | 2055-05-15      | 6.7220%  | 0.0000% | $100000.00         | $106908.57         | Corporate Debt Securities                         |
| OMNIS FDG TR                   SR 144A NT 55       | 2055-05-15      | 6.7220%  | 0.0000% | $3500000.00        | $3741799.83        | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 46    | 2046-04-01      | 6.1910%  | 0.0000% | $400000.00         | $430903.18         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32       | 2032-08-19      | 4.8500%  | 0.0000% | $189000.00         | $191944.20         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-03-15      | 2.3750%  | 0.0000% | $5000.00           | $4628.59           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $19000.00          | $19184.37          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $197000.00         | $202631.41         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $4000.00           | $4003.50           | Corporate Debt Securities                         |
| BESTFOODS                      FR 6.625%041528     | 2028-04-15      | 6.6250%  | 0.0000% | $1000.00           | $1077.76           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.5%041926       | 2026-04-19      | 3.5000%  | 0.0000% | $1400000.00        | $1416386.22        | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 37       | 2037-09-15      | 6.4500%  | 0.0000% | $1649000.00        | $1936099.15        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.404%090828     | 2028-09-08      | 4.4040%  | 0.0000% | $4364000.00        | $4481541.43        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2025 A55    | 2055-11-15      | 5.7500%  | 0.0000% | $200000.00         | $206184.56         | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT3.4%49    | 2049-11-15      | 3.4000%  | 0.0000% | $1050000.00        | $773675.00         | Corporate Debt Securities                         |
| EBAY INC.                      SR NT 4%42          | 2042-07-15      | 4.0000%  | 0.0000% | $270000.00         | $225759.60         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49    | 2049-08-15      | 3.2000%  | 0.0000% | $70000.00          | $49134.87          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $6155000.00        | $6241592.30        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 29       | 2029-08-18      | 4.0500%  | 0.0000% | $5000.00           | $5022.61           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $6621000.00        | $6773532.39        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $2624000.00        | $2593823.49        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $17303000.00       | $17446634.13       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.1%010836       | 2036-01-08      | 5.1000%  | 0.0000% | $11134000.00       | $11290896.62       | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $10767000.00       | $10856378.06       | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2019A 49    | 2049-10-01      | 3.4500%  | 0.0000% | $1025000.00        | $763360.21         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $50000.00          | $48796.25          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $1552000.00        | $1514635.60        | Corporate Debt Securities                         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $3000.00           | $3089.48           | Corporate Debt Securities                         |
| AIRBUS GROUP SE                SR GLBL 144A 27     | 2027-04-10      | 3.1500%  | 0.0000% | $880000.00         | $884864.20         | Corporate Debt Securities                         |
| AIRBUS GROUP SE                SR GLBL 144A 27     | 2027-04-10      | 3.1500%  | 0.0000% | $1745000.00        | $1754645.49        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2022B NT 27    | 2027-09-01      | 3.7500%  | 0.0000% | $2000000.00        | $2037786.67        | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR GLBL 144A 29     | 2029-04-18      | 3.6250%  | 0.0000% | $87000.00          | $86966.90          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 50       | 2050-05-01      | 3.9500%  | 0.0000% | $686000.00         | $552585.20         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $1857000.00        | $1646726.73        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $11446000.00       | $11646540.28       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $7250000.00        | $7381536.15        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $6345000.00        | $6460116.81        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 61       | 2061-05-12      | 3.2500%  | 0.0000% | $5321000.00        | $3477269.07        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 50       | 2050-06-30      | 4.3750%  | 0.0000% | $2000.00           | $1700.09           | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL NT 35       | 2035-06-01      | 5.7500%  | 0.0000% | $93000.00          | $101419.86         | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             -Y 4.5%49           | 2049-03-01      | 4.5000%  | 0.0000% | $7051000.00        | $6100948.26        | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS WEST      -2019 BD 3.63%49    | 2049-03-01      | 3.6300%  | 0.0000% | $118000.00         | $84671.69          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-08-22      | 3.1500%  | 0.0000% | $43000.00          | $42739.31          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%31    | 2031-02-15      | 4.1000%  | 0.0000% | $28924000.00       | $29109242.15       | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%31    | 2031-02-15      | 4.1000%  | 0.0000% | $55264000.00       | $55617935.22       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-08-22      | 3.1500%  | 0.0000% | $379000.00         | $376702.31         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT3.2%51    | 2051-07-15      | 3.2000%  | 0.0000% | $327000.00         | $223688.71         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.213%30      | 2030-02-08      | 4.2130%  | 0.0000% | $23704000.00       | $23856314.66       | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.213%30      | 2030-02-08      | 4.2130%  | 0.0000% | $22390000.00       | $22533871.30       | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL NT 5.55%35     | 2035-03-19      | 5.5500%  | 0.0000% | $2882000.00        | $3089095.72        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $1000.00           | $1151.60           | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 48       | 2048-09-21      | 4.2500%  | 0.0000% | $187000.00         | $159684.29         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 35       | 2035-12-04      | 4.7500%  | 0.0000% | $3828000.00        | $3897215.56        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.125%030130     | 2030-03-01      | 2.1250%  | 0.0000% | $8000.00           | $7534.55           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL FLT 144A 26    | 2026-07-31      | 4.3135%  | 0.0000% | $2700000.00        | $2713535.44        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR -A NT4.754%26    | 2026-04-21      | 4.7540%  | 0.0000% | $3387000.00        | $3444880.44        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 48       | 2048-09-21      | 4.2500%  | 0.0000% | $1568000.00        | $1338957.01        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $65000.00          | $61056.00          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $1505000.00        | $1413681.11        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 48       | 2048-12-17      | 4.8750%  | 0.0000% | $517000.00         | $469818.15         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 31       | 2031-05-25      | 2.5910%  | 0.0000% | $537000.00         | $506789.16         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 60       | 2060-08-18      | 2.5500%  | 0.0000% | $190000.00         | $100325.23         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $330000.00         | $295572.57         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $200000.00         | $139212.61         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 5%32     | 2032-02-10      | 5.0000%  | 0.0000% | $139000.00         | $143424.52         | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT5.2%33    | 2033-09-15      | 5.2000%  | 0.0000% | $50000.00          | $52913.00          | Corporate Debt Securities                         |
| NATL BANK OF CANADA            FR 4.166%012029     | 2029-01-20      | 4.1660%  | 0.0000% | $1075000.00        | $1082376.35        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 28    | 2028-02-01      | 3.7820%  | 0.0000% | $2000.00           | $2001.46           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 28    | 2028-02-01      | 3.7820%  | 0.0000% | $3860000.00        | $3862823.38        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $95000.00          | $96714.54          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134       | 2034-03-01      | 5.2000%  | 0.0000% | $2000.00           | $2131.74           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.8%011033       | 2033-01-10      | 4.8000%  | 0.0000% | $564000.00         | $571926.08         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $1600000.00        | $1615783.56        | Corporate Debt Securities                         |
| GOLDENTREE LOAN MGT 2021-12    B-1-R  20370720 FLT | 2037-07-20      | 5.3176%  | 0.0000% | $1116063.00        | $1124916.79        | Asset-Backed Securities                           |
| INTESA SANPAOLO S P A          SNR PREF GLBL 27    | 2027-07-14      | 3.8750%  | 0.0000% | $1800000.00        | $1804623.25        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 29       | 2029-01-15      | 4.2500%  | 0.0000% | $171000.00         | $173586.94         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.55%010831      | 2031-01-08      | 4.5500%  | 0.0000% | $306000.00         | $310171.72         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 34       | 2034-02-21      | 5.1500%  | 0.0000% | $1185000.00        | $1210890.27        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.3%29    | 2029-06-24      | 5.3000%  | 0.0000% | $293000.00         | $305664.92         | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR GLBL NT 26       | 2026-11-15      | 2.6500%  | 0.0000% | $2820000.00        | $2821941.10        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 50       | 2050-03-25      | 4.7500%  | 0.0000% | $93000.00          | $79490.41          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.9%47    | 2047-06-15      | 3.9000%  | 0.0000% | $100000.00         | $81489.00          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.75%092631      | 2031-09-26      | 4.7500%  | 0.0000% | $13000.00          | $13472.73          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR NT 4.2%31        | 2031-03-15      | 4.2000%  | 0.0000% | $1000.00           | $1006.04           | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $1461000.00        | $1486797.36        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $16000.00          | $15368.21          | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 30       | 2030-04-01      | 3.6250%  | 0.0000% | $195000.00         | $195458.52         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 41       | 2041-06-01      | 2.8500%  | 0.0000% | $70000.00          | $54263.88          | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $1927000.00        | $1977489.54        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $2119000.00        | $2174520.15        | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $200000.00         | $196263.13         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 32       | 2032-11-15      | 4.5500%  | 0.0000% | $75000.00          | $76977.81          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR -2013A NT 43     | 2043-03-15      | 4.3000%  | 0.0000% | $700000.00         | $631379.00         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 30       | 2030-04-01      | 3.6250%  | 0.0000% | $665000.00         | $666563.67         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 32    | 2032-01-21      | 4.6417%  | 0.0000% | $3849000.00        | $3868992.80        | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 48       | 2048-05-15      | 4.0500%  | 0.0000% | $895000.00         | $746058.57         | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT4.5%26    | 2026-06-24      | 4.5000%  | 0.0000% | $2625000.00        | $2650685.62        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $633000.00         | $465270.82         | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF NT 26      | 2026-08-28      | 4.3330%  | 0.0000% | $3473000.00        | $3557132.17        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.7%27    | 2027-03-23      | 3.7000%  | 0.0000% | $2128000.00        | $2161915.59        | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2020-85R2       A-1L   20370715 FLT | 2037-07-15      | 5.0522%  | 0.0000% | $15031363.00       | $15066536.39       | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.15%010831      | 2031-01-08      | 4.1500%  | 0.0000% | $61000.00          | $61732.53          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 34       | 2034-11-15      | 4.1500%  | 0.0000% | $2301000.00        | $2225661.42        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2025 A55    | 2055-11-15      | 5.7500%  | 0.0000% | $48000.00          | $49484.29          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT4.7%50    | 2050-03-23      | 4.7000%  | 0.0000% | $13000.00          | $11986.85          | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $5983000.00        | $5596697.63        | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF NT 27      | 2027-05-27      | 4.3720%  | 0.0000% | $1825000.00        | $1860021.75        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $737000.00         | $559856.52         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL 107TH 51    | 2051-08-15      | 2.9000%  | 0.0000% | $680000.00         | $435517.33         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $16319000.00       | $15265336.57       | Corporate Debt Securities                         |
| DTE ELEC CO                    -A 3.95%49          | 2049-03-01      | 3.9500%  | 0.0000% | $198000.00         | $162847.30         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33       | 2033-03-15      | 5.2500%  | 0.0000% | $53000.00          | $56719.28          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $2227000.00        | $1691723.85        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 4.9767%  | 0.0000% | $300000.00         | $303430.97         | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 27    | 2027-03-15      | 3.2000%  | 0.0000% | $3500000.00        | $3530905.00        | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $540000.00         | $554624.55         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 35       | 2035-12-01      | 4.8500%  | 0.0000% | $100000.00         | $101800.97         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $3000.00           | $2783.03           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $3700000.00        | $3800205.25        | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 5.25%061530      | 2030-06-15      | 5.2500%  | 0.0000% | $400000.00         | $421264.00         | Corporate Debt Securities                         |
| WALMART INC                    SR NT 6.5%37        | 2037-08-15      | 6.5000%  | 0.0000% | $121000.00         | $141868.47         | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 31      | 2031-09-16      | 1.9500%  | 0.0000% | $5000.00           | $4489.35           | Corporate Debt Securities                         |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $100000.00         | $101371.03         | Corporate Debt Securities                         |
| MEITUAN                        SR GLBL REGS 35     | 2035-11-05      | 5.1250%  | 0.0000% | $999000.00         | $1012371.06        | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $397000.00         | $392399.10         | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $378000.00         | $297755.64         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $4448000.00        | $4491347.98        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.211%120335     | 2035-12-03      | 5.2110%  | 0.0000% | $742000.00         | $770054.28         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31    | 2031-03-15      | 1.5000%  | 0.0000% | $1500000.00        | $1333500.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $959000.00         | $968345.93         | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 4.2%070146       | 2046-07-01      | 4.2000%  | 0.0000% | $828000.00         | $718640.52         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.9%011327       | 2027-01-13      | 1.9000%  | 0.0000% | $108000.00         | $106581.12         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.109%101328     | 2028-10-13      | 4.1090%  | 0.0000% | $49000.00          | $49909.95          | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.595%011928     | 2028-01-19      | 3.5950%  | 0.0000% | $429000.00         | $429289.46         | Corporate Debt Securities                         |
| 3M CO                          FR 3.125%091946     | 2046-09-19      | 3.1250%  | 0.0000% | $25000.00          | $18031.63          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 0.95%031526      | 2026-03-15      | 0.9500%  | 0.0000% | $1001000.00        | $1003947.94        | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR GLBL 2018A 48    | 2048-08-15      | 4.0910%  | 0.0000% | $233000.00         | $193607.54         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022A 32    | 2032-02-01      | 2.7500%  | 0.0000% | $292000.00         | $265450.22         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2018B 28    | 2028-03-01      | 3.6500%  | 0.0000% | $8000.00           | $8078.60           | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             VR 013026-013031    | 2031-01-30      | 4.4344%  | 0.0000% | $12053000.00       | $12110929.87       | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 32       | 2032-02-01      | 2.6500%  | 0.0000% | $210000.00         | $191611.12         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36       | 2036-02-28      | 5.1460%  | 0.0000% | $7992000.00        | $8430897.11        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 35       | 2035-10-07      | 4.7940%  | 0.0000% | $570000.00         | $584628.10         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT5.4%35    | 2035-05-15      | 5.4000%  | 0.0000% | $15000.00          | $16008.15          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36       | 2036-02-28      | 5.1460%  | 0.0000% | $1000000.00        | $1054917.06        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36       | 2036-02-28      | 5.1460%  | 0.0000% | $1173000.00        | $1237417.71        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT2.5%26    | 2026-04-15      | 2.5000%  | 0.0000% | $68000.00          | $68505.01          | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          VR 012226-012229    | 2029-01-22      | 4.2924%  | 0.0000% | $41000000.00       | $41198278.05       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $197000.00         | $198170.51         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $2678000.00        | $2109353.11        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $13755000.00       | $12871310.03       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-12-01      | 4.5500%  | 0.0000% | $200000.00         | $205245.89         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.9%28    | 2028-11-20      | 3.9000%  | 0.0000% | $2592000.00        | $2629527.84        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-12-01      | 4.5500%  | 0.0000% | $2300000.00        | $2360327.72        | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26       | 2026-09-24      | 4.2120%  | 0.0000% | $3975000.00        | $4056928.73        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $1000.00           | $1003.85           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $277000.00         | $278645.84         | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 29       | 2029-02-13      | 3.9500%  | 0.0000% | $5712000.00        | $5715119.39        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     FR 4.45%100230      | 2030-10-02      | 4.4500%  | 0.0000% | $276000.00         | $281200.84         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $283000.00         | $286981.42         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 56       | 2056-02-15      | 5.6500%  | 0.0000% | $11580000.00       | $11853487.43       | Corporate Debt Securities                         |
| 3M CO                          FR 3.125%091946     | 2046-09-19      | 3.1250%  | 0.0000% | $1316000.00        | $949185.11         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT3.2%26    | 2026-05-14      | 3.2000%  | 0.0000% | $32000.00          | $32249.78          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 30       | 2030-11-15      | 4.3750%  | 0.0000% | $80000.00          | $81498.64          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 34       | 2034-09-10      | 4.9500%  | 0.0000% | $12673000.00       | $12981745.96       | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.5%53    | 2053-09-15      | 3.5000%  | 0.0000% | $5748000.00        | $4005608.76        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     144A NT 4.85%30     | 2030-06-06      | 4.8500%  | 0.0000% | $1300000.00        | $1337859.25        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 66       | 2066-02-15      | 5.7500%  | 0.0000% | $37973000.00       | $38694719.06       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%33    | 2033-01-15      | 4.6000%  | 0.0000% | $18000.00          | $18275.98          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $486000.00         | $492602.31         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $4997000.00        | $5026690.51        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $299000.00         | $301350.14         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $100000.00         | $93921.47          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 31       | 2031-04-15      | 2.7240%  | 0.0000% | $200000.00         | $186119.60         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28       | 2028-02-28      | 4.7500%  | 0.0000% | $17725000.00       | $18453994.78       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%38    | 2038-02-15      | 4.9000%  | 0.0000% | $1000.00           | $995.28            | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $880000.00         | $777885.24         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%33    | 2033-01-15      | 4.6000%  | 0.0000% | $429000.00         | $435577.52         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $7999000.00        | $8008278.84        | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SB FR 6%101536      | 2036-10-15      | 6.0000%  | 0.0000% | $1770000.00        | $1964576.10        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $1844000.00        | $1915227.57        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $2619000.00        | $2668071.33        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-01-16      | 3.0170%  | 0.0000% | $354000.00         | $352841.01         | Corporate Debt Securities                         |
| BPCE                           FR 5.203%011827     | 2027-01-18      | 5.2030%  | 0.0000% | $830000.00         | $844895.66         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $2301000.00        | $2180603.24        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $3708000.00        | $3513983.84        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 52       | 2052-02-15      | 3.6250%  | 0.0000% | $115000.00         | $80666.56          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $24000.00          | $24741.00          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.439%011432     | 2032-01-14      | 4.4390%  | 0.0000% | $2408000.00        | $2432614.91        | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.35%30     | 2030-02-15      | 4.3500%  | 0.0000% | $53000.00          | $53699.07          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.439%011432     | 2032-01-14      | 4.4390%  | 0.0000% | $183000.00         | $184870.65         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 28    | 2028-01-20      | 3.8240%  | 0.0000% | $10390000.00       | $10417951.41       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.65%020134      | 2034-02-01      | 5.6500%  | 0.0000% | $2165000.00        | $2324150.35        | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $993000.00         | $1053721.40        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 36       | 2036-01-15      | 5.3300%  | 0.0000% | $7399000.00        | $7469944.08        | Corporate Debt Securities                         |
| BANK NEW ZEALAND               FR 5.076%013029     | 2029-01-30      | 5.0760%  | 0.0000% | $50000.00          | $51780.85          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.65%020134      | 2034-02-01      | 5.6500%  | 0.0000% | $187000.00         | $200746.47         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $28000.00          | $25574.89          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $90000.00          | $93753.97          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $687000.00         | $715655.34         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.717%092528     | 2028-09-25      | 5.7170%  | 0.0000% | $51000.00          | $54409.78          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $3203000.00        | $3322098.57        | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 30    | 2030-01-15      | 4.9500%  | 0.0000% | $25000.00          | $25962.88          | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 29      | 2029-03-01      | 3.9500%  | 0.0000% | $100000.00         | $101064.72         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 36       | 2036-01-15      | 4.2720%  | 0.0000% | $50000.00          | $47692.70          | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT4.2%33    | 2033-01-15      | 4.2000%  | 0.0000% | $47000.00          | $46624.94          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 27       | 2027-06-30      | 4.1860%  | 0.0000% | $40000.00          | $40519.11          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 1.339%26    | 2026-03-25      | 1.3390%  | 0.0000% | $3849000.00        | $3863909.32        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.244%012431     | 2031-01-24      | 5.2440%  | 0.0000% | $679000.00         | $707441.27         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $7065000.00        | $7131109.95        | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 011924-011927    | 2027-01-19      | 4.6316%  | 0.0000% | $3459000.00        | $3497397.25        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $4368000.00        | $4880664.88        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 32       | 2032-04-08      | 4.7500%  | 0.0000% | $65000.00          | $64933.07          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $21000.00          | $21196.51          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.45%051826      | 2026-05-18      | 4.4500%  | 0.0000% | $5000.00           | $5068.74           | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $32000.00          | $39572.48          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 2.4%011332       | 2032-01-13      | 2.4000%  | 0.0000% | $6249000.00        | $5689610.35        | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2023E 34    | 2034-03-15      | 5.7000%  | 0.0000% | $726000.00         | $789597.60         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 3.913%011328     | 2028-01-13      | 3.9130%  | 0.0000% | $1100000.00        | $1105821.81        | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $5000.00           | $3182.07           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1729000.00        | $1866438.21        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 46       | 2046-03-15      | 4.6250%  | 0.0000% | $200000.00         | $185108.50         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 26       | 2026-11-01      | 2.3750%  | 0.0000% | $125000.00         | $124731.60         | Corporate Debt Securities                         |
| NEWMONT CORP                   GLBL NT 5.875%35    | 2035-04-01      | 5.8750%  | 0.0000% | $1565000.00        | $1732731.05        | Corporate Debt Securities                         |
| U S BK NATL ASSN               SR GLBL ACR NT27    | 2027-10-22      | 4.5070%  | 0.0000% | $338000.00         | $344712.45         | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $2111000.00        | $2238526.68        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-11-06      | 4.8440%  | 0.0000% | $1000.00           | $1022.34           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.153%080532     | 2032-08-05      | 5.1530%  | 0.0000% | $6409000.00        | $6665033.50        | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     CR SEN SR GLBL37    | 2037-10-01      | 7.1250%  | 0.0000% | $77000.00          | $93864.22          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 26       | 2026-11-01      | 2.3750%  | 0.0000% | $1843000.00        | $1839042.67        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $93000.00          | $97984.80          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL FL NT 29    | 2029-05-23      | 4.7863%  | 0.0000% | $1600000.00        | $1610513.67        | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                -2018B BD5.75%38    | 2038-11-15      | 5.7500%  | 0.0000% | $90000.00          | $92696.55          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.05%020929      | 2029-02-09      | 4.0500%  | 0.0000% | $100000.00         | $100615.50         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL FL NT 28    | 2028-04-24      | 4.6332%  | 0.0000% | $3590000.00        | $3624859.20        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.05%020929      | 2029-02-09      | 4.0500%  | 0.0000% | $200000.00         | $201231.00         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $60000.00          | $60902.29          | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 4.45%43       | 2043-01-15      | 4.4500%  | 0.0000% | $1167000.00        | $1013016.30        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 2.375%33    | 2033-03-15      | 2.3750%  | 0.0000% | $92000.00          | $82279.05          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.375%031529     | 2029-03-15      | 5.3750%  | 0.0000% | $80000.00          | $84870.20          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL 144A 35     | 2035-12-04      | 4.8000%  | 0.0000% | $4000.00           | $4043.19           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL 144A 35     | 2035-12-04      | 4.8000%  | 0.0000% | $1765000.00        | $1784056.12        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $2000.00           | $2163.99           | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 1.5%093026       | 2026-09-30      | 1.5000%  | 0.0000% | $414000.00         | $410859.81         | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 31       | 2031-07-14      | 2.6080%  | 0.0000% | $30000000.00       | $27400653.33       | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 1.902%28    | 2028-09-17      | 1.9020%  | 0.0000% | $242000.00         | $231556.09         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 35       | 2035-09-09      | 5.3590%  | 0.0000% | $400000.00         | $410608.00         | Corporate Debt Securities                         |
| VINCI SA                       SR GLBL 144A 29     | 2029-04-10      | 3.7500%  | 0.0000% | $300000.00         | $301956.25         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52    | 2052-05-15      | 4.6250%  | 0.0000% | $200000.00         | $172606.83         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 27       | 2027-02-08      | 4.8500%  | 0.0000% | $3655000.00        | $3695752.23        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.7%36    | 2036-02-12      | 4.7000%  | 0.0000% | $1201000.00        | $1216130.60        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $99000.00          | $103786.51         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.254%26      | 2026-12-11      | 5.2540%  | 0.0000% | $1161000.00        | $1186207.37        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $1000.00           | $1025.17           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $366000.00         | $375210.84         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           SR GLBL NT 64       | 2064-09-10      | 5.4250%  | 0.0000% | $801000.00         | $785857.87         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.574%060228     | 2028-06-02      | 4.5740%  | 0.0000% | $3000.00           | $3073.44           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $5995000.00        | $6136679.17        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.95%011227      | 2027-01-12      | 1.9500%  | 0.0000% | $542000.00         | $534627.44         | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR GLBL 144A 28     | 2028-01-15      | 3.5000%  | 0.0000% | $6460000.00        | $6416158.13        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR NT 2.9%27        | 2027-11-03      | 2.9000%  | 0.0000% | $663000.00         | $661556.87         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.125%061826     | 2026-06-18      | 1.1250%  | 0.0000% | $6000.00           | $5963.80           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $22085000.00       | $22606932.35       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $3418000.00        | $3709208.09        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 49       | 2049-12-15      | 3.1250%  | 0.0000% | $2000.00           | $1397.34           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 3%26     | 2026-04-01      | 3.0000%  | 0.0000% | $2568000.00        | $2597549.12        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $301000.00         | $322823.50         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.9%27      | 2027-11-15      | 4.9000%  | 0.0000% | $2666000.00        | $2748788.19        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $50000.00          | $40455.86          | Corporate Debt Securities                         |
| GLOBE LIFE INC                 SR GLBL NT4.8%32    | 2032-06-15      | 4.8000%  | 0.0000% | $95000.00          | $96965.55          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT3.5%27    | 2027-09-15      | 3.5000%  | 0.0000% | $5000.00           | $5044.10           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $62000.00          | $58401.47          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-07-23      | 5.3300%  | 0.0000% | $2045000.00        | $2118382.55        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $114000.00         | $113234.83         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28       | 2028-08-16      | 4.5500%  | 0.0000% | $734000.00         | $744900.10         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $3506000.00        | $2836764.98        | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 4%28     | 2028-09-09      | 4.0000%  | 0.0000% | $1000.00           | $1002.49           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $957000.00         | $949146.86         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.8%46    | 2046-11-21      | 3.8000%  | 0.0000% | $60000.00          | $49229.60          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.8%46    | 2046-11-21      | 3.8000%  | 0.0000% | $599000.00         | $491475.51         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 27       | 2027-07-30      | 4.6500%  | 0.0000% | $244000.00         | $247900.95         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 27       | 2027-07-30      | 4.6500%  | 0.0000% | $21249000.00       | $21588718.39       | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $43000.00          | $50133.04          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 28       | 2028-08-04      | 4.4430%  | 0.0000% | $2000.00           | $2017.96           | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR FLT NT 26        | 2026-10-30      | 4.8500%  | 0.0000% | $3500000.00        | $3533481.39        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $714000.00         | $732693.31         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.375%101527     | 2027-10-15      | 2.3750%  | 0.0000% | $5364000.00        | $5270925.66        | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $2982000.00        | $3476668.24        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL FL NT 27    | 2027-09-15      | 4.1516%  | 0.0000% | $3168000.00        | $3210292.61        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $14001000.00       | $14162332.36       | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50     | 2050-10-15      | 3.9510%  | 0.0000% | $2431000.00        | $1857665.67        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $7000.00           | $7080.66           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $20537000.00       | $21467348.92       | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR NT 6.625%40      | 2040-03-30      | 6.6250%  | 0.0000% | $1466000.00        | $1698261.43        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.952%28      | 2028-01-14      | 4.9520%  | 0.0000% | $325000.00         | $329714.09         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 41       | 2041-11-15      | 4.3750%  | 0.0000% | $456000.00         | $416845.94         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 3%50     | 2050-04-15      | 3.0000%  | 0.0000% | $796000.00         | $542641.16         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.8%45        | 2045-05-20      | 4.8000%  | 0.0000% | $164000.00         | $153729.23         | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 51      | 2051-06-01      | 3.0020%  | 0.0000% | $306000.00         | $208368.08         | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35    | 2035-02-15      | 5.1000%  | 0.0000% | $6000.00           | $6143.40           | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $1788000.00        | $1856329.41        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 26       | 2026-06-03      | 2.7500%  | 0.0000% | $118000.00         | $118394.91         | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT1.9%30    | 2030-06-15      | 1.9000%  | 0.0000% | $979000.00         | $900591.89         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 44       | 2044-11-10      | 4.2500%  | 0.0000% | $141000.00         | $123960.42         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 44       | 2044-11-10      | 4.2500%  | 0.0000% | $25000.00          | $21978.80          | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO VII LLC   SR GLBL 144A 50     | 2050-02-25      | 3.6250%  | 0.0000% | $360000.00         | $254491.70         | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $2603000.00        | $2611269.59        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.35%022550      | 2050-02-25      | 4.3500%  | 0.0000% | $8000.00           | $6621.69           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT2.2%31    | 2031-02-01      | 2.2000%  | 0.0000% | $130000.00         | $118557.26         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 27       | 2027-03-12      | 4.3750%  | 0.0000% | $2135000.00        | $2194058.55        | Corporate Debt Securities                         |
| REGENCY CTRS L P               SR GLBL NT4.5%33    | 2033-03-15      | 4.5000%  | 0.0000% | $7559000.00        | $7546074.11        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 4.3%31      | 2031-01-15      | 4.3000%  | 0.0000% | $103000.00         | $103926.54         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 4.3%31      | 2031-01-15      | 4.3000%  | 0.0000% | $1147000.00        | $1157317.90        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $200000.00         | $203516.89         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 46       | 2046-11-30      | 4.2500%  | 0.0000% | $36000.00          | $30834.75          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 26       | 2026-08-03      | 5.2720%  | 0.0000% | $750000.00         | $756243.50         | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.68%042241      | 2041-04-22      | 3.6800%  | 0.0000% | $2210000.00        | $1966895.09        | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR SEC GLBL NT44    | 2044-11-01      | 4.7520%  | 0.0000% | $498000.00         | $463798.36         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 29       | 2029-08-15      | 4.9500%  | 0.0000% | $458000.00         | $467022.60         | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $50000.00          | $45578.17          | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR REGS NT 28       | 2028-08-15      | 4.1250%  | 0.0000% | $150000.00         | $150806.25         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 35     | 2035-11-26      | 5.2500%  | 0.0000% | $2000.00           | $2058.96           | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.95%31     | 2031-08-12      | 1.9500%  | 0.0000% | $1719000.00        | $1517726.59        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.078%091529     | 2029-09-15      | 4.0780%  | 0.0000% | $60000.00          | $61098.06          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.4%30    | 2030-01-15      | 3.4000%  | 0.0000% | $1784000.00        | $1745959.17        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $777000.00         | $784597.87         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $1578000.00        | $1593430.43        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.82%51     | 2051-09-01      | 2.8200%  | 0.0000% | $300000.00         | $195845.00         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.965%012429     | 2029-01-24      | 4.9650%  | 0.0000% | $20000.00          | $20485.22          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $98000.00          | $98034.30          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%020133         | 2033-02-01      | 5.0000%  | 0.0000% | $100000.00         | $104016.11         | Corporate Debt Securities                         |
| PEPSICO INC                    -A 7%29             | 2029-03-01      | 7.0000%  | 0.0000% | $20000.00          | $22515.44          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $2000.00           | $2000.70           | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 27       | 2027-03-12      | 4.3750%  | 0.0000% | $1049000.00        | $1078017.53        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $3267000.00        | $3298946.27        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.707%042228     | 2028-04-22      | 5.7070%  | 0.0000% | $1000.00           | $1038.42           | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 30     | 2030-04-01      | 5.1000%  | 0.0000% | $2188000.00        | $2295263.05        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $401000.00         | $269496.06         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28    | 2028-08-12      | 1.8000%  | 0.0000% | $48000.00          | $45477.60          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 34       | 2034-02-15      | 5.4500%  | 0.0000% | $2308000.00        | $2371554.63        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT5.7%65    | 2065-11-15      | 5.7000%  | 0.0000% | $999000.00         | $1011687.30        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 0.95%031526      | 2026-03-15      | 0.9500%  | 0.0000% | $8000.00           | $8023.56           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 0.95%031526      | 2026-03-15      | 0.9500%  | 0.0000% | $200000.00         | $200589.00         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-06-15      | 4.7500%  | 0.0000% | $1058000.00        | $1091633.82        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.4%30    | 2030-01-15      | 3.4000%  | 0.0000% | $64000.00          | $62635.31          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.25%070135      | 2035-07-01      | 5.2500%  | 0.0000% | $2578000.00        | $2707381.23        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.5%33    | 2033-02-01      | 4.5000%  | 0.0000% | $254000.00         | $254807.72         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 42       | 2042-08-21      | 3.8750%  | 0.0000% | $2640000.00        | $2213893.00        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $100000.00         | $67206.00          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 30       | 2030-03-15      | 4.6500%  | 0.0000% | $6000.00           | $6270.21           | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL REGS 26     | 2026-04-12      | 3.4770%  | 0.0000% | $200000.00         | $202485.75         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45       | 2045-11-30      | 5.7500%  | 0.0000% | $4312000.00        | $4416109.65        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 64     | 2064-04-22      | 6.0000%  | 0.0000% | $3562000.00        | $3627980.11        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335     | 2035-01-23      | 5.6780%  | 0.0000% | $93000.00          | $99227.52          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48       | 2048-12-15      | 4.4500%  | 0.0000% | $20000.00          | $17135.60          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.557%072534     | 2034-07-25      | 5.5570%  | 0.0000% | $235000.00         | $248606.40         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 33     | 2033-07-25      | 5.7000%  | 0.0000% | $500000.00         | $529598.33         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $15000.00          | $15723.99          | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR REGS NT 33       | 2033-09-14      | 5.8750%  | 0.0000% | $100000.00         | $110156.07         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 28       | 2028-09-21      | 4.3290%  | 0.0000% | $70000.00          | $71988.63          | Corporate Debt Securities                         |
| XL GROUP LTD                   SR GLBL NT 43       | 2043-12-15      | 5.2500%  | 0.0000% | $211000.00         | $203743.71         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $32000.00          | $33145.07          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $180000.00         | $178190.10         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.211%120335     | 2035-12-03      | 5.2110%  | 0.0000% | $153000.00         | $158784.78         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $7410000.00        | $7335492.45        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $1000.00           | $1025.05           | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL REGS 30     | 2030-06-15      | 4.8750%  | 0.0000% | $159000.00         | $164951.37         | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT27    | 2027-09-29      | 4.4000%  | 0.0000% | $488000.00         | $479982.41         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 49       | 2049-01-20      | 4.4500%  | 0.0000% | $278000.00         | $243996.04         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 35       | 2035-08-01      | 5.7500%  | 0.0000% | $2416000.00        | $2494454.23        | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT28    | 2028-10-17      | 4.2714%  | 0.0000% | $2923000.00        | $2947604.04        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.8%26    | 2026-03-02      | 4.8000%  | 0.0000% | $41000.00          | $41970.20          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.8%26    | 2026-03-02      | 4.8000%  | 0.0000% | $2347000.00        | $2402537.84        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 36       | 2036-01-15      | 5.2500%  | 0.0000% | $60000.00          | $61845.90          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $1000.00           | $1013.52           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 34       | 2034-01-05      | 6.3500%  | 0.0000% | $990000.00         | $1084141.30        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $88000.00          | $91399.15          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.3%34      | 2034-06-01      | 5.3000%  | 0.0000% | $92000.00          | $97045.38          | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 27       | 2027-05-29      | 4.5760%  | 0.0000% | $4000000.00        | $4078983.11        | Corporate Debt Securities                         |
| CHURCHILL NCPCIF CLO 2024-1    B      20360721 FLT | 2036-07-21      | 5.6176%  | 0.0000% | $6750000.00        | $6782938.12        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $35000.00          | $36835.08          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 4%48     | 2048-03-01      | 4.0000%  | 0.0000% | $32000.00          | $25283.06          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33    | 2033-10-03      | 6.0920%  | 0.0000% | $24000.00          | $26864.59          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $986000.00         | $1022662.88        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-06-28      | 4.6309%  | 0.0000% | $1500000.00        | $1522966.11        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT5.3%35    | 2035-05-09      | 5.3000%  | 0.0000% | $1042000.00        | $1107239.62        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.45%030729      | 2029-03-07      | 3.4500%  | 0.0000% | $128000.00         | $128798.93         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $1760000.00        | $1719456.44        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $321000.00         | $356302.94         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC 2017-C 4%57         | 2057-11-15      | 4.0000%  | 0.0000% | $66000.00          | $50763.46          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 5.875%42      | 2042-01-30      | 5.8750%  | 0.0000% | $3246000.00        | $3457042.75        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50    | 2050-03-01      | 3.0000%  | 0.0000% | $1907000.00        | $1296200.61        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $7108000.00        | $7132737.81        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 137 BD54    | 2054-06-01      | 5.6500%  | 0.0000% | $782000.00         | $794713.15         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL FL NT 30    | 2030-05-29      | 4.8037%  | 0.0000% | $3500000.00        | $3594307.73        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35    | 2035-09-01      | 4.8250%  | 0.0000% | $1535000.00        | $1559359.60        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $1050000.00        | $1025812.08        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $3390000.00        | $3567740.52        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT5.3%35    | 2035-05-09      | 5.3000%  | 0.0000% | $55000.00          | $58443.55          | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $374000.00         | $377635.28         | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 30       | 2030-10-15      | 1.9500%  | 0.0000% | $50000.00          | $46022.00          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 51       | 2051-09-15      | 2.9500%  | 0.0000% | $1893000.00        | $1221297.34        | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 4.9%29      | 2029-04-02      | 4.9000%  | 0.0000% | $11000.00          | $11485.50          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.068%043041     | 2041-04-30      | 3.0680%  | 0.0000% | $2423000.00        | $1919721.09        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -L NT 49    | 2049-09-15      | 3.1500%  | 0.0000% | $1283000.00        | $896746.44         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 29       | 2029-02-28      | 4.1250%  | 0.0000% | $286000.00         | $287167.59         | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          FR 3.45%012128      | 2028-01-21      | 3.4500%  | 0.0000% | $211000.00         | $210394.43         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.831%022636     | 2036-02-26      | 4.8310%  | 0.0000% | $1000.00           | $997.77            | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          FR 5.355%081428     | 2028-08-14      | 5.3550%  | 0.0000% | $200000.00         | $207656.75         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.831%022636     | 2036-02-26      | 4.8310%  | 0.0000% | $3142000.00        | $3135006.52        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT5.2%35    | 2035-03-15      | 5.2000%  | 0.0000% | $731000.00         | $777915.58         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 55       | 2055-09-15      | 3.5500%  | 0.0000% | $8021000.00        | $5563566.12        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2014A NT 44     | 2044-08-15      | 4.1500%  | 0.0000% | $4264000.00        | $3648932.21        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 42       | 2042-10-01      | 4.6250%  | 0.0000% | $210000.00         | $200060.06         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT26    | 2026-10-02      | 1.7300%  | 0.0000% | $77000.00          | $76440.06          | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $19410000.00       | $23030612.00       | Corporate Debt Securities                         |
| BENEFIT STREET PRTNR 2015-6BR  B-R    20380420 FLT | 2038-04-20      | 5.2176%  | 0.0000% | $6540000.00        | $6576476.84        | Asset-Backed Securities                           |
| APPLE INC                      SR NT 3.45%45       | 2045-02-09      | 3.4500%  | 0.0000% | $1134000.00        | $899244.99         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $100000.00         | $85046.17          | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2025-12  B      20370422 FLT | 2037-04-22      | 5.4192%  | 0.0000% | $14900000.00       | $14887621.08       | Asset-Backed Securities                           |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-03-12      | 5.3500%  | 0.0000% | $1170000.00        | $1146398.18        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 30       | 2030-12-01      | 4.3500%  | 0.0000% | $100000.00         | $101794.17         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $22000.00          | $22979.44          | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $509000.00         | $541795.29         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $2406000.00        | $2601085.16        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT3.5%31    | 2031-01-15      | 3.5000%  | 0.0000% | $63000.00          | $60045.51          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $300000.00         | $265188.15         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT29    | 2029-01-07      | 2.7170%  | 0.0000% | $12000.00          | $11470.12          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $3688000.00        | $3692278.08        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $3239000.00        | $3227782.26        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26       | 2026-03-15      | 3.1250%  | 0.0000% | $1027000.00        | $1040990.31        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $2118000.00        | $2110664.66        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR NT 4.5%43        | 2043-02-11      | 4.5000%  | 0.0000% | $38000.00          | $35839.32          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29    | 2029-07-15      | 3.9000%  | 0.0000% | $2202000.00        | $2197309.74        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $25000.00          | $24913.42          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $12000.00          | $12707.80          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.7%36    | 2036-02-15      | 4.7000%  | 0.0000% | $2457000.00        | $2482468.17        | Corporate Debt Securities                         |
| FIVE CORNERS FDG TR IV         144A NT 5.997%53    | 2053-02-15      | 5.9970%  | 0.0000% | $100000.00         | $102592.90         | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $1000.00           | $1021.65           | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.375%27    | 2027-03-24      | 3.3750%  | 0.0000% | $3423000.00        | $3454744.05        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            SR GLBL 2017A 27    | 2027-05-30      | 3.3000%  | 0.0000% | $4000.00           | $4012.18           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-11-06      | 5.1330%  | 0.0000% | $170000.00         | $174419.45         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $514000.00         | $557791.97         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 28       | 2028-02-15      | 4.9500%  | 0.0000% | $7499000.00        | $7676276.36        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $2010000.00        | $2210989.34        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 29       | 2029-09-01      | 4.8750%  | 0.0000% | $200000.00         | $210936.67         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $1111000.00        | $1063926.93        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $1152000.00        | $1200971.52        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 28       | 2028-09-15      | 4.1500%  | 0.0000% | $35000.00          | $35721.88          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT0.7%26    | 2026-04-08      | 0.7000%  | 0.0000% | $1708000.00        | $1706638.34        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 5%34     | 2034-06-15      | 5.0000%  | 0.0000% | $30868000.00       | $32408930.56       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 27       | 2027-02-09      | 3.3500%  | 0.0000% | $13418000.00       | $13403709.83       | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $103000.00         | $105632.45         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT REGS NT 28      | 2028-03-06      | 4.6616%  | 0.0000% | $854000.00         | $864589.09         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT REGS NT 28      | 2028-03-06      | 4.6616%  | 0.0000% | $3946000.00        | $3994928.05        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $1695000.00        | $1735034.02        | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $3853000.00        | $4571712.93        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 28       | 2028-08-09      | 5.5010%  | 0.0000% | $6530000.00        | $6674185.67        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $57000.00          | $34349.72          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $740000.00         | $800001.26         | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  SR GLBL NT 36       | 2036-02-15      | 4.9500%  | 0.0000% | $100000.00         | $99277.00          | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $2500000.00        | $2966333.33        | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.3%27    | 2027-04-01      | 3.3000%  | 0.0000% | $33000.00          | $33300.74          | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.3%27    | 2027-04-01      | 3.3000%  | 0.0000% | $60000.00          | $60546.80          | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 1.604%100426     | 2026-10-04      | 1.6040%  | 0.0000% | $390000.00         | $387145.76         | Corporate Debt Securities                         |
| BELL CDA                       SR US-9 NT5.2%34    | 2034-02-15      | 5.2000%  | 0.0000% | $20000.00          | $20593.07          | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 1.604%100426     | 2026-10-04      | 1.6040%  | 0.0000% | $250000.00         | $248170.36         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 36       | 2036-02-25      | 5.7850%  | 0.0000% | $3279000.00        | $3445610.54        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.25%051627      | 2027-05-16      | 3.2500%  | 0.0000% | $76000.00          | $76358.57          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $6566000.00        | $7508941.07        | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT0.7%26    | 2026-04-08      | 0.7000%  | 0.0000% | $1056000.00        | $1055158.13        | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $39000.00          | $41865.72          | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $3480000.00        | $3735710.11        | Corporate Debt Securities                         |
| ARCH CAP GROUP LTD             SR GLBL NT 50       | 2050-06-30      | 3.6350%  | 0.0000% | $1639000.00        | $1232700.78        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 052025-052026    | 2026-05-20      | 4.3382%  | 0.0000% | $3218000.00        | $3225094.51        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-09-12      | 3.7500%  | 0.0000% | $10000.00          | $8192.38           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.317%102529     | 2029-10-25      | 6.3170%  | 0.0000% | $2021000.00        | $2180876.48        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           GLBL NT 1.3%26      | 2026-09-15      | 1.3000%  | 0.0000% | $554000.00         | $549462.74         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $43000.00          | $25912.95          | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $3396000.00        | $2707438.36        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 36       | 2036-02-15      | 4.6250%  | 0.0000% | $9856000.00        | $9774113.07        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $2800000.00        | $3280331.83        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 32       | 2032-02-24      | 4.5210%  | 0.0000% | $714000.00         | $714597.44         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 28       | 2028-12-01      | 2.2720%  | 0.0000% | $14182000.00       | $13467759.81       | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT3.1%27    | 2027-08-15      | 3.1000%  | 0.0000% | $2382000.00        | $2368335.26        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 2.35%27       | 2027-01-15      | 2.3500%  | 0.0000% | $5828000.00        | $5773343.07        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $5000.00           | $4884.82           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $90000.00          | $87926.75          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016 A46    | 2046-06-15      | 3.8500%  | 0.0000% | $211000.00         | $169679.87         | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF NT 27      | 2027-03-05      | 5.0410%  | 0.0000% | $1371000.00        | $1422117.43        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.4%090831       | 2031-09-08      | 4.4000%  | 0.0000% | $2000.00           | $2077.99           | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 26       | 2026-02-28      | 2.9500%  | 0.0000% | $700000.00         | $710113.64         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 26     | 2026-03-02      | 1.4500%  | 0.0000% | $2050000.00        | $2064162.65        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 37       | 2037-03-15      | 6.4500%  | 0.0000% | $46000.00          | $52604.45          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 66       | 2066-01-15      | 5.8750%  | 0.0000% | $985000.00         | $994895.83         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $1294000.00        | $1181523.36        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 020425-021429    | 2029-02-14      | 4.5763%  | 0.0000% | $10000000.00       | $10064073.85       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.026%012230     | 2030-01-22      | 4.0260%  | 0.0000% | $8876000.00        | $8917221.62        | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 48     | 2048-03-15      | 4.2730%  | 0.0000% | $1689000.00        | $1414366.07        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48    | 2048-03-01      | 4.0000%  | 0.0000% | $95000.00          | $78900.88          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2019 B59    | 2059-11-15      | 3.7000%  | 0.0000% | $1178000.00        | $845643.01         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 116 BD44    | 2044-01-15      | 4.7000%  | 0.0000% | $1117000.00        | $1030302.18        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 051424-051427    | 2027-05-14      | 4.2063%  | 0.0000% | $970000.00         | $975241.66         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $100000.00         | $71691.00          | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL FL NT 26    | 2026-04-30      | 4.2744%  | 0.0000% | $2870000.00        | $2880593.92        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 133 BD52    | 2052-03-15      | 3.8500%  | 0.0000% | $666000.00         | $519017.13         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 27      | 2027-06-15      | 3.2500%  | 0.0000% | $2981000.00        | $2984964.73        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $754000.00         | $792657.58         | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR 144A NT 30       | 2030-10-15      | 4.3750%  | 0.0000% | $3662000.00        | $3748282.82        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $100000.00         | $90288.67          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $176000.00         | $184633.97         | Corporate Debt Securities                         |
| DELMARVA PWR & LT CO           1M BD 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $291000.00         | $250710.56         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $1957000.00        | $1753243.68        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $35000.00          | $36323.35          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 50       | 2050-08-15      | 2.1250%  | 0.0000% | $631000.00         | $355580.07         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $2925000.00        | $3467075.62        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30    | 2030-06-15      | 8.7500%  | 0.0000% | $463000.00         | $550261.61         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $120000.00         | $127540.40         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.45%011531      | 2031-01-15      | 1.4500%  | 0.0000% | $19000.00          | $16952.78          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD2.5%50    | 2050-08-15      | 2.5000%  | 0.0000% | $1085000.00        | $648518.97         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -B BD 26    | 2026-12-01      | 4.8500%  | 0.0000% | $3397000.00        | $3464858.85        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 29       | 2029-03-14      | 3.7500%  | 0.0000% | $232000.00         | $232232.58         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL -96TH 56    | 2056-01-15      | 5.7500%  | 0.0000% | $1000000.00        | $1020406.39        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090826      | 2026-09-08      | 5.1500%  | 0.0000% | $10000.00          | $10316.16          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            SR GLBL NT 26       | 2026-05-15      | 4.4500%  | 0.0000% | $568000.00         | $575604.57         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 40       | 2040-03-01      | 5.6900%  | 0.0000% | $5523000.00        | $5980292.13        | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD 2017-9R  B-R    20331017 FLT | 2033-10-17      | 5.8838%  | 0.0000% | $18474191.00       | $18627672.21       | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            SR GLBL NT 26       | 2026-05-15      | 4.4500%  | 0.0000% | $2745000.00        | $2781750.97        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $4455000.00        | $4781912.85        | Corporate Debt Securities                         |
| FORTIS INC                     3.055%26            | 2026-10-04      | 3.0550%  | 0.0000% | $2338000.00        | $2352040.01        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.15%042331      | 2031-04-23      | 5.1500%  | 0.0000% | $99000.00          | $104209.27         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-03-22      | 3.1500%  | 0.0000% | $76000.00          | $74487.03          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 40     | 2040-01-27      | 5.6000%  | 0.0000% | $110000.00         | $112472.43         | Corporate Debt Securities                         |
| SCENTRE GR TR 1 / SCENTRE GR T GLBL REGS NT 27     | 2027-03-23      | 3.7500%  | 0.0000% | $17000.00          | $17227.83          | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 26     | 2026-10-15      | 1.9000%  | 0.0000% | $400000.00         | $397314.67         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $3070000.00        | $3155400.07        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%012428       | 2028-01-24      | 4.9000%  | 0.0000% | $41199000.00       | $41716528.11       | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL REGS 30     | 2030-01-25      | 2.9500%  | 0.0000% | $26000.00          | $24932.50          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 31       | 2031-03-15      | 4.4500%  | 0.0000% | $1000.00           | $1002.46           | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 26     | 2026-10-15      | 1.9000%  | 0.0000% | $336000.00         | $333744.32         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53    | 2053-08-15      | 5.7000%  | 0.0000% | $100000.00         | $99275.00          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 41       | 2041-06-01      | 2.9500%  | 0.0000% | $10000.00          | $7842.17           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.4%26    | 2026-11-15      | 2.4000%  | 0.0000% | $833000.00         | $831400.64         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     FR 6.6%011538       | 2038-01-15      | 6.6000%  | 0.0000% | $500000.00         | $569380.00         | Corporate Debt Securities                         |
| XILINX INC                     SR GLBL NT 30       | 2030-06-01      | 2.3750%  | 0.0000% | $37000.00          | $34800.48          | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR GLBL REGS 34     | 2034-07-17      | 5.1250%  | 0.0000% | $1641000.00        | $1709108.79        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%28    | 2028-08-03      | 4.8000%  | 0.0000% | $400000.00         | $405208.00         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 5%35     | 2035-01-31      | 5.0000%  | 0.0000% | $448000.00         | $459876.48         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 5%35     | 2035-01-31      | 5.0000%  | 0.0000% | $675000.00         | $692894.25         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.9%31    | 2031-02-15      | 4.9000%  | 0.0000% | $80000.00          | $82909.07          | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT3.8%29    | 2029-02-12      | 3.8000%  | 0.0000% | $22504000.00       | $22639324.05       | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.2%63    | 2063-04-15      | 5.2000%  | 0.0000% | $11774000.00       | $10862417.67       | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT2.5%26    | 2026-04-15      | 2.5000%  | 0.0000% | $3430000.00        | $3455473.47        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.435%012430     | 2030-01-24      | 5.4350%  | 0.0000% | $2000.00           | $2083.84           | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $6500000.00        | $6318455.00        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $22000.00          | $18849.67          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $478000.00         | $409551.99         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $871000.00         | $746275.70         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $167000.00         | $174731.17         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.375%110139     | 2039-11-01      | 5.3750%  | 0.0000% | $509000.00         | $529110.31         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $1515000.00        | $1536699.85        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 26       | 2026-05-01      | 0.8750%  | 0.0000% | $660000.00         | $658329.83         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $1637000.00        | $1625884.77        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $619000.00         | $627784.47         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $1780000.00        | $1805260.67        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 41       | 2041-11-15      | 4.3750%  | 0.0000% | $44000.00          | $40221.98          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $1110000.00        | $1102463.10        | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 35       | 2035-03-27      | 5.2500%  | 0.0000% | $134000.00         | $140523.79         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.125%43      | 2043-03-04      | 4.1250%  | 0.0000% | $590000.00         | $521862.62         | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $270000.00         | $270857.77         | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $195000.00         | $195619.50         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 26       | 2026-06-03      | 2.7500%  | 0.0000% | $10000.00          | $10033.47          | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   -51 144A NT 28      | 2028-08-18      | 4.2500%  | 0.0000% | $4000000.00        | $4015090.00        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 35       | 2035-11-15      | 4.8750%  | 0.0000% | $198000.00         | $203852.88         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3%051527         | 2027-05-15      | 3.0000%  | 0.0000% | $1371000.00        | $1370684.67        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $16000.00          | $14586.96          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 49       | 2049-07-29      | 3.3750%  | 0.0000% | $150000.00         | $111036.75         | Corporate Debt Securities                         |
| KKR GROUP FIN CO X LLC         SR GLBL 144A 51     | 2051-12-15      | 3.2500%  | 0.0000% | $100000.00         | $65843.00          | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   FR 3%041826         | 2026-04-18      | 3.0000%  | 0.0000% | $865000.00         | $873035.85         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $16000.00          | $18654.16          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 5%33     | 2033-02-15      | 5.0000%  | 0.0000% | $532000.00         | $554400.75         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $583000.00         | $721395.45         | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%47    | 2047-06-15      | 4.2000%  | 0.0000% | $628000.00         | $525378.52         | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $3703000.00        | $3794501.13        | Corporate Debt Securities                         |
| HSBC USA INC NEW               SR GLBL FL NT 28    | 2028-06-03      | 4.6941%  | 0.0000% | $3550000.00        | $3613704.15        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28       | 2028-01-05      | 5.4620%  | 0.0000% | $898000.00         | $916220.02         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.4%30    | 2030-08-15      | 4.4000%  | 0.0000% | $24000.00          | $24427.84          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT3.8%27    | 2027-04-01      | 3.8000%  | 0.0000% | $78000.00          | $79174.77          | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 36       | 2036-07-15      | 7.1250%  | 0.0000% | $32000.00          | $37701.84          | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 36       | 2036-07-15      | 7.1250%  | 0.0000% | $94000.00          | $110749.15         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $53000.00          | $54288.07          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           GLBL B NT6.15%36    | 2036-09-01      | 6.1500%  | 0.0000% | $268000.00         | $308279.51         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $90000.00          | $67150.80          | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $274000.00         | $204436.88         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $512000.00         | $522990.46         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 5.882%26      | 2026-10-30      | 5.8820%  | 0.0000% | $3750000.00        | $3868374.38        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4797%  | 0.0000% | $1000.00           | $1004.01           | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4797%  | 0.0000% | $3999000.00        | $4015046.52        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35     | 2035-07-15      | 5.3500%  | 0.0000% | $22000.00          | $22495.04          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $1369000.00        | $1278631.55        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32       | 2032-10-07      | 4.4730%  | 0.0000% | $225000.00         | $231035.62         | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $262000.00         | $272478.25         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $284000.00         | $300705.07         | Corporate Debt Securities                         |
| MITSUBISHI HC CAPITAL INC      GLBL 144A NT 27     | 2027-09-15      | 5.0800%  | 0.0000% | $581000.00         | $602026.39         | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-07-15      | 6.1250%  | 0.0000% | $1897000.00        | $1938783.01        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $2705000.00        | $3046354.09        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.0607%  | 0.0000% | $1500000.00        | $1530774.41        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 45       | 2045-05-11      | 4.3750%  | 0.0000% | $201000.00         | $178747.68         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%27    | 2027-02-08      | 4.6000%  | 0.0000% | $3981000.00        | $4020920.58        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4797%  | 0.0000% | $22839000.00       | $22930644.53       | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $148000.00         | $149820.77         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35     | 2035-07-15      | 5.3500%  | 0.0000% | $375000.00         | $383438.13         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $1000000.00        | $1012576.11        | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT4.4%46    | 2046-07-01      | 4.4000%  | 0.0000% | $1761000.00        | $1523043.90        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 30     | 2030-01-13      | 4.2990%  | 0.0000% | $2353000.00        | $2370398.87        | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 29       | 2029-02-19      | 3.4550%  | 0.0000% | $1761000.00        | $1746080.42        | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $20000.00          | $20590.94          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 6%34        | 2034-01-15      | 6.0000%  | 0.0000% | $385000.00         | $412331.15         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $6000.00           | $6203.89           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $200000.00         | $138118.22         | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 30       | 2030-03-27      | 4.7500%  | 0.0000% | $49000.00          | $50877.76          | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 4.35%47     | 2047-04-15      | 4.3500%  | 0.0000% | $100000.00         | $87831.00          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%050233         | 2033-05-02      | 5.0000%  | 0.0000% | $2719000.00        | $2860829.08        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.65%101830      | 2030-10-18      | 4.6500%  | 0.0000% | $13000.00          | $13462.05          | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31    | 2031-05-01      | 2.3000%  | 0.0000% | $13000.00          | $11997.71          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 27       | 2027-03-10      | 2.3140%  | 0.0000% | $5141000.00        | $5128324.29        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.6%64      | 2064-05-22      | 5.6000%  | 0.0000% | $281000.00         | $280178.86         | Corporate Debt Securities                         |
| RAD CLO LTD 2025-28            B-1    20380420 FLT | 2038-04-20      | 5.3676%  | 0.0000% | $14095000.00       | $14210520.25       | Asset-Backed Securities                           |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $65000.00          | $63393.20          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $237000.00         | $243434.81         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 26       | 2026-07-13      | 5.2750%  | 0.0000% | $3239000.00        | $3273453.96        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $100000.00         | $75754.74          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019C 29    | 2029-08-01      | 2.8500%  | 0.0000% | $3000.00           | $2877.77           | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.85%091034      | 2034-09-10      | 4.8500%  | 0.0000% | $550000.00         | $568875.24         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.2%010131       | 2031-01-01      | 4.2000%  | 0.0000% | $100000.00         | $101014.33         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $52000.00          | $55346.46          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 1.15%071426      | 2026-07-14      | 1.1500%  | 0.0000% | $2000.00           | $1982.49           | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 35     | 2035-11-26      | 5.2500%  | 0.0000% | $20000.00          | $20589.62          | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 28     | 2028-05-03      | 5.4500%  | 0.0000% | $943000.00         | $984094.37         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.033%012637     | 2037-01-26      | 5.0330%  | 0.0000% | $594000.00         | $603013.34         | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 49       | 2049-06-15      | 4.4500%  | 0.0000% | $21000.00          | $18021.78          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-10-15      | 3.7500%  | 0.0000% | $399000.00         | $311543.19         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 63       | 2063-05-18      | 5.0500%  | 0.0000% | $50000.00          | $46306.88          | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.84%042251      | 2051-04-22      | 3.8400%  | 0.0000% | $11586000.00       | $9441354.16        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-08-10      | 5.0860%  | 0.0000% | $245000.00         | $255893.12         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-06-15      | 4.5500%  | 0.0000% | $450000.00         | $454736.62         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-06-15      | 4.5500%  | 0.0000% | $630000.00         | $636631.27         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2009A 39    | 2039-03-15      | 6.0500%  | 0.0000% | $500000.00         | $535022.50         | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.84%042251      | 2051-04-22      | 3.8400%  | 0.0000% | $880000.00         | $717106.13         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 36       | 2036-03-25      | 4.9500%  | 0.0000% | $880000.00         | $881975.60         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 32     | 2032-04-15      | 4.1500%  | 0.0000% | $210000.00         | $210740.60         | Corporate Debt Securities                         |
| LSEG US FIN CORP               SR REGS NT 34       | 2034-03-28      | 5.2970%  | 0.0000% | $250000.00         | $262863.42         | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           GLBL NT 4.75%28     | 2028-01-15      | 4.7500%  | 0.0000% | $98000.00          | $99978.78          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $2615000.00        | $2356709.91        | Corporate Debt Securities                         |
| GOLUB CAP PARTNER CLO 2018-38R B-R    20360728 FLT | 2036-07-28      | 5.6213%  | 0.0000% | $13350000.00       | $13398519.45       | Asset-Backed Securities                           |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $48000.00          | $48922.99          | Corporate Debt Securities                         |
| RTX CORPORATION                4.125%28            | 2028-11-16      | 4.1250%  | 0.0000% | $165000.00         | $167803.83         | Corporate Debt Securities                         |
| UNITYPOINT HEALTH              SR -2020A BD 50     | 2050-02-15      | 3.6650%  | 0.0000% | $219000.00         | $166512.64         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $213000.00         | $211107.14         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $544000.00         | $376435.91         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 5%35     | 2035-01-31      | 5.0000%  | 0.0000% | $123000.00         | $126260.73         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%011028       | 2028-01-10      | 4.6000%  | 0.0000% | $1000.00           | $1023.18           | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.5%32    | 2032-11-15      | 4.5000%  | 0.0000% | $398000.00         | $408435.56         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 30       | 2030-05-20      | 2.1500%  | 0.0000% | $817000.00         | $763088.67         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45       | 2045-11-30      | 5.7500%  | 0.0000% | $87000.00          | $89100.54          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $200000.00         | $208165.83         | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.938%022730     | 2030-02-27      | 4.9380%  | 0.0000% | $310000.00         | $319349.60         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 49       | 2049-04-15      | 5.0120%  | 0.0000% | $539000.00         | $500524.74         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 27     | 2027-07-06      | 6.1870%  | 0.0000% | $2200000.00        | $2235606.82        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55       | 2055-03-15      | 4.6720%  | 0.0000% | $716000.00         | $616808.22         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $3729000.00        | $2644198.68        | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 33       | 2033-08-15      | 5.8500%  | 0.0000% | $12000.00          | $12898.56          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-03-18      | 4.4607%  | 0.0000% | $2800000.00        | $2825332.92        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $962000.00         | $956527.34         | Corporate Debt Securities                         |
| WHEELS FLEET LEASE FDG 2025-1  A-2    20400118 FLT | 2040-01-18      | 4.9868%  | 0.0000% | $8420000.00        | $7994849.44        | Asset-Backed Securities                           |
| WASTE MGMT INC DEL             SR GLBL NT 34       | 2034-02-15      | 4.8750%  | 0.0000% | $85000.00          | $87967.77          | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1ST MTG BD FR 27    | 2027-04-01      | 3.1000%  | 0.0000% | $2098000.00        | $2107865.26        | Corporate Debt Securities                         |

### Security 662: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FGJV2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FGJV2
- **C.18 - Value (incl. sponsor support):** $99943897.00
- **C.18.a - Value (excl. sponsor support):** $99943897.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITGRP COML MTG TR 2014-GC21   C      20470510 FLT | 2047-05-10      | 4.7800%  | 0.0000% | $11659000.00       | $2210163.67        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $316429.33         | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST 2024-R02 1B-2   20440225 FLT | 2044-02-25      | 7.3672%  | 0.0000% | $1686000.00        | $1771421.68        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2890000.00        | $591508.49         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $2500000.00        | $609804.03         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.4041%  | 0.0000% | $1500000.00        | $14892.79          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-5    20521025 FLT | 2052-10-25      | 3.2407%  | 0.0000% | $1752000.00        | $945818.09         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM           F      20370715 FLT | 2037-07-15      | 8.1070%  | 0.0000% | $18840000.00       | $12402227.61       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 4.8070%  | 0.0000% | $3000000.00        | $2812207.00        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 3.9583%  | 0.0000% | $4625000.00        | $2725363.33        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.5 | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $503690.98         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT | 2053-05-25      | 4.6763%  | 0.0000% | $6250000.00        | $5029587.81        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2021-LTV2   B-3    20520525 FLT | 2052-05-25      | 3.3427%  | 0.0000% | $6640078.00        | $3543947.40        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 5.5745%  | 0.0000% | $4000000.00        | $89193.33          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-1    20650825 FLT | 2065-08-25      | 6.6670%  | 0.0000% | $100000.00         | $100196.51         | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-801B               A      20401015 FLT | 2040-10-15      | 5.3597%  | 0.0000% | $2000000.00        | $2006061.10        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  C      20580912 FLT | 2058-09-12      | 4.3355%  | 0.0000% | $4250000.00        | $3710382.66        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT | 2036-12-15      | 6.5245%  | 0.0000% | $7800000.00        | $35163.65          | Private Label Collateralized Mortgage Obligations |
| LIBERTY STREET TRUST 2026-225L E      20310210 6.5 | 2031-02-10      | 6.5779%  | 0.0000% | $5000000.00        | $5049358.63        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $9589097.00        | $9272680.77        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    A      20401217 5.5 | 2040-12-17      | 5.4100%  | 0.0000% | $28000000.00       | $28176829.35       | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT | 2049-01-15      | 3.8924%  | 0.0000% | $5000000.00        | $4287568.52        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-10 B-6    20551125 FLT | 2055-11-25      | 6.4489%  | 0.0000% | $1947507.00        | $1168748.67        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE CMBS 2014-C18   D      20470215 FLT | 2047-02-15      | 4.5250%  | 0.0000% | $2758500.00        | $2523249.68        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3351%  | 0.0000% | $9672000.00        | $4624847.42        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17810719.56       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-NQM3              B-2    20700525 FLT | 2070-05-25      | 7.1308%  | 0.0000% | $2800000.00        | $2667938.00        | Private Label Collateralized Mortgage Obligations |

### Security 663: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO 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: ARP1FGTU3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FGTU3
- **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):** 2026-03-04
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL2726   | 2054-03-01      | 5.5000%  | 0.0000% | $57486784.00       | $55931188.78       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS8910   | 2031-03-01      | 4.9900%  | 0.0000% | $499000.00         | $509181.75         | Agency Mortgage-Backed Securities         |
| GNII SF DO1058 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1059054.00        | $1090124.76        | Agency Mortgage-Backed Securities         |
| GNRM 2014-039 PB       | 2044-03-20      | 3.5000%  | 0.0000% | $8122.00           | $6965.86           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-025 FA       | 2040-10-20      | 4.1817%  | 0.0000% | $154452799.00      | $1085381.97        | Agency Collateralized Mortgage Obligation |
| GNII SF DP7209 C       | 2056-02-20      | 5.5000%  | 0.0000% | $7070040.00        | $7296890.87        | Agency Mortgage-Backed Securities         |
| GNRM 2019-20 LA        | 2049-02-20      | 3.0000%  | 0.0000% | $8000000.00        | $4905977.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-01 KD        | 2049-01-20      | 3.5000%  | 0.0000% | $400000.00         | $369923.91         | Agency Collateralized Mortgage Obligation |
| GNII SF DP7234 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4460912.00        | $4620364.32        | Agency Mortgage-Backed Securities         |
| GNPL PN CZ7785         | 2059-06-15      | 6.2000%  | 0.0000% | $2760548.00        | $3001491.14        | Agency Mortgage-Backed Securities         |
| GNRA 2026-010 FM       | 2056-01-20      | 4.3615%  | 0.0000% | $99585536.00       | $99499533.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-095 KA       | 2050-07-20      | 1.5000%  | 0.0000% | $56040448.00       | $26085620.31       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-063 LM       | 2050-10-20      | 3.5000%  | 0.0000% | $800000.00         | $695917.42         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 AG       | 2051-10-20      | 5.2500%  | 0.0000% | $19000000.00       | $18638692.67       | Agency Collateralized Mortgage Obligation |
| GNII SF DG4439 C       | 2054-12-20      | 5.0000%  | 0.0000% | $2279756.00        | $2266937.93        | Agency Mortgage-Backed Securities         |
| GNII SF DP7227 C       | 2056-02-20      | 5.5000%  | 0.0000% | $12357680.00       | $12693861.07       | Agency Mortgage-Backed Securities         |
| GNII SF DP7226 C       | 2056-02-20      | 5.5000%  | 0.0000% | $18296736.00       | $18794484.47       | Agency Mortgage-Backed Securities         |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $702000.00         | $365854.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $100000000.00      | $76426589.13       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6071   | 2053-04-01      | 5.5000%  | 0.0000% | $23253000.00       | $17797850.81       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $21992672.00       | $11482056.61       | Agency Mortgage-Backed Securities         |
| GNRM 2025-188 GK       | 2052-12-20      | 4.5000%  | 0.0000% | $26959488.00       | $26626322.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-019 AB       | 2064-12-16      | 4.2500%  | 0.0000% | $63402480.00       | $61652183.41       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $239625600.00      | $249997218.20      | U.S. Treasuries (including strips)        |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $126515328.00      | $81839105.97       | Agency Mortgage-Backed Securities         |
| GNII SF MA5329 M       | 2048-07-20      | 3.5000%  | 0.0000% | $966242.00         | $117519.51         | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA       | 2053-04-20      | 4.5615%  | 0.0000% | $77509000.00       | $39019621.01       | Agency Collateralized Mortgage Obligation |
| GNII SF DN7967 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1429034.00        | $1502341.81        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0215   | 2041-12-01      | 2.0000%  | 0.0000% | $19857536.00       | $12257329.82       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8419   | 2054-04-01      | 5.0000%  | 0.0000% | $8333.00           | $7085.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8869   | 2054-07-01      | 6.5000%  | 0.0000% | $42299840.00       | $34991417.79       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $8300.00           | $8220.81           | U.S. Treasuries (including strips)        |
| GNRA 2024-205 AB       | 2064-03-16      | 3.0000%  | 0.0000% | $92993920.00       | $81819455.53       | Agency Collateralized Mortgage Obligation |
| GNII SF DP7230 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3957380.00        | $4120449.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $25000000.00       | $12489881.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4583   | 2037-04-01      | 2.5000%  | 0.0000% | $15000.00          | $8876.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3107   | 2053-12-01      | 5.5000%  | 0.0000% | $68449536.00       | $67683279.72       | Agency Mortgage-Backed Securities         |
| GNRM 2021-002 AH       | 2063-06-16      | 1.5000%  | 0.0000% | $1223000.00        | $737775.37         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA3116   | 2055-10-01      | 5.5000%  | 0.0000% | $14964080.00       | $15275548.16       | Agency Mortgage-Backed Securities         |
| GNII SF DO5649 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1013306.00        | $1066182.31        | Agency Mortgage-Backed Securities         |
| GNII SF MB0935 M       | 2056-01-20      | 4.5000%  | 0.0000% | $96998000.00       | $96098634.54       | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $2649044.00        | $661492.06         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE0725   | 2041-01-01      | 4.5000%  | 0.0000% | $450050.00         | $26641.12          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8166   | 2051-06-01      | 3.0000%  | 0.0000% | $1798000.00        | $971088.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2269   | 2054-05-01      | 5.5000%  | 0.0000% | $15580656.00       | $14314687.44       | Agency Mortgage-Backed Securities         |
| GNPL PN CP2703         | 2060-04-15      | 5.1700%  | 0.0000% | $950000.00         | $978321.40         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3173         | 2057-09-15      | 3.7900%  | 0.0000% | $21149280.00       | $19578571.17       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $244673600.00      | $249989766.60      | U.S. Treasuries (including strips)        |
| GNRA 2025-022 AF       | 2055-02-20      | 4.7115%  | 0.0000% | $27500000.00       | $22103425.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-003 AJ       | 2053-10-16      | 1.7500%  | 0.0000% | $20000000.00       | $15010565.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-115 EA       | 2060-10-16      | 2.2500%  | 0.0000% | $588614.00         | $449116.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-026 GF       | 2066-02-20      | 4.4622%  | 0.0000% | $130132480.00      | $130500319.23      | Agency Collateralized Mortgage Obligation |
| GNII ET DG8868 C       | 2064-04-20      | 2.5000%  | 0.0000% | $298729.00         | $247795.74         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $235933000.00      | $249998991.39      | U.S. Treasuries (including strips)        |
| GNMI SF 711526 X       | 2040-08-15      | 4.0000%  | 0.0000% | $25000000.00       | $7031534.97        | Agency Mortgage-Backed Securities         |
| GNII SF DK7296 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1473742.00        | $1537625.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2666   | 2053-03-01      | 5.0000%  | 0.0000% | $1365000.00        | $1116744.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $2013970.00        | $1865168.60        | Agency Mortgage-Backed Securities         |
| GNII SF DO6068 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1308446.00        | $1355216.84        | Agency Mortgage-Backed Securities         |
| GNII SF DI8054 C       | 2055-03-20      | 6.5000%  | 0.0000% | $920272.00         | $787490.10         | Agency Mortgage-Backed Securities         |
| GNII SF DI4530 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1262488.00        | $1324515.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3150   | 2055-11-01      | 5.5000%  | 0.0000% | $75104000.00       | $75771147.06       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $150000000.00      | $98634367.94       | Agency Mortgage-Backed Securities         |

### Security 664: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FGYF0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FGYF0
- **C.18 - Value (incl. sponsor support):** $609802805.30
- **C.18.a - Value (excl. sponsor support):** $609802805.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALPEK SA DE CV                 SR GLBL REGS 31  | 2031-02-25      | 3.2500%  | 0.0000% | $8389000.00        | $6760951.43        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  PERP SUB GLBL -B | 2500-12-31      | 8.0241%  | 0.0000% | $12229000.00       | $12268557.31       | Corporate Debt Securities |
| SLM CORP                       SR GLBL NT6.5%30 | 2030-01-31      | 6.5000%  | 0.0000% | $3997000.00        | $4093547.53        | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $11309000.00       | $11297637.60       | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 54 | 2054-10-15      | 7.9500%  | 0.0000% | $6599000.00        | $6624472.14        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28    | 2028-03-01      | 5.8750%  | 0.0000% | $9922000.00        | $10381410.65       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55 | 2055-02-15      | 6.8500%  | 0.0000% | $15639000.00       | $16669505.84       | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $1611000.00        | $1711883.51        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $14234000.00       | $15125356.80       | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -GG NT | 2500-12-31      | 6.8750%  | 0.0000% | $8382000.00        | $8657195.03        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G | 2079-12-31      | 7.1250%  | 0.0000% | $8320000.00        | $8822923.20        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $752000.00         | $770784.12         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30  | 2030-06-14      | 6.0000%  | 0.0000% | $4844000.00        | $5138741.25        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 33   | 2033-02-15      | 9.5000%  | 0.0000% | $1221000.00        | $1212041.25        | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82    | 2082-03-07      | 5.6000%  | 0.0000% | $8227000.00        | $8493262.28        | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30  | 2030-05-01      | 3.8750%  | 0.0000% | $6297000.00        | $6087663.23        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50  | 2050-03-01      | 4.8000%  | 0.0000% | $15446000.00       | $12197500.25       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.384%35 | 2035-10-23      | 6.3840%  | 0.0000% | $9353000.00        | $9955701.08        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $9679000.00        | $8385796.61        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%  | 2500-12-31      | 7.5000%  | 0.0000% | $4362000.00        | $4695089.59        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI FR 7.75%         | 2500-12-31      | 7.7500%  | 0.0000% | $12200000.00       | $13268316.72       | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $4033000.00        | $4272711.44        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 29    | 2029-04-20      | 5.7500%  | 0.0000% | $5945000.00        | $6051057.15        | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO LW TIER II 82    | 2082-01-18      | 4.7500%  | 0.0000% | $12186000.00       | $12176931.58       | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP  | 2500-12-31      | 7.0000%  | 0.0000% | $9000000.00        | $9593090.00        | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT5.5%31 | 2031-03-18      | 5.5000%  | 0.0000% | $12253000.00       | $11042178.96       | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28    | 2028-11-15      | 8.5000%  | 0.0000% | $13740000.00       | $14715311.00       | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $18650000.00       | $11832865.50       | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 32    | 2032-03-15      | 5.2500%  | 0.0000% | $9025000.00        | $9388752.62        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $8524000.00        | $9875309.72        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $6375000.00        | $7385628.75        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL  | 2083-01-15      | 7.3750%  | 0.0000% | $10343000.00       | $10799686.55       | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL FL 66 | 2066-11-01      | 6.9428%  | 0.0000% | $9079000.00        | $9139958.30        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48 | 2048-04-01      | 5.7500%  | 0.0000% | $8934000.00        | $8020136.18        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 30    | 2030-03-15      | 6.2500%  | 0.0000% | $6502000.00        | $7049826.01        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 77    | 2077-01-15      | 6.0000%  | 0.0000% | $17304000.00       | $17563040.88       | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $6575000.00        | $6833364.62        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $7754000.00        | $7581958.12        | Corporate Debt Securities |
| TRANSCANADA TRUST              LW TIER II 79    | 2079-09-15      | 5.5000%  | 0.0000% | $13703000.00       | $14200144.84       | Corporate Debt Securities |
| TRANSCANADA TRUST              LW TIER II       | 2076-08-15      | 5.8750%  | 0.0000% | $8764000.00        | $8803511.03        | Corporate Debt Securities |
| VALLEY NATL BANCORP            LW TIER II 31    | 2031-06-15      | 3.0000%  | 0.0000% | $6658000.00        | $6434357.78        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 4%50  | 2050-06-22      | 4.0000%  | 0.0000% | $15079000.00       | $10461843.71       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62 | 2062-02-15      | 3.8750%  | 0.0000% | $12619000.00       | $12480842.98       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54 | 2054-12-15      | 6.9500%  | 0.0000% | $13029000.00       | $14267927.61       | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -HH NT | 2500-12-31      | 6.6250%  | 0.0000% | $9999000.00        | $10399361.35       | Corporate Debt Securities |
| DOMINION ENERGY INC            PERP SUB GLBL -C | 2079-12-31      | 4.3500%  | 0.0000% | $6364000.00        | $6429103.72        | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $13800000.00       | $13766178.50       | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $600000.00         | $728834.50         | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 4.3750%  | 0.0000% | $6680000.00        | $6567041.20        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $7805000.00        | $9042326.65        | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL 56    | 2056-02-15      | 6.7500%  | 0.0000% | $6799000.00        | $6963467.81        | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -HH NT | 2500-12-31      | 6.6250%  | 0.0000% | $6120000.00        | $6365045.65        | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL NT 54 | 2054-05-15      | 8.0000%  | 0.0000% | $10539000.00       | $11561458.65       | Corporate Debt Securities |
| FMC CORP                       GLBL NT 6.375%53 | 2053-05-18      | 6.3750%  | 0.0000% | $12113000.00       | $9245625.78        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -C 56 | 2056-03-15      | 5.8000%  | 0.0000% | $5000000.00        | $5159494.44        | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7200000.00        | $7182354.00        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-11-04      | 7.3500%  | 0.0000% | $7450000.00        | $7944611.71        | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43    | 2043-01-15      | 4.7500%  | 0.0000% | $20163000.00       | $16344161.41       | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48 | 2048-03-27      | 7.0000%  | 0.0000% | $14152000.00       | $14974184.03       | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $17000000.00       | $16958335.83       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29 | 2029-06-01      | 4.2000%  | 0.0000% | $7223000.00        | $7075891.57        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $10670000.00       | $9378313.51        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 53 | 2053-04-01      | 5.2500%  | 0.0000% | $10885000.00       | $9035765.49        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT35 | 2035-12-01      | 5.8500%  | 0.0000% | $1000.00           | $1035.58           | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28  | 2028-06-15      | 4.0000%  | 0.0000% | $14945000.00       | $14768051.20       | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G | 2079-12-31      | 7.1250%  | 0.0000% | $10782000.00       | $11433744.95       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41 | 2041-06-01      | 3.5000%  | 0.0000% | $13456000.00       | $9865415.91        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62 | 2062-06-30      | 3.9500%  | 0.0000% | $10000000.00       | $6174841.67        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37    | 2037-11-01      | 5.7500%  | 0.0000% | $11730000.00       | $12044129.40       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 7.5000%  | 0.0000% | $8200000.00        | $8948755.67        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34 | 2034-08-15      | 6.2000%  | 0.0000% | $12771000.00       | $13531981.32       | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31 | 2031-05-01      | 3.2500%  | 0.0000% | $6392000.00        | $6186000.04        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32    | 2032-02-12      | 3.2500%  | 0.0000% | $12000000.00       | $10798010.00       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43   | 2043-03-15      | 4.3750%  | 0.0000% | $18846000.00       | $13094342.14       | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $8000000.00        | $7662573.33        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43   | 2043-03-15      | 4.3750%  | 0.0000% | $20678000.00       | $14367229.48       | Corporate Debt Securities |
| WELLS FARGO & CO               PERP SUB GLBL FF | 2500-12-31      | 6.8500%  | 0.0000% | $8538000.00        | $9154102.08        | Corporate Debt Securities |

### Security 665: 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: ARP1FIL11, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1FIL11
- **C.18 - Value (incl. sponsor support):** $499995910.00
- **C.18.a - Value (excl. sponsor support):** $499995910.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-10-21      | 4.9390%  | 0.0000% | $268000.00         | $271437.50         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.35%030233   | 2033-03-02      | 3.3500%  | 0.0000% | $119000.00         | $113691.97         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.5%45 | 2045-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4491.30           | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT 4%36  | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $4797.43           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.96%012337   | 2037-01-23      | 4.9600%  | 0.0000% | $3451000.00        | $3475759.01        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2022A 32 | 2032-05-15      | 4.7000%  | 0.0000% | $109000.00         | $112869.14         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54 | 2054-04-15      | 5.7500%  | 0.0000% | $10000.00          | $9830.43           | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47 | 2047-06-01      | 4.5000%  | 0.0000% | $101000.00         | $88441.66          | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.891%36 | 2036-04-06      | 2.8910%  | 0.0000% | $102000.00         | $88720.93          | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 45    | 2045-11-15      | 4.0500%  | 0.0000% | $238000.00         | $201244.47         | Corporate Debt Securities |
| PUGET ENERGY INC               1LIEN NT 4.3%45  | 2045-05-20      | 4.3000%  | 0.0000% | $5547000.00        | $4748876.07        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 35    | 2035-05-30      | 5.2500%  | 0.0000% | $4839000.00        | $5122359.74        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $15000.00          | $13126.70          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.424%072134  | 2034-07-21      | 5.4240%  | 0.0000% | $31000.00          | $32520.67          | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29    | 2029-03-07      | 3.7410%  | 0.0000% | $64000.00          | $64844.53          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.943%012133  | 2033-01-21      | 2.9430%  | 0.0000% | $219000.00         | $202170.51         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $5000.00           | $5199.91           | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $6350000.00        | $6749681.70        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53 | 2053-03-01      | 5.7000%  | 0.0000% | $100000.00         | $98124.67          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $77000.00          | $82246.40          | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27 | 2027-04-06      | 4.6000%  | 0.0000% | $5000.00           | $5116.48           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8%013139      | 2039-01-31      | 5.1853%  | 0.0000% | $10000.00          | $9707.12           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-11-08      | 2.5450%  | 0.0000% | $337000.00         | $309263.45         | Corporate Debt Securities |
| HCA INC.                       SR GLBL FL NT 28 | 2028-03-01      | 4.6163%  | 0.0000% | $50000.00          | $50806.78          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-06-01      | 2.1820%  | 0.0000% | $14000.00          | $13760.50          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 27    | 2027-04-22      | 1.5780%  | 0.0000% | $44000.00          | $44083.56          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $5000.00           | $5234.85           | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.4%36 | 2036-07-30      | 5.4000%  | 0.0000% | $415000.00         | $423843.65         | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT5.5%54 | 2054-09-15      | 5.5000%  | 0.0000% | $14000.00          | $13870.50          | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53 | 2053-09-15      | 5.7000%  | 0.0000% | $14000.00          | $14378.84          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.5%35 | 2035-08-03      | 5.5000%  | 0.0000% | $3376000.00        | $3352998.19        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 51    | 2051-04-22      | 3.1090%  | 0.0000% | $497000.00         | $347002.98         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $10000.00          | $10157.40          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.4%021536    | 2036-02-15      | 5.4000%  | 0.0000% | $70000.00          | $70619.50          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.2716%  | 0.0000% | $321000.00         | $281925.60         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT3.8%28 | 2028-03-01      | 3.8000%  | 0.0000% | $2000.00           | $1997.52           | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.8%41 | 2041-09-15      | 2.8000%  | 0.0000% | $222000.00         | $166002.72         | Corporate Debt Securities |
| GENUINE PARTS CO               GLBL NT 4.95%29  | 2029-08-15      | 4.9500%  | 0.0000% | $4000.00           | $4050.48           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.605%042336  | 2036-04-23      | 5.6050%  | 0.0000% | $4000.00           | $4285.26           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48    | 2048-06-15      | 4.2500%  | 0.0000% | $100000.00         | $83406.00          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $54000.00          | $56387.91          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $300000.00         | $295215.00         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT2.8%50 | 2050-10-01      | 2.8000%  | 0.0000% | $497000.00         | $325015.91         | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $322000.00         | $366419.36         | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32 | 2032-03-24      | 3.6250%  | 0.0000% | $434000.00         | $423486.89         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-01-28      | 5.2070%  | 0.0000% | $64000.00          | $66506.53          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 1.8948%  | 0.0000% | $10000.00          | $9289.34           | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 6%093045      | 2045-09-30      | 6.0000%  | 0.0000% | $100000.00         | $99027.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.75%081533   | 2033-08-15      | 4.7500%  | 0.0000% | $50000.00          | $50593.17          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $6165000.00        | $5708657.45        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 45    | 2045-11-29      | 5.5340%  | 0.0000% | $462000.00         | $478187.35         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $1510000.00        | $1624423.61        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.3%121245    | 2045-12-12      | 5.3000%  | 0.0000% | $5000.00           | $4969.06           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 56    | 2056-03-01      | 6.2500%  | 0.0000% | $4000.00           | $4259.06           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8.5%021539    | 2039-02-15      | 10.6865% | 0.0000% | $20000.00          | $17791.00          | Corporate Debt Securities |
| OMNICOM GROUP / OMNICOM CAP    SR GLBL NT3.6%26 | 2026-04-15      | 3.6000%  | 0.0000% | $78000.00          | $78978.12          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-09-26      | 5.8750%  | 0.0000% | $219000.00         | $204312.19         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 52    | 2052-06-15      | 4.9500%  | 0.0000% | $42000.00          | $39003.30          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 66    | 2066-02-04      | 6.8500%  | 0.0000% | $3853000.00        | $3764135.91        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%44 | 2044-07-08      | 4.5000%  | 0.0000% | $50000.00          | $39163.75          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 29    | 2029-06-15      | 4.3500%  | 0.0000% | $19000.00          | $19226.44          | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $1664000.00        | $1737826.13        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-10-21      | 2.6500%  | 0.0000% | $150000.00         | $137726.25         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27   | 2027-01-15      | 5.4000%  | 0.0000% | $7000.00           | $7137.27           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $2950000.00        | $3175050.58        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 45    | 2045-03-01      | 4.0500%  | 0.0000% | $10000.00          | $8520.50           | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $1000.00           | $1048.14           | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 5%081535      | 2035-08-15      | 5.0000%  | 0.0000% | $50000.00          | $48699.83          | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 36    | 2036-03-15      | 4.9500%  | 0.0000% | $245000.00         | $247474.50         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 4%27  | 2027-09-15      | 4.0000%  | 0.0000% | $651000.00         | $664280.40         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $34000.00          | $35108.06          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.123%060628  | 2028-06-06      | 4.1230%  | 0.0000% | $57000.00          | $57651.32          | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT2.4%31 | 2031-03-15      | 2.4000%  | 0.0000% | $1088000.00        | $969538.56         | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $20000.00          | $20442.47          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.597%012732  | 2032-01-27      | 4.5970%  | 0.0000% | $17000.00          | $17221.69          | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL NT 36    | 2036-07-01      | 4.2500%  | 0.0000% | $113000.00         | $107611.16         | Corporate Debt Securities |
| SOCIETE GENERALE               SUB 144A NT 55   | 2055-01-19      | 7.1320%  | 0.0000% | $10024000.00       | $10889153.62       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $694000.00         | $750259.50         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $207000.00         | $169612.70         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $2000.00           | $1823.50           | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30   | 2030-01-15      | 4.5000%  | 0.0000% | $3000.00           | $3042.00           | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $50000.00          | $50280.67          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 4.4788%  | 0.0000% | $31000.00          | $31321.92          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30    | 2030-04-30      | 3.2500%  | 0.0000% | $9000.00           | $8738.30           | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT4.8%38 | 2038-08-15      | 4.8000%  | 0.0000% | $207000.00         | $200367.72         | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33 | 2033-01-15      | 4.9000%  | 0.0000% | $2678000.00        | $2743009.94        | Corporate Debt Securities |
| CITIGROUP INC                  FR 9.3%073033    | 2033-07-30      | 2.1834%  | 0.0000% | $21000.00          | $16469.05          | Corporate Debt Securities |
| CANADIAN NATL RY CO            SR GLBL NT4.2%31 | 2031-03-12      | 4.2000%  | 0.0000% | $8000.00           | $8126.48           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $75000.00          | $76400.49          | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC         SR GLBL NT5.6%32 | 2032-11-15      | 5.6000%  | 0.0000% | $500000.00         | $544543.33         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $3736000.00        | $3749175.63        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%50 | 2050-03-15      | 3.4000%  | 0.0000% | $34000.00          | $24573.16          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.511%012436  | 2036-01-24      | 5.5110%  | 0.0000% | $5000.00           | $5269.36           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.087%061429  | 2029-06-14      | 2.0870%  | 0.0000% | $218000.00         | $209725.15         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 34    | 2034-05-01      | 5.0430%  | 0.0000% | $5000.00           | $5219.60           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.734%072227  | 2027-07-22      | 1.7340%  | 0.0000% | $55000.00          | $54576.82          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $125000.00         | $90040.49          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.922%102431  | 2031-10-24      | 1.9220%  | 0.0000% | $378000.00         | $343158.54         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.376%042728  | 2028-04-27      | 4.3760%  | 0.0000% | $22000.00          | $22417.05          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 1.25%091526   | 2026-09-15      | 1.2500%  | 0.0000% | $80000.00          | $79325.20          | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 31  | 2031-03-25      | 2.9580%  | 0.0000% | $400000.00         | $378523.73         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430   | 2030-10-04      | 5.8500%  | 0.0000% | $2417000.00        | $2632832.06        | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 7%27  | 2027-01-15      | 7.0000%  | 0.0000% | $593000.00         | $611060.80         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $30000.00          | $31612.34          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.288%042534  | 2034-04-25      | 5.2880%  | 0.0000% | $3000.00           | $3164.01           | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $20000.00          | $20580.10          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071024-070927 | 2027-07-09      | 4.3889%  | 0.0000% | $2277000.00        | $2300304.28        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.592%042931  | 2031-04-29      | 2.5920%  | 0.0000% | $9000.00           | $8523.68           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 30    | 2030-11-15      | 4.1500%  | 0.0000% | $72000.00          | $72921.48          | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47 | 2047-06-22      | 4.7000%  | 0.0000% | $164000.00         | $119089.60         | Corporate Debt Securities |
| CARGILL INC                    SR GLBL 144A 55  | 2055-10-23      | 5.3750%  | 0.0000% | $1843000.00        | $1830382.62        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR NT 1.25%26    | 2026-06-22      | 1.2500%  | 0.0000% | $5000.00           | $4970.03           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $4175000.00        | $4229178.97        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 31    | 2031-03-15      | 2.3750%  | 0.0000% | $2000.00           | $1815.88           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 28 | 2028-01-13      | 4.3995%  | 0.0000% | $200000.00         | $201482.23         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 091124-090828 | 2028-09-08      | 4.7115%  | 0.0000% | $2826000.00        | $2870800.23        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31 | 2031-02-09      | 4.4000%  | 0.0000% | $210000.00         | $211789.20         | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786%011333  | 2033-01-13      | 5.7860%  | 0.0000% | $2000000.00        | $2130603.56        | Corporate Debt Securities |
| EQUIFAX INC                    SR GLBL NT5.1%27 | 2027-12-15      | 5.1000%  | 0.0000% | $5000.00           | $5139.30           | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54   | 2054-06-15      | 5.8000%  | 0.0000% | $500000.00         | $502320.00         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $6000.00           | $6042.84           | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 30    | 2030-07-15      | 2.1500%  | 0.0000% | $727000.00         | $666461.50         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $700000.00         | $565240.08         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $40000.00          | $44099.50          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $886000.00         | $917450.05         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -B 66 | 2066-10-01      | 5.9899%  | 0.0000% | $24000.00          | $22064.02          | Corporate Debt Securities |
| SK HYNIX INC                   SR REGS BD 30    | 2030-09-11      | 4.3750%  | 0.0000% | $4600000.00        | $4759590.61        | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 34    | 2034-02-20      | 6.3500%  | 0.0000% | $1660000.00        | $1590719.44        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40    | 2040-09-15      | 2.6500%  | 0.0000% | $163000.00         | $121673.47         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 33    | 2033-08-11      | 5.4020%  | 0.0000% | $1780000.00        | $1859976.98        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $5325000.00        | $5613135.75        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-01-23      | 4.8827%  | 0.0000% | $37000.00          | $37419.63          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30    | 2030-01-23      | 4.1500%  | 0.0000% | $25000.00          | $24781.99          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-07-22      | 4.6124%  | 0.0000% | $8000.00           | $8078.61           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $1000000.00        | $783852.22         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 30  | 2030-06-01      | 2.2000%  | 0.0000% | $510000.00         | $470972.53         | Corporate Debt Securities |
| KEB HANA BANK                  FR 3.5%          | 2500-12-31      | 3.5000%  | 0.0000% | $6000000.00        | $6027146.67        | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $2347000.00        | $2465250.99        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 31    | 2031-10-15      | 4.8500%  | 0.0000% | $10000.00          | $10531.53          | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -Q NT 56 | 2056-03-15      | 5.6000%  | 0.0000% | $1000000.00        | $996798.89         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $463000.00         | $444376.08         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.693%091527  | 2027-09-15      | 4.6930%  | 0.0000% | $4000.00           | $4133.95           | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.65%010529   | 2029-01-05      | 4.6500%  | 0.0000% | $60000.00          | $61802.80          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56  | 2056-05-01      | 6.0000%  | 0.0000% | $3427000.00        | $3390662.38        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $1535000.00        | $1336017.95        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 4.2%29   | 2029-08-14      | 4.2000%  | 0.0000% | $7000.00           | $7095.53           | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR NT 5.45%43    | 2043-10-01      | 5.4500%  | 0.0000% | $557000.00         | $546095.49         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42 | 2042-12-15      | 4.0700%  | 0.0000% | $42000.00          | $37058.70          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $35000.00          | $35211.57          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 34    | 2034-10-23      | 6.2540%  | 0.0000% | $89000.00          | $99705.95          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.5%40     | 2040-10-15      | 5.5000%  | 0.0000% | $8000.00           | $8602.21           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $4618000.00        | $3658417.44        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-22      | 4.6030%  | 0.0000% | $50000.00          | $51691.63          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-01-24      | 5.1400%  | 0.0000% | $9000.00           | $9373.97           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $50000.00          | $44940.39          | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $223000.00         | $228575.00         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56   | 2056-03-01      | 5.8500%  | 0.0000% | $450000.00         | $456329.25         | Corporate Debt Securities |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 35    | 2035-01-15      | 5.7490%  | 0.0000% | $5000.00           | $5374.19           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL LKD NT32 | 2032-05-15      | 3.0000%  | 0.0000% | $3024000.00        | $2774126.88        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            GLBL FLT NT 27   | 2027-04-22      | 4.5674%  | 0.0000% | $10000.00          | $10054.61          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $687000.00         | $568287.32         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR NT 6.75%40    | 2040-02-01      | 6.7500%  | 0.0000% | $1213000.00        | $1416947.75        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.25%022638   | 2038-02-26      | 5.2500%  | 0.0000% | $1435000.00        | $1423514.02        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 2%083029      | 2029-08-30      | 2.0000%  | 0.0000% | $31000.00          | $28852.46          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29 | 2029-01-21      | 4.3917%  | 0.0000% | $1000.00           | $1004.69           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-07-21      | 2.3830%  | 0.0000% | $1000.00           | $903.53            | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT2.6%40 | 2040-10-01      | 2.6000%  | 0.0000% | $200000.00         | $151140.89         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29 | 2029-04-06      | 4.3000%  | 0.0000% | $70000.00          | $71403.62          | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 5.65%54  | 2054-06-01      | 5.6500%  | 0.0000% | $11000.00          | $10741.36          | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $2057000.00        | $2444682.79        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 41 | 2041-04-15      | 3.3000%  | 0.0000% | $4000.00           | $3117.96           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 5.70%42 | 2042-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1040.35           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $48000.00          | $54141.01          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53 | 2053-11-15      | 5.9000%  | 0.0000% | $160000.00         | $168213.87         | Corporate Debt Securities |
| DISNEY WALT CO                 FR 1.85%073026   | 2026-07-30      | 1.8500%  | 0.0000% | $50000.00          | $49673.88          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $515000.00         | $513562.72         | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.2%34 | 2034-09-01      | 5.2000%  | 0.0000% | $5000.00           | $5230.36           | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.4%36     | 2036-03-20      | 5.4000%  | 0.0000% | $323000.00         | $333122.82         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.026%012230  | 2030-01-22      | 4.0260%  | 0.0000% | $429000.00         | $430992.35         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I PERP  | 2500-12-31      | 6.7090%  | 0.0000% | $133000.00         | $133404.61         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 51    | 2051-06-15      | 4.6630%  | 0.0000% | $6000.00           | $5285.44           | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SR NT 5.203%28   | 2028-02-01      | 5.2030%  | 0.0000% | $15000.00          | $15429.12          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $68000.00          | $70604.53          | Corporate Debt Securities |
| BANK AMERICA CORP              VR 042221-072227 | 2027-07-22      | 4.6532%  | 0.0000% | $1000000.00        | $1006814.94        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227    | 2027-03-12      | 4.9000%  | 0.0000% | $33000.00          | $34101.15          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT8%39 | 2039-11-15      | 8.0000%  | 0.0000% | $590000.00         | $777800.93         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 1.8%072831    | 2031-07-28      | 1.8000%  | 0.0000% | $7000000.00        | $6226850.00        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 6%56  | 2056-01-15      | 6.0000%  | 0.0000% | $250000.00         | $261380.00         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 32    | 2032-07-23      | 5.7180%  | 0.0000% | $918000.00         | $971382.01         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-11-05      | 2.9760%  | 0.0000% | $440000.00         | $425400.21         | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 4.55%32  | 2032-02-15      | 4.5500%  | 0.0000% | $29000.00          | $29355.73          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 34    | 2034-04-15      | 3.4690%  | 0.0000% | $5493000.00        | $5133536.25        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $103000.00         | $99456.46          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $3451000.00        | $3615823.59        | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52 | 2052-04-05      | 4.4000%  | 0.0000% | $325000.00         | $265387.06         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 26    | 2026-03-15      | 1.2500%  | 0.0000% | $78000.00          | $78337.35          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $3775000.00        | $3051921.82        | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%111528     | 2028-11-15      | 2.6185%  | 0.0000% | $9000.00           | $8079.22           | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 3.4%30   | 2030-04-01      | 3.4000%  | 0.0000% | $16000.00          | $15836.62          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.593%050427  | 2027-05-04      | 1.5930%  | 0.0000% | $52000.00          | $52021.85          | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 30    | 2030-11-15      | 2.2500%  | 0.0000% | $31000.00          | $28618.12          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.449%072029  | 2029-07-20      | 5.4490%  | 0.0000% | $141000.00         | $146149.37         | Corporate Debt Securities |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $184000.00         | $172815.25         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $202000.00         | $214198.78         | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29    | 2029-03-15      | 4.3750%  | 0.0000% | $40000.00          | $41199.10          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT5.7%54 | 2054-11-15      | 5.7000%  | 0.0000% | $95000.00          | $99668.30          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $18000.00          | $19044.03          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $14000.00          | $16110.64          | Corporate Debt Securities |
| JDE PEETS NV                   SR 144A NT 31    | 2031-09-24      | 2.2500%  | 0.0000% | $1165000.00        | $1039346.01        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $447000.00         | $468621.20         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 27    | 2027-11-05      | 5.8500%  | 0.0000% | $30000.00          | $31497.30          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.15%010829   | 2029-01-08      | 4.1500%  | 0.0000% | $3097000.00        | $3128213.46        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 060424-060427 | 2027-06-04      | 4.4986%  | 0.0000% | $3000.00           | $3046.03           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 36    | 2036-04-25      | 5.6670%  | 0.0000% | $100000.00         | $107805.48         | Corporate Debt Securities |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27   | 2027-09-01      | 8.5000%  | 0.0000% | $499912.00         | $585674.68         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 121123-121126 | 2026-12-11      | 4.8569%  | 0.0000% | $10000.00          | $10171.86          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $53000.00          | $54051.00          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 020226-020230 | 2030-02-02      | 4.4149%  | 0.0000% | $500000.00         | $501422.33         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.511%060431  | 2031-06-04      | 5.5110%  | 0.0000% | $7000.00           | $7494.38           | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $200000.00         | $154199.50         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     SR 15 FL REGS 28 | 2028-03-21      | 4.6404%  | 0.0000% | $200000.00         | $203157.28         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.393%060228  | 2028-06-02      | 2.3930%  | 0.0000% | $418000.00         | $412114.62         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.892%091536  | 2036-09-15      | 4.8920%  | 0.0000% | $5000000.00        | $5120820.00        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.808%060330  | 2030-06-03      | 4.8080%  | 0.0000% | $98000.00          | $101748.37         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $66000.00          | $47430.61          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.122%012634  | 2034-01-26      | 5.1220%  | 0.0000% | $26000.00          | $26764.68          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.65%53  | 2053-01-15      | 5.6500%  | 0.0000% | $83000.00          | $81716.13          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 52    | 2052-04-01      | 4.2500%  | 0.0000% | $181000.00         | $147856.39         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 5.9692%  | 0.0000% | $10032000.00       | $8339632.09        | Corporate Debt Securities |
| TRUIST FINL CORP               PERP SUB GLBL -Q | 2079-12-31      | 5.1000%  | 0.0000% | $40000.00          | $41514.93          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-09-26      | 5.9500%  | 0.0000% | $3025000.00        | $2762178.76        | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           GLBL B NT4.09%52 | 2052-09-15      | 4.0900%  | 0.0000% | $78000.00          | $64599.21          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 52    | 2052-04-22      | 3.3280%  | 0.0000% | $60000.00          | $43532.13          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36 | 2036-02-15      | 5.5000%  | 0.0000% | $5001000.00        | $4973814.01        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-04-22      | 5.5710%  | 0.0000% | $658000.00         | $682262.93         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-06-14      | 4.5650%  | 0.0000% | $165000.00         | $168957.82         | Corporate Debt Securities |
| POSTMEDIA NETWORK INC          2LIEN PIK 144A27 | 2027-08-17      | 10.2500% | 0.0000% | $538000.00         | $429099.22         | Corporate Debt Securities |
| RWE FINANCE US LLC             SR 144A NT 35    | 2035-09-18      | 5.1250%  | 0.0000% | $1465000.00        | $1503654.64        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.4%42     | 2042-01-06      | 5.4000%  | 0.0000% | $5000.00           | $5154.35           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-02-24      | 2.9470%  | 0.0000% | $20000.00          | $19801.71          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 28    | 2028-08-15      | 4.1500%  | 0.0000% | $15000.00          | $15161.15          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47    | 2047-10-15      | 4.0300%  | 0.0000% | $52000.00          | $43370.95          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $54000.00          | $48251.70          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $295000.00         | $232074.53         | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR NT 3.875%43   | 2043-04-29      | 3.8750%  | 0.0000% | $390000.00         | $329995.14         | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 5.75%54  | 2054-09-15      | 5.7500%  | 0.0000% | $492000.00         | $491776.14         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT3.3%26 | 2026-12-01      | 3.3000%  | 0.0000% | $1000000.00        | $1003553.33        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT6.5%27 | 2027-07-01      | 6.5000%  | 0.0000% | $5000.00           | $5154.36           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $1900000.00        | $2071855.00        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.1%36 | 2036-02-15      | 5.1000%  | 0.0000% | $7617000.00        | $7592549.43        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC          SR GLBL NT 38    | 2038-11-15      | 5.3190%  | 0.0000% | $303000.00         | $312620.40         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -RR NT | 2500-12-31      | 4.3750%  | 0.0000% | $150000.00         | $149610.87         | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37 | 2037-02-15      | 6.5000%  | 0.0000% | $618000.00         | $679878.28         | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT 34    | 2034-02-15      | 5.1250%  | 0.0000% | $1025000.00        | $1042638.54        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $90000.00          | $91966.95          | Corporate Debt Securities |
| CNO FINL GROUP INC             SR GLBL NT 34    | 2034-06-15      | 6.4500%  | 0.0000% | $1204000.00        | $1278443.32        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51 | 2051-12-02      | 3.1000%  | 0.0000% | $2631000.00        | $1811810.38        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.35%102844   | 2044-10-28      | 5.3500%  | 0.0000% | $90000.00          | $91126.32          | Corporate Debt Securities |
| CANADIAN NATL RY CO            3.65%48          | 2048-02-03      | 3.6500%  | 0.0000% | $335000.00         | $260312.87         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 50    | 2050-04-24      | 3.1250%  | 0.0000% | $765000.00         | $511905.17         | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 34    | 2034-09-13      | 6.6920%  | 0.0000% | $874000.00         | $998383.99         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.2%071531    | 2031-07-15      | 5.2000%  | 0.0000% | $871000.00         | $897893.58         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 48    | 2048-06-15      | 4.5630%  | 0.0000% | $9000.00           | $7934.81           | Corporate Debt Securities |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34   | 2034-08-20      | 5.5000%  | 0.0000% | $2864000.00        | $2931875.21        | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 52    | 2052-06-01      | 5.6500%  | 0.0000% | $2000000.00        | $1860854.44        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-01-15      | 2.7500%  | 0.0000% | $56000.00          | $55605.67          | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $195000.00         | $191293.05         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31  | 2031-01-15      | 5.1500%  | 0.0000% | $2227000.00        | $2170675.46        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29 | 2029-08-15      | 3.8000%  | 0.0000% | $12000.00          | $11900.00          | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33    | 2033-03-15      | 4.9500%  | 0.0000% | $3256000.00        | $3268389.08        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40 | 2040-07-01      | 4.5000%  | 0.0000% | $102023.00         | $91057.57          | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $15000.00          | $15487.02          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $26000.00          | $26008.70          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.794%021332  | 2032-02-13      | 1.7940%  | 0.0000% | $1000.00           | $885.99            | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 34    | 2034-05-18      | 5.1590%  | 0.0000% | $8000.00           | $8413.90           | Corporate Debt Securities |
| CITIZENS BK NA PROVIDENCE RI   SR NT 4.192%29   | 2029-01-29      | 4.1920%  | 0.0000% | $3891000.00        | $3909445.07        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT3.1%29 | 2029-08-05      | 3.1000%  | 0.0000% | $5000.00           | $4852.17           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.15%071539   | 2039-07-15      | 4.1500%  | 0.0000% | $24000.00          | $21694.40          | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 49    | 2049-08-15      | 4.1500%  | 0.0000% | $1082000.00        | $811211.47         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $162000.00         | $167403.71         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 39    | 2039-05-15      | 4.1500%  | 0.0000% | $236000.00         | $214752.53         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.95%030335   | 2035-03-03      | 4.9500%  | 0.0000% | $17000.00          | $17803.33          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $4200000.00        | $2992780.00        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 33    | 2033-09-15      | 5.8750%  | 0.0000% | $300000.00         | $330395.25         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32    | 2032-09-15      | 1.8500%  | 0.0000% | $4000.00           | $3470.42           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36   | 2036-04-01      | 6.1250%  | 0.0000% | $650000.00         | $728877.68         | Corporate Debt Securities |
| BANK AMERICA CORP              JR SB GLBL FL 26 | 2026-12-01      | 4.7040%  | 0.0000% | $100000.00         | $101342.85         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 27   | 2027-07-15      | 4.6250%  | 0.0000% | $12000.00          | $12175.27          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%013029   | 2029-01-30      | 4.3500%  | 0.0000% | $25000.00          | $24885.81          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.627%110134  | 2034-11-01      | 6.6270%  | 0.0000% | $134000.00         | $153267.01         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28    | 2028-01-15      | 3.2500%  | 0.0000% | $26000.00          | $25816.22          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-04-23      | 5.2180%  | 0.0000% | $275000.00         | $289311.86         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54    | 2054-03-15      | 6.7500%  | 0.0000% | $5000000.00        | $5022425.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.75%042145   | 2045-04-21      | 5.7500%  | 0.0000% | $150000.00         | $157782.75         | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 31    | 2031-12-15      | 5.3750%  | 0.0000% | $82000.00          | $85803.16          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42  | 2042-06-20      | 4.0000%  | 0.0000% | $500000.00         | $425497.22         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37    | 2037-01-21      | 5.0650%  | 0.0000% | $2029000.00        | $2052688.57        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT4.6%33 | 2033-03-15      | 4.6000%  | 0.0000% | $445000.00         | $459849.65         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $1673000.00        | $1523509.08        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $14000.00          | $9565.50           | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 54    | 2054-12-01      | 5.6500%  | 0.0000% | $54000.00          | $54726.69          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $7880000.00        | $8832591.31        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT4.3%36 | 2036-05-14      | 4.3000%  | 0.0000% | $32000.00          | $31314.97          | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 49    | 2049-11-21      | 4.2500%  | 0.0000% | $5072000.00        | $4313600.75        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.25%100129   | 2029-10-01      | 3.2500%  | 0.0000% | $4000.00           | $3911.56           | Corporate Debt Securities |
| ABBVIE INC                     4.875%48         | 2048-11-14      | 4.8750%  | 0.0000% | $297000.00         | $278044.84         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 28      | 2028-06-15      | 1.9000%  | 0.0000% | $27000.00          | $25918.92          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 4.3%121030    | 2030-12-10      | 4.3000%  | 0.0000% | $15000.00          | $15236.66          | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 55    | 2055-04-01      | 5.8500%  | 0.0000% | $335000.00         | $345781.97         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.37%060427   | 2027-06-04      | 5.3700%  | 0.0000% | $10000.00          | $10312.71          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.404%090828  | 2028-09-08      | 4.4040%  | 0.0000% | $411000.00         | $422070.01         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.85%020130   | 2030-02-01      | 4.8500%  | 0.0000% | $150000.00         | $154777.92         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 30    | 2030-05-20      | 2.8230%  | 0.0000% | $75000.00          | $71740.98          | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $76000.00          | $77663.96          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 011326-011328 | 2028-01-13      | 4.2995%  | 0.0000% | $435000.00         | $438099.94         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.64%091030   | 2030-09-10      | 4.6400%  | 0.0000% | $34000.00          | $35328.87          | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $2161000.00        | $2403233.69        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $949000.00         | $931819.94         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.819%091529  | 2029-09-15      | 5.8190%  | 0.0000% | $80000.00          | $85515.64          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.045%020637  | 2037-02-06      | 5.0450%  | 0.0000% | $9644000.00        | $9818970.29        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 092225-092228 | 2028-09-22      | 4.4404%  | 0.0000% | $250000.00         | $252522.11         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.571%042733  | 2033-04-27      | 4.5710%  | 0.0000% | $52000.00          | $52974.31          | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $490000.00         | $507282.84         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 35    | 2035-01-15      | 5.6750%  | 0.0000% | $9000.00           | $9375.40           | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060424-060427 | 2027-06-04      | 4.4786%  | 0.0000% | $46000.00          | $46688.00          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.948%072228  | 2028-07-22      | 4.9480%  | 0.0000% | $4000.00           | $4070.08           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 36  | 2036-11-15      | 3.1870%  | 0.0000% | $154000.00         | $134081.61         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $2249000.00        | $2425014.24        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33 | 2033-10-03      | 6.0920%  | 0.0000% | $690000.00         | $772357.02         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31    | 2031-03-24      | 3.1250%  | 0.0000% | $278000.00         | $266741.35         | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 30    | 2030-07-10      | 5.2500%  | 0.0000% | $29000.00          | $30054.56          | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 4.05%081549   | 2049-08-15      | 4.0500%  | 0.0000% | $3000.00           | $2433.60           | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT4.5%29 | 2029-01-15      | 4.5000%  | 0.0000% | $5007000.00        | $5070839.25        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 2.25%30  | 2030-05-15      | 2.2500%  | 0.0000% | $75000.00          | $69807.38          | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 | 2046-02-01      | 4.9000%  | 0.0000% | $75000.00          | $70724.92          | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9782341.67        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $2504000.00        | $2122928.76        | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31   | 2031-12-01      | 11.0000% | 0.0000% | $4684055.00        | $5392648.43        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $53000.00          | $53051.23          | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1085000.00        | $946936.16         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227   | 2027-10-22      | 4.4500%  | 0.0000% | $22000.00          | $22539.25          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538  | 2038-04-15      | 4.3750%  | 0.0000% | $14000.00          | $13675.50          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $431000.00         | $426967.99         | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 43    | 2043-04-15      | 4.7500%  | 0.0000% | $1703000.00        | $1412360.34        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 4.75%33  | 2033-04-30      | 4.7500%  | 0.0000% | $7983000.00        | $8106199.87        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $7985000.00        | $8617328.16        | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT 53    | 2053-10-15      | 5.5500%  | 0.0000% | $263000.00         | $269246.25         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT4.2%27 | 2027-10-01      | 4.2000%  | 0.0000% | $164000.00         | $167159.19         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $690000.00         | $642851.53         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-03-09      | 4.5188%  | 0.0000% | $5000.00           | $5051.62           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $2800000.00        | $2051683.36        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 50    | 2050-03-25      | 4.7500%  | 0.0000% | $390000.00         | $333346.87         | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 34    | 2034-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3219.38           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $1264000.00        | $1170425.90        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.6829%  | 0.0000% | $34000.00          | $34487.08          | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $7851000.00        | $7388523.76        | Corporate Debt Securities |
| HERCULES CAPITAL INC           SR GLBL NT 26    | 2026-09-16      | 2.6250%  | 0.0000% | $13000.00          | $13002.59          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL DEB 97   | 2097-10-01      | 5.2200%  | 0.0000% | $15000.00          | $12619.95          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 28 | 2028-09-08      | 4.5115%  | 0.0000% | $3000.00           | $3037.51           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $25000.00          | $22447.79          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-06-03      | 2.5720%  | 0.0000% | $96000.00          | $90178.69          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%44  | 2044-06-01      | 6.0000%  | 0.0000% | $5000.00           | $5154.67           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $120000.00         | $106213.10         | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT4.7%48 | 2048-10-15      | 4.7000%  | 0.0000% | $1159000.00        | $1008948.13        | Corporate Debt Securities |
| CAMDEN PPTY TR                 SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $13000.00          | $12438.05          | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%032834     | 2034-03-28      | 2.0970%  | 0.0000% | $11000.00          | $8548.04           | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29  | 2029-04-30      | 4.2500%  | 0.0000% | $2917000.00        | $2856333.69        | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50  | 2050-10-01      | 2.9500%  | 0.0000% | $5000000.00        | $2900169.44        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55 | 2055-09-15      | 5.7000%  | 0.0000% | $454000.00         | $455404.37         | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 6.05%55  | 2055-05-15      | 6.0500%  | 0.0000% | $1701000.00        | $1767954.20        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%27 | 2027-03-15      | 2.9000%  | 0.0000% | $5000.00           | $5009.50           | Corporate Debt Securities |
| CONCENTRIX CORP                GLBL NT 6.85%33  | 2033-08-02      | 6.8500%  | 0.0000% | $38000.00          | $36793.00          | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $50000.00          | $50879.83          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 31  | 2031-02-01      | 7.3750%  | 0.0000% | $1000000.00        | $1044046.39        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM FR 5.5%032829    | 2029-03-28      | 5.5000%  | 0.0000% | $40000.00          | $40674.16          | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $1100000.00        | $1127280.00        | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40 | 2040-04-05      | 3.3770%  | 0.0000% | $2000.00           | $1661.80           | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT2.7%30 | 2030-03-11      | 2.7000%  | 0.0000% | $14000.00          | $13419.28          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54 | 2054-09-01      | 6.4500%  | 0.0000% | $15000.00          | $16293.35          | Corporate Debt Securities |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT4.8%43 | 2043-11-01      | 4.8000%  | 0.0000% | $10000.00          | $9196.47           | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $1381000.00        | $1574786.52        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $3600000.00        | $3662358.00        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060523-060526 | 2026-06-05      | 5.0448%  | 0.0000% | $236000.00         | $239510.05         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.65%020134   | 2034-02-01      | 5.6500%  | 0.0000% | $6000.00           | $6441.06           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $2190000.00        | $1852265.50        | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $100000.00         | $108967.50         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $10191000.00       | $7101802.17        | Corporate Debt Securities |
| ABN AMRO BANK N.V.             VR 120324-120328 | 2028-12-03      | 4.7241%  | 0.0000% | $500000.00         | $508208.25         | Corporate Debt Securities |
| AT&T INC                       SR NT 4.3%42     | 2042-12-15      | 4.3000%  | 0.0000% | $9000.00           | $7827.66           | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012326-012330 | 2030-01-23      | 4.4227%  | 0.0000% | $95000.00          | $95420.28          | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $64000.00          | $66792.11          | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT 30    | 2030-11-15      | 2.5500%  | 0.0000% | $7000.00           | $6581.09           | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR 279 144A NT28 | 2028-02-08      | 6.7500%  | 0.0000% | $3000000.00        | $3086107.50        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.05%092039   | 2039-09-20      | 5.0500%  | 0.0000% | $50000.00          | $50475.68          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.526%032428  | 2028-03-24      | 3.5260%  | 0.0000% | $3827000.00        | $3864296.03        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT NT 26   | 2026-07-13      | 4.9788%  | 0.0000% | $395000.00         | $399034.70         | Corporate Debt Securities |
| 3M CO                          FR 5.7%031537    | 2037-03-15      | 5.7000%  | 0.0000% | $2735000.00        | $2989464.40        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.574%060228  | 2028-06-02      | 4.5740%  | 0.0000% | $9000.00           | $9220.32           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 1.25%091026   | 2026-09-10      | 1.2500%  | 0.0000% | $5000.00           | $4958.79           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2%091031      | 2031-09-10      | 2.0000%  | 0.0000% | $52000.00          | $47336.00          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.071%052031  | 2031-05-20      | 5.0710%  | 0.0000% | $3000.00           | $3132.10           | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $8364000.00        | $7605008.82        | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL 144A 30  | 2030-07-16      | 4.8760%  | 0.0000% | $2306000.00        | $2375533.33        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $5000.00           | $4006.56           | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 54    | 2054-01-15      | 5.2500%  | 0.0000% | $109000.00         | $103462.26         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.108%060827  | 2027-06-08      | 4.1080%  | 0.0000% | $253000.00         | $256080.22         | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR NT 5.2%40     | 2040-11-02      | 5.2000%  | 0.0000% | $5993000.00        | $6155716.61        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $10688000.00       | $8186188.59        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 28    | 2028-07-21      | 5.8750%  | 0.0000% | $277000.00         | $288981.64         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 44    | 2044-11-10      | 4.2500%  | 0.0000% | $17000.00          | $14945.58          | Corporate Debt Securities |
| PINE STR TR III                SR 144A NT 54    | 2054-05-15      | 6.2230%  | 0.0000% | $3165000.00        | $3291004.45        | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     FR 4.655%082228  | 2028-08-22      | 4.6550%  | 0.0000% | $4670000.00        | $4716403.58        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.994%041229  | 2029-04-12      | 4.9940%  | 0.0000% | $380000.00         | $394070.45         | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         SR NT 4.45%43    | 2043-01-15      | 4.4500%  | 0.0000% | $5151000.00        | $4471334.14        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.964%102336  | 2036-10-23      | 4.9640%  | 0.0000% | $413000.00         | $419210.79         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.867%060834  | 2034-06-08      | 5.8670%  | 0.0000% | $76000.00          | $82231.61          | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 36    | 2036-02-15      | 5.6500%  | 0.0000% | $5000000.00        | $5204066.67        | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT3.5%50 | 2050-11-15      | 3.5000%  | 0.0000% | $835000.00         | $612636.72         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $4465000.00        | $4497877.28        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%090826   | 2026-09-08      | 4.3500%  | 0.0000% | $65000.00          | $66446.95          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.133%101829  | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $1014.98           | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT2.7%30 | 2030-04-15      | 2.7000%  | 0.0000% | $7000.00           | $6744.50           | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT6.1%56 | 2056-04-01      | 6.1000%  | 0.0000% | $5000000.00        | $5019208.33        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5%021336      | 2036-02-13      | 5.0000%  | 0.0000% | $5942000.00        | $6087902.51        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%50  | 2050-06-15      | 3.0000%  | 0.0000% | $45000.00          | $30113.10          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.95%081433   | 2033-08-14      | 4.9500%  | 0.0000% | $6000.00           | $6245.27           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $271000.00         | $274935.22         | Corporate Debt Securities |
| HUNT J B TRANS SVCS INC        3.875%26         | 2026-03-01      | 3.8750%  | 0.0000% | $74000.00          | $75406.33          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.2%051734    | 2034-05-17      | 5.2000%  | 0.0000% | $20000.00          | $21255.89          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 33    | 2033-07-01      | 5.1500%  | 0.0000% | $9000.00           | $9407.71           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $464000.00         | $444762.56         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41   | 2041-06-15      | 3.3000%  | 0.0000% | $275000.00         | $215767.75         | Corporate Debt Securities |
| ECOLAB INC                     GLBL NT 2.7%51   | 2051-12-15      | 2.7000%  | 0.0000% | $272000.00         | $172339.20         | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $667000.00         | $423191.49         | Corporate Debt Securities |
| BPCE                           FR 6.612%101927  | 2027-10-19      | 6.6120%  | 0.0000% | $400000.00         | $415947.73         | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $148000.00         | $160065.21         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32 | 2032-05-28      | 3.0350%  | 0.0000% | $490000.00         | $458004.57         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%29  | 2029-01-30      | 5.0000%  | 0.0000% | $175000.00         | $180059.25         | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.3648%  | 0.0000% | $77000.00          | $66042.38          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $5022000.00        | $5726107.84        | Corporate Debt Securities |
| AIR LEASE CORP                 SR GLBL NT 28    | 2028-10-01      | 4.6250%  | 0.0000% | $20000.00          | $20534.34          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.7%54   | 2054-11-01      | 5.7000%  | 0.0000% | $488000.00         | $484318.04         | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL NT 7.437%33 | 2033-11-02      | 7.4370%  | 0.0000% | $414000.00         | $485020.49         | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 32    | 2032-02-01      | 2.5390%  | 0.0000% | $8000.00           | $6994.59           | Corporate Debt Securities |
| ABN AMRO BANK N.V.             SNR NPF 144A 27  | 2027-09-18      | 6.3390%  | 0.0000% | $2500000.00        | $2601868.12        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32 | 2032-01-30      | 3.3000%  | 0.0000% | $2356000.00        | $2204638.78        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 55    | 2055-09-15      | 3.5500%  | 0.0000% | $400000.00         | $277450.00         | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.3848%  | 0.0000% | $68000.00          | $56985.58          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.9%38 | 2038-02-15      | 4.9000%  | 0.0000% | $284000.00         | $282660.47         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $4585000.00        | $4822431.68        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $5165000.00        | $6034775.67        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 46    | 2046-05-14      | 4.4500%  | 0.0000% | $210000.00         | $188143.61         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 27    | 2027-03-01      | 4.2500%  | 0.0000% | $23000.00          | $23540.91          | Corporate Debt Securities |
| AT&T INC                       4.9%37           | 2037-08-15      | 4.9000%  | 0.0000% | $165000.00         | $162843.36         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $226000.00         | $221889.81         | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 39    | 2039-11-21      | 4.0500%  | 0.0000% | $184000.00         | $168245.92         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.85%46  | 2046-04-30      | 5.8500%  | 0.0000% | $1358000.00        | $1375348.45        | Corporate Debt Securities |
| AES CORP                       GLBL NT 2.45%31  | 2031-01-15      | 2.4500%  | 0.0000% | $55000.00          | $50818.26          | Corporate Debt Securities |
| ABBVIE INC                     SR NT 4.4%42     | 2042-11-06      | 4.4000%  | 0.0000% | $235000.00         | $215468.37         | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 4.9538%  | 0.0000% | $32000.00          | $26285.67          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $507000.00         | $504470.07         | Corporate Debt Securities |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT34 | 2034-10-15      | 5.0500%  | 0.0000% | $1451000.00        | $1466303.21        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40    | 2040-11-20      | 2.6500%  | 0.0000% | $372000.00         | $273115.06         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $199000.00         | $178240.32         | Corporate Debt Securities |
| UNION PAC CORP                 GLBL 144A NT 60  | 2060-03-20      | 3.8390%  | 0.0000% | $34000.00          | $25640.84          | Corporate Debt Securities |
| WELLS FARGO & CO               VR 091525-091529 | 2029-09-15      | 4.5716%  | 0.0000% | $4500000.00        | $4558649.72        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $181000.00         | $115553.39         | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $9000.00           | $10003.50          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $85000.00          | $65674.40          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 54    | 2054-03-15      | 5.5500%  | 0.0000% | $8000.00           | $8084.12           | Corporate Debt Securities |
| THE CIGNA GROUP                GLBL NT 3.875%47 | 2047-10-15      | 3.8750%  | 0.0000% | $822000.00         | $650981.53         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR NT 4.05%42    | 2042-12-03      | 4.0500%  | 0.0000% | $2000.00           | $1766.06           | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34 | 2034-06-15      | 5.3750%  | 0.0000% | $8000.00           | $8405.28           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.967%042634  | 2034-04-26      | 4.9670%  | 0.0000% | $3000.00           | $3124.57           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39    | 2039-01-23      | 5.4500%  | 0.0000% | $144000.00         | $151605.68         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.5593%  | 0.0000% | $70000.00          | $70687.49          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31    | 2031-03-15      | 2.5500%  | 0.0000% | $126000.00         | $117379.71         | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.4%35 | 2035-02-15      | 5.4000%  | 0.0000% | $5500000.00        | $5670500.00        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT3.5%41 | 2041-02-15      | 3.5000%  | 0.0000% | $4282000.00        | $3549078.61        | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL Z NT5.45%28 | 2028-03-01      | 5.4500%  | 0.0000% | $5000.00           | $5262.07           | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 27    | 2027-01-05      | 4.8500%  | 0.0000% | $6000.00           | $6092.67           | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090825-030827 | 2027-03-08      | 4.4415%  | 0.0000% | $3242000.00        | $3288248.35        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 2%32  | 2032-01-15      | 2.0000%  | 0.0000% | $45000.00          | $39723.00          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $55000.00          | $52818.70          | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 30    | 2030-10-15      | 2.6100%  | 0.0000% | $69000.00          | $66030.93          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43    | 2043-02-15      | 4.4500%  | 0.0000% | $79000.00          | $70774.78          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $35000.00          | $35907.01          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%51 | 2051-01-31      | 3.7000%  | 0.0000% | $884000.00         | $668069.74         | Corporate Debt Securities |
| DEUTSCHE BK AG                 FR 8.5%031533    | 2033-03-15      | 0.0000%  | 0.0000% | $20000.00          | $14322.30          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $8000.00           | $9755.28           | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 3%51     | 2051-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $1312253.33        | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 5.4%32   | 2032-08-15      | 5.4000%  | 0.0000% | $8000.00           | $8159.52           | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 27    | 2027-03-15      | 5.1500%  | 0.0000% | $34000.00          | $35111.97          | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT6.2%55 | 2055-03-15      | 6.2000%  | 0.0000% | $155000.00         | $140282.75         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 30    | 2030-09-06      | 4.8950%  | 0.0000% | $5000.00           | $5216.11           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.21%042028   | 2028-04-20      | 4.2100%  | 0.0000% | $32000.00          | $32522.62          | Corporate Debt Securities |
| SPIRE INC                      JR SB GLBL -A 56 | 2056-06-01      | 6.2500%  | 0.0000% | $2000000.00        | $2046311.67        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.4633%  | 0.0000% | $50000.00          | $43565.55          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30    | 2030-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3095.94           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 4.81%36    | 2036-10-22      | 4.8100%  | 0.0000% | $44000.00          | $44624.42          | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41  | 2041-11-15      | 6.0000%  | 0.0000% | $2000.00           | $2121.52           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | 0.0000% | $471000.00         | $436877.83         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $2506000.00        | $2646539.26        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $2202000.00        | $2299284.36        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.4%092350    | 2050-09-23      | 5.4000%  | 0.0000% | $36000.00          | $35683.92          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $28000.00          | $29503.63          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-09-15      | 5.4000%  | 0.0000% | $4850000.00        | $5084885.50        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $14000.00          | $13773.78          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 54    | 2054-09-15      | 5.9500%  | 0.0000% | $30000.00          | $30661.35          | Corporate Debt Securities |
| BANK AMERICA CORP              JR SB GLBL FL 26 | 2026-09-15      | 4.7448%  | 0.0000% | $280000.00         | $283386.10         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 27    | 2027-08-07      | 5.9850%  | 0.0000% | $10125000.00       | $10246449.38       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.512%072027  | 2027-07-20      | 1.5120%  | 0.0000% | $30000.00          | $29753.82          | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $3000.00           | $3085.51           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $1000.00           | $1034.04           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.831%041935  | 2035-04-19      | 5.8310%  | 0.0000% | $11000.00          | $11983.65          | Corporate Debt Securities |
| STARBUCKS CORP                 SR NT 4.5%48     | 2048-11-15      | 4.5000%  | 0.0000% | $2372000.00        | $2068905.84        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.156%011028  | 2028-01-10      | 5.1560%  | 0.0000% | $15000.00          | $15437.87          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.173%011630  | 2030-01-16      | 5.1730%  | 0.0000% | $3000.00           | $3101.94           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.296%101828  | 2028-10-18      | 6.2960%  | 0.0000% | $4887000.00        | $5174456.60        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.802%012552  | 2052-01-25      | 2.8020%  | 0.0000% | $100000.00         | $64458.07          | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 34    | 2034-07-06      | 5.7480%  | 0.0000% | $4389000.00        | $4723103.85        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $808000.00         | $909964.55         | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | 0.0000% | $1448000.00        | $1014165.12        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $38000.00          | $40074.42          | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $1057711.00        | $1350579.42        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%30 | 2030-11-15      | 3.5000%  | 0.0000% | $3345000.00        | $3272402.35        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-01-16      | 5.5740%  | 0.0000% | $394000.00         | $417859.92         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55    | 2055-07-03      | 5.9960%  | 0.0000% | $503000.00         | $518207.70         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $3704000.00        | $3108048.01        | Corporate Debt Securities |
| MORGAN STANLEY FIN LLC         FXD/FLT 4.5% 26  | 2026-11-29      | 5.0000%  | 0.0000% | $4000.00           | $4056.28           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.7%56 | 2056-02-04      | 6.7000%  | 0.0000% | $818000.00         | $806499.37         | Corporate Debt Securities |
| MACQUARIE BK LTD               FR 5.272%070227  | 2027-07-02      | 5.2720%  | 0.0000% | $589000.00         | $605712.55         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.164%042029  | 2029-04-20      | 5.1640%  | 0.0000% | $468000.00         | $486891.96         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.652%041328  | 2028-04-13      | 5.6520%  | 0.0000% | $298000.00         | $309523.06         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 3.7%031351    | 2051-03-13      | 3.7000%  | 0.0000% | $45000.00          | $33955.45          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | 0.0000% | $97000.00          | $97098.40          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 101425-101328 | 2028-10-13      | 4.4295%  | 0.0000% | $250000.00         | $252004.67         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.5%53 | 2053-02-14      | 3.5000%  | 0.0000% | $40000.00          | $28959.36          | Corporate Debt Securities |
| UNIVERSITY MIAMI FLA           AMRTZ 2022 BD 52 | 2052-04-01      | 4.0630%  | 0.0000% | $647000.00         | $539525.36         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43 | 2043-08-15      | 4.6500%  | 0.0000% | $1190000.00        | $1079341.90        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | 0.0000% | $431000.00         | $440217.83         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.389%042434  | 2034-04-24      | 5.3890%  | 0.0000% | $102000.00         | $108213.07         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1277000.00        | $1370707.68        | Corporate Debt Securities |

### Security 666: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIPR0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FIPR0
- **C.18 - Value (incl. sponsor support):** $799873000.00
- **C.18.a - Value (excl. sponsor support):** $799873000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible 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      FTSE SOUTH KOREA | 2500-12-31      | N/A      | 0.0000% | $264.00            | $12877.92          | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $83876.00          | $402604.80         | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $135965.00         | $6325091.80        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $6302.00           | $1051289.56        | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $159880.00         | $1648362.80        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $667.00            | $118139.51         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $76626.00          | $861276.24         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $22301.00          | $1032313.29        | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $6267.00           | $135179.19         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $185211.00         | $670463.82         | Equities   |
| BW LPG LTD                     COM              | 2500-12-31      | N/A      | 0.0000% | $46085.00          | $822156.40         | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $427223.00         | $3451961.84        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $367688.00         | $40004454.40       | Equities   |
| GABELLI ETFS TRUST             COMMERCIAL AEROS | 2500-12-31      | N/A      | 0.0000% | $2433.00           | $132946.66         | Equities   |
| SIREN ETF TR                   NEXGEN ECONOMY   | 2500-12-31      | N/A      | 0.0000% | $7717.00           | $179728.93         | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $6669.00           | $151853.13         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $1271592.00        | $40004284.32       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $80893.00          | $5222452.08        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL HLT   | 2500-12-31      | N/A      | 0.0000% | $10354.00          | $340853.68         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $227092.00         | $8490969.88        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB   | 2500-12-31      | N/A      | 0.0000% | $240840.00         | $4746956.40        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $34906.00          | $891324.71         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $1374.00           | $67065.90          | Equities   |
| PROSHARES TR                   ULTRA HIGH YLD   | 2500-12-31      | N/A      | 0.0000% | $2550.00           | $203218.17         | Equities   |
| ISHARES TR                     MRGSTR MD CP ETF | 2500-12-31      | N/A      | 0.0000% | $17483.00          | $1551703.66        | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $24750.00          | $1034302.50        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    US EQTY OPPT ETF | 2500-12-31      | N/A      | 0.0000% | $2279.00           | $385014.26         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $2453.00           | $160597.91         | Equities   |
| HARVARD BIOSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $27835.00          | $16726.05          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE DIVERS | 2500-12-31      | N/A      | 0.0000% | $4255.00           | $110269.60         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $70318.09          | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $81683.00          | $328365.66         | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $40622.00          | $825439.04         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $48122.00          | $124154.76         | Equities   |
| INFLECTION POINT ACQUISITION C SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $561610.00         | $5905329.15        | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $164303.00         | $5656952.29        | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4658.00           | $166031.15         | Equities   |
| WISDOMTREE TR                  INFLATION PLUS F | 2500-12-31      | N/A      | 0.0000% | $4162.00           | $145424.86         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104756.00         | $1069558.76        | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $29194.00          | $2111018.14        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $800728.00         | $40004370.88       | Equities   |
| SCHWAB STRATEGIC TR            LONG TERM US     | 2500-12-31      | N/A      | 0.0000% | $16437.00          | $537161.16         | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $8317.00           | $10396.25          | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $244517.46         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $84859.00          | $890170.91         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6288.00           | $422864.86         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $50904.00          | $35088127.20       | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2757.00           | $97981.02          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $77713.02          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $6291.00           | $230009.03         | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $2853.00           | $132350.67         | Equities   |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $658.00            | $24615.78          | Equities   |
| BITWISE FUNDS TRUST            WEB3 ETF         | 2500-12-31      | N/A      | 0.0000% | $341.00            | $23052.62          | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EQUITY ETF | 2500-12-31      | N/A      | 0.0000% | $4720.00           | $371464.00         | Equities   |
| DIREXION SHS ETF TR            DLY S&P OIL GAS  | 2500-12-31      | N/A      | 0.0000% | $5522.00           | $34678.16          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $921336.00         | $40004409.12       | Equities   |
| LISTED FDS TR                  WAHED FTSE ETF   | 2049-12-31      | N/A      | 0.0000% | $5672.00           | $358413.68         | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5423.00           | $323410.37         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $35603.38          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $201516.69         | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $972729.00         | $8384923.98        | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $30400.00          | $2573360.00        | Equities   |
| T ROWE PRICE ETF INC           TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $6189.00           | $254027.51         | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5577.00           | $21694.53          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1525.17           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2341.00           | $348200.34         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $55609.00          | $5528646.78        | Equities   |
| SSGA ACTIVE TR                 STATE STREET US  | 2500-12-31      | N/A      | 0.0000% | $7687.00           | $472289.28         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $5228.00           | $318349.13         | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $3095.00           | $188423.60         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $11789.00          | $354146.28         | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $11877.00          | $1813142.82        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $215651.00         | $2285900.60        | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $45091.00          | $1419915.59        | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $8480.00           | $306209.41         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6941.00           | $517116.30         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334840.00         | $40003334.80       | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $39428.00          | $1105561.12        | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $2885.00           | $56451.66          | Equities   |
| BOYD GROUP SERVICES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $47719.00          | $8435764.82        | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $318830.00         | $13598099.50       | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $56084.76          | Equities   |
| DIMENSIONAL ETF TRUST          US SUSTAINABILTY | 2500-12-31      | N/A      | 0.0000% | $17167.00          | $754105.11         | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $42630.00          | $150483.90         | Equities   |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $17698.00          | $719954.64         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $23758.00          | $316931.72         | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $89389.20          | Equities   |
| GLOBAL X FDS                   DISRUPTIVE MATLS | 2500-12-31      | N/A      | 0.0000% | $12585.00          | $450039.60         | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $4199.00           | $157187.89         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $450247.00         | $40004445.95       | Equities   |
| EA SERIES TRUST                CONCOURSE CAPITL | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $41606.59          | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $5117.00           | $173005.77         | Equities   |
| RBB FUND TRUST                 MUFG JAPAN SMALL | 2500-12-31      | N/A      | 0.0000% | $240.00            | $14423.69          | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $23933.00          | $1623375.39        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $614506.00         | $792712.74         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3029.00           | $68561.42          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $9233.00           | $587542.88         | Equities   |
| DIMENSIONAL ETF TRUST          DIMENSIONAL INTL | 2500-12-31      | N/A      | 0.0000% | $4471.00           | $326827.42         | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4754.00           | $244937.01         | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $437048.00         | $751722.56         | Equities   |
| TIDAL TRUST III                NESTYIELD DYNAMI | 2500-12-31      | N/A      | 0.0000% | $7288.00           | $248885.20         | Equities   |
| INNOVATOR ETFS TRUST           EMERGING MRKT 10 | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5403.12           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $20802.00          | $767177.76         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $378936.00         | $40004273.52       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 MUNI | 2500-12-31      | N/A      | 0.0000% | $11722.00          | $278866.38         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $22334.00          | $1285991.72        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $12785.00          | $268357.15         | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $73153.00          | $4269940.61        | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $27197.00          | $2716164.39        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6081.00           | $113441.66         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $57645.00          | $1797520.98        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED EMRNGS  | 2500-12-31      | N/A      | 0.0000% | $25545.00          | $977351.70         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $170785.00         | $1330415.15        | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $321.00            | $4137.75           | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $59627.00          | $1404812.12        | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $270241.67         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2778.00           | $175035.67         | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $2082.00           | $78866.16          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $315.00            | $9723.77           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $929.00            | $23308.24          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $76206.52          | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $45181.00          | $3310863.68        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $21.00             | $654.92            | Equities   |
| BLACKROCK ETF TRUST            DISCIPLINED VOLA | 2500-12-31      | N/A      | 0.0000% | $281864.00         | $7303180.80        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $931.00            | $23684.64          | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL CTR | 2500-12-31      | N/A      | 0.0000% | $3575.00           | $124931.95         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $489.00            | $19974.82          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3869.00           | $148453.53         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $12802.00          | $316337.42         | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $193753.00         | $7288987.86        | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $5716.00           | $317066.52         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $27192.00          | $699922.08         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $259114.00         | $1404397.88        | Equities   |
| LEGG MASON ETF INVT            CLEARBRIDGE LRG  | 2500-12-31      | N/A      | 0.0000% | $2539.00           | $202105.42         | Equities   |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $3726.00           | $54995.76          | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1039.93           | Equities   |
| BRIDGER AEROSPACE GRP HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $376560.00         | $975290.40         | Equities   |
| DANAOS CORPORATION             SHS              | 2500-12-31      | N/A      | 0.0000% | $18499.00          | $2156243.44        | Equities   |
| VANGUARD WHITEHALL FDS         EM MK GOV BD ETF | 2500-12-31      | N/A      | 0.0000% | $30031.00          | $2052018.23        | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $4419.00           | $394333.00         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $361.00            | $21856.31          | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $179113.00         | $8869675.76        | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $1422.00           | $48526.46          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9416.00           | $164120.88         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $5547.95           | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $2508.00           | $117198.84         | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $5705.00           | $288897.21         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4535.00           | $155622.15         | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $15243.00          | $1017775.11        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $11620.00          | $460733.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  ZACKS MULT AST   | 2500-12-31      | N/A      | 0.0000% | $932.00            | $26669.09          | Equities   |
| NORTHERN LTS FD TR III         HCM DEFEN 500    | 2500-12-31      | N/A      | 0.0000% | $5104.00           | $319306.24         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $25692.00          | $1928133.22        | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $43730.00          | $3271441.30        | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $432574.00         | $40004443.52       | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $4201.00           | $208117.54         | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $117389.00         | $11062739.36       | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $58787.00          | $3405530.91        | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $297458.00         | $29930223.96       | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $14965.00          | $1624600.40        | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $497258.00         | $40004406.10       | Equities   |
| FIRST TR EXCH TRADED FD III    EME MRK BD ETF   | 2500-12-31      | N/A      | 0.0000% | $37167.00          | $1144743.60        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDLS PROD DUR   | 2500-12-31      | N/A      | 0.0000% | $67.00             | $6068.19           | Equities   |
| FIRST TR EXCH TRADED FD III    MANAGD MUN ETF   | 2500-12-31      | N/A      | 0.0000% | $3023.00           | $157135.54         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $29616.00          | $1259272.32        | Equities   |
| PIMCO ETF TR                   MTG BKD SECS ACT | 2500-12-31      | N/A      | 0.0000% | $1289.00           | $65262.07          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1475.00           | $125960.28         | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $520755.00         | $40004399.10       | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $194157.00         | $20708785.62       | Equities   |
| DOUBLELINE ETF TRUST           MORTGAGE ETF     | 2500-12-31      | N/A      | 0.0000% | $11160.00          | $562240.80         | Equities   |
| CEMEX SA EURO MTN BE 144A      SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $3135144.00        | $40004437.44       | Equities   |
| BNY MELLON ETF TRUST           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $14931.00          | $641137.14         | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $930542.00         | $37659034.74       | Equities   |
| AMERICAN CENTY ETF TR          DIVERSIFID CRP   | 2500-12-31      | N/A      | 0.0000% | $21589.00          | $1033681.32        | Equities   |
| CALAMOS ETF TR                 RUSSELL 2000 STR | 2500-12-31      | N/A      | 0.0000% | $2533.00           | $69453.59          | Equities   |
| CPS TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $12885.00          | $57595.95          | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $183719.99         | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $35833.00          | $2341328.22        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $5239.00           | $207689.68         | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $17811.00          | $949682.52         | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $92984.00          | $8004062.72        | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $45902.00          | $2012343.68        | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $251.00            | $6927.57           | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS SMID GR | 2500-12-31      | N/A      | 0.0000% | $319.00            | $10833.24          | Equities   |
| PRECIDIAN ETFS TR              GSK PLC ADRHEDGE | 2500-12-31      | N/A      | 0.0000% | $156.00            | $12673.47          | Equities   |
| PPG INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $186980.00         | $23088290.40       | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV APRL  | 2500-12-31      | N/A      | 0.0000% | $3886.00           | $122214.70         | Equities   |
| PARNASSUS INCOME FDS           VALUE SELECT ETF | 2500-12-31      | N/A      | 0.0000% | $863.00            | $25498.80          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4762.00           | $228290.28         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3134.00           | $304123.36         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34184.00          | $742339.74         | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9771.00           | $314524.58         | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $67350.00          | $7432746.00        | Equities   |
| GLOBAL X FDS                   BITCOIN TREND ST | 2500-12-31      | N/A      | 0.0000% | $2514.00           | $69161.65          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1514218.00        | $4815213.24        | Equities   |
| NANO LABS LTD                  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $18904.00          | $55766.80          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $496.00            | $45398.88          | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $68751.00          | $3063544.56        | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $18008.00          | $1135404.40        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $432.00            | $18281.12          | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $14096.00          | $891431.04         | Equities   |
| ISHARES TR                     LIFEPATH TGT2060 | 2500-12-31      | N/A      | 0.0000% | $5113.00           | $202766.24         | Equities   |
| OWLET INC                      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $24001.00          | $278891.62         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $27252.00          | $612488.70         | Equities   |
| KOREA ELEC PWR CORP            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $34372.00          | $766151.88         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $341.00            | $11856.57          | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2774.00           | $46353.54          | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4392.20           | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $4034.00           | $460158.38         | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $54876.00          | $2662857.90        | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $53164.00          | $539614.60         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $536.00            | $13834.16          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $597.00            | $15262.31          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1692850.00        | $653440.10         | Equities   |
| VANECK ETF TRUST               GAMING ETF       | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $90451.75          | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $358.00            | $28700.86          | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $837438.00         | $40004413.26       | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $18000.00          | $1235700.00        | Equities   |

### Security 667: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 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: ARP1FJLK7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJLK7
- **C.18 - Value (incl. sponsor support):** $6102000000.00
- **C.18.a - Value (excl. sponsor support):** $6102000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **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? 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 | 2029-02-15      | 3.5000%  | 0.0000% | $1834906600.00     | $1839759212.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $122000000.00      | $116416663.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $182050500.00      | $184602139.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $907738800.00      | $924169444.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1112701900.00     | $1161208537.04     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $1986830000.00     | $1997884165.81     | U.S. Treasuries (including strips) |

### Security 668: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 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: ARP1FJLS0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJLS0
- **C.18 - Value (incl. sponsor support):** $7708000000.00
- **C.18.a - Value (excl. sponsor support):** $7708000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **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? 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 | 2028-10-31      | 1.3750%  | 0.0000% | $70000000.00       | $66641402.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $360000000.00      | $399192159.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $1404750000.00     | $1424850441.32     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $650000000.00      | $618232985.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1347700000.00     | $1417835911.76     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $1160200000.00     | $1215985339.70     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1664395900.00     | $1687204132.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $1020599900.00     | $1032217786.70     | U.S. Treasuries (including strips) |

### Security 669: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1FJLZ4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJLZ4
- **C.18 - Value (incl. sponsor support):** $8405000000.00
- **C.18.a - Value (excl. sponsor support):** $8405000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **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? 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 | 2049-02-15      | 3.0000%  | 0.0000% | $920800000.00      | $700699771.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $731559500.00      | $748554704.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $4106000.00        | $4218956.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $436603100.00      | $457493713.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $21152000.00       | $21865954.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $792123000.00      | $720986774.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50821171.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $695000000.00      | $716121562.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $24000000.00       | $24300149.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $28986900.00       | $35867664.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $678460000.00      | $720391198.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $479464800.00      | $495371453.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $5611000.00        | $5197913.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $764900000.00      | $773907098.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $770000000.00      | $780913133.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $4287000.00        | $4636235.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $12775000.00       | $13185948.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $714000000.00      | $727455929.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1000000000.00     | $768632475.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $15868000.00       | $17000587.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $4467000.00        | $4560956.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $756500000.00      | $780916681.77      | U.S. Treasuries (including strips) |

### Security 670: 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: ARP1FJM18, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJM18
- **C.18 - Value (incl. sponsor support):** $6042000000.00
- **C.18.a - Value (excl. sponsor support):** $6042000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **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? 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 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $672.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1119.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $4176.00           | $3506.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $2079.00           | $1854.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1707652.00        | $882437.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $849.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3857 | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $600.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $5208.00           | $5161.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $34343424.00       | $31655100.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $1035047.00        | $827439.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $4056.00           | $3293.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1212.79           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4381 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $813.42            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $1045500.00        | $693952.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1120.00           | $933.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $779.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1012.00           | $815.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5138 | 2052-11-01      | 5.5000%  | 0.0000% | $2171.00           | $1669.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  | 0.0000% | $53298086.00       | $41470072.47       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | 0.0000% | $1049.00           | $749.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $871.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $718.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $1034710.00        | $791120.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | 0.0000% | $547096.00         | $421848.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4861 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  | 0.0000% | $33186625.00       | $24146253.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  | 0.0000% | $1005.00           | $850.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6320 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $791.67            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $522295.00         | $356632.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  | 0.0000% | $70096776.00       | $28226243.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1582.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $122919658.00      | $94143956.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $717.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $1024.00           | $669.51            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1094.00           | $1015.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | 0.0000% | $4096.00           | $2995.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $26316368.00       | $24534617.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $221.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.15             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $361590808.00      | $120509898.37      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $160.64            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3163 | 2054-12-01      | 5.0000%  | 0.0000% | $10382971.00       | $10025802.74       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $499000.00         | $71245.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.34              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $1192.00           | $5.28              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $20768277.00       | $99991.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $55532540.00       | $133628.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $9855641.00        | $4252.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $740.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | 0.0000% | $16462880.00       | $12803934.24       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4154 | 2056-02-01      | 5.5000%  | 0.0000% | $28882104.00       | $29825659.87       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1992.66           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1482.53           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $603.13            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1717.33           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3170.33           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1233.62           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $137.68            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2537 | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $708.97            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $741.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2388.55           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $1002.00           | $385.77            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2716.34           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1613.00           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $429.39            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $433.06            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1455.02           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $666.22            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2367.85           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2254.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2279.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1668.50           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $379.25            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $543.35            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $873.73            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2586 | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1752.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1639.76           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1723.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $564.35            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4652 | 2046-02-01      | 4.0000%  | 0.0000% | $5000.00           | $477.52            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $299.38            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $645.39            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $244.44            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  | 0.0000% | $1945000.00        | $169166.11         | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $7253.00           | $19.83             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0834 | 2044-12-01      | 5.5000%  | 0.0000% | $42064.00          | $42333.64          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2235.59           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  | 0.0000% | $1024.00           | $154.17            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $293.91            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1089.46           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1457.51           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $691.59            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $81.92             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $12632.00          | $3113.66           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.66            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2281.36           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2520.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $20382352.00       | $18538847.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $739.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $11001.00          | $1069.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $108.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $710.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6185 | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2425.56           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $75.19             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $7724.88           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $829.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  | 0.0000% | $1384454.00        | $1197301.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2244.51           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2276 | 2036-10-01      | 2.0000%  | 0.0000% | $2278536.00        | $1249437.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $860.36            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $4659.34           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3076.21           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1389.13           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4548.95           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $856.32            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1462.87           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3937.21           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4800.29           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $891.57            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $519.62            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $935.43            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $67864683.00       | $52804257.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.85              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $226918.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $44747920.00       | $530015.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $131497.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS3594 | 2029-10-01      | 3.0000%  | 0.0000% | $494000.00         | $30479.12          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $8000.00           | $4273.32           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI0600 | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1836.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH2386 | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1999.32           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1290791.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $39099145.00       | $31699695.03       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $588.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9855 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $714.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $2016.00           | $1429.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $9492472.00        | $7488542.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1076700.00        | $682446.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1376.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $779.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $563.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $385.46            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1016436.00        | $906552.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $737.99            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $39754205.00       | $30871733.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $1008.00           | $734.10            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $864.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7097 | 2054-06-01      | 5.5000%  | 0.0000% | $29329248.00       | $26935892.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  | 0.0000% | $3534719.00        | $1539682.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1618.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $685000.00         | $431157.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3511 | 2052-05-01      | 4.0000%  | 0.0000% | $1225.00           | $891.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1338.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $15455916.00       | $11585320.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $383.86            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $539.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1926.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $543.65            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $480.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $616221.00         | $409308.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $599.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $1046.00           | $290.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2466 | 2056-01-01      | 5.5000%  | 0.0000% | $2995.00           | $3117.57           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $1193000.00        | $822373.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $43589368.00       | $29804765.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $568.96            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0094 | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $229.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $617.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $842.12            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3340.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1700.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $5086.00           | $4715.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 U6BF0755 | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $179918.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $758.17            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $4922.44           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $729.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $486.67            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $959.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $647.67            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1053.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6992 | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1560.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9902 | 2055-11-01      | 5.5000%  | 0.0000% | $2945.00           | $2866.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3844 | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1728.53           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $2822.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $6.98              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1902 | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2107.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0215 | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1962.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $175.62            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $73.66             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  | 0.0000% | $1200.00           | $308.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  | 0.0000% | $24440597.00       | $3732861.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $3259.00           | $819.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $8008.00           | $1265.05           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $700.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7364 | 2055-12-01      | 5.0000%  | 0.0000% | $3000.00           | $3044.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7499 | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1243.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  | 0.0000% | $1240599.00        | $882940.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $39026528.00       | $26256711.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9823 | 2053-11-01      | 6.5000%  | 0.0000% | $9536.00           | $5207.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1349.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.25            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $815.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $2024.00           | $1664.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $95623328.00       | $77282342.79       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5165 | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $579.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2362.93           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $267.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2397000.00        | $799208.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $355.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $57360507.00       | $402423.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1311 | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $595.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $2048.00           | $100.00            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4785 | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2923.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $9000.00           | $859.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $227006.00         | $39877.36          | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $110000000.00      | $377582.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $341.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $3617244.00        | $3105943.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3999 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2632.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $7999.00           | $820.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1854.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $22793725.00       | $16689706.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $5136.00           | $3908.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $824.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $848.03            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9224 | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $724.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1607.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.29             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $16000.00          | $3894.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $3.93              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $4004.00           | $3690.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $477513.00         | $114186.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | 0.0000% | $159000.00         | $22195.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $1050000.00        | $780648.78         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1331 | 2042-06-01      | 3.5000%  | 0.0000% | $848000.00         | $65832.59          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  | 0.0000% | $3000.00           | $202.37            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $1999.00           | $183.09            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $122.07            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $276.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $1996.00           | $138.62            | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $870911.00         | $2902.11           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04168 G | 2038-04-01      | 6.0000%  | 0.0000% | $106225.00         | $988.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $2049.00           | $1593.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $638.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $24628981.00       | $19302094.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $2200.00           | $1776.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $774.50            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1712.97           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | 0.0000% | $35534656.00       | $25500556.75       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $185.63            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1439 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $655.61            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  | 0.0000% | $5028312.00        | $4666633.93        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $135.52            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $1016.00           | $672.42            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $203000.00         | $25308.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $813.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1973.19           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $492.57            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0080 | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1881.91           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $359.69            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $1000.00           | $232.17            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $425.57            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3733.80           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $967.85            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1364477.00        | $1374801.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1247.06           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8225 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1705.15           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4594 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1961.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1122106.00        | $910881.65         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3795.86           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2010 | 2052-05-01      | 3.5000%  | 0.0000% | $1913.00           | $1203.04           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3530.16           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $624.07            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2338 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $773.83            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $665.47            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $588.43            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4650.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $698.13            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $639.06            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $664.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4018.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6046 | 2050-01-01      | 3.5000%  | 0.0000% | $1004.00           | $84.08             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1543.91           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4951 | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $1008.86           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | 0.0000% | $12359548.00       | $8845136.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $568.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $685.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $811.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $1001.00           | $232.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1022041.00        | $720416.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1002.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1067520.00        | $804637.53         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $33.09             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6636 | 2055-12-01      | 6.0000%  | 0.0000% | $3024.00           | $3154.35           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3376.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $122.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6632 | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $3043.22           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2455 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $338.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | 0.0000% | $19711590.00       | $15850656.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $845.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $575.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.29              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $6209.00           | $941.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1227.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  | 0.0000% | $509312.00         | $391738.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1323214.00        | $853249.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $612.96            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3810.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $156.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1596.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $148.51            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1014.18           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $617.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $197.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $664.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $981.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0130 | 2056-08-01      | 3.5000%  | 0.0000% | $3975.00           | $1201.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $3001.00           | $1918.68           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $800.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1131.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $286.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $1502654.00        | $463502.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $3236.00           | $1105.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL685335 | 2033-03-01      | 6.0000%  | 0.0000% | $2082.00           | $33.71             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8097 | 2055-12-01      | 5.5000%  | 0.0000% | $2999.00           | $3068.09           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $844.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $4001.00           | $234.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.43              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $189.81            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1056.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3127 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.88           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $1000.00           | $129.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5862 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $942.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS3834 | 2029-11-01      | 2.5000%  | 0.0000% | $1000.00           | $55.19             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | 0.0000% | $1007.00           | $46.60             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8943 | 2047-03-01      | 3.0000%  | 0.0000% | $478015630.00      | $103336172.59      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $941.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1621.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1556.12           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $146.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $308.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $611.10            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $633.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $3008.00           | $345.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5226 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1857.01           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  | 0.0000% | $2016.00           | $1551.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH2880 | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1635.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $943.76            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $2001.00           | $862.98            | 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 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4585.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3542.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6635 | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1322.21           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $595.05            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1974.31           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $865.60            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1660.65           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $260.51            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $2000.00           | $518.76            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $858.81            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $636.50            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $68279109.00       | $57524982.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1231787.00        | $1081108.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1109.00           | $962.02            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $480.48            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $1005.00           | $618.82            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $506.51            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $35.14             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $4604656.00        | $1270361.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $246897.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $94019968.00       | $3935019.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $887793.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $809.41            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $436.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7741 | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3055.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $865.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $4001.00           | $318.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0125 | 2056-07-01      | 4.0000%  | 0.0000% | $2000.00           | $553.21            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $790.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $658.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1739.17           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | 0.0000% | $1033.00           | $791.24            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $32579837.00       | $27163426.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $19338671.00       | $16893789.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | 0.0000% | $12705870.00       | $10301873.99       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $3087.00           | $2598.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $98427404.00       | $92228886.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | 0.0000% | $254000.00         | $246686.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | 0.0000% | $2395374.00        | $2231165.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $6240.00           | $3448.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $19270680.00       | $15888748.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8147 | 2054-03-01      | 5.5000%  | 0.0000% | $2992.00           | $2503.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | 0.0000% | $196563.00         | $177391.03         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $768.14            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $3456.00           | $2842.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | 0.0000% | $6600081.00        | $5253875.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $34717272.00       | $30142016.53       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $1040.00           | $745.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | 0.0000% | $142000342.00      | $76825290.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $495.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $2089.00           | $1401.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7955 | 2054-02-01      | 4.5000%  | 0.0000% | $2012.00           | $1922.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $76000000.00       | $63289310.07       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $6503092.00        | $5572834.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $79090596.00       | $190989.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $23332270.00       | $263101.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $17425399.00       | $96759.28          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $729.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3997 | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1819.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $49789161.00       | $30724285.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1582.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2593.08           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $36246432.00       | $32687073.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $1028.00           | $971.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1580.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $613.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $729.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $447.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1085724.00        | $785874.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8662 | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4791.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4747 | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $128.13            | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $3996.00           | $84.09             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  | 0.0000% | $19794656.00       | $16165383.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $42259886.00       | $38435338.25       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1592.27           | Agency Mortgage-Backed Securities |
| 07.000 FGPC G07335 G | 2039-03-01      | 7.0000%  | 0.0000% | $2000.00           | $77.08             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3181.42           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $46168006.49       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $387.32            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1699 | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $119.72            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $161.49            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $254.53            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4510.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1157300.00        | $1135441.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3146.92           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $2999.00           | $518.12            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $713.65            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1730.54           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $349.55            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2839.71           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1927.90           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $172.96            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $4000.00           | $1408.20           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.22            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $235.76            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2272.74           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $375.12            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4549.87           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1125.47           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1709.17           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1167.02           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $729.61            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $1990.00           | $1079.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $3205740.00        | $3052494.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $56684592.00       | $49131010.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7051 | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1641.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $3072.00           | $2496.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $46810198.00       | $41691251.39       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $45677521.00       | $27684361.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2871.59           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $880.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $949.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $12342127.00       | $9545027.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $718.09            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $1008.00           | $531.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4764 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1691.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1194 | 2048-02-01      | 4.0000%  | 0.0000% | $393716.00         | $104464.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $2048.00           | $477.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  | 0.0000% | $2021.00           | $1431.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $782.48            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $392049.00         | $147374.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1661.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $325.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $198717000.00      | $101429915.19      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $9187799.00        | $5700589.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $157.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $218811392.00      | $116588225.27      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $987.82            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $18001.00          | $14783.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $1999.00           | $1052.39           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $815.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $750.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $129473.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  | 0.0000% | $1004.00           | $826.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $2076.00           | $1661.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7052 | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $23982759.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $877.68            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1939.97           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1069 | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $599.34            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $2829808.00        | $1557631.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $673.79            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1624 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $611.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $4010.00           | $397.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $178.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $762.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $553.81            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7122 | 2050-09-01      | 2.5000%  | 0.0000% | $1628.00           | $709.48            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $445.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $1231662.00        | $952655.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $2997.00           | $1253.97           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $977282.00         | $741578.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $309.68            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4555 | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1884.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1354.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $931.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0030 | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2734.98           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1064730.00        | $817101.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $796927.40         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3676.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  | 0.0000% | $2553608.00        | $2374266.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $984.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2254.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2195 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2385.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $129.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $544338.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4338 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1673.99           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $11001.00          | $4826.55           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1591.05           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB3501 | 2054-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2132.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBO9440 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2179.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6805 | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $3047.06           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $787.95            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1252.92           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1492.57           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $989.51            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.03            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4361.47           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $764.61            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $8763679.00        | $6274974.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $451.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1188637.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $774.41            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $189.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $901.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $448.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $366.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6913 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $941.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $450057.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $7001.00           | $3399.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $15001.00          | $7465.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $2365.09           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $119.91            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $1000.00           | $194.58            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $2022464.00        | $657380.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.61            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $4.91              | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $125.39            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | 0.0000% | $1001.00           | $703.27            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | 0.0000% | $43945401.00       | $31806755.31       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $266.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $1129294.00        | $206026.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $478.22            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $21568812.00       | $14364799.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2089.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $6087.00           | $35.00             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $792.49            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $1922747.00        | $940452.72         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $39410485.00       | $23586803.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $149765777.00      | $115502623.66      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $2038404.00        | $1915534.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $434525387.00      | $32472111.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $35308569.00       | $28720942.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  | 0.0000% | $5791669.00        | $3991732.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0565 | 2055-01-01      | 6.0000%  | 0.0000% | $58548095.00       | $55230959.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5349 | 2055-12-01      | 5.5000%  | 0.0000% | $3000.00           | $3078.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4308 | 2056-02-01      | 5.0000%  | 0.0000% | $3000.00           | $3053.35           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU4257 | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $632.40            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  | 0.0000% | $10316589.00       | $10711694.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | 0.0000% | $1897.00           | $1261.12           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3122 | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2056.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $117322272.00      | $171029.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1210 | 2054-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1009.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $996.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $77389.00          | $165.03            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $146862.00         | $112566.77         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $135.85            | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $17529.00          | $62.41             | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $1615.00           | $2.25              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $251.23            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $26.91             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $434.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3197 | 2053-06-01      | 5.5000%  | 0.0000% | $2049.00           | $1606.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $38.61             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $582645008.00      | $79435455.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $37.47             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $1001.00           | $121.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $39.93             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $2782.47           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $911.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1134 | 2046-02-01      | 4.5000%  | 0.0000% | $3000.00           | $506.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $1000492.00        | $161071.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $2049.00           | $1377.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | 0.0000% | $1024.00           | $158.92            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $40818231.00       | $33872960.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $4126.00           | $68.55             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $69.21             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  | 0.0000% | $259070417.00      | $24071587.18       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $1192000.00        | $588859.95         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $23727072.00       | $14531868.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $681.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5819 | 2045-09-01      | 3.5000%  | 0.0000% | $238599168.00      | $26566635.67       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAU1665 | 2028-07-01      | 3.0000%  | 0.0000% | $1000.00           | $27.66             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $118.14            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $190771.00         | $189035.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $198.96            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $250.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1025.30           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $718.79            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $108749189.00      | $60718893.93       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4284 | 2053-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1778.05           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $762.06            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $770.38            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $30198910.00       | $16252119.97       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $4517.00           | $182.72            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1291.60           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3718.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1411.00           | $1148.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3085.77           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $1990.00           | $1150.39           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3000 | 2047-04-01      | 4.0000%  | 0.0000% | $9392.00           | $2049.66           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $3882.69           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  | 0.0000% | $1465100.00        | $1179460.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.56            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $543.76            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $860.25            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $827.66            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $975.79            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4879 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.43           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4953 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.85           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $12497551.00       | $10138379.53       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8406 | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1718.43           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $56735299.00       | $54290938.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4325.59           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | 0.0000% | $1055.00           | $214.59            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $2092.00           | $1536.52           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3831 | 2053-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1550.09           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $344.15            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $196.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  | 0.0000% | $196258816.00      | $33942000.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | 0.0000% | $1006.00           | $708.44            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $27287244.00       | $21109659.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $85287139.00       | $74221904.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $790.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | 0.0000% | $90040938.00       | $73099889.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7985 | 2054-02-01      | 5.5000%  | 0.0000% | $82288.00          | $70862.25          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $1040.00           | $521.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $11696016.00       | $9633389.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $31594928.00       | $24614251.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $31037673.00       | $25924178.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $4048.00           | $3594.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $96495211.00       | $76470986.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $3068388.00        | $2548604.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $457.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $890.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3545.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $3014.00           | $31.58             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $47907712.00       | $32600412.34       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $1020276.00        | $261485.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0484 | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $3069.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $265761.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $314.22            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $335.53            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $724.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $473.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2637.87           | Agency Mortgage-Backed Securities |
| MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $711.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU2465 | 2051-10-01      | 2.0000%  | 0.0000% | $41156160.00       | $25711087.46       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $7001.00           | $2626.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $6002.00           | $1127.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $525.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $304.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  | 0.0000% | $399000.00         | $48588.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9774 | 2052-06-01      | 3.5000%  | 0.0000% | $2995.00           | $2240.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $123.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $41.95             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $1998.00           | $476.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1552.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  | 0.0000% | $6256640.00        | $4829562.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $743.82            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1505.88           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | 0.0000% | $26090567.00       | $11795551.05       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | 0.0000% | $55393840.00       | $26540768.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $3245944.00        | $2597235.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4343 | 2052-08-01      | 4.5000%  | 0.0000% | $32797558.00       | $24888426.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $1023.00           | $860.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.91            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $106504128.49      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $6818417.00        | $4334879.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1721.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4349 | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $25600774.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $7108.00           | $5337.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2572.33           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $986249.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $688.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBO9431 | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $1981.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $502.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $307.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $349.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4918.58           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6310 | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $737.54            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $2010.00           | $1931.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $851.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1680.23           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7721 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1705.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1872.77           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2058.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $41716178.00       | $31547500.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $485185.00         | $400375.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7969 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $903.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $3200.00           | $2506.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1280.00           | $858.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $698673.00         | $160356.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $789.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $182.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $775.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $6100296.00        | $277583.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $230.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $2729060.00        | $545932.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $4357200.00        | $1045664.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  | 0.0000% | $1228.00           | $1270.04           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $49999000.00       | $474891.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3603 | 2055-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3069.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $1031.00           | $317.50            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $956.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.51              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1828578.00        | $612240.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $405.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $7147.00           | $45.64             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5089 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1493.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3494.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $188.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $1009.00           | $146.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $1106.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2124.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK2214 | 2035-03-01      | 2.5000%  | 0.0000% | $821441.00         | $246106.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $72981451.00       | $17548289.81       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $261.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $16.72             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $7993.00           | $58.53             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $2177.00           | $3.00              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.43              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4517.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $3955807.00        | $3033675.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $141.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $162155541.00      | $364965.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $614.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $642.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $272.39            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1314.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $1668063.00        | $483836.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $972.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $177623.00         | $46437.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $296707.00         | $28833.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $485.14            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1801.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6242 | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2474.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9314 | 2053-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3008.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4618 | 2048-02-01      | 4.0000%  | 0.0000% | $26614221.00       | $4708113.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2935.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $379.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $837.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3865.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $19487.00          | $4720.04           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3954.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2192.43           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $366.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $446.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $26002.00          | $8141.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $238129824.00      | $36057234.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $168.02            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1789460.00        | $822675.19         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  | 0.0000% | $17589200.00       | $10008109.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $442963.00         | $156882.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $28179840.00       | $22616323.20       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7111 | 2050-09-01      | 2.0000%  | 0.0000% | $235823333.00      | $124403888.65      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | 0.0000% | $14299025.00       | $10309469.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $37350792.00       | $29779073.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $26078880.00       | $18510314.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $66779865.00       | $49617326.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $2249000.00        | $1816564.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $5040.00           | $3971.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $873.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $50639296.00       | $24191960.46       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $184142336.00      | $99247232.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $72880700.00       | $55800012.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1177.00           | $7.76              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1452.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $1243.00           | $984.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1569 | 2048-04-01      | 5.0000%  | 0.0000% | $103613.00         | $21270.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $2240.00           | $1864.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $20941099.00       | $15793595.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $903.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  | 0.0000% | $1015.00           | $773.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $1001.00           | $725.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $832.02            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $4093.00           | $2951.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $2286.00           | $48.58             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3217.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $1040.00           | $738.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $1029.00           | $287.90            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G04691 G | 2038-06-01      | 5.0000%  | 0.0000% | $6936.00           | $54.22             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $429.03            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $3587.00           | $133.36            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $2000.00           | $468.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $294.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $229.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2074 | 2028-06-01      | 5.5000%  | 0.0000% | $3409.00           | $15.10             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $164.38            | Agency Mortgage-Backed Securities |
| 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.34              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $54074783.00       | $36240413.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $1971.00           | $1611.70           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.59             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $120.24            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $3659.95           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4687 | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $499.05            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $363.07            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3992 | 2053-09-01      | 5.5000%  | 0.0000% | $2048.00           | $1690.90           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $384.31            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $107.23            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $317.01            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2025.55           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $132.45            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $1860.00           | $505.32            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4408.95           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2179.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1801.95           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2836.55           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1076.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $663.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL628485 | 2032-03-01      | 6.5000%  | 0.0000% | $1012.00           | $4.40              | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $612.12            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $528.11            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $415.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $118.53            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI1141 | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1707.77           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $487.89            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL6226 | 2030-01-01      | 2.5000%  | 0.0000% | $1000.00           | $55.99             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $1978680.00        | $1995789.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $36725966.00       | $24132888.28       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $7001.00           | $286.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $800000.00         | $105196.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  | 0.0000% | $25784473.00       | $25914974.84       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $914.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $2172.00           | $11.86             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555135 | 2032-12-01      | 6.5000%  | 0.0000% | $5298.00           | $5.72              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  | 0.0000% | $4920128.00        | $4069344.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT3296 | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $570.26            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $1579916.00        | $516850.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3444 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $317.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $229.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $56793858.00       | $101151.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1440.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $499.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1781164.00        | $658344.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1230.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2327.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $1036650.00        | $741600.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $984.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5935 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1882.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $1081224.00        | $867605.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3752 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2434.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $611.61            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5065 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2659.74           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $955.53            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | 0.0000% | $2024.00           | $1141.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $782.34            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2046.30           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $614.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8926 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $565.23            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  | 0.0000% | $99000.00          | $56140.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1538.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $3150.00           | $2565.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $602.59            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $438.55            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $759.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $39516284.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $1035.00           | $1033.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $2780323.00        | $2167170.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $5127.00           | $4362.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $2623860.00        | $2103665.22        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $1012.00           | $608.62            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $859.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $8020.00           | $5614.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1049270.00        | $786701.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $682.57            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $3072.00           | $2123.39           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $1008.00           | $740.02            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $643.99            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $109012.00         | $70858.61          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $969.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $11007.00          | $7005.37           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $2844.00           | $1428.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1453.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $679.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1403.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $658.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $712601.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.36            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $511.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $4096.00           | $2872.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $1284304.00        | $921393.41         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $967.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $245.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6072 | 2056-01-01      | 5.0000%  | 0.0000% | $7597000.00        | $6579941.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB1355 | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $385.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $25000.00          | $7377.31           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.77             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $24014.00          | $4668.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3016.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $625.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $1034.00           | $781.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $694.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $45368868.00       | $1184513.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $6200.00           | $617.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $50141312.00       | $6291022.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | 0.0000% | $2010.00           | $290.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $6569364.00        | $202922.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $21540.00          | $297.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $6830.00           | $59.42             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $101679615.00      | $90605456.13       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $1049.00           | $29.96             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $1093.00           | $3.34              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $5213.00           | $50.37             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $21970100.00       | $89475.84          | 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 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $618.39            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  | 0.0000% | $28164521.00       | $18650031.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2393.58           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.16            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1557.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1062.45           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  | 0.0000% | $45440332.00       | $7878863.94        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2152 | 2051-12-01      | 3.0000%  | 0.0000% | $1013.00           | $737.74            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $32351.00          | $413.89            | Agency Mortgage-Backed Securities |
| 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  | 0.0000% | $3530.00           | $105.87            | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $63771.00          | $1158.61           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $10752.00          | $428.34            | Agency Mortgage-Backed Securities |
| 05.000 FGPC D97721 G | 2028-04-01      | 5.0000%  | 0.0000% | $10093.00          | $486.68            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $102742.00         | $1147.36           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $3215.00           | $239.83            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01704 G | 2033-07-01      | 5.5000%  | 0.0000% | $22289.00          | $93.08             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $8279.00           | $36.67             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $2024.00           | $31.59             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $145215.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $13950.00          | $1297.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $519.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $55572883.00       | $50778561.44       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $3000.00           | $572.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $107.71            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $911.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $836.30            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2034 | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3185.82           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $3215.00           | $35.38             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $6165.00           | $113.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | 0.0000% | $1002.00           | $860.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5429 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $685.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $765.40            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $2024.00           | $1513.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  | 0.0000% | $2008.00           | $1509.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $112577.00         | $90461.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | 0.0000% | $1002.00           | $839.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  | 0.0000% | $32352760.00       | $27188382.16       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $502.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $17323714.00       | $12557554.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  | 0.0000% | $242000.00         | $159792.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | 0.0000% | $217000.00         | $155576.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $6613.00           | $5217.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $1137.00           | $568.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $3070732.00        | $2677148.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $907.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $436.40            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | 0.0000% | $560000.00         | $218479.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $70627571.00       | $67276300.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $801.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $904.65            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $325367.00         | $220126.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $752.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  | 0.0000% | $4027.00           | $3799.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $724.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  | 0.0000% | $2006.00           | $1749.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $97086889.00       | $50687663.41       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2076.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3281.02           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | 0.0000% | $206911170.00      | $124771414.07      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $461.25            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $2120.00           | $1202.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $287.87            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $603.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $532.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1393.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1595.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $1391232.00        | $545842.69         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2121.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $306.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $682.34            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1732.35           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0038 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1312.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $998960.00         | $439377.44         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $1120.00           | $589.34            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | 0.0000% | $245602883.00      | $133267092.16      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $2104692.00        | $779680.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $982.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1901 | 2054-08-01      | 5.5000%  | 0.0000% | $2016.00           | $2029.80           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1262.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5822 | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3122.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6633 | 2055-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3107.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $881.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5273 | 2054-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1518.45           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $800.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $539.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4747 | 2055-12-01      | 5.5000%  | 0.0000% | $3024.00           | $3113.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2032 | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3052.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $324.53            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2357.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2795 | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $369.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4043.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4629 | 2055-03-01      | 5.5000%  | 0.0000% | $2995.00           | $3038.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1870.08           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2310.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2803.00           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $459.26            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2037.97           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $518.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $6145.00           | $71.07             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA6892 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1194.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $7271.00           | $38.17             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $3687981.00        | $396428.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  | 0.0000% | $24239481.00       | $5531573.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $735138.00         | $737606.93         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $28320440.00       | $259854.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $2041.00           | $282.00            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $14000.00          | $1483.47           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $951.57            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2231.48           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $1300.00           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $223.11            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $274.45            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $2009.00           | $424.72            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $489.89            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $55.16             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $2614156.00        | $1972179.76        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $5001.00           | $2570.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2053.45           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $582.07            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $81.16             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7871 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1446.23           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $653.43            | Agency Mortgage-Backed Securities |
| 03.500 FGPC U99051 G | 2043-06-01      | 3.5000%  | 0.0000% | $250000.00         | $30830.60          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.52            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $531.92            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $44.24             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1321.84           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4659.20           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $949.90            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $99043.00          | $793.96            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $1008.00           | $42.99             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $25.99             | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $5.75              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $5441.00           | $52.53             | Agency Mortgage-Backed Securities |
| 05.000 FGPC G05661 G | 2039-09-01      | 5.0000%  | 0.0000% | $7073.00           | $235.51            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $2001.00           | $1877.28           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $8692269.00        | $7738392.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3542 | 2040-06-01      | 5.5000%  | 0.0000% | $1008.00           | $923.79            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $695.19            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2193.31           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $371.05            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1121170.00        | $897705.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9058 | 2053-05-01      | 5.5000%  | 0.0000% | $2016.00           | $1620.13           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2355.10           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $126.78            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1040.32           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $754.71            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $1387661.00        | $980787.37         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3531.49           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $54.84             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $89.20             | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2785.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1304.84           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2531.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4148 | 2053-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1691.53           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3512.05           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $399437.00         | $110343.22         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7075 | 2050-02-01      | 3.0000%  | 0.0000% | $2058.00           | $697.13            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $818.45            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2305.51           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1524476.00        | $1085801.91        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1506.44           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $610.41            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9988 | 2053-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1641.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6844 | 2052-02-01      | 3.0000%  | 0.0000% | $1355.00           | $804.88            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI7518 | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2126.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $573.64            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $218.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1557.69           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $13648560.00       | $4868069.00        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $525.42            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $250.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA2978 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1927.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $30081320.00       | $28808087.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $9556709.00        | $8043424.24        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $829.28            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  | 0.0000% | $1861904.00        | $1742509.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  | 0.0000% | $1007.00           | $427.80            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $204488330.00      | $105387945.01      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1051 | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $534.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $493859.00         | $244929.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $74083056.00       | $69110859.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $970.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $2001.00           | $812.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1467254.00        | $1067290.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $970.62            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $759.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $1002.00           | $616.72            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1262.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $1001.00           | $167.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4051.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1820.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $176299800.00      | $52059572.56       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $30556105.00       | $11565986.16       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $3136.00           | $1989.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  | 0.0000% | $6251.00           | $1729.48           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $7583109.00        | $7168352.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1016.00           | $640.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1114.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1569.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1215.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $482.38            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $227440108.00      | $122354880.12      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $579101486.00      | $317916445.43      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $507.11            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  | 0.0000% | $1120.00           | $576.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  | 0.0000% | $97260299.00       | $56484698.39       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | 0.0000% | $154662920.00      | $87285461.55       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | 0.0000% | $38718065.00       | $20489106.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4249 | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $672.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $624.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2024.00           | $1461.30           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1386.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $720.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $722.77            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4365 | 2055-02-01      | 6.0000%  | 0.0000% | $28385276.00       | $29882807.47       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $28252634.00       | $579016.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $19454.00          | $5.06              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $36744040.00       | $284579.40         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $34201893.00       | $257012.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $37656.00          | $42.54             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $4181706.00        | $50125.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $53603161.00       | $328446.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $86748460.00       | $65048884.53       | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $207093.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $208115.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $1035.00           | $927.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.33           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $3104.00           | $2930.64           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $698.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $660.09            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2437 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $625.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1346.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $221.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $1514584.00        | $539710.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1356.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1621.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $908.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $1051.00           | $27.27             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $725556.00         | $171902.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $31721312.00       | $29698117.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $49084.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1644 | 2055-12-01      | 5.0000%  | 0.0000% | $62239425.00       | $62580787.06       | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $43575433.00       | $200187.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $47226993.00       | $138023.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $1153.00           | $9.29              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $39423365.00       | $384107.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $179257082.00      | $252615.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $224030.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $60.07             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $49930935.00       | $136953.12         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $33661754.00       | $260465.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $2053.00           | $12.68             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $1307136.00        | $679005.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.84            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2139 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $608.54            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $28246112.00       | $11037514.04       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $136339030.00      | $77133608.52       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $1158580.00        | $856807.79         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $245000.00         | $145487.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $630.33            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8131 | 2050-12-01      | 2.5000%  | 0.0000% | $335000.00         | $163789.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $723.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2566.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1176749.00        | $659407.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $613.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4430 | 2049-10-01      | 3.5000%  | 0.0000% | $3000.00           | $680.81            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $601.69            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $250092099.00      | $130462571.02      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $67361051.00       | $39307836.85       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $55566311.00       | $30343341.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $331303424.00      | $161307315.96      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1777 | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1795.63           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $683663.00         | $405939.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1409.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $2112.00           | $1611.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  | 0.0000% | $6048.00           | $3427.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2250.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $3060.00           | $2183.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $36589651.00       | $26367951.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $669.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $21110570.00       | $16611698.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $27784004.00       | $21628839.28       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2048.00           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $13982528.00       | $11267365.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $3072.00           | $2509.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $913.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $1888883.00        | $69479.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $1071.00           | $926.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $8076040.00        | $6860407.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1824.64           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2859 | 2052-02-01      | 2.5000%  | 0.0000% | $2826040.00        | $1859857.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $6120.00           | $4911.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4898 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.33            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $4561.00           | $1.83              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0457 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2018.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $166.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $942.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3394.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $940.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $11.88             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $1178898.00        | $209198.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5880 | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $90039449.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  | 0.0000% | $2350944.00        | $1569475.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  | 0.0000% | $2306340.00        | $2244666.15        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $8998.00           | $2926.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0219 | 2057-09-01      | 3.5000%  | 0.0000% | $2999.00           | $960.53            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $1037.54           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $763.62            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $449.50            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3945 | 2051-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1266.29           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $304.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1527112.00        | $774941.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $292.80            | Agency Mortgage-Backed Securities |

### Security 671: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1FJME0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJME0
- **C.18 - Value (incl. sponsor support):** $1401000000.00
- **C.18.a - Value (excl. sponsor support):** $1401000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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? 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% | $30384100.00       | $31511942.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $310480100.00      | $338331586.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1027609000.00     | $1059176523.97     | U.S. Treasuries (including strips) |

### Security 672: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJNG4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJNG4
- **C.18 - Value (incl. sponsor support):** $6023000000.00
- **C.18.a - Value (excl. sponsor support):** $6023000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $130134400.00      | $124514587.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $2902100.00        | $2921606.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $41317800.00       | $43849481.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $34865800.00       | $34940047.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $162103200.00      | $161898487.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $425439000.00      | $429715637.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $150454100.00      | $99795182.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $356428400.00      | $225742450.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $6651400.00        | $6552222.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $32603700.00       | $24310703.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $300.00            | $220.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51324429.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $59724000.00       | $45440186.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $12557000.00       | $12290479.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $316000.00         | $311360.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $7237100.00        | $6384563.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $11700.00          | $11575.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $9412000.00        | $8913499.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $304692700.00      | $326472024.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $3778600.00        | $3791777.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $973600.00         | $967777.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $2158700.00        | $2043580.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $234200.00         | $233049.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $6014000.00        | $6161775.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $170000.00         | $172872.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $9800.00           | $9803.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $131354900.00      | $131572279.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $28394200.00       | $28306878.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $207.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $307000.00         | $312845.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $1406000.00        | $1439048.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $18700.00          | $19509.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $199900.00         | $198856.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $8415400.00        | $8457449.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $3529300.00        | $3598704.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $50000000.00       | $49878523.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $30318100.00       | $28942557.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $105567300.00      | $99816506.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $34374200.00       | $34354062.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $841500.00         | $898852.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $86.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $80734100.00       | $62799426.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $282200000.00      | $197065370.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $5418800.00        | $3157479.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $44610400.00       | $26064988.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $21199000.00       | $21132922.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $600.00            | $619.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $136.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $795300.00         | $743175.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $25700.00          | $26858.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $3000000.00        | $2963817.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $298.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $75998900.00       | $76901730.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $77825600.00       | $60149575.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $27049800.00       | $21284075.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $7292700.00        | $5644613.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $180811600.00      | $178221316.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $118825200.00      | $72749063.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $134932000.00      | $74690058.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $112053800.00      | $82304382.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1289900.00        | $1424003.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $5392900.00        | $5135262.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $14648100.00       | $14987912.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $16000.00          | $16756.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $3137000.00        | $2993189.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $342400.00         | $331119.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $3128000.00        | $3122663.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $350000000.00      | $358312355.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $87900.00          | $88798.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $299107600.00      | $301341652.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $601100.00         | $603827.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $8104400.00        | $8271420.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1270500.00        | $1208851.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $78833000.00       | $80046499.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $98596100.00       | $93854256.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $4158100.00        | $4181178.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $6400.00           | $6364.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $131429000.00      | $129595026.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $103200.00         | $102629.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2738000.00        | $2190007.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $58887500.00       | $56214815.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $70919100.00       | $70187865.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $988.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $16245700.00       | $16219718.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $82054000.00       | $76980341.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $14554800.00       | $9826210.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $9179900.00        | $9776205.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $46100000.00       | $47914388.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $3351400.00        | $3379760.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $22765700.00       | $18879438.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $117400.00         | $123578.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $53237400.00       | $49421507.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $12997500.00       | $8572891.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $75880200.00       | $76903165.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $3394400.00        | $3428184.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $381.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $64842700.00       | $56553389.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $3757900.00        | $2732062.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $23069800.00       | $16686333.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $344000.00         | $289152.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $53381700.00       | $43199235.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $4559500.00        | $3313812.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1000.00           | $1031.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $4600.00           | $4669.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $165233000.00      | $168691816.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2048500.00        | $2128315.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $82724000.00       | $85678993.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $279000.00         | $293757.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $342000.00         | $347700.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $2086600.00        | $2188870.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $7480400.00        | $7663925.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $73655000.00       | $74993743.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1009.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $41214000.00       | $42046736.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $22148900.00       | $20256043.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $371400.00         | $368828.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $400464300.00      | $306515811.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $156700000.00      | $113144693.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $18456900.00       | $18760007.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $69867000.00       | $71688740.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $7098800.00        | $7156950.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $858100.00         | $874998.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $449700100.00      | $303489680.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $145390000.00      | $73353349.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $370510000.00      | $372925227.77      | U.S. Treasuries (including strips) |

### Security 673: 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: ARP1FJNJ8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1FJNJ8
- **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):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $16258200.00       | $16838961.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1500.00           | $1568.37           | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAZ2897   | 2045-09-01      | 3.5000%  | 0.0000% | $39209554.00       | $9820493.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994   | 2055-04-01      | 6.5000%  | 0.0000% | $1487573.00        | $1402880.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0534   | 2051-05-01      | 3.0000%  | 0.0000% | $4656468.00        | $2711112.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $4339572.00        | $4072229.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1126900.00        | $768161.40         | Agency Mortgage-Backed Securities  |
| GNHA ML CY5043 H       | 2073-10-20      | 6.0750%  | 0.0000% | $31875.00          | $10845.32          | Agency Mortgage-Backed Securities  |
| GNII SF MB0482 M       | 2055-07-20      | 4.0000%  | 0.0000% | $1000.00           | $949.08            | Agency Mortgage-Backed Securities  |
| GNII SF DQ3356 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1161840.00        | $1193446.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1785237.00        | $1637802.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $95.09             | Agency Mortgage-Backed Securities  |
| GNII SF DO3575 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1038.47           | Agency Mortgage-Backed Securities  |
| GNII SF 003679 M       | 2035-02-20      | 6.0000%  | 0.0000% | $2636008.00        | $39734.05          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $400.00            | $401.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $105.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $500.00            | $504.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $80.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $300.00            | $315.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $86.27             | U.S. Treasuries (including strips) |
| GNII SF DO6076 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.53           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.94            | U.S. Treasuries (including strips) |
| GNHA ML CX2463 H       | 2073-08-20      | 6.0680%  | 0.0000% | $1226363.00        | $369319.83         | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H       | 2072-10-20      | 6.7840%  | 0.0000% | $5300.00           | $4718.67           | Agency Mortgage-Backed Securities  |
| GNMI SF AO8812 X       | 2045-11-15      | 4.5000%  | 0.0000% | $1000.00           | $106.03            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $551.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6868   | 2055-03-01      | 6.5000%  | 0.0000% | $1267630.00        | $1322906.57        | Agency Mortgage-Backed Securities  |
| FKAR 04.380 WNWN2598   | 2029-06-01      | 4.3800%  | 0.0000% | $1000.00           | $1008.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1204.00           | $717.57            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $207.50            | U.S. Treasuries (including strips) |
| GNII SF DQ1920 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1049.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9974   | 2055-04-01      | 5.5000%  | 0.0000% | $2129398.00        | $2156325.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5507   | 2055-02-01      | 5.5000%  | 0.0000% | $3055.00           | $2968.26           | Agency Mortgage-Backed Securities  |
| GNII SF DI7916 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $136981.00         | $133973.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $886313.00         | $410061.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $50123540.00       | $6197372.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5678   | 2056-01-01      | 5.5000%  | 0.0000% | $4011743.00        | $4140280.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7015   | 2055-07-01      | 5.5000%  | 0.0000% | $2452499.00        | $2298835.86        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAO0747   | 2042-04-01      | 3.5000%  | 0.0000% | $2858.00           | $162.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP9363   | 2042-09-01      | 3.5000%  | 0.0000% | $484421.00         | $39759.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $12700.00          | $2006.83           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5536   | 2030-11-01      | 4.0800%  | 0.0000% | $3844.00           | $3890.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7782   | 2054-01-01      | 6.0000%  | 0.0000% | $1898689.00        | $1594540.36        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5131   | 2030-11-01      | 3.9300%  | 0.0000% | $1000.00           | $1005.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3047106.00        | $2709917.08        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $5000.00           | $3893.36           | Agency Mortgage-Backed Securities  |
| GNMI SP 784396 X       | 2047-01-15      | 3.0000%  | 0.0000% | $1000.00           | $332.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2860   | 2056-02-01      | 5.5000%  | 0.0000% | $3690707.00        | $3805780.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $23145912.00       | $10820212.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1814   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $678.77            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4313   | 2031-09-01      | 2.3050%  | 0.0000% | $126033.00         | $116241.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $672.29            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2361   | 2030-01-01      | 4.4700%  | 0.0000% | $13072000.00       | $13407484.16       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4408   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $672.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1290   | 2052-04-01      | 2.0000%  | 0.0000% | $23133731.00       | $17965669.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6479   | 2053-06-01      | 5.5000%  | 0.0000% | $2544000.00        | $2047271.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1861   | 2054-06-01      | 6.5000%  | 0.0000% | $5843.00           | $3979.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6595   | 2056-02-01      | 5.5000%  | 0.0000% | $1108041.00        | $1141294.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $29201495.00       | $19543096.56       | Agency Mortgage-Backed Securities  |
| GNHA ML CX2308 H       | 2073-08-20      | 6.0740%  | 0.0000% | $1326032.00        | $392062.65         | Agency Mortgage-Backed Securities  |
| GNII SP 785301 C       | 2051-02-20      | 3.0000%  | 0.0000% | $918872.00         | $446674.65         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| GNII SP 785106 C       | 2050-08-20      | 3.5000%  | 0.0000% | $1006.00           | $380.47            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $185.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| GNPL PN DJ5976         | 2060-08-15      | 5.7000%  | 0.0000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities  |
| GNII SF 004169 M       | 2038-06-20      | 5.5000%  | 0.0000% | $2532940.00        | $30811.86          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6906   | 2054-10-01      | 6.0000%  | 0.0000% | $2436864.00        | $2236389.27        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $3225.00           | $1906.53           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| GNHA AL DJ1381 H       | 2075-04-20      | 6.3160%  | 0.0000% | $2501908.00        | $2647103.71        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| FKAR 04.250 WNWN5231   | 2030-02-01      | 4.2500%  | 0.0000% | $995000.00         | $1010740.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5605   | 2054-06-01      | 5.5000%  | 0.0000% | $1107536.00        | $1024696.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1725   | 2054-08-01      | 5.5000%  | 0.0000% | $1273758.00        | $1280824.70        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $104.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| GNHA ML CY5061 H       | 2073-11-20      | 6.1090%  | 0.0000% | $989288.00         | $440575.88         | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $1139.00           | $198.45            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5490   | 2030-11-01      | 3.9000%  | 0.0000% | $34998281.00       | $35140957.34       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3273   | 2052-04-01      | 4.0000%  | 0.0000% | $35132091.00       | $24444251.39       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5153   | 2042-04-01      | 2.0000%  | 0.0000% | $1000.00           | $656.64            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBX3788   | 2053-01-01      | 7.0000%  | 0.0000% | $1002.00           | $881.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8594   | 2056-01-01      | 5.5000%  | 0.0000% | $3646974.00        | $3742892.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $6875160.00        | $4962203.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $3448.00           | $3536.57           | Agency Mortgage-Backed Securities  |
| GNII SF DO5960 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.10           | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $407995.00         | $380227.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2483   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $1995.00           | $1452.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1002.00           | $741.32            | Agency Mortgage-Backed Securities  |
| FKAR 04.900 WNWN2569   | 2028-12-01      | 4.9000%  | 0.0000% | $364263.00         | $371824.70         | Agency Mortgage-Backed Securities  |
| FKAR 04.650 WNWN2530   | 2028-12-01      | 4.6500%  | 0.0000% | $1495000.00        | $1516091.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $118602.00         | $89060.11          | Agency Mortgage-Backed Securities  |

### Security 674: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 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: ARP1FJNK5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FJNK5
- **C.18 - Value (incl. sponsor support):** $2094000000.00
- **C.18.a - Value (excl. sponsor support):** $2094000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM RC004A R26F004                                | 2049-10-25      | 5.0000%  | 0.0000% | $106115000.00      | $107069354.11      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-10-25      | 5.3172%  | 0.0000% | $100000000.00      | $58299928.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-08-25      | 4.7500%  | 0.0000% | $208572000.00      | $197405115.10      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-06-25      | 2.0000%  | 0.0000% | $222776.00         | $69665.80          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FU                                   | 2055-02-20      | 4.7615%  | 0.0000% | $40000000.00       | $35600419.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H14 FK                                   | 2062-07-20      | 4.3769%  | 0.0000% | $200000.00         | $4801.44           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O FJ                                    | 2066-04-20      | 4.6469%  | 0.0000% | $400000.00         | $64553.97          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-20O FB                                   | 2065-08-20      | 4.3969%  | 0.0000% | $400000.00         | $36594.08          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-10-25      | 5.0000%  | 0.0000% | $231410000.00      | $233555291.63      | Agency Collateralized Mortgage Obligation |
| FNRM CL104DA R25F104                               | 2055-03-25      | 5.0000%  | 0.0000% | $3750000.00        | $3534830.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FA                                   | 2055-10-20      | 4.7615%  | 0.0000% | $50000000.00       | $49279050.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK                                    | 2066-07-20      | 4.6469%  | 0.0000% | $12900000.00       | $1728076.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 ND                                   | 2052-03-20      | 4.7500%  | 0.0000% | $104240000.00      | $95334860.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $99919.00          | $3990.30           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-3O FT                                    | 2066-05-20      | 4.3769%  | 0.0000% | $1122026.00        | $1714.39           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 4.5469%  | 0.0000% | $800000.00         | $114798.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FH                                   | 2055-02-20      | 4.9315%  | 0.0000% | $40000000.00       | $34305455.31       | Agency Collateralized Mortgage Obligation |
| FNRM RC100KN R25F100                               | 2049-10-25      | 4.5000%  | 0.0000% | $189589000.00      | $177908369.69      | Agency Collateralized Mortgage Obligation |
| FNRM RC014KA R15F014                               | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $106392.15         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 6.0000%  | 0.0000% | $16288800.00       | $16334949.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 4.8672%  | 0.0000% | $2000000.00        | $1254008.97        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2027-11-25      | 3.1630%  | 0.0000% | $18790000.00       | $14177177.36       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-06-25      | 5.0172%  | 0.0000% | $40300000.00       | $25360466.90       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-155       A-2    20330425 FLT | 2033-04-25      | 4.2500%  | 0.0000% | $10999000.00       | $11139242.13       | Agency Collateralized Mortgage Obligation |
| FNRM CL082PT R24F082                               | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $29807614.09       | Agency Collateralized Mortgage Obligation |
| FNRM CL108G R25F108                                | 2051-02-25      | 5.5000%  | 0.0000% | $98448896.00       | $91076656.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB                                   | 2051-12-20      | 2.5000%  | 0.0000% | $50000000.00       | $31534155.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-182 FA                                   | 2052-09-20      | 4.8615%  | 0.0000% | $24987900.00       | $19082108.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-032 EF                                   | 2055-04-20      | 4.1615%  | 0.0000% | $38308920.00       | $37697478.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-18O FB                                   | 2070-11-20      | 4.5469%  | 0.0000% | $20000000.00       | $12908780.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O FG                                   | 2074-08-20      | 4.4615%  | 0.0000% | $86520640.00       | $80741222.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-211 FM                                   | 2055-12-20      | 4.5615%  | 0.0000% | $15000000.00       | $13711087.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-053 DL                                   | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $30746646.69       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-168 B                                    | 2055-10-20      | 5.0000%  | 0.0000% | $60000000.00       | $59588586.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 4.5115%  | 0.0000% | $27904200.00       | $16227318.12       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 4.7500%  | 0.0000% | $160632000.00      | $139621146.12      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 4.6172%  | 0.0000% | $50000000.00       | $43979614.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 4.7115%  | 0.0000% | $100000000.00      | $39092667.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-080 FA                                   | 2053-06-20      | 4.9115%  | 0.0000% | $100000000.00      | $61682532.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-04O F                                    | 2067-11-20      | 3.9615%  | 0.0000% | $1852000.00        | $822130.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O FB                                    | 2067-06-20      | 5.2274%  | 0.0000% | $1000000.00        | $146152.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20O FG                                   | 2066-08-20      | 4.4969%  | 0.0000% | $1000000.00        | $13572.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-032 FG                                   | 2055-12-20      | 4.3315%  | 0.0000% | $30000000.00       | $30001717.32       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-032 TP                                   | 2056-02-20      | 4.5000%  | 0.0000% | $8333328.00        | $8301136.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H20 PT                                   | 2062-07-20      | 4.4381%  | 0.0000% | $100000.00         | $887.10            | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 FB                                   | 2062-01-20      | 4.2969%  | 0.0000% | $1572864.00        | $101.42            | Agency Collateralized Mortgage Obligation |
| GNRA 2017-82 FW                                    | 2047-05-20      | 4.1358%  | 0.0000% | $300000.00         | $27747.79          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 GB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51664238.90       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 4.6172%  | 0.0000% | $175832000.00      | $143573990.88      | Agency Collateralized Mortgage Obligation |
| FNRM CL004V R26F004                                | 2036-08-25      | 5.5000%  | 0.0000% | $29597792.00       | $30246176.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $50275805.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H25 FA                                   | 2061-12-20      | 4.4969%  | 0.0000% | $2860000.00        | $17811.43          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN5   B-1    20421125 FLT | 2042-11-25      | 13.1672% | 0.0000% | $9250000.00        | $10515867.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.0115%  | 0.0000% | $100000000.00      | $43074384.13       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF68         C      20260825 FLT | 2026-08-25      | 9.7937%  | 0.0000% | $59645440.00       | $17951558.41       | Agency Collateralized Mortgage Obligation |

### Security 675: 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: ARP1FJNS8, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FJNS8
- **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):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $96530.05          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $52000.00          | $47538.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1763.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56883.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.24            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3469969.00        | $152887.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $246386.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $722.01            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $2005.00           | $426.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $19088492.65       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $554.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $13541772.00       | $11163219.19       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $91729.32          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5281   | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $956.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1292.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141   | 2035-01-01      | 5.5000%  | 0.0000% | $1002.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $1037887.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $131.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA6657 M       | 2050-05-20      | 3.5000%  | 0.0000% | $39402000.00       | $8440403.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $662248.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $651.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $51620.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $8016366.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $492576.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570   | 2050-11-01      | 2.0000%  | 0.0000% | $1893.00           | $1020.36           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1114203.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1468.41           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1072.00           | $732.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15560786.00       | $11900258.82       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3443073.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $32536342.00       | $28987854.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1053.00           | $1016.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $102000.00         | $74785.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2166142.00        | $1745515.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $300273.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54305.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $711.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $68268.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $208932.00         | $152195.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5296700.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $466.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $154000.00         | $114478.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1457   | 2055-03-01      | 5.5000%  | 0.0000% | $3089716.00        | $3079083.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11215784.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $1029.00           | $926.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1413   | 2054-11-01      | 6.0000%  | 0.0000% | $9323840.00        | $8646615.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $30549.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $16.16             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1124   | 2054-07-01      | 5.5000%  | 0.0000% | $3864654.00        | $3717374.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $14384500.00       | $12313390.82       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546   | 2034-07-01      | 4.0000%  | 0.0000% | $4901128.00        | $1332004.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1886   | 2056-01-01      | 6.0000%  | 0.0000% | $8468000.00        | $9026554.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6849   | 2049-12-01      | 3.5000%  | 0.0000% | $29561.00          | $10699.36          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8892   | 2055-12-01      | 6.0000%  | 0.0000% | $1260324.00        | $1317537.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $217675.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7814.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC2101   | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $54402.97          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5691   | 2054-06-01      | 6.0000%  | 0.0000% | $100000.00         | $85717.07          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1302068.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327   | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $132.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1909356.35        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $30049635.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67002.00          | $40501.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $11135541.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075   | 2053-04-01      | 5.5000%  | 0.0000% | $14166792.00       | $10899903.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3115   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $671.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $84462.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1052481.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15242145.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $1358.00           | $1279.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2474672.00        | $2164385.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6071   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $765.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5300   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1577.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1014   | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $588.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1201031.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $66034.00          | $35058.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5356   | 2054-12-01      | 6.5000%  | 0.0000% | $10223000.00       | $8825401.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $485.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1045.00           | $698.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $188719.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $1013853.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $24112.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $105198.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA6542 M       | 2050-02-20      | 3.5000%  | 0.0000% | $65242000.00       | $9672950.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $291643.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6685   | 2055-11-01      | 5.0000%  | 0.0000% | $1480194.00        | $1508153.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $3369390.00        | $2627212.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997981.00       | $3505924.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0065   | 2055-11-01      | 6.0000%  | 0.0000% | $4259328.00        | $4122713.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6400   | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $54311.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1599000.00        | $810950.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3158   | 2048-11-01      | 4.0000%  | 0.0000% | $99000.00          | $28505.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1869   | 2056-01-01      | 6.0000%  | 0.0000% | $8289000.00        | $8645546.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $138638.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM7144   | 2034-01-01      | 4.0000%  | 0.0000% | $1063640.00        | $389026.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $49142234.00       | $12651992.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1561   | 2055-07-01      | 6.5000%  | 0.0000% | $10872000.00       | $9578422.03        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $5384200.00        | $5512908.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $819000.00         | $640228.25         | U.S. Treasuries (including strips) |
| FNMS 06.000 CTMA5610   | 2045-01-01      | 6.0000%  | 0.0000% | $13128000.00       | $8536307.56        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $2106300.00        | $2172171.18        | U.S. Treasuries (including strips) |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $29666560.00       | $18729184.85       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $5339160.00        | $2636446.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $98431.00          | $47337.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $632.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4166   | 2050-08-01      | 3.0000%  | 0.0000% | $1817000.00        | $442396.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $187.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $401312.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $100000.00         | $33518.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1002.00           | $490.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM5575   | 2036-01-01      | 3.5000%  | 0.0000% | $1058.00           | $433.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1353   | 2039-08-01      | 4.5000%  | 0.0000% | $1000.00           | $224.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3628   | 2035-04-01      | 3.5000%  | 0.0000% | $113000.00         | $32763.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $293000.00         | $62649.54          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $25102700.00       | $26929368.94       | U.S. Treasuries (including strips) |
| FEPC 03.500 3VZT1107   | 2043-03-01      | 3.5000%  | 0.0000% | $299687.00         | $43022.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $13864580.72       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272   | 2052-07-01      | 4.5000%  | 0.0000% | $2213000.00        | $1502911.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $856.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $911.12            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $467000.00         | $202063.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $359.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2201.00           | $1646.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $180000.00         | $138078.87         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $654.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $26435.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5132   | 2053-12-01      | 6.5000%  | 0.0000% | $1186434.00        | $991113.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $26859.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328986.00         | $22714.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $86218.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $7669697.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2788.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $31050.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13184479.00       | $30882.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3722   | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $43597.14          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $796.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619   | 2053-09-01      | 5.5000%  | 0.0000% | $20000.00          | $15384.45          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2568.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8503   | 2055-02-01      | 4.0000%  | 0.0000% | $39000.00          | $36105.15          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $574.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769073.00       | $54675576.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1059.51           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $902.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $16365108.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $330.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1205   | 2051-07-01      | 3.0000%  | 0.0000% | $560000.00         | $256854.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $889.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2044   | 2048-07-01      | 4.5000%  | 0.0000% | $334998.00         | $72075.09          | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $166972.00         | $153035.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $677.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3771   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $601.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $31704788.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $758.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1089675.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3033.91           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945245.00         | $229373.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1010   | 2055-02-01      | 6.5000%  | 0.0000% | $11158000.00       | $9721837.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $620.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO0611   | 2049-05-01      | 4.0000%  | 0.0000% | $1561090.00        | $558293.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2714.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1475.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2142.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $514425.00         | $320729.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $668.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9316   | 2054-10-01      | 5.0000%  | 0.0000% | $50000.00          | $46835.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $636.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9206   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $973.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $740.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY1306   | 2045-03-01      | 3.5000%  | 0.0000% | $325000.00         | $39674.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1843   | 2034-11-01      | 3.5000%  | 0.0000% | $200000.00         | $25490.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4174   | 2052-02-01      | 3.0000%  | 0.0000% | $1063.00           | $956.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3070   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $319.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6186   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $155179.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8314   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $899.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3049   | 2044-04-01      | 4.0000%  | 0.0000% | $185000.00         | $59000.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1010   | 2048-07-01      | 3.5000%  | 0.0000% | $1026.00           | $186.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2809   | 2055-06-01      | 6.5000%  | 0.0000% | $9469000.00        | $9871201.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $21251.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9133   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $951.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5874.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108   | 2050-11-01      | 3.0000%  | 0.0000% | $14998.00          | $5351.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1638.42           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $388.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1640.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $980.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $24000.00          | $6530.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $6792574.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3168382.00        | $2486418.20        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1518.03           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1090.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1818.46           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480001.00         | $204322.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $16406037.00       | $14605662.49       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $575.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3718873.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1584.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $14944181.97       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $649.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $771.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8905   | 2053-04-01      | 6.5000%  | 0.0000% | $14451000.00       | $8772354.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $812.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $166230.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA7769 M       | 2051-12-20      | 3.5000%  | 0.0000% | $15255000.00       | $9811721.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $27775.68          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2230   | 2054-08-01      | 7.0000%  | 0.0000% | $11833000.00       | $10115660.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17122499.00       | $9664006.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2207341.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9071   | 2054-08-01      | 6.5000%  | 0.0000% | $513000.00         | $383734.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $192701.00         | $172221.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9783   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $938.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $875.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1582.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $6975.56           | Agency Mortgage-Backed Securities  |
| GNII SF MB0208 M       | 2055-02-20      | 7.0000%  | 0.0000% | $20738000.00       | $9987490.83        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $729600.00         | $691517.83         | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $92112790.00       | $70955821.21       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0544   | 2055-06-01      | 7.0000%  | 0.0000% | $9366000.00        | $9256688.01        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0614   | 2055-06-01      | 7.0000%  | 0.0000% | $11570000.00       | $9473141.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM4457   | 2035-07-01      | 3.0000%  | 0.0000% | $352341.00         | $63534.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $228.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2336   | 2050-01-01      | 4.0000%  | 0.0000% | $1484000.00        | $294229.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24209320.00       | $21831992.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3572   | 2049-09-01      | 4.5000%  | 0.0000% | $1001.00           | $252.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $552.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $542.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3263955.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $606.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4968   | 2054-08-01      | 6.0000%  | 0.0000% | $4888000.00        | $2973622.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3656   | 2050-08-01      | 3.5000%  | 0.0000% | $1389000.00        | $1302553.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14012897.77       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $162310.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $697.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5322.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743   | 2055-01-01      | 6.5000%  | 0.0000% | $8083313.00        | $6706912.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $46899.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $14312640.00       | $10256602.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $77000.00          | $63761.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7480   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $774.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35204.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $23927040.00       | $22583078.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3130.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $953.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9899   | 2054-08-01      | 6.0000%  | 0.0000% | $118631.00         | $106287.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3050.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5472   | 2054-09-01      | 6.5000%  | 0.0000% | $23843200.00       | $15457218.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $13104440.00       | $11377456.36       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $195100.00         | $197535.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $406700.00         | $411776.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $1600.00           | $1636.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $652500.00         | $843390.78         | U.S. Treasuries (including strips) |
| FEPC 02.500 CLSD1581   | 2052-09-01      | 2.5000%  | 0.0000% | $76000.00          | $52890.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $787.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2700602.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $505.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $20830.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $600.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6097   | 2050-06-01      | 3.5000%  | 0.0000% | $213000.00         | $60583.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $17998580.00       | $17138186.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8707   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $831.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1801.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993   | 2055-02-01      | 6.0000%  | 0.0000% | $27510.00          | $21094.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $109422.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $551.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $4975647.00        | $3932613.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $647047.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $944.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26062.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $839635.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $779630.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $42087.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8946021.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $85.15             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $48793.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1704.00           | $232.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $3539178.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $922.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1353.00           | $125.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8501   | 2053-07-01      | 6.5000%  | 0.0000% | $20059000.00       | $9813706.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $2700.00           | $25.00             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81756 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1023.00           | $373.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2519.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2077734.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466   | 2035-04-01      | 3.0000%  | 0.0000% | $68384.00          | $20973.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $886.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5269   | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1234130.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $26259811.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $22573829.00       | $18786099.81       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4299   | 2052-08-01      | 4.5000%  | 0.0000% | $7051928.00        | $5377356.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $883993.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $74542.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKCA4928   | 2050-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $109073.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22288136.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175   | 2053-09-01      | 5.5000%  | 0.0000% | $8478688.00        | $7423955.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537   | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $61.65             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7676   | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $120694.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448   | 2051-03-01      | 2.0000%  | 0.0000% | $1300000.00        | $772377.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM2174   | 2035-01-01      | 3.5000%  | 0.0000% | $500000.00         | $74411.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $45114.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694635.00        | $933114.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7774   | 2036-07-01      | 2.0000%  | 0.0000% | $33000.00          | $18391.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0550   | 2054-06-01      | 5.0000%  | 0.0000% | $7925824.00        | $7164890.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $603.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6578   | 2036-01-01      | 2.0000%  | 0.0000% | $96000.00          | $49639.85          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $36200.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3869   | 2035-06-01      | 3.0000%  | 0.0000% | $299999.00         | $49024.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2475000.00        | $667113.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $89690.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $300.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798   | 2036-01-01      | 2.0000%  | 0.0000% | $160999.00         | $68533.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $249106.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599   | 2051-01-01      | 3.5000%  | 0.0000% | $2024.00           | $675.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM6840   | 2036-04-01      | 2.5000%  | 0.0000% | $302445.00         | $113471.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $857.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6508   | 2053-06-01      | 4.5000%  | 0.0000% | $1999000.00        | $1647861.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2163   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $198.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683   | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1054.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $61427.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $298.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50202.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $15953487.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2440487.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181999.00        | $165026.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $459.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11595001.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $200000.00         | $65233.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL745870   | 2036-10-01      | 5.0000%  | 0.0000% | $2440000.00        | $25344.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0646   | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $66816.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $42.50             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $56.14             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $296.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $17.96             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2420   | 2055-01-01      | 6.5000%  | 0.0000% | $10765000.00       | $9135923.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7100   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $439.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $407.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3307   | 2055-01-01      | 6.5000%  | 0.0000% | $1280731.00        | $1186232.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6811   | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $434.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4483933.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4793   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $488.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101182.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6524   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $522.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800   | 2050-05-01      | 2.5000%  | 0.0000% | $49644608.00       | $19392297.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1170.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $45909000.00       | $9130873.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568   | 2049-02-01      | 4.5000%  | 0.0000% | $1022.00           | $323.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108   | 2036-05-01      | 5.0000%  | 0.0000% | $1006.00           | $17.52             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $83.66             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8797   | 2053-04-01      | 5.5000%  | 0.0000% | $63434496.00       | $56567245.19       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36237.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6537   | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $92.23             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $50.53             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $15.74             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $51721.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $270.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1508.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621224.00      | $12594589.25       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7554   | 2052-06-01      | 4.0000%  | 0.0000% | $175000.00         | $120152.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $600.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7547   | 2053-12-01      | 6.5000%  | 0.0000% | $17336000.00       | $10161418.44       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $11787328.89       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $2447193.00        | $2039968.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $571.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544   | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $582.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $21237.28          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $58805352.00       | $39164283.76       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $834.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2785725.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1042635.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545   | 2027-03-01      | 3.5000%  | 0.0000% | $1023.00           | $13.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $60.17             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1885054.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1696.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2477   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $87471.05          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1475   | 2052-08-01      | 4.5000%  | 0.0000% | $191000.00         | $140120.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $722.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $200455.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5497   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $640.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $458954.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4310649.00        | $3245657.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $2723470.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5091734.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $124.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $724.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $230.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $59058.00          | $40188.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $803.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3135.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $217708.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628   | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $28.05             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $12075976.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $90664.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795   | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3038.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605   | 2050-11-01      | 3.0000%  | 0.0000% | $1145964.00        | $645316.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $52019.00          | $40377.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $241365.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $782.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $333.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $439611.00         | $284057.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8977   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $560.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8471   | 2036-09-01      | 2.5000%  | 0.0000% | $7358176.00        | $3807227.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $934935.00         | $869015.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8579   | 2051-09-01      | 2.5000%  | 0.0000% | $241000.00         | $140316.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5259   | 2050-11-01      | 3.5000%  | 0.0000% | $1113000.00        | $412073.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0724   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $918.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503   | 2036-04-01      | 2.5000%  | 0.0000% | $1421000.00        | $469638.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $585.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1751530.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $59382.00          | $48259.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $965718.00         | $680071.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1433896.00        | $1133667.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8166   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $540.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3516   | 2055-01-01      | 6.5000%  | 0.0000% | $9046000.00        | $8758434.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $731966.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $290794.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8988   | 2036-09-01      | 2.0000%  | 0.0000% | $108023.00         | $54054.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9134   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $553.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0879   | 2052-06-01      | 3.0000%  | 0.0000% | $11128000.00       | $9310476.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2321   | 2055-05-01      | 5.5000%  | 0.0000% | $2387860.00        | $2034931.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1860   | 2049-07-01      | 6.0000%  | 0.0000% | $1013.00           | $925.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9318   | 2036-11-01      | 2.0000%  | 0.0000% | $132849.00         | $70659.34          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $3173.00           | $665.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $798.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1818   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $756.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1687.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3008.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $705.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $945.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $836.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615   | 2051-01-01      | 4.5000%  | 0.0000% | $1726.00           | $566.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6679   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1273.01           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $837.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1564.45           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690   | 2051-08-01      | 2.5000%  | 0.0000% | $1600000.00        | $1010693.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $302.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $135157.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9694   | 2055-01-01      | 6.0000%  | 0.0000% | $11780000.00       | $9902893.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $269.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1610480.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2986.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126442.00         | $26169.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $582.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $563002.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2661.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35495.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6793   | 2056-01-01      | 5.5000%  | 0.0000% | $25023786.00       | $25760006.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $363.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $1064.00           | $932.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1202.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6580852.00        | $5225310.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $2000002.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $39579.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $824.52            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $1001003.00        | $67001.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $396.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $709.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342642.00       | $8244274.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $1008.16           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1750.00           | $260.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1252958.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.81             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL545189   | 2031-08-01      | 7.5000%  | 0.0000% | $1517848.00        | $817.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6201720.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $934218.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH3301   | 2053-10-01      | 6.0000%  | 0.0000% | $13667000.00       | $9461181.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $32619.02          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1965.00           | $1660.14           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $657.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7544   | 2053-12-01      | 6.5000%  | 0.0000% | $14265000.00       | $8459467.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9378   | 2031-09-01      | 3.0000%  | 0.0000% | $242000.00         | $31607.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $36326.27          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $49179.00          | $23567.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $926.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $16000.00          | $12657.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $93.52             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $720.21            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $887900.00         | $886778.71         | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $18454314.00       | $7718951.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3571   | 2035-06-01      | 3.0000%  | 0.0000% | $290000.00         | $66448.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $413000.00         | $147143.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447   | 2049-11-01      | 4.0000%  | 0.0000% | $7254130.00        | $1863814.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $620.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5693   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $736.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $828522.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $340799.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4163   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $855.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9662   | 2054-12-01      | 5.5000%  | 0.0000% | $1587000.00        | $1467208.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2491   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $892.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3741   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $260388.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4317   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $240.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $30996.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2081   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $439.07            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $170500.00         | $178270.96         | U.S. Treasuries (including strips) |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $11952440.00       | $7548709.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $320.87            | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $13556923.00       | $6892078.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2197   | 2055-11-01      | 6.0000%  | 0.0000% | $9502000.00        | $8386148.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5768   | 2045-07-01      | 6.0000%  | 0.0000% | $9809000.00        | $8592212.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5644   | 2051-02-01      | 2.0000%  | 0.0000% | $271000.00         | $158013.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3375   | 2035-02-01      | 3.5000%  | 0.0000% | $229015.00         | $53094.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.59           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1304   | 2055-04-01      | 7.0000%  | 0.0000% | $1428.00           | $1113.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679834.00       | $12405103.28       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $22267911.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1373488.00        | $1170890.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1418758.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA4171   | 2037-09-01      | 3.0000%  | 0.0000% | $1663568.00        | $1576050.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $17420364.00       | $9260822.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1774   | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $217.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2710   | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3225   | 2050-05-01      | 3.0000%  | 0.0000% | $12065000.00       | $4494176.50        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9528   | 2054-11-01      | 7.0000%  | 0.0000% | $9887000.00        | $9111424.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2897   | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $240.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $31387.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1448.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $267.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000022.00       | $19037376.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $51.83             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8469910.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4257267.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $334.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $811.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $858.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1026.00           | $272.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $52109.62          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $83523.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $21470.04          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $725.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW8980   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153717.00         | $70964.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $97646.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $63706.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $505.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $47392.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $7463700.00        | $5796050.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4083759.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $740705.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $798.61            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $496.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $48000.00          | $41494.87          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99124 G   | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $154.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $771.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2750.04           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2047.72           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $8045.19           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1413.00           | $251.31            | Agency Mortgage-Backed Securities  |

### Security 676: 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: ARP1FJNV1, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FJNV1
- **C.18 - Value (incl. sponsor support):** $3506000000.00
- **C.18.a - Value (excl. sponsor support):** $3506000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $8276800.00        | $8266347.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $72220000.00       | $74008188.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $1147000.00        | $1152399.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $36000.00          | $36242.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $219734800.00      | $225784156.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $50020500.00       | $53595947.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $992700.00         | $994957.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $90426000.00       | $91399948.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $64300.00          | $56725.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $125000000.00      | $131605618.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $4385600.00        | $4523359.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $245487500.00      | $249999989.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $52000000.00       | $52734738.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $20005700.00       | $19944175.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $10725400.00       | $14579521.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $16020300.00       | $16181340.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $419900.00         | $429389.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $200300.00         | $191894.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $199.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $4550200.00        | $5881374.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1671000.00        | $1704014.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $1496000.00        | $1493745.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $292500.00         | $288970.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $160000.00         | $158180.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $749000.00         | $745091.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $9188300.00        | $9473562.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $28607000.00       | $31167812.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $13598000.00       | $13418387.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $4990000.00        | $5342175.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $79600.00          | $63526.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $583000.00         | $1250080.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $425000.00         | $409056.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $999700.00         | $992422.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $9974000.00        | $9896011.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $148600.00         | $146905.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $711000.00         | $709272.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $10125000.00       | $10055238.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $53683600.00       | $54739298.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $100000000.00      | $101531676.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $1952500.00        | $1967083.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $5423700.00        | $5491403.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $235494800.00      | $241281340.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $168000.00         | $160266.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $106.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $110962200.00      | $113505016.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $175500.00         | $102541.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $99500.00          | $99420.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4364000.00        | $4580898.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $5365000.00        | $5435072.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $3366500.00        | $3676948.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $58700.00          | $43115.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $751900.00         | $591630.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $6498000.00        | $6626776.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $53000.00          | $56170.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $50226913.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $4999900.00        | $5519712.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $1027300.00        | $1055136.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $642500.00         | $781370.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $998900.00         | $986185.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $44409400.00       | $44217240.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $300.00            | $296.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $170127700.00      | $172746524.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $214800.00         | $235056.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1800000.00        | $1807728.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $238542100.00      | $245953722.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $39596300.00       | $42477636.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $15000000.00       | $15318113.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $2350100.00        | $2333828.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $613900.00         | $605333.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $975000.00         | $951610.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $180000.00         | $173143.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $190000.00         | $225272.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $27500.00          | $21903.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $1706000.00        | $1703271.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $18634400.00       | $19015279.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $16111200.00       | $20658140.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $898200.00         | $956545.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $550000.00         | $571646.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $150000000.00      | $156699839.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $47300.00          | $54716.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $8875900.00        | $13562217.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $78600.00          | $62975.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $7700.00           | $7853.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $167.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $809000.00         | $587975.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $6156000.00        | $6340159.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $5800.00           | $4460.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $45400.00          | $45699.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1400.00           | $1429.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $10979800.00       | $11102652.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $16284000.00       | $16446074.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $4575400.00        | $3481130.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $4399000.00        | $4588211.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $17076700.00       | $17610746.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $93000.00          | $89809.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $5906400.00        | $6158059.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $16884100.00       | $20369031.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $2132500.00        | $2135909.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $244163300.00      | $249999989.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $91274800.00       | $90107048.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $9000000.00        | $11140456.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $5464000.00        | $5484884.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $69525600.00       | $72046169.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $23947600.00       | $24170962.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $429900.00         | $448087.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $77750000.00       | $80633976.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $21900000.00       | $22973386.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $49900000.00       | $51124255.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $242284500.00      | $249966656.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $78907000.00       | $80062536.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $161915000.00      | $166136837.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7219%  | 0.0000% | $4926500.00        | $4940065.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $415000.00         | $423687.18         | U.S. Treasuries (including strips) |

### Security 677: 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: ARP1FJO40, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1FJO40
- **C.18 - Value (incl. sponsor support):** $371000000.00
- **C.18.a - Value (excl. sponsor support):** $371000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| OPTIMUM COMMUNICATIONS INC     CL A         | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $13916.00          | Equities   |
| ASANA INC                      CL A         | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $136710.00         | Equities   |
| CONAGRA BRANDS INC             COM          | 2500-12-31      | N/A      | 0.0000% | $36765.00          | $688608.45         | Equities   |
| COMCAST CORP NEW               CL A         | 2500-12-31      | N/A      | 0.0000% | $14943.00          | $460991.55         | Equities   |
| AMERIPRISE FINL INC            COM          | 2500-12-31      | N/A      | 0.0000% | $934.00            | $454839.32         | Equities   |
| APPLIED MATLS INC              COM          | 2500-12-31      | N/A      | 0.0000% | $5675.00           | $2132211.00        | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A     | 2500-12-31      | N/A      | 0.0000% | $121328.00         | $322732.48         | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $221043.00         | $18549928.56       | Equities   |
| FREEPORT MCMORAN INC           CL B         | 2500-12-31      | N/A      | 0.0000% | $271278.00         | $18549989.64       | Equities   |
| PATRIA INVESTMENTS LIMITED     COM CL A     | 2500-12-31      | N/A      | 0.0000% | $503715.00         | $6800152.50        | Equities   |
| LIFE360 INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $20932.00          | $1091603.80        | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $34562.00          | $14362584.72       | Equities   |
| LABCORP HOLDINGS INC           COM SHS      | 2500-12-31      | N/A      | 0.0000% | $113.00            | $32501.06          | Equities   |
| KIMBERLY-CLARK CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $5522.00           | $609518.36         | Equities   |
| FIGURE TECHNOLOGY SOLUTIO      COM CL A     | 2500-12-31      | N/A      | 0.0000% | $500.00            | $17020.00          | Equities   |
| PHUNWARE INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $43200.00          | $79056.00          | Equities   |
| SEMTECH CORP                   COM          | 2500-12-31      | N/A      | 0.0000% | $62800.00          | $5682772.00        | Equities   |
| BLOCK INC                      CL A         | 2500-12-31      | N/A      | 0.0000% | $24518.00          | $1336966.54        | Equities   |
| PRICE T ROWE GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $9.00              | $868.14            | Equities   |
| PROCTER & GAMBLE CO            COM          | 2500-12-31      | N/A      | 0.0000% | $20050.00          | $3283187.50        | Equities   |
| SCHEIN HENRY INC               COM          | 2500-12-31      | N/A      | 0.0000% | $7692.00           | $626667.24         | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $69675.00          | $11676136.50       | Equities   |
| GENERAL MTRS CO                COM          | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $630162.00         | Equities   |
| LENNOX INTL INC                COM          | 2500-12-31      | N/A      | 0.0000% | $57.00             | $31031.37          | Equities   |
| VERASTEM INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $55000.00          | $314600.00         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $104027.00         | $1105807.01        | Equities   |
| SMUCKER J M CO                 COM NEW      | 2500-12-31      | N/A      | 0.0000% | $10206.00          | $1183896.00        | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $18150.00          | $18549663.00       | Equities   |
| JPMORGAN CHASE & CO            COM          | 2500-12-31      | N/A      | 0.0000% | $60595.00          | $18549947.35       | Equities   |
| MOLINA HEALTHCARE INC          COM          | 2500-12-31      | N/A      | 0.0000% | $3893.00           | $569779.48         | Equities   |
| TEXAS PACIFIC LAND CORPORATION COM          | 2500-12-31      | N/A      | 0.0000% | $1253.00           | $642212.62         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A         | 2500-12-31      | N/A      | 0.0000% | $11660.00          | $118698.80         | Equities   |
| HUNTINGTON INGALLS INDS INC    COM          | 2500-12-31      | N/A      | 0.0000% | $18.00             | $7974.00           | Equities   |
| EXPEDITORS INTL WASH INC       COM          | 2500-12-31      | N/A      | 0.0000% | $10784.00          | $1560660.48        | Equities   |
| CHARTER COMMUNICATIONS INC     CL A         | 2500-12-31      | N/A      | 0.0000% | $2657.00           | $606805.66         | Equities   |
| EQUITY RESIDENTIAL             SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $16624.00          | $1065930.88        | Equities   |
| EXTRA SPACE STORAGE INC        COM          | 2500-12-31      | N/A      | 0.0000% | $5623.00           | $830179.72         | Equities   |
| DUPONT DE NEMOURS INC          COM          | 2500-12-31      | N/A      | 0.0000% | $17715.00          | $891950.25         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $60730.00          | $637057.70         | Equities   |
| SONO GROUP N V                 SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $6217.00           | $43892.02          | Equities   |
| TWENTY ONE CAP INC             COM SHS CL A | 2500-12-31      | N/A      | 0.0000% | $523900.00         | $3248180.00        | Equities   |
| PAN AMERN SILVER CORP          COM          | 2500-12-31      | N/A      | 0.0000% | $94500.00          | $6379695.00        | Equities   |
| TEXTRON INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $2252.00           | $222114.76         | Equities   |
| NORTHERN TR CORP               COM          | 2500-12-31      | N/A      | 0.0000% | $4823.00           | $711826.57         | Equities   |
| ROCKET COS INC                 COM CL A     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $7108.00           | Equities   |
| STATE STR CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $15732.00          | $2080871.64        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A         | 2500-12-31      | N/A      | 0.0000% | $11677.00          | $126111.60         | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL A  | 2500-12-31      | N/A      | 0.0000% | $37786.00          | $380882.88         | Equities   |
| LINDE PLC                      SHS          | 2500-12-31      | N/A      | 0.0000% | $31945.00          | $15924901.95       | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $64710.00          | $18549768.60       | Equities   |
| VISHAY INTERTECHNOLOGY INC     COM          | 2500-12-31      | N/A      | 0.0000% | $953727.00         | $18549990.15       | Equities   |
| BUNGE GLOBAL SA                COM SHS      | 2500-12-31      | N/A      | 0.0000% | $85808.00          | $10247191.36       | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $33637.00          | $341751.92         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6724.00           | $68584.80          | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $6917.00           | $78023.76          | Equities   |
| AMCOR PLC                      COM NEW      | 2500-12-31      | N/A      | 0.0000% | $13971.00          | $673961.04         | Equities   |
| UNIVERSAL HLTH SVCS INC        CL B         | 2500-12-31      | N/A      | 0.0000% | $4022.00           | $821815.26         | Equities   |
| TAKE-TWO INTERACTIVE SOFTWARE  COM          | 2500-12-31      | N/A      | 0.0000% | $13344.00          | $2846141.76        | Equities   |
| NORTHWEST BANCSHARES INC       COM          | 2500-12-31      | N/A      | 0.0000% | $50100.00          | $646791.00         | Equities   |
| STUBHUB HLDGS INC              CL A         | 2500-12-31      | N/A      | 0.0000% | $55000.00          | $521950.00         | Equities   |
| CATALYST PHARMACEUTICALS INC   COM          | 2500-12-31      | N/A      | 0.0000% | $28800.00          | $716544.00         | Equities   |
| DOLLAR GEN CORP                COM          | 2500-12-31      | N/A      | 0.0000% | $16900.00          | $2602600.00        | Equities   |
| BANK AMERICA CORP              COM          | 2500-12-31      | N/A      | 0.0000% | $338547.00         | $17706008.10       | Equities   |
| CO2 ENERGY TRANSITION CORP     COM          | 2500-12-31      | N/A      | 0.0000% | $7729.00           | $80072.44          | Equities   |
| ARCELLX INC                    COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $29100.00          | $3313908.00        | Equities   |
| BWX TECHNOLOGIES INC           COM          | 2500-12-31      | N/A      | 0.0000% | $61269.00          | $12697387.56       | Equities   |
| AMGEN INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $4409.00           | $1672465.97        | Equities   |
| ALKAMI TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $35949.00          | Equities   |
| REVVITY INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5445.55           | Equities   |
| METLIFE INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $36074.00          | $2739459.56        | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW      | 2500-12-31      | N/A      | 0.0000% | $1102200.00        | $1465926.00        | Equities   |
| INSULET CORP                   COM          | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $1288183.00        | Equities   |
| SOFI TECHNOLOGIES INC          COM          | 2500-12-31      | N/A      | 0.0000% | $971204.00         | $18549996.40       | Equities   |
| SPS COMM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $36100.00          | $2066725.00        | Equities   |
| ROLLINS INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $8568.00           | $512023.68         | Equities   |
| INDIE SEMICONDUCTOR INC        CLASS A COM  | 2500-12-31      | N/A      | 0.0000% | $710675.00         | $2622390.75        | Equities   |
| LIFE TIME GROUP HOLDINGS INC   COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $340341.00         | Equities   |
| HUMANA INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $54.00             | $10088.82          | Equities   |
| HEALTHCARE RLTY TR             CL A COM     | 2500-12-31      | N/A      | 0.0000% | $80400.00          | $1492224.00        | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $10200.00          | $105672.00         | Equities   |
| BIOHAVEN LTD                   COM          | 2500-12-31      | N/A      | 0.0000% | $1229500.00        | $13708925.00       | Equities   |
| DT CLOUD STAR ACQUISITION CORP SHS          | 2500-12-31      | N/A      | 0.0000% | $6925.00           | $75205.50          | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $14247.00          | $144464.58         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A         | 2500-12-31      | N/A      | 0.0000% | $383246.00         | $4093067.28        | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $25755.00          | $268109.55         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $6326.00           | $66043.44          | Equities   |
| WYNN RESORTS LTD               COM          | 2500-12-31      | N/A      | 0.0000% | $1083.00           | $119249.13         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS          | 2500-12-31      | N/A      | 0.0000% | $2733.00           | $27931.26          | Equities   |
| NMP ACQUISITION CORP           CL A         | 2500-12-31      | N/A      | 0.0000% | $17982.00          | $181977.84         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $84859.00          | $890170.91         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $7230.00           | $76131.90          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $12221.00          | $131009.12         | Equities   |
| CHECK POINT SOFTWARE TECH LTD  ORD          | 2500-12-31      | N/A      | 0.0000% | $108700.00         | $16826760.00       | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $124563.00         | $1400088.12        | Equities   |
| CONOCOPHILLIPS                 COM          | 2500-12-31      | N/A      | 0.0000% | $8524.00           | $943606.80         | Equities   |
| EXPAND ENERGY CORPORATION      COM          | 2500-12-31      | N/A      | 0.0000% | $4015.00           | $426754.35         | Equities   |
| BEYOND MEAT INC                COM          | 2500-12-31      | N/A      | 0.0000% | $53.00             | $43.46             | Equities   |
| ARCHER DANIELS MIDLAND CO      COM          | 2500-12-31      | N/A      | 0.0000% | $4368.00           | $294490.56         | Equities   |
| TORO CO                        COM          | 2500-12-31      | N/A      | 0.0000% | $47100.00          | $4638879.00        | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $50307.00          | $504579.21         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $30646.00          | $312589.20         | Equities   |
| VIATRIS INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $785700.00         | $11981925.00       | Equities   |
| PINNACLE FINL PARTNERS INC     COM          | 2500-12-31      | N/A      | 0.0000% | $8800.00           | $845768.00         | Equities   |
| TARGET CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $964.00            | $110657.56         | Equities   |
| BOOT BARN HLDGS INC            COM          | 2500-12-31      | N/A      | 0.0000% | $100.00            | $19722.00          | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $57662.00          | $18549865.40       | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $156087.00         | $1585843.92        | Equities   |
| AMER SPORTS INC                COM SHS      | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $580350.00         | Equities   |
| PEGASYSTEMS INC                COM          | 2500-12-31      | N/A      | 0.0000% | $84.00             | $3806.04           | Equities   |
| INTERNATIONAL FLAVORS&FRAGRANC COM          | 2500-12-31      | N/A      | 0.0000% | $11390.00          | $921906.60         | Equities   |
| PUBLIC SVC ENTERPRISE GROUP    COM          | 2500-12-31      | N/A      | 0.0000% | $6882.00           | $590819.70         | Equities   |
| UBER TECHNOLOGIES INC          COM          | 2500-12-31      | N/A      | 0.0000% | $32591.00          | $2437806.80        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $45401.00          | $18549940.58       | Equities   |
| MCDONALDS CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $36695.00          | $12275578.35       | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM          | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $7366.00           | Equities   |
| WILLIAMS COS INC               COM          | 2500-12-31      | N/A      | 0.0000% | $5197.00           | $388579.69         | Equities   |

### Security 678: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 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: ARP1FJO57, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1FJO57
- **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:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $100100.00         | $102089.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $226600.00         | $220819.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $26800.00          | $26857.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $80580800.00       | $79509069.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $75000000.00       | $66578224.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $31340600.00       | $33580814.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $220600.00         | $221101.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $512300.00         | $517817.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $276000.00         | $269166.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $96100.00          | $100536.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $184000.00         | $181538.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $465100.00         | $460521.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $40100.00          | $39984.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $32499400.00       | $32467221.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $70000.00          | $69829.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $387000.00         | $392054.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $50000.00          | $49702.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $278700.00         | $276730.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $167100.00         | $129979.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $10677700.00       | $10524732.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $530100.00         | $527436.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $74800.00          | $74528.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | 0.0000% | $149800.00         | $148115.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $26800.00          | $26915.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $64000.00          | $60894.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $20200.00          | $18440.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $55271400.00       | $52762836.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $110050700.00      | $108915986.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $75100.00          | $59817.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $99800.00          | $79960.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $244100.00         | $248812.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $23067400.00       | $23750078.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $40600.00          | $40978.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $202900.00         | $169614.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $197900.00         | $203233.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8129%  | 0.0000% | $293500.00         | $294797.78         | U.S. Treasuries (including strips) |

### Security 679: 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: ARP1FJO99, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1FJO99
- **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):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $28700.00          | $29725.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $11713400.00       | $12138055.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $1104000.00        | $1120931.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $20065600.00       | $21049076.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $10000000.00       | $10430124.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | 0.0000% | $195000.00         | $195666.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $13750200.00       | $14041808.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $15000000.00       | $14517249.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $54715250.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $78063500.00       | $77525639.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $762900.00         | $753189.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $622206.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $193000.00         | $195675.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $5609000.00        | $5550112.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $17000000.00       | $17212030.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $77571900.00       | $80008579.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3657000.00        | $3239316.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $43000000.00       | $44675406.62       | U.S. Treasuries (including strips) |

### Security 680: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.690000%
- **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: ARP1FJOG3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJOG3
- **C.18 - Value (incl. sponsor support):** $2175000000.00
- **C.18.a - Value (excl. sponsor support):** $2175000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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? 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 CLFA0956 | 2050-08-01      | 3.5000%  | 0.0000% | $115246348.00      | $100570887.63      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9464 | 2054-11-01      | 5.0000%  | 0.0000% | $106272065.00      | $98885940.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $584.12            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $1276241.00        | $958099.66         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $500030867.00      | $272056019.79      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $362551761.00      | $259420883.77      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $305054156.00      | $292973554.50      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $483258976.00      | $372304842.31      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $113540059.00      | $91413155.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9814 | 2055-01-01      | 6.0000%  | 0.0000% | $109503456.00      | $99305132.87       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3600 | 2052-05-01      | 3.5000%  | 0.0000% | $76944719.00       | $55713539.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZLSI2135 | 2056-02-01      | 6.0000%  | 0.0000% | $992485.00         | $1030103.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $400133049.00      | $356223033.31      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $1121.00           | $651.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $257403951.00      | $239393675.51      | Agency Mortgage-Backed Securities |

### Security 681: 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: ARP1FJOP3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FJOP3
- **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:** 3.7000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FLAGSTAR MRTG TR 2021-7        A-1    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $7244527.00        | $4473803.66        | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1MTG BD 5.95%33     | 2033-10-01      | 5.9500%  | 0.0000% | $100000.00         | $112258.06         | Corporate Debt Securities                         |
| FIP MSTR FDG 2023-1 LLC        A-2    20530315 6.9 | 2053-03-15      | 6.9700%  | 0.0000% | $3053440.00        | $3064244.82        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2021-4    A-3    20661125 FLT | 2066-11-25      | 2.2390%  | 0.0000% | $9946796.00        | $5324418.69        | Private Label Collateralized Mortgage Obligations |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31       | 2031-09-12      | 4.5270%  | 0.0000% | $12000.00          | $12369.94          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $171000.00         | $176224.62         | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-1    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $256268.00         | $151549.41         | Private Label Collateralized Mortgage Obligations |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30     | 2030-09-17      | 4.8100%  | 0.0000% | $1411000.00        | $1373859.34        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.802%102528     | 2028-10-25      | 5.8020%  | 0.0000% | $15000.00          | $15757.08          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.572%102032     | 2032-10-20      | 2.5720%  | 0.0000% | $635000.00         | $583179.84         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 5.9537%  | 0.0000% | $2835500.00        | $2840217.68        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-02-23      | 3.8000%  | 0.0000% | $2400000.00        | $2390189.33        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 34       | 2034-05-01      | 5.0430%  | 0.0000% | $733000.00         | $765193.12         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-03-24      | 4.1750%  | 0.0000% | $2800000.00        | $2851054.50        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.456%020632     | 2032-02-06      | 4.4560%  | 0.0000% | $2013000.00        | $2032283.20        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.813%020234     | 2034-02-02      | 4.8130%  | 0.0000% | $902000.00         | $914034.81         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-03-17      | 3.7850%  | 0.0000% | $896000.00         | $875393.99         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $375000.00         | $379816.25         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $15007000.00       | $14024936.92       | Corporate Debt Securities                         |
| CARRIAGE SVCS INC              SR GLBL 144A 29     | 2029-05-15      | 4.2500%  | 0.0000% | $20000.00          | $19488.23          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41      | 2041-03-01      | 5.0500%  | 0.0000% | $641000.00         | $655658.96         | Corporate Debt Securities                         |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT | 2066-10-25      | 1.1100%  | 0.0000% | $1444567.00        | $706437.44         | Private Label Collateralized Mortgage Obligations |
| BROWN & BROWN INC              SR GLBL NT 34       | 2034-06-11      | 5.6500%  | 0.0000% | $66000.00          | $68724.99          | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $107000.00         | $112427.75         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $1070000.00        | $947196.10         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL DEB 29      | 2029-11-01      | 7.3750%  | 0.0000% | $4236000.00        | $4755604.23        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.8%55    | 2055-03-15      | 5.8000%  | 0.0000% | $3025000.00        | $3148692.25        | Corporate Debt Securities                         |
| ENGIE SA                       SR 144A NT 34       | 2034-04-10      | 5.6250%  | 0.0000% | $9291000.00        | $9972924.56        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 41    | 2041-04-15      | 3.3000%  | 0.0000% | $65000.00          | $50666.85          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL -95TH 36    | 2036-01-15      | 4.9500%  | 0.0000% | $877000.00         | $889126.72         | Corporate Debt Securities                         |
| CREDIT SUISSE USA INC          BD 7.125%32         | 2032-07-15      | 7.1250%  | 0.0000% | $104000.00         | $120329.30         | Corporate Debt Securities                         |
| SMITH & NEPHEW PLC             SR GLBL NT 30       | 2030-10-14      | 2.0320%  | 0.0000% | $20000.00          | $18273.34          | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 30     | 2030-02-15      | 4.3750%  | 0.0000% | $100000.00         | $98368.83          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.5%031328       | 2028-03-13      | 4.5000%  | 0.0000% | $4024000.00        | $4152244.88        | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING FLT 144A NT 28      | 2028-09-11      | 4.5469%  | 0.0000% | $2392000.00        | $2426145.10        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 33     | 2033-04-15      | 5.7500%  | 0.0000% | $230000.00         | $239451.47         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.7%011233       | 2033-01-12      | 4.7000%  | 0.0000% | $30000.00          | $30843.15          | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 27       | 2027-01-15      | 2.4500%  | 0.0000% | $20000.00          | $19825.77          | Corporate Debt Securities                         |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $2550000.00        | $2521469.40        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL DB6.8%28    | 2028-01-15      | 6.8000%  | 0.0000% | $272000.00         | $288957.39         | Corporate Debt Securities                         |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $639000.00         | $584088.33         | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 5.5%26      | 2026-08-28      | 5.5000%  | 0.0000% | $152000.00         | $157432.06         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $351000.00         | $342904.67         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $608000.00         | $555637.18         | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT 44       | 2044-03-15      | 4.5500%  | 0.0000% | $2640000.00        | $2395074.00        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 3.25%040727      | 2027-04-07      | 3.2500%  | 0.0000% | $100000.00         | $100737.89         | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $1506000.00        | $1271892.30        | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 30     | 2030-01-31      | 4.1250%  | 0.0000% | $50000.00          | $48649.19          | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 32       | 2032-03-15      | 2.8960%  | 0.0000% | $2226000.00        | $2090797.21        | Corporate Debt Securities                         |
| MEDLINE BOR LLP/ CO-IS INC     1LIEN 144A NT 29    | 2029-04-01      | 6.2500%  | 0.0000% | $10105000.00       | $10677015.98       | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 5%35     | 2035-04-15      | 5.0000%  | 0.0000% | $573000.00         | $597302.84         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 45       | 2045-11-03      | 4.4500%  | 0.0000% | $67000.00          | $62739.58          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28       | 2028-11-26      | 5.0870%  | 0.0000% | $440000.00         | $453538.27         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 29       | 2029-09-17      | 3.3500%  | 0.0000% | $417000.00         | $411461.78         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-03-09      | 1.4310%  | 0.0000% | $19000.00          | $19114.34          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-01-28      | 5.2070%  | 0.0000% | $10000.00          | $10391.65          | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32    | 2032-03-24      | 3.6250%  | 0.0000% | $403000.00         | $393237.83         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 28       | 2028-12-05      | 7.0500%  | 0.0000% | $1806000.00        | $1910076.77        | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GC40  A-S    20520712 FLT | 2052-07-12      | 3.4120%  | 0.0000% | $163559.00         | $153198.72         | Private Label Collateralized Mortgage Obligations |
| STONEMOR INC                   SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $190000.00         | $190519.33         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            3.95%27             | 2027-12-01      | 3.9500%  | 0.0000% | $1622000.00        | $1629438.67        | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL30    | 2030-02-15      | 6.3000%  | 0.0000% | $737000.00         | $787934.07         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $5593000.00        | $5994344.36        | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 40    | 2040-03-15      | 5.7950%  | 0.0000% | $848000.00         | $907697.08         | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN NT 4.3%45     | 2045-05-20      | 4.3000%  | 0.0000% | $1710000.00        | $1463958.55        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 5.875%40     | 2040-11-15      | 5.8750%  | 0.0000% | $1136000.00        | $1086033.99        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $1851000.00        | $1860584.07        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.994%041229     | 2029-04-12      | 4.9940%  | 0.0000% | $2297000.00        | $2382052.17        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.21%042028      | 2028-04-20      | 4.2100%  | 0.0000% | $55000.00          | $55898.26          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $1000.00           | $1120.76           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $579000.00         | $652066.18         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL 144A 28     | 2028-06-01      | 4.2500%  | 0.0000% | $248000.00         | $246763.17         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $5747000.00        | $5741225.86        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 29       | 2029-04-15      | 3.6500%  | 0.0000% | $1507000.00        | $1518639.06        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR 144A NT5.5%40    | 2040-03-25      | 5.5000%  | 0.0000% | $662000.00         | $702873.35         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $229000.00         | $234565.44         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 34       | 2034-06-01      | 4.9500%  | 0.0000% | $392000.00         | $419830.04         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 6.082%031332     | 2032-03-13      | 6.0820%  | 0.0000% | $1271000.00        | $1395719.28        | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $91000.00          | $72085.65          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 32     | 2032-11-15      | 7.0000%  | 0.0000% | $4684000.00        | $4705280.97        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-09-22      | 2.0130%  | 0.0000% | $300000.00         | $293495.12         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30    | 2030-07-01      | 4.5500%  | 0.0000% | $16000.00          | $16191.16          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 5%032234         | 2034-03-22      | 5.0000%  | 0.0000% | $16000.00          | $16944.44          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $1532000.00        | $1535071.66        | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 28        | 2028-07-10      | 4.4291%  | 0.0000% | $625000.00         | $630810.23         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-05-14      | 5.9050%  | 0.0000% | $3844000.00        | $4156958.73        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $2772000.00        | $2807555.06        | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 28       | 2028-10-01      | 9.2500%  | 0.0000% | $99000.00          | $107520.33         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $39000.00          | $40424.29          | Corporate Debt Securities                         |
| MARS INC                       SR 144A NT 31       | 2031-04-20      | 4.6500%  | 0.0000% | $48000.00          | $50046.92          | Corporate Debt Securities                         |
| MONTELL AMER FIN CORP          GLBL 144A NT 27     | 2027-03-15      | 8.1000%  | 0.0000% | $4589000.00        | $4943408.47        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.182%012330     | 2030-01-23      | 4.1820%  | 0.0000% | $2142000.00        | $2156779.09        | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR GLBL 144A 32     | 2032-06-30      | 4.9500%  | 0.0000% | $38000.00          | $39695.85          | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL REGS 26     | 2026-04-03      | 1.1620%  | 0.0000% | $887000.00         | $888656.92         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $796000.00         | $798998.27         | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT5.7%54    | 2054-06-15      | 5.7000%  | 0.0000% | $1687000.00        | $1735585.60        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $646000.00         | $677078.34         | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $24000.00          | $26000.27          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $9000.00           | $9059.46           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.3%26        | 2026-04-01      | 3.3000%  | 0.0000% | $45000.00          | $45584.70          | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 3.052%030336     | 2036-03-03      | 3.0520%  | 0.0000% | $1200000.00        | $1104804.00        | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     FR 5.05%082635      | 2035-08-26      | 5.0500%  | 0.0000% | $54000.00          | $54780.32          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 26       | 2026-03-01      | 2.7500%  | 0.0000% | $26000.00          | $26348.52          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 37       | 2037-01-29      | 5.1410%  | 0.0000% | $5405000.00        | $5449421.29        | Corporate Debt Securities                         |
| FIP MSTR FDG 2023-1 LLC        A-1    20530315 6.3 | 2053-03-15      | 6.3800%  | 0.0000% | $281595.00         | $277411.27         | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $783000.00         | $842719.41         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $5000.00           | $5201.12           | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $57000.00          | $59945.47          | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $1700000.00        | $1759296.00        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 45    | 2045-09-01      | 5.5800%  | 0.0000% | $63000.00          | $64278.90          | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $120000.00         | $117301.80         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 29       | 2029-03-29      | 4.8500%  | 0.0000% | $58000.00          | $60185.96          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT2.6%33    | 2033-02-15      | 2.6000%  | 0.0000% | $22081000.00       | $19646275.34       | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD4.1%43    | 2043-03-15      | 4.1000%  | 0.0000% | $3142000.00        | $2758424.64        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 28       | 2028-05-10      | 4.9270%  | 0.0000% | $174000.00         | $178261.98         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL DB7.3%31    | 2031-05-01      | 7.3000%  | 0.0000% | $6000.00           | $6964.51           | Corporate Debt Securities                         |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 5.7500%  | 0.0000% | $1400000.00        | $1429892.72        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 35     | 2035-07-01      | 5.6250%  | 0.0000% | $3034000.00        | $3164067.58        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 5.3750%  | 0.0000% | $315000.00         | $310810.89         | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL NT 5.335%30    | 2030-03-19      | 5.3350%  | 0.0000% | $500000.00         | $529312.36         | Corporate Debt Securities                         |
| PETRONAS ENERGY CANADA LIMITED FR 2.112%032328     | 2028-03-23      | 2.1120%  | 0.0000% | $497000.00         | $483752.30         | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1M BD 4.65%43       | 2043-11-15      | 4.6500%  | 0.0000% | $1073000.00        | $980727.36         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.2%26    | 2026-10-21      | 3.2000%  | 0.0000% | $19000.00          | $19135.66          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-03-31      | 4.4120%  | 0.0000% | $7000.00           | $7160.97           | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $2568000.00        | $2509096.50        | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $4000.00           | $3848.68           | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.125%27    | 2027-09-25      | 5.1250%  | 0.0000% | $1506000.00        | $1563858.85        | Corporate Debt Securities                         |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.7281%  | 0.0000% | $6146000.00        | $6167990.04        | Private Label Collateralized Mortgage Obligations |
| EVERGY METRO INC               -2023 BD 4.95%33    | 2033-04-15      | 4.9500%  | 0.0000% | $9000.00           | $9372.06           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.875%040144     | 2044-04-01      | 4.8750%  | 0.0000% | $22000.00          | $21645.82          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-01-15      | 7.0000%  | 0.0000% | $74000.00          | $76091.73          | Corporate Debt Securities                         |
| BANCO SANTANDER SA             ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $5400000.00        | $5386765.50        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $1976000.00        | $2026891.33        | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4.625%44      | 2044-02-01      | 4.6250%  | 0.0000% | $1024000.00        | $947947.80         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $4116000.00        | $4373957.95        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $900000.00         | $849724.50         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 27       | 2027-12-15      | 4.2500%  | 0.0000% | $9441000.00        | $9459693.18        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD           FR 3.875%042726     | 2026-04-27      | 3.8750%  | 0.0000% | $5000000.00        | $5062083.33        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-11-02      | 1.8780%  | 0.0000% | $20000.00          | $19806.98          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $34000.00          | $33594.89          | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 33     | 2033-08-01      | 6.3750%  | 0.0000% | $585000.00         | $606986.74         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $58545.00          | $63282.46          | Corporate Debt Securities                         |
| MAREX GROUP PLC                CR SEN SR GLBL29    | 2029-11-04      | 6.4040%  | 0.0000% | $33000.00          | $35176.07          | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $44000.00          | $35817.10          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.2%29    | 2029-09-27      | 4.2000%  | 0.0000% | $8811000.00        | $8856200.43        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.264%121126     | 2026-12-11      | 5.2640%  | 0.0000% | $96000.00          | $98155.48          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-03-15      | 3.6150%  | 0.0000% | $159000.00         | $160837.64         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT7.5%30    | 2030-07-17      | 7.5000%  | 0.0000% | $800000.00         | $850418.67         | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 5.85%40       | 2040-06-01      | 5.8500%  | 0.0000% | $2500000.00        | $2676312.50        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $3671000.00        | $3775158.51        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 28       | 2028-07-14      | 2.1720%  | 0.0000% | $5000000.00        | $4795171.67        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 30       | 2030-09-09      | 4.6740%  | 0.0000% | $162000.00         | $164190.24         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.2%26        | 2026-06-15      | 3.2000%  | 0.0000% | $14000.00          | $14067.90          | Corporate Debt Securities                         |
| KEN GARFF AUTOMOTIVE LLC       SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $24000.00          | $24405.54          | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 36     | 2036-01-15      | 5.1500%  | 0.0000% | $5000.00           | $5140.14           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $1000.00           | $1019.16           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-11-19      | 2.5250%  | 0.0000% | $111000.00         | $81795.19          | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJARDINS     FR 4.565%082630     | 2030-08-26      | 4.5650%  | 0.0000% | $126000.00         | $127500.26         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-05-01      | 4.2230%  | 0.0000% | $35000.00          | $35560.26          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $258000.00         | $259463.51         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $1000000.00        | $1009402.50        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $1308000.00        | $1301976.66        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.047%060827     | 2027-06-08      | 6.0470%  | 0.0000% | $6618000.00        | $6740828.79        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 28     | 2028-05-12      | 4.7510%  | 0.0000% | $3856000.00        | $3939239.79        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 26       | 2026-07-15      | 3.2500%  | 0.0000% | $46000.00          | $46052.06          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL REGS 28     | 2028-02-22      | 3.7500%  | 0.0000% | $1311000.00        | $1308733.06        | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 3.65%030145      | 2045-03-01      | 3.6500%  | 0.0000% | $1462000.00        | $1175659.18        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 4.0000%  | 0.0000% | $200000.00         | $203615.33         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 28     | 2028-05-14      | 4.8563%  | 0.0000% | $1474000.00        | $1487101.64        | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 30       | 2030-06-26      | 2.6500%  | 0.0000% | $1510000.00        | $1434470.22        | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT5.4%34    | 2034-06-21      | 5.4000%  | 0.0000% | $13000.00          | $13690.30          | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 4.4510%  | 0.0000% | $334000.00         | $307461.34         | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $253000.00         | $253526.24         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $839000.00         | $859359.50         | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31       | 2031-03-12      | 5.2310%  | 0.0000% | $101000.00         | $105088.02         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL -2035 35    | 2035-05-15      | 5.0500%  | 0.0000% | $139000.00         | $144522.24         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $3000.00           | $3047.47           | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.1%35      | 2035-01-15      | 5.1000%  | 0.0000% | $27000.00          | $27718.74          | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C11       C      20510616 FLT | 2051-06-16      | 4.8781%  | 0.0000% | $1629462.00        | $1529061.16        | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     FR 2.375%072226     | 2026-07-22      | 2.3750%  | 0.0000% | $183000.00         | $182355.66         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2.45%011232      | 2032-01-12      | 2.4500%  | 0.0000% | $24000.00          | $21811.26          | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT6.4%37    | 2037-12-01      | 6.4000%  | 0.0000% | $70000.00          | $80062.42          | Corporate Debt Securities                         |
| PFP LTD 2024-11                C      20390919 FLT | 2039-09-19      | 6.6578%  | 0.0000% | $1500000.00        | $1465389.78        | Private Label Collateralized Mortgage Obligations |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $158000.00         | $152428.44         | Corporate Debt Securities                         |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $14342000.00       | $14167031.58       | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $3505000.00        | $2634495.28        | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 51       | 2051-06-11      | 3.8500%  | 0.0000% | $347000.00         | $252785.26         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-11-01      | 5.0500%  | 0.0000% | $140000.00         | $142559.51         | Corporate Debt Securities                         |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29    | 2029-09-01      | 9.3750%  | 0.0000% | $1272000.00        | $1390999.84        | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     3.9%29              | 2029-05-15      | 3.9000%  | 0.0000% | $46000.00          | $46229.54          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 27       | 2027-03-01      | 4.1250%  | 0.0000% | $65000.00          | $66365.43          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-10-22      | 4.5050%  | 0.0000% | $586000.00         | $600176.72         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL DB4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $19000.00          | $17427.94          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 3%30     | 2030-03-25      | 3.0000%  | 0.0000% | $803000.00         | $789715.70         | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.252%092230     | 2030-09-22      | 5.2520%  | 0.0000% | $223000.00         | $230997.40         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL E REGS28    | 2028-11-13      | 4.7500%  | 0.0000% | $1782000.00        | $1827819.18        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $200000.00         | $201049.86         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 3%27     | 2027-04-15      | 3.0000%  | 0.0000% | $113000.00         | $113364.99         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 040524-040527    | 2027-04-05      | 4.4167%  | 0.0000% | $599000.00         | $605566.31         | Corporate Debt Securities                         |
| KOMATSU FINANCE AMERICA INC    SR REGS NT 30       | 2030-09-18      | 4.1960%  | 0.0000% | $1870000.00        | $1911237.86        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 28       | 2028-08-15      | 1.6500%  | 0.0000% | $5839000.00        | $5545473.47        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-09-11      | 2.0500%  | 0.0000% | $500000.00         | $500261.39         | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $87000.00          | $92256.76          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.95%051126      | 2026-05-11      | 2.9500%  | 0.0000% | $104000.00         | $104658.15         | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT 32       | 2032-03-15      | 6.5500%  | 0.0000% | $2000000.00        | $2109410.00        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31     | 2031-01-15      | 5.1500%  | 0.0000% | $29000.00          | $28266.54          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $9216000.00        | $9281656.32        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $666000.00         | $689649.66         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        4.2%28              | 2028-04-01      | 4.2000%  | 0.0000% | $230000.00         | $234651.37         | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE 2024-5      A-3    20680725 FLT | 2068-07-25      | 4.9500%  | 0.0000% | $250732.00         | $205758.03         | Private Label Collateralized Mortgage Obligations |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51    | 2051-12-02      | 3.1000%  | 0.0000% | $6180000.00        | $4255791.77        | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $163000.00         | $155537.18         | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT3.9%27    | 2027-05-15      | 3.9000%  | 0.0000% | $14000.00          | $14129.08          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 012226-012230    | 2030-01-22      | 4.3124%  | 0.0000% | $445000.00         | $446835.60         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.5%30    | 2030-09-15      | 4.5000%  | 0.0000% | $10000.00          | $10358.60          | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 4%32     | 2032-06-22      | 4.0000%  | 0.0000% | $3206000.00        | $3167022.16        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.7%54    | 2054-03-15      | 5.7000%  | 0.0000% | $2754000.00        | $2832158.52        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 29     | 2029-12-23      | 4.1510%  | 0.0000% | $3000.00           | $3051.92           | Corporate Debt Securities                         |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $1152000.00        | $1096554.24        | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 33       | 2033-10-05      | 5.6250%  | 0.0000% | $1566000.00        | $1709535.65        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-01-15      | 5.7500%  | 0.0000% | $2000.00           | $2071.90           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $760000.00         | $808508.77         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $1898000.00        | $1911296.86        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.627%110134     | 2034-11-01      | 6.6270%  | 0.0000% | $5894000.00        | $6741460.93        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 50       | 2050-03-25      | 4.7500%  | 0.0000% | $1980000.00        | $1692376.40        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL31    | 2031-01-15      | 1.6500%  | 0.0000% | $14000.00          | $12488.91          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.25%080926      | 2026-08-09      | 6.2500%  | 0.0000% | $194000.00         | $196627.73         | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $2666000.00        | $2597126.11        | Corporate Debt Securities                         |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $2278000.00        | $2333152.28        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%29    | 2029-10-15      | 5.4000%  | 0.0000% | $2151000.00        | $2278296.18        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $16000.00          | $16104.45          | Corporate Debt Securities                         |
| GWT COMMERCIAL MTG 2024-WLF2   C      20410515 FLT | 2041-05-15      | 6.0998%  | 0.0000% | $5078000.00        | $5101019.97        | Private Label Collateralized Mortgage Obligations |
| F&G ANNUITIES & LIFE INC       SR GLBL NT6.5%29    | 2029-06-04      | 6.5000%  | 0.0000% | $45000.00          | $47034.72          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-06-15      | 1.6500%  | 0.0000% | $4268000.00        | $3758358.12        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $714000.00         | $726605.47         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 28    | 2028-02-01      | 3.7820%  | 0.0000% | $2000000.00        | $2001462.89        | Corporate Debt Securities                         |
| ILIAD HLDG S A S               SR SEC 144A NT28    | 2028-10-15      | 7.0000%  | 0.0000% | $608000.00         | $631564.05         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 32      | 2032-01-11      | 2.4000%  | 0.0000% | $200000.00         | $180561.33         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $12000.00          | $12229.84          | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $21000.00          | $18809.80          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $40000.00          | $42711.10          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.125%43      | 2043-03-04      | 4.1250%  | 0.0000% | $69000.00          | $61031.39          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.65%53     | 2053-01-15      | 5.6500%  | 0.0000% | $248000.00         | $244163.85         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $3368000.00        | $3465842.27        | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              SR 2015 SNK BD45    | 2045-11-15      | 4.8050%  | 0.0000% | $1804000.00        | $1675111.72        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27       | 2027-10-01      | 1.7500%  | 0.0000% | $9000.00           | $8665.62           | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $28000.00          | $28439.83          | Corporate Debt Securities                         |
| EFMT 2025-INV1                 M-1    20700325 FLT | 2070-03-25      | 6.4890%  | 0.0000% | $1542465.00        | $1577982.57        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234      | 2034-09-12      | 3.6100%  | 0.0000% | $300000.00         | $297100.75         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.3%060526       | 2026-06-05      | 5.3000%  | 0.0000% | $71000.00          | $72132.61          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.37%060427      | 2027-06-04      | 5.3700%  | 0.0000% | $19000.00          | $19594.15          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SR GLBL NT2.7%26    | 2026-08-03      | 2.7000%  | 0.0000% | $57000.00          | $56818.74          | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $1221000.00        | $1231443.62        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $5876000.00        | $6865506.65        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.64%091030      | 2030-09-10      | 4.6400%  | 0.0000% | $2046000.00        | $2125966.77        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL FL NT 28    | 2028-03-20      | 5.7202%  | 0.0000% | $16500000.00       | $16938376.51       | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 33       | 2033-01-26      | 4.0500%  | 0.0000% | $6116000.00        | $6181487.07        | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $269000.00         | $270177.21         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 5%020731         | 2031-02-07      | 5.0000%  | 0.0000% | $1647000.00        | $1715165.67        | Corporate Debt Securities                         |
| NYU HOSPS CTR                  -2013A BD5.75%43    | 2043-07-01      | 5.7500%  | 0.0000% | $2380000.00        | $2514432.98        | Corporate Debt Securities                         |
| PRICOA GLOBAL FDG I            SR SEC 144A NT27    | 2027-08-27      | 4.4000%  | 0.0000% | $156000.00         | $157435.20         | Corporate Debt Securities                         |
| NEVADA POWER CO                1M -Y NT 5.45%41    | 2041-05-15      | 5.4500%  | 0.0000% | $1550000.00        | $1601819.08        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $4308000.00        | $4570410.69        | Corporate Debt Securities                         |
| USAA CAP CORP                  FR 4.375%060128     | 2028-06-01      | 4.3750%  | 0.0000% | $3183000.00        | $3255481.33        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 31     | 2031-03-11      | 2.1500%  | 0.0000% | $17591000.00       | $16284057.11       | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR DEB 4.25%44      | 2044-06-01      | 4.2500%  | 0.0000% | $2250000.00        | $1963356.25        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30     | 2030-09-17      | 4.8100%  | 0.0000% | $3547000.00        | $3453635.08        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $89000.00          | $90346.55          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.8%26    | 2026-04-01      | 4.8000%  | 0.0000% | $5000.00           | $5099.58           | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         GLBL NT 6.4%40      | 2040-04-30      | 6.4000%  | 0.0000% | $1039000.00        | $1161789.02        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.123%020129     | 2029-02-01      | 5.1230%  | 0.0000% | $1000.00           | $1023.83           | Corporate Debt Securities                         |
| MURPHY OIL CORP                SR GLBL NT6.5%34    | 2034-02-15      | 6.5000%  | 0.0000% | $2225000.00        | $2241440.28        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 30       | 2030-10-01      | 7.3750%  | 0.0000% | $162000.00         | $150465.55         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.5%33    | 2033-08-10      | 4.5000%  | 0.0000% | $5000.00           | $4988.57           | Corporate Debt Securities                         |
| WINDSOR HLDGS III LLC          SR SEC 144A NT30    | 2030-06-15      | 8.5000%  | 0.0000% | $3000000.00        | $3201060.00        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 28     | 2028-05-03      | 5.4500%  | 0.0000% | $600000.00         | $626147.00         | Corporate Debt Securities                         |
| NATWEST MKTS PLC US MEDIUM     SR 17 FL REGS 30    | 2030-03-21      | 4.8804%  | 0.0000% | $1469000.00        | $1500102.82        | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 4.5838%  | 0.0000% | $11850000.00       | $11994295.69       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $247000.00         | $245439.74         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-07-26      | 4.5134%  | 0.0000% | $9058000.00        | $9168436.56        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 29       | 2029-06-15      | 3.2500%  | 0.0000% | $3000.00           | $2953.11           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.9%121532       | 2032-12-15      | 4.9000%  | 0.0000% | $5000.00           | $5200.90           | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 30       | 2030-06-15      | 3.1500%  | 0.0000% | $2992000.00        | $2875880.48        | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $19837000.00       | $21231403.34       | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $3166000.00        | $3198103.24        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $90000.00          | $91931.92          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 32     | 2032-02-15      | 3.8750%  | 0.0000% | $2900000.00        | $2730876.83        | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL BD 34       | 2034-08-15      | 5.1500%  | 0.0000% | $200000.00         | $207095.33         | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO II LLC    SR GLBL 144A 43     | 2043-02-01      | 5.5000%  | 0.0000% | $177000.00         | $172980.72         | Corporate Debt Securities                         |
| KOOKMIN BANK                   FR 2.5%110430       | 2030-11-04      | 2.5000%  | 0.0000% | $554000.00         | $514055.06         | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 5%31     | 2031-03-01      | 5.0000%  | 0.0000% | $2000000.00        | $1991388.89        | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $6000.00           | $6995.31           | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-06-03      | 5.1250%  | 0.0000% | $2090000.00        | $2192699.12        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $1360000.00        | $1365228.78        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK OF COMM   SR GLBL NT 30       | 2030-01-29      | 4.2830%  | 0.0000% | $117000.00         | $118035.59         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $130000.00         | $149913.14         | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $166000.00         | $177309.21         | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                GLBL 144A NT 31     | 2031-02-15      | 1.9000%  | 0.0000% | $200000.00         | $180002.67         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   A-1A   20630125 FLT | 2063-01-25      | 6.0310%  | 0.0000% | $7811115.00        | $4944205.68        | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42        | 2042-05-15      | 4.4000%  | 0.0000% | $500000.00         | $467893.33         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.188%031435     | 2035-03-14      | 5.1880%  | 0.0000% | $529000.00         | $562364.09         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.026%012230     | 2030-01-22      | 4.0260%  | 0.0000% | $9000.00           | $9041.80           | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-09-13      | 6.4960%  | 0.0000% | $1377000.00        | $1435622.87        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $63000.00          | $66267.43          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 29       | 2029-08-01      | 3.1500%  | 0.0000% | $17000.00          | $16535.99          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 061025-060928    | 2028-06-09      | 4.3888%  | 0.0000% | $677000.00         | $685664.25         | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      SR -2019B BD 39     | 2039-11-15      | 3.1060%  | 0.0000% | $508000.00         | $416097.89         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 40     | 2040-01-27      | 5.6000%  | 0.0000% | $109000.00         | $111449.96         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL -B BD 38    | 2038-04-15      | 6.0500%  | 0.0000% | $1605000.00        | $1788793.90        | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        SR SEC 144A NT27    | 2027-09-23      | 4.4000%  | 0.0000% | $287000.00         | $293328.99         | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 28     | 2028-09-01      | 4.6250%  | 0.0000% | $2000.00           | $2023.98           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL FL NT 29    | 2029-03-03      | 4.7806%  | 0.0000% | $906000.00         | $922848.44         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.7%36    | 2036-02-12      | 4.7000%  | 0.0000% | $38000.00          | $38478.74          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $896000.00         | $901246.08         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34    | 2034-04-10      | 4.9890%  | 0.0000% | $166000.00         | $173680.14         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35     | 2035-05-15      | 6.7500%  | 0.0000% | $905000.00         | $966906.53         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 35       | 2035-06-23      | 5.5500%  | 0.0000% | $360000.00         | $371155.20         | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD           FR 4.25%030431      | 2031-03-04      | 4.2500%  | 0.0000% | $500000.00         | $503750.00         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 30       | 2030-08-04      | 4.5500%  | 0.0000% | $3238000.00        | $3293748.47        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT4.6%27    | 2027-12-15      | 4.6000%  | 0.0000% | $1763000.00        | $1797748.73        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29    | 2029-11-25      | 4.8680%  | 0.0000% | $1443000.00        | $1506175.18        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              SR GLBL NT 27       | 2027-09-19      | 3.2790%  | 0.0000% | $2037000.00        | $2052972.46        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 30     | 2030-11-15      | 8.7500%  | 0.0000% | $1700000.00        | $1864443.83        | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 27     | 2027-08-11      | 4.1500%  | 0.0000% | $48000.00          | $48283.41          | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 5.15%34       | 2034-03-15      | 5.1500%  | 0.0000% | $1274000.00        | $1324367.59        | Corporate Debt Securities                         |
| BROADSTONE NET LEASE INC       SR GLBL NT2.6%31    | 2031-09-15      | 2.6000%  | 0.0000% | $1378000.00        | $1249115.66        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $2412000.00        | $2455760.72        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $606000.00         | $617256.11         | Corporate Debt Securities                         |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $150000.00         | $150717.50         | Corporate Debt Securities                         |
| BPCE                           FR 4.625%091228     | 2028-09-12      | 4.6250%  | 0.0000% | $758000.00         | $782080.08         | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KONG        FR 3.375%040730     | 2030-04-07      | 3.3750%  | 0.0000% | $200000.00         | $198715.00         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2023B NT 33     | 2033-11-15      | 5.8500%  | 0.0000% | $22000.00          | $24146.21          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT5.2%35    | 2035-02-10      | 5.2000%  | 0.0000% | $136000.00         | $141189.16         | Corporate Debt Securities                         |
| TARGET CORP                    SR DEB 7%31         | 2031-07-15      | 7.0000%  | 0.0000% | $6000.00           | $6858.70           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 27       | 2027-03-03      | 2.4500%  | 0.0000% | $156000.00         | $155853.62         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 26       | 2026-08-03      | 5.2720%  | 0.0000% | $74000.00          | $74616.03          | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-4    20481020 4.7 | 2048-10-20      | 4.7400%  | 0.0000% | $900000.00         | $840303.80         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $522000.00         | $531179.08         | Corporate Debt Securities                         |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $25000.00          | $27484.25          | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47    | 2047-05-15      | 4.2700%  | 0.0000% | $509000.00         | $432318.30         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.24%080327      | 2027-08-03      | 4.2400%  | 0.0000% | $29000.00          | $29258.29          | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M -1 BD 4.5%41     | 2041-08-15      | 4.5000%  | 0.0000% | $3100000.00        | $2798246.00        | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $240000.00         | $229098.80         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 4.3%31      | 2031-01-15      | 4.3000%  | 0.0000% | $4947000.00        | $4991501.01        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $200000.00         | $191806.72         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $3480000.00        | $3942554.25        | Corporate Debt Securities                         |
| EMPRESA DE ENERGIA DE BOGOTA   SR REGS NT 35       | 2035-10-22      | 5.7500%  | 0.0000% | $5250000.00        | $5261630.21        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016C 56    | 2056-12-01      | 4.3000%  | 0.0000% | $1534000.00        | $1255505.71        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $1837000.00        | $1779715.45        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $3656000.00        | $3825784.64        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-09-18      | 3.5470%  | 0.0000% | $2973000.00        | $2902527.76        | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 31       | 2031-01-15      | 4.7500%  | 0.0000% | $2000.00           | $2034.64           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.7%33      | 2033-03-08      | 5.7000%  | 0.0000% | $2480000.00        | $2699252.67        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $52000.00          | $52788.84          | Corporate Debt Securities                         |
| TOTALENERGIES CAP USA LLC      GLBL NT 4.857%36    | 2036-01-13      | 4.8570%  | 0.0000% | $2449000.00        | $2485358.67        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.3%121030       | 2030-12-10      | 4.3000%  | 0.0000% | $66000.00          | $67041.30          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.88%26     | 2026-07-13      | 5.8800%  | 0.0000% | $599000.00         | $607797.31         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 41       | 2041-10-01      | 3.0500%  | 0.0000% | $15000.00          | $11577.44          | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $107000.00         | $132320.48         | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $2030000.00        | $2067118.55        | Corporate Debt Securities                         |
| KEB HANA BANK                  FR 3.25%033027      | 2027-03-30      | 3.2500%  | 0.0000% | $2900000.00        | $2918272.42        | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    2025A BD5.369%32    | 2032-10-01      | 5.3690%  | 0.0000% | $579000.00         | $617830.22         | Corporate Debt Securities                         |
| KOREA GAS CORP                 FR 6.25%012042      | 2042-01-20      | 6.2500%  | 0.0000% | $236000.00         | $267806.57         | Corporate Debt Securities                         |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $1183000.00        | $1187225.28        | Corporate Debt Securities                         |
| JABIL INC                      3.95%28             | 2028-01-12      | 3.9500%  | 0.0000% | $8000.00           | $8016.54           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-12-05      | 4.4520%  | 0.0000% | $638000.00         | $651379.29         | Corporate Debt Securities                         |
| USAA CAP CORP                  FR 5.25%060127      | 2027-06-01      | 5.2500%  | 0.0000% | $249000.00         | $256819.02         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 28       | 2028-05-30      | 4.3750%  | 0.0000% | $32000.00          | $32835.93          | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 30     | 2030-07-15      | 4.3750%  | 0.0000% | $419000.00         | $407324.22         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.4%52    | 2052-10-15      | 3.4000%  | 0.0000% | $2098000.00        | $1456214.81        | Corporate Debt Securities                         |
| STAR PARENT INC                SR SEC 144A NT30    | 2030-10-01      | 9.0000%  | 0.0000% | $870000.00         | $914413.50         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 27       | 2027-04-15      | 3.7500%  | 0.0000% | $60000.00          | $60714.00          | Corporate Debt Securities                         |
| TOTALENERGIES CAP USA LLC      GLBL NT 4.569%33    | 2033-01-13      | 4.5690%  | 0.0000% | $1391000.00        | $1413581.96        | Corporate Debt Securities                         |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $92000.00          | $94374.52          | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $109000.00         | $116908.77         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-02-15      | 4.7800%  | 0.0000% | $578000.00         | $575458.73         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.2%051734       | 2034-05-17      | 5.2000%  | 0.0000% | $47000.00          | $49951.34          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $9178000.00        | $9892943.26        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $3658000.00        | $3823711.46        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 34     | 2034-08-01      | 5.1250%  | 0.0000% | $367000.00         | $376010.36         | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30     | 2030-11-15      | 3.8750%  | 0.0000% | $4232000.00        | $3916966.39        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-04-01      | 1.7500%  | 0.0000% | $13000.00          | $13066.39          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-07-23      | 5.3300%  | 0.0000% | $12098000.00       | $12532123.29       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-06-19      | 4.5830%  | 0.0000% | $2340000.00        | $2383095.26        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 3%27     | 2027-06-17      | 3.0000%  | 0.0000% | $33000.00          | $32751.62          | Corporate Debt Securities                         |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $140000.00         | $139041.00         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-10-21      | 4.1530%  | 0.0000% | $30000.00          | $30432.47          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-05-09      | 5.8290%  | 0.0000% | $4109000.00        | $4194906.86        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT7.5%29    | 2029-02-01      | 7.5000%  | 0.0000% | $1120000.00        | $1171796.27        | Corporate Debt Securities                         |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $3500000.00        | $3593667.78        | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT34    | 2034-01-15      | 5.6500%  | 0.0000% | $4045000.00        | $4293936.04        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $573000.00         | $586533.62         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 28       | 2028-02-13      | 4.6930%  | 0.0000% | $216000.00         | $219100.69         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $23000.00          | $25175.21          | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 4.9%35      | 2035-01-08      | 4.9000%  | 0.0000% | $198000.00         | $204963.55         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.526%31    | 2031-07-11      | 5.5260%  | 0.0000% | $661000.00         | $685946.80         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT2.7%27    | 2027-02-01      | 2.7000%  | 0.0000% | $19106000.00       | $18935765.54       | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL REGS NT 27     | 2027-07-02      | 5.3750%  | 0.0000% | $857000.00         | $876772.54         | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 4.05%29     | 2029-10-04      | 4.0500%  | 0.0000% | $2095000.00        | $2136810.96        | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.831%022636     | 2036-02-26      | 4.8310%  | 0.0000% | $1969000.00        | $1964617.39        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $2190000.00        | $2230824.03        | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 33     | 2033-10-15      | 5.7500%  | 0.0000% | $1000.00           | $1046.11           | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28       | 2028-09-30      | 2.8500%  | 0.0000% | $3000.00           | $2851.22           | Corporate Debt Securities                         |
| COSTAR GROUP INC               SR GLBL 144A 30     | 2030-07-15      | 2.8000%  | 0.0000% | $498000.00         | $458307.74         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2402000.00        | $2410359.63        | Corporate Debt Securities                         |
| EQUINOR ASA                    3.625%28            | 2028-09-10      | 3.6250%  | 0.0000% | $3888000.00        | $3949764.66        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $12681000.00       | $11586050.25       | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $300000.00         | $309803.17         | Corporate Debt Securities                         |
| POSCO                          SR REGS NT 28       | 2028-01-17      | 5.7500%  | 0.0000% | $1711000.00        | $1773860.24        | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $8200000.00        | $8229646.42        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $1239000.00        | $1252922.57        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-02-07      | 4.5842%  | 0.0000% | $56224000.00       | $57014253.78       | Corporate Debt Securities                         |
| ZEBRA TECHNOLOGIES CORPORATION SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $270000.00         | $281258.40         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $16000.00          | $16231.20          | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $1481000.00        | $1573999.40        | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 2.095%021132     | 2032-02-11      | 2.0950%  | 0.0000% | $1318000.00        | $1184870.28        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-06-15      | 4.7500%  | 0.0000% | $192000.00         | $198103.68         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.51%101827      | 2027-10-18      | 4.5100%  | 0.0000% | $19000.00          | $19390.09          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 4.8750%  | 0.0000% | $211000.00         | $210749.17         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 35       | 2035-12-14      | 4.1500%  | 0.0000% | $30000.00          | $29567.26          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37       | 2037-04-01      | 5.9500%  | 0.0000% | $392000.00         | $437189.98         | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 43       | 2043-09-01      | 4.6250%  | 0.0000% | $1076000.00        | $992266.88         | Corporate Debt Securities                         |

### Security 682: 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: ARP1FJQ55, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJQ55
- **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:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $16200.00          | $19714.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $406.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $982000.00         | $999825.45         | U.S. Treasuries (including strips) |

### Security 683: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJQ71, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJQ71
- **C.18 - Value (incl. sponsor support):** $998803685.00
- **C.18.a - Value (excl. sponsor support):** $998803685.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $58848000.00       | $59696335.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $6010000.00        | $6345172.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $22049100.00       | $22866966.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $2000000.00        | $1744325.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $8628200.00        | $8999319.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $9500000.00        | $7227944.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $11944900.00       | $14410364.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $3000000.00        | $3004796.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $94900000.00       | $98037120.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $705500.00         | $732988.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $25000000.00       | $18169821.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $75166000.00       | $54273350.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $2500000.00        | $1687178.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $25000000.00       | $20969094.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $6656800.00        | $6646153.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $2400000.00        | $2084721.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $61112500.00       | $40308585.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $79930100.00       | $119406211.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $1600000.00        | $1281938.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $6300000.00        | $5423322.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $18000000.00       | $15047152.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $106000000.00      | $94521541.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $2400000.00        | $2447884.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $7500000.00        | $7016524.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $34810800.00       | $37343906.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $212.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $6600000.00        | $7286166.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1000000.00        | $928323.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $700000.00         | $716041.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $37600000.00       | $39468784.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $78300000.00       | $54678308.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $8900000.00        | $9127260.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $6460000.00        | $6549557.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $1600000.00        | $1743227.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $5000000.00        | $5225462.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $10450000.00       | $10774433.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $75350000.00       | $69887843.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $32534200.00       | $28880923.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $86985000.00       | $70453906.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2000000.00        | $2031199.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $14400.00          | $14430.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $62249900.00       | $61321708.94       | U.S. Treasuries (including strips) |

### Security 684: 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: ARP1FJQC0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJQC0
- **C.18 - Value (incl. sponsor support):** $602900000.00
- **C.18.a - Value (excl. sponsor support):** $602900000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVIN 03/15/42            | 2042-03-15      | 0.0000%  | 0.0000% | $85000.00          | $36906.75          | Agency Debentures and Agency Strips |
| TVIN 03/15/46            | 2046-03-15      | 0.0000%  | 0.0000% | $85000.00          | $29978.48          | Agency Debentures and Agency Strips |
| TVIN 03/15/49            | 2049-03-15      | 0.0000%  | 0.0000% | $85000.00          | $24923.36          | Agency Debentures and Agency Strips |
| TVIN 09/15/54            | 2054-09-15      | 0.0000%  | 0.0000% | $85000.00          | $18598.17          | Agency Debentures and Agency Strips |
| TVIN 03/15/52            | 2052-03-15      | 0.0000%  | 0.0000% | $85000.00          | $21245.15          | Agency Debentures and Agency Strips |
| TVIN 03/15/64            | 2064-03-15      | 0.0000%  | 0.0000% | $77000.00          | $10161.23          | Agency Debentures and Agency Strips |
| TVIN 09/15/40            | 2040-09-15      | 0.0000%  | 0.0000% | $85000.00          | $39899.43          | Agency Debentures and Agency Strips |
| TVIN 09/15/64            | 2064-09-15      | 0.0000%  | 0.0000% | $85000.00          | $10922.33          | Agency Debentures and Agency Strips |
| TVIN 03/15/56            | 2056-03-15      | 0.0000%  | 0.0000% | $85000.00          | $17171.10          | Agency Debentures and Agency Strips |
| TVIN 09/15/47            | 2047-09-15      | 0.0000%  | 0.0000% | $85000.00          | $27729.89          | Agency Debentures and Agency Strips |
| TVIN 09/15/48            | 2048-09-15      | 0.0000%  | 0.0000% | $85000.00          | $25595.54          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-01-28      | 4.2500%  | 0.0000% | $334000.00         | $335350.23         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-11-03      | 3.8950%  | 0.0000% | $61000.00          | $61156.89          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-03-15      | 6.7500%  | 0.0000% | $1576000.00        | $1851978.09        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-07-13      | 2.1500%  | 0.0000% | $10748000.00       | $7937094.67        | Agency Debentures and Agency Strips |
| TVIN 03/15/39            | 2039-03-15      | 0.0000%  | 0.0000% | $85000.00          | $46881.32          | Agency Debentures and Agency Strips |
| TVIN 03/15/60            | 2060-03-15      | 0.0000%  | 0.0000% | $85000.00          | $13878.29          | Agency Debentures and Agency Strips |
| TVIN 03/15/55            | 2055-03-15      | 0.0000%  | 0.0000% | $85000.00          | $18109.76          | Agency Debentures and Agency Strips |
| TVIN 09/15/41            | 2041-09-15      | 0.0000%  | 0.0000% | $83000.00          | $36987.21          | Agency Debentures and Agency Strips |
| TVIN 03/15/62            | 2062-03-15      | 0.0000%  | 0.0000% | $85000.00          | $12476.81          | Agency Debentures and Agency Strips |
| TVIN 03/15/43            | 2043-03-15      | 0.0000%  | 0.0000% | $85000.00          | $35037.34          | Agency Debentures and Agency Strips |
| TVIN 03/15/63            | 2063-03-15      | 0.0000%  | 0.0000% | $85000.00          | $11830.13          | Agency Debentures and Agency Strips |
| TVIN 03/15/51            | 2051-03-15      | 0.0000%  | 0.0000% | $85000.00          | $22406.60          | Agency Debentures and Agency Strips |
| TVIN 03/15/54            | 2054-03-15      | 0.0000%  | 0.0000% | $85000.00          | $19099.84          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2028-10-15      | 2.3750%  | 0.0000% | $118875000.00      | $132025323.67      | U.S. Treasuries (including strips)  |
| 2.75 FHLB 27 ZV          | 2027-12-10      | 2.7500%  | 0.0000% | $50000.00          | $49674.45          | Agency Debentures and Agency Strips |
| TVIN 03/15/40            | 2040-03-15      | 0.0000%  | 0.0000% | $85000.00          | $40949.94          | Agency Debentures and Agency Strips |
| TVIN 03/15/41            | 2041-03-15      | 0.0000%  | 0.0000% | $83000.00          | $37961.13          | Agency Debentures and Agency Strips |
| TVIN 03/15/48            | 2048-03-15      | 0.0000%  | 0.0000% | $85000.00          | $27018.53          | Agency Debentures and Agency Strips |
| TVIN 09/15/61            | 2061-09-15      | 0.0000%  | 0.0000% | $85000.00          | $12813.33          | Agency Debentures and Agency Strips |
| TVIN 09/15/53            | 2053-09-15      | 0.0000%  | 0.0000% | $85000.00          | $19614.94          | Agency Debentures and Agency Strips |
| TVIN 09/15/46            | 2046-09-15      | 0.0000%  | 0.0000% | $85000.00          | $29209.40          | Agency Debentures and Agency Strips |
| TVIN 03/15/65            | 2065-03-15      | 0.0000%  | 0.0000% | $85000.00          | $10635.54          | Agency Debentures and Agency Strips |
| TVIN 03/15/45            | 2045-03-15      | 0.0000%  | 0.0000% | $85000.00          | $31577.92          | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000.00          | $9520.62           | Agency Debentures and Agency Strips |
| 4.50 FHLB 30 ME          | 2030-09-13      | 4.5000%  | 0.0000% | $15000.00          | $15897.61          | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $1055000.00        | $1060583.12        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-09-23      | 3.8100%  | 0.0000% | $2000.00           | $2015.49           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-10-16      | 3.8100%  | 0.0000% | $7000.00           | $7033.90           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-02-20      | 3.9000%  | 0.0000% | $23256000.00       | $23251751.90       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-10-15      | 1.4900%  | 0.0000% | $36000.00          | $31212.16          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-11-05      | 3.9300%  | 0.0000% | $21381000.00       | $21495513.07       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-04-24      | 4.8750%  | 0.0000% | $33000.00          | $33600.25          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-02-12      | 3.9500%  | 0.0000% | $22000.00          | $22027.28          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-07-09      | 3.7350%  | 0.0000% | $19373000.00       | $19475975.58       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-04-21      | 3.7750%  | 0.0000% | $10000.00          | $10037.60          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-02-24      | 3.8500%  | 0.0000% | $10000.00          | $10016.47          | Agency Debentures and Agency Strips |
| TVIN 09/15/49            | 2049-09-15      | 0.0000%  | 0.0000% | $85000.00          | $24268.86          | Agency Debentures and Agency Strips |
| TVIN 09/15/62            | 2062-09-15      | 0.0000%  | 0.0000% | $85000.00          | $12149.22          | Agency Debentures and Agency Strips |
| TVIN 03/15/38            | 2038-03-15      | 0.0000%  | 0.0000% | $85000.00          | $49416.54          | Agency Debentures and Agency Strips |
| TVIN 09/15/44            | 2044-09-15      | 0.0000%  | 0.0000% | $85000.00          | $32409.40          | Agency Debentures and Agency Strips |
| TVIN 03/15/47            | 2047-03-15      | 0.0000%  | 0.0000% | $85000.00          | $28460.04          | Agency Debentures and Agency Strips |
| TVIN 09/15/42            | 2042-09-15      | 0.0000%  | 0.0000% | $85000.00          | $35959.93          | Agency Debentures and Agency Strips |
| TVIN 09/15/57            | 2057-09-15      | 0.0000%  | 0.0000% | $85000.00          | $15853.52          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-03-20      | 4.2500%  | 0.0000% | $30000.00          | $31037.39          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-08-14      | 4.5000%  | 0.0000% | $2000.00           | $2010.67           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2031-01-28      | 3.7500%  | 0.0000% | $20000.00          | $20197.54          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-03-23      | 3.6900%  | 0.0000% | $28624000.00       | $28833670.80       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2029-04-10      | 4.3750%  | 0.0000% | $18000.00          | $18784.07          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2029-02-05      | 3.8450%  | 0.0000% | $136286000.00      | $136602713.56      | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-12-01      | 3.7650%  | 0.0000% | $32111000.00       | $32469929.60       | Agency Debentures and Agency Strips |
| TVIN 03/15/44            | 2044-03-15      | 0.0000%  | 0.0000% | $85000.00          | $33262.71          | Agency Debentures and Agency Strips |
| TVIN 09/15/38            | 2038-09-15      | 0.0000%  | 0.0000% | $85000.00          | $47962.44          | Agency Debentures and Agency Strips |
| TVIN 09/15/51            | 2051-09-15      | 0.0000%  | 0.0000% | $85000.00          | $21818.14          | Agency Debentures and Agency Strips |
| TVIN 09/15/43            | 2043-09-15      | 0.0000%  | 0.0000% | $85000.00          | $34138.46          | Agency Debentures and Agency Strips |
| TVIN 09/15/52            | 2052-09-15      | 0.0000%  | 0.0000% | $82000.00          | $19957.08          | Agency Debentures and Agency Strips |
| TVIN 03/15/50            | 2050-03-15      | 0.0000%  | 0.0000% | $85000.00          | $23631.44          | Agency Debentures and Agency Strips |
| TVIN 09/15/45            | 2045-09-15      | 0.0000%  | 0.0000% | $85000.00          | $30767.79          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2028-08-15      | 2.8750%  | 0.0000% | $4540300.00        | $4488318.28        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2028-07-31      | 1.0000%  | 0.0000% | $1800.00           | $1701.94           | U.S. Treasuries (including strips)  |
| TVIN 09/15/39            | 2039-09-15      | 0.0000%  | 0.0000% | $85000.00          | $45824.61          | Agency Debentures and Agency Strips |
| TVIN 09/15/65            | 2065-09-15      | 0.0000%  | 0.0000% | $85000.00          | $10356.23          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-07-15      | 0.0000%  | 0.0000% | $11000.00          | $10092.86          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-07      | 3.8900%  | 0.0000% | $809000.00         | $815635.15         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-01-07      | 3.8000%  | 0.0000% | $208000.00         | $208644.92         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-12-12      | 4.3500%  | 0.0000% | $12332000.00       | $12440379.78       | Agency Debentures and Agency Strips |
| TVIN 09/15/59            | 2059-09-15      | 0.0000%  | 0.0000% | $85000.00          | $14252.55          | Agency Debentures and Agency Strips |
| TVIN 09/15/55            | 2055-09-15      | 0.0000%  | 0.0000% | $85000.00          | $17634.18          | Agency Debentures and Agency Strips |
| TVIN 03/15/57            | 2057-03-15      | 0.0000%  | 0.0000% | $73000.00          | $13982.57          | Agency Debentures and Agency Strips |
| 7.125 TVBD 30 G          | 2030-05-01      | 7.1250%  | 0.0000% | $4000.00           | $4633.23           | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips)  |
| TVIN 03/15/61            | 2061-03-15      | 0.0000%  | 0.0000% | $85000.00          | $13158.93          | Agency Debentures and Agency Strips |
| TVIN 09/15/58            | 2058-09-15      | 0.0000%  | 0.0000% | $81000.00          | $14324.36          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2038-11-15      | 0.0000%  | 0.0000% | $19000.00          | $10902.18          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-10-25      | 4.0900%  | 0.0000% | $39000.00          | $39318.72          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-05-08      | 4.7500%  | 0.0000% | $4000.00           | $4064.50           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-06-07      | 4.5000%  | 0.0000% | $15000.00          | $15507.84          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-03-09      | 4.7500%  | 0.0000% | $27000.00          | $27603.58          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-11-13      | 3.8300%  | 0.0000% | $1000.00           | $1002.40           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-04-21      | 3.7800%  | 0.0000% | $39000.00          | $39155.79          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-02-12      | 4.2100%  | 0.0000% | $44000.00          | $44061.30          | Agency Debentures and Agency Strips |
| TVIN 03/15/58            | 2058-03-15      | 0.0000%  | 0.0000% | $85000.00          | $15437.10          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-07-15      | 3.7900%  | 0.0000% | $39000.00          | $39185.77          | Agency Debentures and Agency Strips |
| TVIN 09/15/50            | 2050-09-15      | 0.0000%  | 0.0000% | $81000.00          | $21928.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/56            | 2056-09-15      | 0.0000%  | 0.0000% | $85000.00          | $16720.18          | Agency Debentures and Agency Strips |
| TVIN 03/15/53            | 2053-03-15      | 0.0000%  | 0.0000% | $85000.00          | $20143.90          | Agency Debentures and Agency Strips |
| 4.250 TVPR 65 A          | 2065-09-15      | 0.0000%  | 0.0000% | $84000.00          | $10234.39          | Agency Debentures and Agency Strips |
| TVIN 03/15/59            | 2059-03-15      | 0.0000%  | 0.0000% | $85000.00          | $14637.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/63            | 2063-09-15      | 0.0000%  | 0.0000% | $85000.00          | $11519.45          | Agency Debentures and Agency Strips |
| TVIN 09/15/60            | 2060-09-15      | 0.0000%  | 0.0000% | $80000.00          | $12718.88          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2030-06-30      | 3.8750%  | 0.0000% | $159310600.00      | $162693331.75      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2028-08-15      | 3.6250%  | 0.0000% | $87500.00          | $88070.38          | U.S. Treasuries (including strips)  |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $22360000.00       | $24019933.11       | Agency Debentures and Agency Strips |
| 4.625 FHLB 29 5N         | 2029-06-08      | 4.6250%  | 0.0000% | $15000.00          | $15699.71          | Agency Debentures and Agency Strips |
| 4.125 FHLB 27 G6795      | 2027-01-15      | 4.1250%  | 0.0000% | $15000.00          | $15136.51          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-07-13      | 2.2200%  | 0.0000% | $4128000.00        | $3070704.99        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $9000.00           | $8649.87           | Agency Debentures and Agency Strips |
| FHDN 04/24/26            | 2026-04-24      | 0.0000%  | 0.0000% | $2950000.00        | $2934279.45        | Agency Debentures and Agency Strips |

### Security 685: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 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: ARP1FJQP1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJQP1
- **C.18 - Value (incl. sponsor support):** $69703560.00
- **C.18.a - Value (excl. sponsor support):** $69703560.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $400.00            | $405.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $36771500.00       | $37218220.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $46500.00          | $47749.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $2751000.00        | $2839790.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $794100.00         | $873132.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $206.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1595700.00        | $1407988.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $13004000.00       | $10178917.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $11825900.00       | $11940339.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2081.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $2200.00           | $2309.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $6168000.00        | $6608244.41        | U.S. Treasuries (including strips) |

### Security 686: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 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: ARP1FJQY2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJQY2
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $200.00            | $204.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $3143300.00        | $3173717.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | 0.0000% | $2745800.00        | $2754401.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $30700.00          | $31157.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $4000000.00        | $3529457.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $189212100.00      | $109564541.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1769000.00        | $1811804.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1036.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $13224900.00       | $13385563.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $62100.00          | $62431.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $18426500.00       | $18732565.69       | U.S. Treasuries (including strips) |

### Security 687: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION 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: ARP1FJR39, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FJR39
- **C.18 - Value (incl. sponsor support):** $805000000.00
- **C.18.a - Value (excl. sponsor support):** $805000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQJ4685   | 2054-09-01      | 6.5000%  | 0.0000% | $12118048.00       | $10851689.23       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZA3596   | 2043-02-01      | 3.5000%  | 0.0000% | $615419.00         | $85030.05          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534   | 2055-05-01      | 6.0000%  | 0.0000% | $84073000.00       | $68257538.02       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1277   | 2047-05-01      | 4.0000%  | 0.0000% | $8623000.00        | $1614111.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5570   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5998   | 2056-02-01      | 5.5000%  | 0.0000% | $17396288.00       | $17749245.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6390   | 2055-09-01      | 5.5000%  | 0.0000% | $45089211.00       | $42083942.31       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9336   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $273.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL835144   | 2035-10-01      | 5.0000%  | 0.0000% | $1000.00           | $11.64             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7995   | 2048-07-01      | 5.0000%  | 0.0000% | $7961584.00        | $1106048.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.38             | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBU4906   | 2054-08-01      | 5.5000%  | 0.0000% | $27237000.00       | $24582206.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1792   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4684   | 2055-08-01      | 5.0000%  | 0.0000% | $44747360.00       | $44645966.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW9788   | 2053-06-01      | 5.5000%  | 0.0000% | $34309259.00       | $21005310.01       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $1079200.00        | $1037315.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $234000.00         | $251117.34         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $1007.00           | $842.19            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8098   | 2050-10-01      | 2.0000%  | 0.0000% | $219919.00         | $112698.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $46747392.00       | $43622175.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5778   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $770.14            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $23180.00          | $923.45            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $6082.00           | $77.81             | Agency Mortgage-Backed Securities         |
| 06.050 FGPC T31195 G   | 2038-04-01      | 6.0500%  | 0.0000% | $3885.00           | $116.52            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G01704 G   | 2033-07-01      | 5.5000%  | 0.0000% | $158004.00         | $659.86            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.76             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $28701000.00       | $26771685.48       | U.S. Treasuries (including strips)        |
| GNRA 2023-070 CF       | 2053-05-20      | 4.6115%  | 0.0000% | $100000000.00      | $36568293.25       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $2011.00           | $349.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2566   | 2054-09-01      | 6.0000%  | 0.0000% | $4651192.00        | $3567460.92        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8570   | 2051-01-01      | 2.0000%  | 0.0000% | $176791808.00      | $98868554.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4310   | 2052-08-01      | 5.0000%  | 0.0000% | $38276540.00       | $27510757.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $4515.00           | $3775.49           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $4278.00           | $319.12            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $59672500.00       | $60976617.90       | U.S. Treasuries (including strips)        |
| GNRA 2024-197 VF       | 2054-12-20      | 4.6615%  | 0.0000% | $3454362.00        | $3168236.42        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $8079500.00        | $8080405.35        | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $13103641.00       | $9197954.36        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZA3722   | 2029-06-01      | 3.0000%  | 0.0000% | $1000.00           | $44.87             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2225   | 2055-07-01      | 6.0000%  | 0.0000% | $21486064.00       | $20954956.58       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6165   | 2055-09-01      | 5.5000%  | 0.0000% | $8520050.00        | $8334356.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4139   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2570   | 2055-11-01      | 6.0000%  | 0.0000% | $1426798.00        | $1486071.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1541   | 2055-11-01      | 6.0000%  | 0.0000% | $1684464.00        | $1742242.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8538   | 2053-03-01      | 5.0000%  | 0.0000% | $18882000.00       | $14491372.69       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA7141   | 2049-06-01      | 3.0000%  | 0.0000% | $1447.00           | $145.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1962   | 2033-02-01      | 3.5000%  | 0.0000% | $3299.00           | $510.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6798   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4879   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6275   | 2053-07-01      | 6.0000%  | 0.0000% | $36124000.00       | $27882608.36       | Agency Mortgage-Backed Securities         |
| 05.700 FGPC T30075 G   | 2037-03-01      | 5.7000%  | 0.0000% | $7038.00           | $191.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB0693   | 2054-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.23           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8536   | 2055-05-01      | 7.0000%  | 0.0000% | $201463296.00      | $128391397.72      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7721   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $852.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3993   | 2055-04-01      | 5.0000%  | 0.0000% | $8048.00           | $7935.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF4984   | 2055-11-01      | 6.0000%  | 0.0000% | $1623832.00        | $1669199.25        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8482   | 2051-01-01      | 2.5000%  | 0.0000% | $11495044.00       | $6605439.70        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $140.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $1633100.00        | $1027964.36        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLCB3896   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $721.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $6411677.00        | $1356064.77        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A19440 G   | 2034-03-01      | 5.5000%  | 0.0000% | $1000.00           | $8.60              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8234   | 2050-12-01      | 3.0000%  | 0.0000% | $8543853.00        | $4555779.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1674   | 2055-10-01      | 5.5000%  | 0.0000% | $2742812.00        | $2797741.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW8980   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLCA8509   | 2051-01-01      | 1.5000%  | 0.0000% | $17909248.00       | $10089390.30       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2382   | 2055-10-01      | 6.5000%  | 0.0000% | $1725478.00        | $1812280.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9975   | 2055-10-01      | 5.5000%  | 0.0000% | $5110672.00        | $5251824.51        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $6653700.00        | $6543915.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $1187100.00        | $956404.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.99             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQF5269   | 2053-01-01      | 5.5000%  | 0.0000% | $26700000.00       | $21390835.64       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1652   | 2047-11-01      | 3.5000%  | 0.0000% | $5255224.00        | $1396013.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4157   | 2055-11-01      | 6.5000%  | 0.0000% | $2142028.00        | $2086264.76        | Agency Mortgage-Backed Securities         |
| GNRA 2023-068 FA       | 2053-05-20      | 4.6615%  | 0.0000% | $2241.00           | $877.54            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD0485   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $382.58            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04168 G   | 2038-04-01      | 6.0000%  | 0.0000% | $19824.00          | $184.43            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $5776.00           | $59.76             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $5722400.00        | $5747906.41        | U.S. Treasuries (including strips)        |

### Security 688: 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: ARP1FJSE4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJSE4
- **C.18 - Value (incl. sponsor support):** $8767000000.00
- **C.18.a - Value (excl. sponsor support):** $8767000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $104750400.00      | $100791892.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $64838300.00       | $64100958.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $10916900.00       | $10585517.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $5258200.00        | $5195300.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $19382900.00       | $19136175.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $466982400.00      | $468987387.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $154800.00         | $153814.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $1621894400.00     | $1593707497.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $147250600.00      | $144689291.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $19805000.00       | $19563097.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $54261700.00       | $55412458.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $1080380800.00     | $1074423425.08     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $825337600.00      | $867270304.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $1563923200.00     | $1593646199.81     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $800976000.00      | $816198876.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $633982000.00      | $640079882.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | 0.0000% | $148818800.00      | $149327127.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $1365971200.00     | $1319070858.08     | U.S. Treasuries (including strips) |

### Security 689: 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: ARP1FJSF1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJSF1
- **C.18 - Value (incl. sponsor support):** $7523000000.00
- **C.18.a - Value (excl. sponsor support):** $7523000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5489400.00        | $5736396.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $98915200.00       | $89348274.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $243371000.00      | $249999832.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $282188800.00      | $249998754.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $143037200.00      | $147287860.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $244092800.00      | $249999156.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $386668700.00      | $249999460.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $246694400.00      | $249999750.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $245216000.00      | $249994869.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $246551200.00      | $249999572.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $258465600.00      | $249999467.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $73093000.00       | $70231111.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $253513600.00      | $249999670.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $235315200.00      | $249999510.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $240987000.00      | $249999833.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $245620800.00      | $249999095.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $241665600.00      | $249998982.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7219%  | 0.0000% | $21111000.00       | $21169023.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $27690900.00       | $29946705.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $262144000.00      | $249999824.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $260862400.00      | $249999337.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $282108800.00      | $249999123.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $255723200.00      | $249999370.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $119699200.00      | $121348449.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $251733600.00      | $249999962.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $264745600.00      | $249999496.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $246388800.00      | $249999154.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $100030800.00      | $102024900.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $248338000.00      | $249999892.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $41182000.00       | $39420427.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $245292800.00      | $244153235.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $125670600.00      | $125165488.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $135.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $39091300.00       | $37982926.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $148479000.00      | $139664050.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $254322400.00      | $249999899.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $242403200.00      | $249999110.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $249041600.00      | $249999777.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $246937500.00      | $249999901.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $248803200.00      | $249998225.14      | U.S. Treasuries (including strips) |

### Security 690: 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: ARP1FJSQ7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJSQ7
- **C.18 - Value (incl. sponsor support):** $2015000000.00
- **C.18.a - Value (excl. sponsor support):** $2015000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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? 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 DJ9737 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1774022.34        | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $252353.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6006 | 2041-02-01      | 6.0000%  | 0.0000% | $1514096.00        | $1572483.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0304 | 2054-11-01      | 5.0000%  | 0.0000% | $2711824.00        | $2563496.54        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0716 | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $908238.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5744 M     | 2031-10-20      | 7.0000%  | 0.0000% | $377812.00         | $64274.20          | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $394527.37         | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $104265216.00      | $65638081.09       | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $90195.15          | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $409039.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $20565632.00       | $19895451.96       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1600 | 2052-05-01      | 3.0000%  | 0.0000% | $40745440.00       | $35416855.20       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS4272 | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $437833.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS0350 | 2028-09-01      | 3.0000%  | 0.0000% | $25903552.00       | $723082.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT0666 | 2043-04-01      | 3.5000%  | 0.0000% | $4105000.00        | $759665.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0509 | 2056-02-01      | 4.5000%  | 0.0000% | $1200182.00        | $1194061.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8719 | 2054-02-01      | 5.5000%  | 0.0000% | $1324438.00        | $845347.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7696 | 2055-11-01      | 5.5000%  | 0.0000% | $71947904.00       | $73143075.52       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6537 | 2055-10-01      | 5.5000%  | 0.0000% | $45137024.00       | $45052456.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  | 0.0000% | $2274832.00        | $2301027.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $2535616.00        | $2067280.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0907 | 2040-05-01      | 5.5000%  | 0.0000% | $144999936.00      | $2644444.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4516 | 2056-02-01      | 4.5000%  | 0.0000% | $100664320.00      | $99951283.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3212 | 2056-02-01      | 4.5000%  | 0.0000% | $2884596.00        | $2860524.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  | 0.0000% | $23257216.00       | $11391075.83       | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $140252.63         | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $98519.89          | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $652729.24         | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 5.3750%  | 0.0000% | $4999867.00        | $6232.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $4795000.00        | $3368742.66        | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $868166.41         | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1688510.95        | Agency Mortgage-Backed Securities |
| GNII SF DK9878 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1062607.13        | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1694777.93        | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $406894.73         | Agency Mortgage-Backed Securities |
| GNII SF BZ8537 C     | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $51304.21          | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $410870.82         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6796 | 2052-02-01      | 3.0000%  | 0.0000% | $964797.00         | $511156.16         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC4096 | 2051-07-01      | 2.0000%  | 0.0000% | $18704580.00       | $9731231.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8545 | 2052-05-01      | 3.5000%  | 0.0000% | $723000.00         | $431730.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4595 | 2047-05-01      | 3.5000%  | 0.0000% | $38803136.00       | $10382789.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4379 | 2040-10-01      | 5.0000%  | 0.0000% | $3334812.00        | $3117477.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9855 | 2052-09-01      | 5.0000%  | 0.0000% | $4000000.00        | $2858701.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU6886 | 2052-03-01      | 3.0000%  | 0.0000% | $4685480.00        | $2938197.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2071 | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1043219.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6398 | 2052-07-01      | 5.0000%  | 0.0000% | $2546000.00        | $1645105.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1980 | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $328065.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6769 | 2032-12-01      | 5.5000%  | 0.0000% | $2930000.00        | $68963.46          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6713 | 2055-08-01      | 6.5000%  | 0.0000% | $1470086.00        | $1545269.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4405 | 2040-11-01      | 6.0000%  | 0.0000% | $1119626.00        | $943901.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI2227 | 2054-04-01      | 6.0000%  | 0.0000% | $1198986.00        | $1042666.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS6921 | 2031-03-01      | 3.0000%  | 0.0000% | $144395.00         | $9937.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4417 | 2054-07-01      | 6.5000%  | 0.0000% | $1634724.00        | $1674566.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $238724.82         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5100 | 2052-10-01      | 4.0000%  | 0.0000% | $90503296.00       | $73670779.24       | Agency Mortgage-Backed Securities |
| GNII SF 626951 C     | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2466375.03        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3143 | 2043-08-01      | 3.5000%  | 0.0000% | $15000000.00       | $691329.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3658 | 2056-01-01      | 4.5000%  | 0.0000% | $2329200.00        | $2304223.94        | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C     | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $122982614.04      | Agency Mortgage-Backed Securities |
| GNII SF DJ2484 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2530991.34        | Agency Mortgage-Backed Securities |
| GNII ET DH2610 C     | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $972478.19         | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8387.98           | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $434637.87         | Agency Mortgage-Backed Securities |
| GNII SF 004976 M     | 2041-03-20      | 3.5000%  | 0.0000% | $399967.00         | $32475.08          | Agency Mortgage-Backed Securities |
| GNII SF DJ2707 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1263584.69        | Agency Mortgage-Backed Securities |
| GNII SF DK5761 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6186101.43        | Agency Mortgage-Backed Securities |
| GNII ET DP1356 C     | 2065-11-20      | 4.5000%  | 0.0000% | $259325.00         | $255540.33         | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $2875211.50        | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $949788.05         | Agency Mortgage-Backed Securities |
| GNII SF DM6550 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1497800.43        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB7105 | 2051-01-01      | 2.0000%  | 0.0000% | $5505310.00        | $3316262.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7528 | 2052-08-01      | 4.5000%  | 0.0000% | $53041728.00       | $42843457.59       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD7578 | 2052-03-01      | 2.5000%  | 0.0000% | $625801.00         | $425431.21         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0212 | 2052-09-01      | 4.5000%  | 0.0000% | $10330280.00       | $7819035.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4769 | 2041-01-01      | 5.5000%  | 0.0000% | $1234008.00        | $1266666.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4061 | 2040-08-01      | 5.5000%  | 0.0000% | $1029638.00        | $939540.08         | Agency Mortgage-Backed Securities |
| GNII SF BT4420 C     | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2721971.24        | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $387562.26         | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2408653.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $173163.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9529 | 2055-08-01      | 5.5000%  | 0.0000% | $1725662.00        | $1734311.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2514 | 2053-03-01      | 4.5000%  | 0.0000% | $16550000.00       | $13412283.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $22280000.00       | $18688249.76       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZI9297 | 2039-10-01      | 4.0000%  | 0.0000% | $16000000.00       | $1029540.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH3940 | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1662464.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2007 | 2048-04-01      | 4.5000%  | 0.0000% | $167638.00         | $14070.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5506 | 2049-02-01      | 5.0000%  | 0.0000% | $15000000.00       | $4461876.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1739 | 2040-10-01      | 6.5000%  | 0.0000% | $1019102.00        | $1039356.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  | 0.0000% | $9570960.00        | $7963702.79        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8963 | 2051-02-01      | 2.5000%  | 0.0000% | $25952000.00       | $14448425.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9316 | 2054-10-01      | 5.0000%  | 0.0000% | $41030000.00       | $38432958.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8492 | 2054-05-01      | 6.0000%  | 0.0000% | $36079000.00       | $25453894.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7688 | 2050-11-01      | 4.5000%  | 0.0000% | $3122972.00        | $1108753.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8283 | 2046-11-01      | 3.0000%  | 0.0000% | $4951248.00        | $1470346.72        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3712 | 2040-06-01      | 5.5000%  | 0.0000% | $1713050.00        | $1673441.71        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1178733.39        | Agency Mortgage-Backed Securities |
| GNII SF MB0785 M     | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $490257.94         | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1260922.93        | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M     | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $41675.87          | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $247939.08         | Agency Mortgage-Backed Securities |
| GNII SF DM3337 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1700600.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4641 | 2055-01-01      | 5.5000%  | 0.0000% | $115896448.00      | $118235843.53      | Agency Mortgage-Backed Securities |
| GNII ET DN4219 C     | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $323849.11         | Agency Mortgage-Backed Securities |
| GNII SF DP0794 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1075918.00        | $1125566.21        | Agency Mortgage-Backed Securities |
| GNII SF DN3228 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1850379.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M     | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $17346.37          | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $200000.00         | $17135.33          | Agency Mortgage-Backed Securities |
| GNII ET DQ0009 C     | 2065-08-20      | 2.0000%  | 0.0000% | $251592.00         | $200747.13         | Agency Mortgage-Backed Securities |
| GNII SF CR2375 C     | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $121762.22         | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1041792.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8498 | 2054-08-01      | 6.0000%  | 0.0000% | $21030680.00       | $17726580.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8062 | 2038-05-01      | 6.0000%  | 0.0000% | $12464032.00       | $7084819.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942988 | 2037-09-01      | 6.5000%  | 0.0000% | $4217384.00        | $12285.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5949 | 2041-01-01      | 4.0000%  | 0.0000% | $50431424.00       | $49298135.26       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  | 0.0000% | $2400000.00        | $1478958.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3498 | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1401659.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCB8213 | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2293607.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0268 | 2056-01-01      | 5.5000%  | 0.0000% | $10235007.00       | $10541612.75       | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $20739.01          | Agency Mortgage-Backed Securities |
| GNII SF MA8422 M     | 2052-10-20      | 2.0000%  | 0.0000% | $1323304.00        | $769126.95         | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $709037.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1480 | 2054-05-01      | 6.0000%  | 0.0000% | $5825000.00        | $5134039.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4207 | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $1005196.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5365 | 2056-02-01      | 5.0000%  | 0.0000% | $9793920.00        | $9796499.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5988 | 2055-11-01      | 6.0000%  | 0.0000% | $11611312.00       | $11791008.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4295 | 2056-01-01      | 6.0000%  | 0.0000% | $2201750.00        | $2298591.01        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2276 | 2055-08-01      | 6.5000%  | 0.0000% | $7231050.00        | $7603018.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY7675 | 2055-06-01      | 4.5000%  | 0.0000% | $1053030.00        | $1026738.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $527221.00         | $270606.99         | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1172263.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0829 | 2037-03-01      | 2.5000%  | 0.0000% | $3000000.00        | $1576327.50        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM4790 | 2040-11-01      | 2.0000%  | 0.0000% | $71820160.00       | $37691192.00       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $4757648.00        | $3766081.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBK5104 | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $279764.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6523 | 2040-12-01      | 5.5000%  | 0.0000% | $2016152.00        | $2055029.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4827 | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $155221.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4972 | 2056-02-01      | 5.0000%  | 0.0000% | $1611256.00        | $1645732.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $14579984.00       | $14413973.90       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1218 | 2055-11-01      | 6.5000%  | 0.0000% | $1072226.00        | $1118786.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2587 | 2056-01-01      | 5.0000%  | 0.0000% | $5500120.00        | $5533615.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3047 | 2054-12-01      | 6.0000%  | 0.0000% | $21207000.00       | $19712798.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1895 | 2055-10-01      | 5.5000%  | 0.0000% | $6551592.00        | $6607007.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2663 | 2054-10-01      | 5.0000%  | 0.0000% | $19772928.00       | $17829657.40       | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $687635.41         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9870 | 2055-03-01      | 6.5000%  | 0.0000% | $1357380.00        | $1349456.54        | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $578292.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $105389.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $113055360.00      | $76023949.93       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9520 | 2054-11-01      | 5.0000%  | 0.0000% | $135232.00         | $118049.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1220 | 2045-12-01      | 6.0000%  | 0.0000% | $2815356.00        | $2943070.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $4870000.00        | $142973.67         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2475 | 2039-09-01      | 6.5000%  | 0.0000% | $1042156.00        | $458821.73         | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $881684.82         | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22603.09          | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $265421.48         | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $880586.56         | Agency Mortgage-Backed Securities |
| GNII ET DI6472 C     | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $3457417.55        | Agency Mortgage-Backed Securities |
| GNII ET DM5644 C     | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $396816.60         | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $1071274.77        | Agency Mortgage-Backed Securities |
| GNII SF DM3849 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1000592.00        | $1048981.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7551 | 2053-11-01      | 6.5000%  | 0.0000% | $2951656.00        | $2749341.95        | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $350997.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0597 M     | 2040-09-20      | 6.5000%  | 0.0000% | $255307.00         | $261928.70         | Agency Mortgage-Backed Securities |
| GNII SF AG8727 C     | 2045-07-20      | 3.0000%  | 0.0000% | $2040724.00        | $374710.34         | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M     | 2055-07-20      | 4.5000%  | 0.0000% | $45000000.00       | $43901358.87       | Agency Mortgage-Backed Securities |
| GNII SF DN6358 C     | 2056-01-20      | 5.5000%  | 0.0000% | $25405160.00       | $26067976.01       | Agency Mortgage-Backed Securities |
| GNII SF CC9791 C     | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $54372.75          | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2310107.02        | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $336553.61         | Agency Mortgage-Backed Securities |
| GNII ET DM7151 C     | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $659440.11         | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M     | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $424645.70         | Agency Mortgage-Backed Securities |
| GNII SF DM1111 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2530376.00        | $2436240.84        | Agency Mortgage-Backed Securities |
| GNII SF DL3706 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1241768.00        | $1277756.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $18102260.00       | $5676376.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS9095 | 2042-08-01      | 2.0000%  | 0.0000% | $1011000.00        | $783848.60         | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $289323.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1944149.38        | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $904000.00         | $76736.68          | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $143596.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $955285.00         | $449520.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $1110000.00        | $765831.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA4575 | 2052-01-01      | 3.5000%  | 0.0000% | $967000.00         | $622173.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCC1755 | 2045-10-01      | 6.5000%  | 0.0000% | $2225296.00        | $2232208.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6288 | 2056-02-01      | 5.0000%  | 0.0000% | $8761600.00        | $8854281.18        | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2450447.25        | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $20000000.00       | $1441235.40        | Agency Mortgage-Backed Securities |
| GNII SF MA6744 M     | 2035-03-20      | 4.5000%  | 0.0000% | $195236.00         | $50927.64          | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $119004.27         | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1175425.17        | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $852897.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7360 | 2055-04-01      | 6.5000%  | 0.0000% | $7010016.00        | $6414881.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6721 | 2055-12-01      | 5.5000%  | 0.0000% | $8926784.00        | $9090785.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7277 | 2052-05-01      | 3.5000%  | 0.0000% | $1850000.00        | $1270549.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1479 | 2038-07-01      | 3.0000%  | 0.0000% | $255572.00         | $196800.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4029 | 2040-08-01      | 5.5000%  | 0.0000% | $1494018.00        | $1421288.00        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6922 | 2055-12-01      | 7.0000%  | 0.0000% | $4702750.00        | $4514855.95        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0525 | 2036-05-01      | 2.0000%  | 0.0000% | $1625000.00        | $944962.02         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8337 | 2039-11-01      | 4.0000%  | 0.0000% | $2090512.00        | $1708498.50        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ4341 | 2054-09-01      | 7.5000%  | 0.0000% | $1137630.00        | $935735.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF6543 | 2040-12-01      | 6.0000%  | 0.0000% | $1490966.00        | $1532757.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5229 | 2055-08-01      | 5.0000%  | 0.0000% | $1102072.00        | $1115264.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8644 | 2055-03-01      | 7.0000%  | 0.0000% | $1217466.00        | $1081415.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL2246 | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $938460.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3205 | 2055-04-01      | 6.0000%  | 0.0000% | $31798304.00       | $31331624.45       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3894 | 2056-01-01      | 5.0000%  | 0.0000% | $5188016.00        | $5250861.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2162 | 2055-11-01      | 4.5000%  | 0.0000% | $1352140.00        | $1339260.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4987 | 2056-02-01      | 5.5000%  | 0.0000% | $14401232.00       | $14780229.01       | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $27950.16          | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $52049.51          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10753.83          | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $85192.60          | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1795000.00        | $711567.94         | Agency Mortgage-Backed Securities |
| GNII SF BY6449 C     | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $212952.52         | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $458548.70         | Agency Mortgage-Backed Securities |
| GNII SF DN6082 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963778.00        | $2077239.23        | Agency Mortgage-Backed Securities |
| GNII ET DN5341 C     | 2065-11-20      | 3.5000%  | 0.0000% | $75788.00          | $70667.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6763 | 2054-11-01      | 5.0000%  | 0.0000% | $1009494.00        | $900176.41         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7506 | 2049-09-01      | 4.0000%  | 0.0000% | $98255000.00       | $26645728.34       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $204738400.00      | $42957722.70       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6628 | 2054-08-01      | 6.5000%  | 0.0000% | $334405.00         | $244848.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $6048816.00        | $4597048.74        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1580 | 2049-10-01      | 3.5000%  | 0.0000% | $360000.00         | $150839.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4023 | 2040-09-01      | 6.0000%  | 0.0000% | $1163368.00        | $1158804.70        | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $24953.11          | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $152333.76         | Agency Mortgage-Backed Securities |
| GNII SF MA7912 M     | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $192113.32         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1182517.64        | Agency Mortgage-Backed Securities |
| GNII SF DL5881 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1805788.53        | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $108459.05         | Agency Mortgage-Backed Securities |
| GNII SF MA7655 M     | 2051-10-20      | 5.5000%  | 0.0000% | $46000.00          | $15355.20          | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $945206.26         | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1489225.83        | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1159519.81        | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6293280.00        | $4119200.88        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2466131.59        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1099929.28        | Agency Mortgage-Backed Securities |
| GNII SF DK7329 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1467666.00        | $1531205.90        | Agency Mortgage-Backed Securities |
| GNII SF CX3287 C     | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $66554.17          | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $226798.46         | Agency Mortgage-Backed Securities |
| GNII SF DB6821 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2058948.12        | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1175891.40        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTCB7852 | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $727518.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9928 | 2056-01-01      | 6.0000%  | 0.0000% | $1703170.00        | $1798380.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9796 | 2056-01-01      | 5.0000%  | 0.0000% | $2962628.00        | $2983183.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1481 | 2056-02-01      | 4.5000%  | 0.0000% | $8461152.00        | $8405826.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2068 | 2056-02-01      | 5.0000%  | 0.0000% | $4277312.00        | $4326505.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9197 | 2056-02-01      | 5.5000%  | 0.0000% | $8137904.00        | $8379015.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1412 | 2056-02-01      | 5.0000%  | 0.0000% | $18057728.00       | $18206480.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0779 | 2056-01-01      | 6.0000%  | 0.0000% | $2047336.00        | $2135476.35        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6254 | 2055-10-01      | 7.0000%  | 0.0000% | $2067456.00        | $2176309.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7679 | 2056-03-01      | 6.5000%  | 0.0000% | $5888528.00        | $6173394.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA4991 | 2038-04-01      | 5.5000%  | 0.0000% | $450000.00         | $235258.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $134108928.00      | $122262627.94      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5758 | 2055-02-01      | 5.5000%  | 0.0000% | $573446.00         | $507484.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG0299 | 2041-01-01      | 4.0000%  | 0.0000% | $296364.00         | $293010.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8685 | 2052-09-01      | 4.5000%  | 0.0000% | $700000.00         | $603429.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA6011 | 2036-02-01      | 4.5000%  | 0.0000% | $1805138.00        | $1827034.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9150 | 2055-03-01      | 6.5000%  | 0.0000% | $3770720.00        | $3256815.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC8767 | 2055-01-01      | 7.0000%  | 0.0000% | $1056192.00        | $715183.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9435 | 2055-05-01      | 6.0000%  | 0.0000% | $1630548.00        | $1678054.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5183 | 2055-08-01      | 6.5000%  | 0.0000% | $2373340.00        | $2146680.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF5208 | 2040-12-01      | 4.0000%  | 0.0000% | $628527.00         | $614782.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1502 | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2698109.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0878 | 2051-09-01      | 2.5000%  | 0.0000% | $569559.00         | $448443.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9482 | 2054-11-01      | 5.0000%  | 0.0000% | $24908928.00       | $23157196.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $1868268.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  | 0.0000% | $391292.00         | $362439.06         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $6049.38           | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $302720.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $51965440.00       | $32767360.55       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0526 | 2055-03-01      | 5.5000%  | 0.0000% | $6680000.00        | $6233001.94        | Agency Mortgage-Backed Securities |
| GNII SF DO0911 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1040906.00        | $1054020.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $454765.40         | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1202512.55        | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $571476.39         | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $283162.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1013 | 2041-02-01      | 6.0000%  | 0.0000% | $2727892.00        | $2819585.50        | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $49037271.04       | Agency Mortgage-Backed Securities |
| GNII SF DL5948 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1628440.00        | $1705217.50        | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1516206.00        | $1130717.44        | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C     | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $155119.01         | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $452838.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1566 | 2051-09-01      | 2.5000%  | 0.0000% | $3097100.00        | $2048329.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0053 | 2053-05-01      | 4.5000%  | 0.0000% | $897959.00         | $778080.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4511 | 2056-01-01      | 5.0000%  | 0.0000% | $5425432.00        | $5492978.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4765 | 2056-02-01      | 5.5000%  | 0.0000% | $5701472.00        | $5879470.63        | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $45474.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $2012356.00        | $1176431.01        | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $548264.87         | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $71350.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8622 M     | 2030-11-20      | 8.0000%  | 0.0000% | $30681.00          | $9903.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4133 | 2056-02-01      | 5.0000%  | 0.0000% | $20320192.00       | $20498532.22       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7936 | 2055-11-01      | 5.5000%  | 0.0000% | $19431744.00       | $19780205.45       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX3492 | 2055-01-01      | 7.0000%  | 0.0000% | $1119426.00        | $899717.26         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1599 | 2055-07-01      | 6.5000%  | 0.0000% | $1664140.00        | $1756450.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8628 | 2055-07-01      | 5.5000%  | 0.0000% | $1272932.00        | $1300012.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1296 | 2052-11-01      | 5.0000%  | 0.0000% | $10450672.00       | $8085990.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1461 | 2052-06-01      | 4.0000%  | 0.0000% | $49992.00          | $33677.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3923 | 2056-03-01      | 5.0000%  | 0.0000% | $2291480.00        | $2336031.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0548 | 2051-05-01      | 3.5000%  | 0.0000% | $4949520.00        | $2349765.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2073 | 2056-02-01      | 5.0000%  | 0.0000% | $10050704.00       | $10129753.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1730 | 2055-05-01      | 6.0000%  | 0.0000% | $35144576.00       | $27802405.85       | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $962322.90         | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $405911.34         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1803 | 2055-07-01      | 6.0000%  | 0.0000% | $41506048.00       | $39205375.47       | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1494771.55        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $581682.26         | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M     | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $18497.63          | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $460576.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $718961.63         | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2065195.55        | Agency Mortgage-Backed Securities |
| GNII SF DO2177 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1161832.00        | $1215685.37        | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $752423.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1408 | 2056-02-01      | 5.0000%  | 0.0000% | $9683552.00        | $9763262.54        | Agency Mortgage-Backed Securities |

### Security 691: 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: ARP1FJSR5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJSR5
- **C.18 - Value (incl. sponsor support):** $8861533000.00
- **C.18.a - Value (excl. sponsor support):** $8861533000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **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? 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 721979 X     | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $128419.73         | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2056118.48        | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $1482364.81        | Agency Mortgage-Backed Securities |
| GNII SF DO9136 C     | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $745687.34         | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $186314.04         | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 5.3750%  | 0.0000% | $50000000.00       | $75559.67          | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1076547.99        | Agency Mortgage-Backed Securities |
| GNII ET DO9790 C     | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $128283.11         | Agency Mortgage-Backed Securities |
| GNII SF DO9804 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1383529.21        | Agency Mortgage-Backed Securities |
| GNII SF DO0930 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1174756.00        | $1202092.92        | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $51080.69          | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2093887.67        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1103370.87        | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1447856.17        | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $70345.00          | $20209.69          | Agency Mortgage-Backed Securities |
| GNII SF DP0662 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4569872.00        | $4606026.22        | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4171464.96        | Agency Mortgage-Backed Securities |
| GNII SF DO2239 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2795864.00        | $2812743.43        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1558475.48        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $793993.64         | Agency Mortgage-Backed Securities |
| GNII SF DP3269 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3062830.00        | $3088808.77        | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $38229402.84       | Agency Mortgage-Backed Securities |
| GNII SF DI8913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1769082.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $105000000.00      | $104407012.02      | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C     | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2148729.69        | Agency Mortgage-Backed Securities |
| GNPL RX 628954       | 2033-05-15      | 5.7500%  | 0.0000% | $253000.00         | $110400.71         | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $858076.00         | $35994.94          | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $662667.93         | Agency Mortgage-Backed Securities |
| GNII SF DO5001 C     | 2056-01-20      | 5.5000%  | 0.0000% | $5450640.00        | $5603374.48        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1953884.10        | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $77048320.00       | $60159597.51       | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1960470.52        | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $796905.81         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $884693.29         | Agency Mortgage-Backed Securities |
| GNII SF DM4746 C     | 2055-08-20      | 4.5000%  | 0.0000% | $2677992.00        | $2634614.66        | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2482600.03        | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $887101.92         | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $144542.99         | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $44379.68          | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C     | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $853384.88         | Agency Mortgage-Backed Securities |
| GNII SF DM4206 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1063464.00        | $1115500.38        | Agency Mortgage-Backed Securities |
| GNII ET DL9948 C     | 2065-06-20      | 7.0000%  | 0.0000% | $3261848.00        | $2245324.33        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $19930539.91       | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3273212.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1309875.31        | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $10559536.00       | $10751345.28       | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5979069.74        | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $844892.64         | Agency Mortgage-Backed Securities |
| GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $1894200.00        | $2038799.57        | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2366944.00        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $75491.46          | Agency Mortgage-Backed Securities |
| GNII SF MA8620 M     | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $26922.64          | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3505016.03        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6752815.99        | Agency Mortgage-Backed Securities |
| GNII SF DL5794 C     | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1229175.89        | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9397431.37        | Agency Mortgage-Backed Securities |
| GNPL PN DK1404       | 2060-10-15      | 5.5300%  | 0.0000% | $4718400.00        | $4992676.57        | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $3918148.00        | $4225271.60        | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $145895.14         | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1049308.82        | Agency Mortgage-Backed Securities |
| GNCL CL DJ0392       | 2068-05-15      | 5.4300%  | 0.0000% | $254516.00         | $264651.25         | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $894257.51         | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $63874.64          | Agency Mortgage-Backed Securities |
| GNMI SF AX2595 X     | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $46275.87          | Agency Mortgage-Backed Securities |
| GNMI SF 462682 X     | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $5821.16           | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $419579.17         | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $59500864.00       | $59223418.43       | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1504796.61        | Agency Mortgage-Backed Securities |
| GNII ET DB3359 C     | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1286167.92        | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $694309.95         | Agency Mortgage-Backed Securities |
| GNII SF DB0874 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $985246.03         | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C     | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $355038.46         | Agency Mortgage-Backed Securities |
| GNII SF AK2600 C     | 2044-11-20      | 3.5000%  | 0.0000% | $1642758.00        | $204532.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $18927136.00       | $16901224.32       | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2573260.58        | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 5.2500%  | 0.0000% | $13534608.00       | $14060423.01       | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $589174.53         | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1503228.50        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1292239.16        | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $76229.45          | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19103.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $939631.12         | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $118628.07         | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $23625.54          | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $145987.15         | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1510390.28        | Agency Mortgage-Backed Securities |
| GNII SF DH2897 C     | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $976932.44         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2298184.06        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $1981516.05        | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1126926.17        | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $1394494.72        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $292326.37         | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2625868.52        | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15186085.69       | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $473841.28         | Agency Mortgage-Backed Securities |
| GNII ET DF7153 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $453148.38         | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $805429.23         | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $512311.81         | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $220712960.00      | $122873515.72      | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $15621312.00       | $9626937.86        | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $805690.46         | Agency Mortgage-Backed Securities |
| GNII JM MA6645 M     | 2050-05-20      | 2.5000%  | 0.0000% | $135780000.00      | $26395825.23       | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $96057.11          | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $59175.63          | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $36676193.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0915 | 2056-01-01      | 5.0000%  | 0.0000% | $1869150.00        | $1886593.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1411 | 2056-02-01      | 5.0000%  | 0.0000% | $14168784.00       | $14282757.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $13000.00          | $8683.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $1230920.00        | $1161695.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2468 | 2056-01-01      | 4.5000%  | 0.0000% | $2597536.00        | $2593016.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1416 | 2052-01-01      | 3.0000%  | 0.0000% | $26000.00          | $16734.16          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT7228 | 2036-09-01      | 2.0000%  | 0.0000% | $2620000.00        | $1235547.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5682 | 2055-12-01      | 6.5000%  | 0.0000% | $9094192.00        | $9499655.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE5017 | 2045-02-01      | 3.5000%  | 0.0000% | $90000.00          | $22378.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  | 0.0000% | $1004076.00        | $1015911.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAZ9016 | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $28581.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | 0.0000% | $377290.00         | $345273.63         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF0894 | 2055-11-01      | 7.0000%  | 0.0000% | $1091188.00        | $1148664.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB6474 | 2050-12-01      | 2.5000%  | 0.0000% | $2500000.00        | $1047864.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3912 | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2351828.46        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $10649840.00       | $6240865.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6385 | 2055-06-01      | 5.5000%  | 0.0000% | $2210212.00        | $2173696.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2006 | 2055-08-01      | 7.0000%  | 0.0000% | $2133712.00        | $1715876.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDE0242 | 2055-06-01      | 6.5000%  | 0.0000% | $5613080.00        | $5766336.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1110 | 2040-09-01      | 6.0000%  | 0.0000% | $10276624.00       | $10330549.51       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  | 0.0000% | $57028.00          | $40110.72          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2724 | 2055-06-01      | 6.5000%  | 0.0000% | $1946206.00        | $2047222.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8891 | 2055-07-01      | 5.5000%  | 0.0000% | $1098004.00        | $1120595.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3478 | 2055-07-01      | 6.0000%  | 0.0000% | $6504960.00        | $5725038.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2947 | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $622236.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0485 | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $4086712.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0700 | 2054-07-01      | 5.0000%  | 0.0000% | $29615584.00       | $25208244.68       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1698 | 2056-02-01      | 5.0000%  | 0.0000% | $2105280.00        | $2142714.22        | Agency Mortgage-Backed Securities |
| GNII SF AB7500 C     | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6510.84           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1056 | 2055-11-01      | 5.5000%  | 0.0000% | $1253628.00        | $1279355.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5296 | 2056-02-01      | 5.0000%  | 0.0000% | $5551056.00        | $5620175.82        | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6628000.00        | $682467.74         | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $557295.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1149 | 2055-12-01      | 6.0000%  | 0.0000% | $1055880.00        | $1087804.28        | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $472646144.00      | $57394987.70       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3596 | 2054-11-01      | 6.0000%  | 0.0000% | $1483398.00        | $1194027.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1221 | 2055-12-01      | 6.0000%  | 0.0000% | $5085920.00        | $5231565.18        | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $62650304.00       | $6219942.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3882 | 2056-01-01      | 6.0000%  | 0.0000% | $7963650.00        | $8214253.70        | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $715787.39         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0011 | 2055-12-01      | 7.0000%  | 0.0000% | $1208528.00        | $1276770.45        | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $187181.22         | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $77533.02          | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $500661.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4660 | 2056-01-01      | 5.5000%  | 0.0000% | $1568724.00        | $1612858.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4277 | 2056-01-01      | 5.5000%  | 0.0000% | $4905200.00        | $5055627.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3637 | 2056-01-01      | 5.5000%  | 0.0000% | $9307888.00        | $9500254.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M     | 2052-06-20      | 5.0000%  | 0.0000% | $30000.00          | $21070.75          | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26822.46          | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1029575.15        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1720682.12        | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6162.64           | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $253046.12         | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2600712.40        | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $1435885.98        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $128435.69         | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $6634343.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ3025 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15557248.03       | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1132112.44        | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $5721472.00        | $5895985.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1476285.51        | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $53877.74          | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $193083.00         | $200813.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $46109.00          | $30006.86          | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $92933.57          | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1205247.88        | Agency Mortgage-Backed Securities |
| GNII SF CV0625 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1505287.07        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1353131.46        | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $725492.74         | Agency Mortgage-Backed Securities |
| GNII SF DO3774 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1437116.00        | $1523543.96        | Agency Mortgage-Backed Securities |
| GNII JM MB0673 M     | 2055-08-20      | 5.5000%  | 0.0000% | $83312896.00       | $81280711.99       | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $3155912.57        | Agency Mortgage-Backed Securities |
| GNAR AF MB0881 M     | 2056-01-20      | 4.5000%  | 0.0000% | $3084732.00        | $3118202.01        | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $171045120.00      | $176416299.32      | Agency Mortgage-Backed Securities |
| GNII SF DI7929 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $867593.05         | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $680191.78         | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1069836.14        | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $43558.00          | $46317.51          | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3265778.57        | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1019870.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG0751 | 2041-01-01      | 4.0000%  | 0.0000% | $774957.00         | $766698.24         | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $813829.57         | Agency Mortgage-Backed Securities |
| GNII SF DP8730 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3264712.00        | $3232756.53        | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $4922684.97        | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $4634980.00        | $12882.60          | Agency Mortgage-Backed Securities |
| GNII SF DP9460 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3155712.00        | $3201463.28        | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $146165.60         | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3733626.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9372 | 2056-01-01      | 6.5000%  | 0.0000% | $3450196.00        | $3596247.74        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M     | 2053-01-20      | 6.0000%  | 0.0000% | $60000000.00       | $60239444.67       | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1492246.29        | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14565.18          | Agency Mortgage-Backed Securities |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $104890368.00      | $100773567.96      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL0814 | 2055-03-01      | 7.0000%  | 0.0000% | $16486000.00       | $14404114.30       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9105 | 2055-11-01      | 7.0000%  | 0.0000% | $1005974.00        | $805625.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1549 | 2055-11-01      | 6.5000%  | 0.0000% | $24320000.00       | $23959199.27       | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $84655.91          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6796 | 2052-06-01      | 4.0000%  | 0.0000% | $189487.00         | $174055.12         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN6394 | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $524924.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3128 | 2054-09-01      | 5.5000%  | 0.0000% | $6869456.00        | $5383397.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4472 | 2042-02-01      | 3.5000%  | 0.0000% | $39737920.00       | $2525822.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $68602752.00       | $60724482.40       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8514 | 2055-03-01      | 5.0000%  | 0.0000% | $1164212.00        | $1093886.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL788359 | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $54803.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8781 | 2047-02-01      | 3.0000%  | 0.0000% | $75000.00          | $22277.29          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4740 | 2041-01-01      | 5.0000%  | 0.0000% | $1288234.00        | $1307766.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB7917 | 2054-08-01      | 6.5000%  | 0.0000% | $1112908.00        | $939943.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6192 | 2045-11-01      | 3.5000%  | 0.0000% | $1800000.00        | $279640.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725221 | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1389971.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1573 | 2054-09-01      | 5.0000%  | 0.0000% | $1242008.00        | $1192652.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $283000.00         | $41194.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBQ7468 | 2052-01-01      | 4.0000%  | 0.0000% | $1134230.00        | $1025843.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4795 | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $4880414.54        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB1084 | 2050-07-01      | 3.0000%  | 0.0000% | $25000000.00       | $8041688.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4078 | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7789943.89        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6341 | 2055-12-01      | 7.0000%  | 0.0000% | $1028570.00        | $1097359.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4513 | 2042-02-01      | 3.5000%  | 0.0000% | $75000000.00       | $5593125.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $12000000.00       | $1483703.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAB7130 | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $19470.42          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7096 | 2054-01-01      | 6.0000%  | 0.0000% | $48200000.00       | $32218886.53       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $66000.00          | $13688.13          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4443 | 2056-01-01      | 4.5000%  | 0.0000% | $1126150.00        | $1118348.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3718 | 2053-08-01      | 4.5000%  | 0.0000% | $17190848.00       | $16898636.98       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7525 | 2056-02-01      | 4.5000%  | 0.0000% | $11018656.00       | $10958626.36       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $665000.00         | $274079.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6901 | 2053-08-01      | 5.0000%  | 0.0000% | $2359276.00        | $1982637.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $5290000.00        | $410381.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | 0.0000% | $849558.00         | $684694.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS7509 | 2039-04-01      | 5.0000%  | 0.0000% | $92647.00          | $59974.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2185 | 2043-09-01      | 3.0000%  | 0.0000% | $24518432.00       | $7440721.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0406 | 2056-02-01      | 5.0000%  | 0.0000% | $2202000.00        | $2227325.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1697 | 2056-03-01      | 5.0000%  | 0.0000% | $2449228.00        | $2496848.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1336 | 2041-08-01      | 2.0000%  | 0.0000% | $2250000.00        | $1338854.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9370 | 2056-01-01      | 6.0000%  | 0.0000% | $7254760.00        | $7206050.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1074 | 2056-02-01      | 5.5000%  | 0.0000% | $10198200.00       | $10448787.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1668 | 2056-03-01      | 5.0000%  | 0.0000% | $9345824.00        | $9499059.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9771 | 2056-01-01      | 5.0000%  | 0.0000% | $13132016.00       | $13227184.82       | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $5329648.00        | $4796910.90        | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $388821.65         | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2643574.34        | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $332917.49         | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $490005.96         | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2972058.75        | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2925502.05        | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $15500000.00       | $9724015.26        | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1183333.34        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $194949.65         | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1262976.73        | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6543983.43        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $32532.71          | Agency Mortgage-Backed Securities |
| GNII SF DE5707 C     | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $602999.24         | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1728910.57        | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $41437.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2452 | 2056-02-01      | 4.5000%  | 0.0000% | $9939712.00        | $9896305.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0649 | 2055-02-01      | 5.5000%  | 0.0000% | $1246640.00        | $1146245.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5754 | 2056-01-01      | 6.5000%  | 0.0000% | $15070096.00       | $16025294.84       | Agency Mortgage-Backed Securities |
| GNII JM MA4290 M     | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $69295.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $187259.25         | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $81943.81          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $151406592.00      | $133062529.71      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  | 0.0000% | $6611688.00        | $6253704.69        | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $220814.03         | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $45295.36          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $186030336.00      | $12401418.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0078 | 2041-02-01      | 6.0000%  | 0.0000% | $9259280.00        | $9625107.98        | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $879458.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0055 | 2041-01-01      | 5.5000%  | 0.0000% | $46798784.00       | $46792709.98       | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $892405.14         | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $245040.59         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $87365632.00       | $63085129.09       | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $69228.92          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2583 | 2056-01-01      | 5.5000%  | 0.0000% | $12843168.00       | $13084389.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2086 | 2055-12-01      | 6.0000%  | 0.0000% | $20063776.00       | $20901686.27       | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $78578.75          | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1628234.07        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $628418.91         | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $663421.48         | Agency Mortgage-Backed Securities |
| GNII SF DN0128 C     | 2055-11-20      | 5.5000%  | 0.0000% | $653672.00         | $667848.19         | Agency Mortgage-Backed Securities |
| GNII ET DP0452 C     | 2065-12-20      | 4.0000%  | 0.0000% | $256437.00         | $247949.11         | Agency Mortgage-Backed Securities |
| GNII SF DN9273 C     | 2055-12-20      | 5.0000%  | 0.0000% | $6106216.00        | $6151403.64        | Agency Mortgage-Backed Securities |
| GNII ET DN4810 C     | 2065-09-20      | 2.0000%  | 0.0000% | $735284.00         | $584523.55         | Agency Mortgage-Backed Securities |
| GNII SF DP1199 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1908102.00        | $2042585.07        | Agency Mortgage-Backed Securities |
| GNII SF DN0851 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4127360.00        | $4320770.51        | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4728996.31        | Agency Mortgage-Backed Securities |
| GNII SF DP0179 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2061148.00        | $2168797.97        | Agency Mortgage-Backed Securities |
| GNII SF AV5009 C     | 2046-10-20      | 3.0000%  | 0.0000% | $1801326.00        | $104099.25         | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4944565.05        | Agency Mortgage-Backed Securities |
| GNII SF DN8233 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1498721.94        | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1700590.00        | $812955.59         | Agency Mortgage-Backed Securities |
| GNII SF MB0088 M     | 2054-12-20      | 3.5000%  | 0.0000% | $37725680.00       | $34133057.76       | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $25007.31          | Agency Mortgage-Backed Securities |
| GNII SF CT4983 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $571856.28         | Agency Mortgage-Backed Securities |
| GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | 0.0000% | $221612000.00      | $222301444.74      | Agency Mortgage-Backed Securities |
| GNII SF DP2063 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3376260.00        | $3403816.75        | Agency Mortgage-Backed Securities |
| GNII SF DO9199 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1707040.00        | $1815555.77        | Agency Mortgage-Backed Securities |
| GNII SF MB0183 M     | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $16655.28          | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $92921.32          | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $1578368.00        | $1064800.48        | Agency Mortgage-Backed Securities |
| GNII SF DO7923 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4505950.00        | $4541863.59        | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16602518.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9091 | 2056-01-01      | 6.0000%  | 0.0000% | $4672616.00        | $4817285.65        | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $488744.77         | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3301474.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9772 | 2056-01-01      | 4.5000%  | 0.0000% | $2727808.00        | $2701577.16        | Agency Mortgage-Backed Securities |
| GNAR AT MB0638 M     | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $492413.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4416 | 2040-11-01      | 5.0000%  | 0.0000% | $2617516.00        | $2515105.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5389 | 2046-02-01      | 5.5000%  | 0.0000% | $1120996.00        | $1141628.63        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN5067 | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1441617.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4362 | 2040-10-01      | 6.0000%  | 0.0000% | $1016916.00        | $1024745.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3696 | 2040-06-01      | 6.0000%  | 0.0000% | $1553796.00        | $1550886.25        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PSE9053 | 2052-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $764191.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3558 | 2040-08-01      | 6.0000%  | 0.0000% | $5883576.00        | $5834059.36        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $14795000.00       | $1586356.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0233 | 2053-09-01      | 5.0000%  | 0.0000% | $6028080.00        | $4571686.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $4355040.00        | $3692844.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4208 | 2035-10-01      | 6.5000%  | 0.0000% | $315000.00         | $6827.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $128997376.00      | $117288459.15      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8138 | 2037-01-01      | 2.5000%  | 0.0000% | $9437584.00        | $5087682.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4481 | 2054-09-01      | 6.0000%  | 0.0000% | $20101952.00       | $16892458.26       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $75000000.00       | $41544114.48       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $106007680.00      | $56548727.43       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0732 | 2051-09-01      | 2.0000%  | 0.0000% | $388143.00         | $242055.60         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6583 | 2050-07-01      | 4.0000%  | 0.0000% | $19796992.00       | $17085843.59       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0982 | 2052-04-01      | 3.5000%  | 0.0000% | $6646000.00        | $4613389.81        | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1078103.54        | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $3080840.00        | $3333890.45        | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26960202.41       | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $80350.22          | Agency Mortgage-Backed Securities |
| GNMI SF AY5222 X     | 2047-03-15      | 4.5000%  | 0.0000% | $876464.00         | $77775.42          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $8154.34           | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493023.00        | $6686615.49        | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5119213.85        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2376658.63        | Agency Mortgage-Backed Securities |
| GNII ET DO3778 C     | 2064-02-20      | 6.5000%  | 0.0000% | $90806.00          | $94932.43          | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3039504.61        | Agency Mortgage-Backed Securities |
| GNII SF DP0775 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3655740.00        | $3783106.33        | Agency Mortgage-Backed Securities |
| GNII SF DO0928 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1182826.00        | $1230422.71        | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 5.1250%  | 0.0000% | $24838132.00       | $5988.63           | Agency Mortgage-Backed Securities |
| GNII SF DP4478 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1629450.00        | $1645614.32        | Agency Mortgage-Backed Securities |
| GNMI SP 786470 X     | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $544083.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1450 | 2055-11-01      | 6.0000%  | 0.0000% | $22552000.00       | $23278660.97       | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $60274.51          | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $15155.86          | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $756545.07         | Agency Mortgage-Backed Securities |
| GNII SF DP4583 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1567250.00        | $1621652.73        | Agency Mortgage-Backed Securities |
| GNII SF DP0664 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7917864.00        | $7972045.71        | Agency Mortgage-Backed Securities |
| GNII ET DP1971 C     | 2066-01-20      | 6.5000%  | 0.0000% | $1254032.00        | $1314358.28        | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $186496.02         | Agency Mortgage-Backed Securities |
| GNII SF DP4656 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1673934.00        | $1696937.39        | Agency Mortgage-Backed Securities |
| GNII SP 784905 C     | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $327056.27         | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $51712.89          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9808 | 2055-11-01      | 5.0000%  | 0.0000% | $1291382.00        | $1312364.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8811 | 2055-11-01      | 6.0000%  | 0.0000% | $1213932.00        | $1262081.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7939 | 2055-11-01      | 4.5000%  | 0.0000% | $2457664.00        | $2433101.58        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTBY1287 | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $567674.44         | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18607.69          | Agency Mortgage-Backed Securities |
| GNPL PN CQ9722       | 2061-01-15      | 5.0200%  | 0.0000% | $8210000.00        | $8436130.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $6051176.60        | Agency Mortgage-Backed Securities |
| GNMI SF BP5564 X     | 2049-09-15      | 3.0000%  | 0.0000% | $1393254.00        | $856695.10         | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1534514.00        | $1400680.84        | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1033581.94        | Agency Mortgage-Backed Securities |
| GNII SF BV8709 C     | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $366928.14         | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $235934.45         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $239981.80         | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $275972.53         | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $209974.44         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $221768.23         | Agency Mortgage-Backed Securities |
| GNPL PN CP4186       | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35868.49          | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $831331.51         | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1103531.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0448 | 2055-12-01      | 5.5000%  | 0.0000% | $17363392.00       | $17847484.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1493 | 2055-12-01      | 5.5000%  | 0.0000% | $11008784.00       | $11200336.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4486 | 2056-01-01      | 6.5000%  | 0.0000% | $2163728.00        | $2271103.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2657 | 2056-01-01      | 6.0000%  | 0.0000% | $1972038.00        | $2029876.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5542 | 2056-01-01      | 5.5000%  | 0.0000% | $39071936.00       | $40346978.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3495 | 2055-02-01      | 6.0000%  | 0.0000% | $31681344.00       | $27728967.41       | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $96355.27          | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $539574.09         | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $7588.49           | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26132.21          | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $460577.60         | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $410348.40         | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $355196.00         | $276346.49         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6893 | 2056-03-01      | 6.5000%  | 0.0000% | $7781816.00        | $8168062.11        | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6308107.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9435 | 2055-11-01      | 5.5000%  | 0.0000% | $1057002.00        | $1083675.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6697 | 2055-11-01      | 6.0000%  | 0.0000% | $13061840.00       | $13399639.31       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5707 | 2055-10-01      | 7.0000%  | 0.0000% | $1562990.00        | $1659364.90        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $583984.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7932 | 2055-11-01      | 5.0000%  | 0.0000% | $1420386.00        | $1438523.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6847 | 2045-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $1712708.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3663 | 2055-08-01      | 5.5000%  | 0.0000% | $48824384.00       | $50237228.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7951 | 2042-09-01      | 3.5000%  | 0.0000% | $15913080.00       | $1538752.66        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA2665 | 2055-07-01      | 7.0000%  | 0.0000% | $15979000.00       | $15585551.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1873 | 2056-01-01      | 6.0000%  | 0.0000% | $34285920.00       | $35891563.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $10000.00          | $6140.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3758 | 2056-03-01      | 5.0000%  | 0.0000% | $7202232.00        | $7280909.98        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $90334.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC0725 | 2031-02-01      | 3.0000%  | 0.0000% | $74476.00          | $5555.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBM1885 | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3074185.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6575 | 2056-01-01      | 4.5000%  | 0.0000% | $2574236.00        | $2555626.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW2491 | 2056-02-01      | 6.5000%  | 0.0000% | $4894192.00        | $5148677.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1422 | 2055-04-01      | 6.0000%  | 0.0000% | $2744000.00        | $2551863.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $15685.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $814034.00         | $717831.44         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7543 | 2052-06-01      | 4.0000%  | 0.0000% | $3800000.00        | $2907813.25        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RSF1006 | 2031-12-01      | 3.5000%  | 0.0000% | $2009300.00        | $182070.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8748 | 2050-04-01      | 3.0000%  | 0.0000% | $8476496.00        | $3346644.24        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2658 | 2052-04-01      | 3.0000%  | 0.0000% | $3549856.00        | $2238049.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $63478272.00       | $51998400.20       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $225000.00         | $140314.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8430 | 2054-05-01      | 5.0000%  | 0.0000% | $8761000.00        | $7567677.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $516026368.00      | $3922139.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2634 | 2039-10-01      | 5.5000%  | 0.0000% | $1176832.00        | $987705.38         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4369 | 2040-10-01      | 4.5000%  | 0.0000% | $1899700.00        | $1880963.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5642 | 2052-03-01      | 2.5000%  | 0.0000% | $71629.00          | $36924.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0169 | 2040-05-01      | 5.5000%  | 0.0000% | $125517184.00      | $1868637.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3912 | 2056-02-01      | 5.0000%  | 0.0000% | $1177224.00        | $1194278.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6680 | 2049-04-01      | 4.0000%  | 0.0000% | $58580032.00       | $10296120.03       | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $500404224.00      | $249999572.90      | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1251305.13        | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2575636.00        | $2696288.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ5308 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1795782.00        | $1871157.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $18064530.04       | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1386851.58        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6467350.33        | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $33289.39          | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $89731.30          | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $20937709.50       | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $10928934.16       | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $269043.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M     | 2052-06-20      | 2.0000%  | 0.0000% | $258661.00         | $200775.16         | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3371222.76        | Agency Mortgage-Backed Securities |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $3000000.00        | $285256.56         | Agency Mortgage-Backed Securities |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $3989064.00        | $346274.66         | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1327410.96        | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $44058.03          | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $359209.33         | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $27797.58          | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10552.32          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8590 | 2055-11-01      | 6.0000%  | 0.0000% | $3902916.00        | $4115273.89        | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $333188.68         | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $349007.66         | Agency Mortgage-Backed Securities |
| GNII SF MA8542 M     | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $128020.52         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6946 | 2055-11-01      | 6.0000%  | 0.0000% | $42415680.00       | $43526212.88       | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $114968.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9322 | 2055-12-01      | 5.0000%  | 0.0000% | $24651808.00       | $24779457.10       | Agency Mortgage-Backed Securities |
| GNII SF DL3948 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2186475.88        | Agency Mortgage-Backed Securities |
| GNII SF DM7812 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1360758.83        | Agency Mortgage-Backed Securities |
| GNPL PN DN1576       | 2061-01-15      | 5.4400%  | 0.0000% | $848089.00         | $898502.72         | Agency Mortgage-Backed Securities |
| GNII ET DM2579 C     | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $1044613.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $1008042.00        | $863372.72         | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1108020.27        | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4168581.11        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1499475.69        | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C     | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $213836.97         | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $447472.22         | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $151680768.00      | $152161545.95      | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1521377.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $211000000.00      | $211179224.19      | Agency Mortgage-Backed Securities |
| GNII SF DM7866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1929940.95        | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7327868.44        | Agency Mortgage-Backed Securities |
| GNII SF DL0403 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5780454.52        | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $957610.02         | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1922566.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3236603.53        | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M     | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $20232.29          | Agency Mortgage-Backed Securities |
| GNCL CS CV1939       | 2066-02-15      | 12.3000% | 0.0000% | $10864688.00       | $11969239.26       | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $537097.91         | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $57717056.00       | $10574449.19       | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1127360.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $941094.31         | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $347861.14         | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $5319168.00        | $5668322.62        | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $17561.75          | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2567738.16        | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $14619072.00       | $15694995.09       | Agency Mortgage-Backed Securities |
| GNII ET DJ5170 C     | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2517596.79        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0385       | 2061-01-15      | 5.0000%  | 0.0000% | $1290622.00        | $1338032.20        | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $276462.34         | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $154241024.00      | $41526284.75       | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $36080768.00       | $41330595.91       | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1793446.64        | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $76798.43          | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $1610060.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2682 | 2055-05-01      | 5.5000%  | 0.0000% | $897382.00         | $781549.20         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3341 | 2055-01-01      | 5.0000%  | 0.0000% | $1547166.00        | $1478557.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4587 | 2056-02-01      | 4.5000%  | 0.0000% | $12174192.00       | $12035538.92       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1845 | 2055-12-01      | 6.5000%  | 0.0000% | $8236176.00        | $8620921.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2028 | 2055-09-01      | 6.5000%  | 0.0000% | $10006400.00       | $9546856.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5552 | 2055-12-01      | 5.0000%  | 0.0000% | $187684608.00      | $188854181.13      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $19000.00          | $16780.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1708 | 2055-12-01      | 5.5000%  | 0.0000% | $101886464.00      | $105020062.13      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTDC1070 | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $626214.45         | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $22747360.00       | $21456104.53       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1721 | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $45353890.89       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3509 | 2056-01-01      | 5.0000%  | 0.0000% | $6126664.00        | $6187026.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5339 | 2056-02-01      | 5.5000%  | 0.0000% | $5061824.00        | $5208165.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4814 | 2055-09-01      | 5.5000%  | 0.0000% | $250000.00         | $248066.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5660 | 2056-01-01      | 5.0000%  | 0.0000% | $4736488.00        | $4797016.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5556 | 2056-01-01      | 4.5000%  | 0.0000% | $2608644.00        | $2584233.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2154 | 2055-09-01      | 7.0000%  | 0.0000% | $1149848.00        | $1062841.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0389 | 2055-12-01      | 6.5000%  | 0.0000% | $14557264.00       | $14554443.22       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6948 | 2056-02-01      | 5.0000%  | 0.0000% | $2079190.00        | $2113856.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8344 | 2055-11-01      | 5.5000%  | 0.0000% | $23540096.00       | $23915118.74       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9626 | 2055-12-01      | 5.5000%  | 0.0000% | $31341472.00       | $31870644.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6613 | 2056-02-01      | 4.5000%  | 0.0000% | $1017092.00        | $1010034.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5475 | 2056-01-01      | 6.0000%  | 0.0000% | $1914090.00        | $1996366.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4915 | 2056-01-01      | 4.5000%  | 0.0000% | $1560806.00        | $1549515.86        | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1443273.85        | Agency Mortgage-Backed Securities |
| GNII SF 543534 C     | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $17383.43          | Agency Mortgage-Backed Securities |
| GNMI SF 729032 X     | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $268167.64         | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $58056.32          | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $213337.18         | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1555038.74        | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $49169.57          | Agency Mortgage-Backed Securities |
| GNII SF DL4803 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1608158.00        | $1667654.25        | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $377477.35         | Agency Mortgage-Backed Securities |
| GNII SF 004679 M     | 2040-04-20      | 5.0000%  | 0.0000% | $820493.00         | $25751.73          | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2152344.85        | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6360939.06        | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C     | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4306894.54        | Agency Mortgage-Backed Securities |
| GNMI SF 709503 X     | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10443.26          | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1225916.84        | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $760569.37         | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3008874.29        | Agency Mortgage-Backed Securities |
| GNII SF DM0872 C     | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5996550.18        | Agency Mortgage-Backed Securities |
| GNII ET DO0093 C     | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $618508.77         | Agency Mortgage-Backed Securities |
| GNII ET DO5903 C     | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $606694.54         | Agency Mortgage-Backed Securities |
| GNII SF DM8571 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1179874.00        | $1234813.76        | Agency Mortgage-Backed Securities |
| GNII SF DM6188 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7223316.93        | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1265417.86        | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2627777.32        | Agency Mortgage-Backed Securities |
| GNII SF 005279 M     | 2042-01-20      | 3.5000%  | 0.0000% | $75735.00          | $5357.97           | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4219514.25        | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5129909.38        | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1051876.98        | Agency Mortgage-Backed Securities |
| GNII SF DM8576 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3767978.04        | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $988769.00         | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6219792.71        | Agency Mortgage-Backed Securities |
| FEPC 01.500 3JRE0021 | 2050-12-01      | 1.5000%  | 0.0000% | $12803080.00       | $5997347.67        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | 0.0000% | $56300000.00       | $5979990.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3588 | 2053-08-01      | 5.0000%  | 0.0000% | $500000.00         | $394073.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO4984 | 2027-06-01      | 3.0000%  | 0.0000% | $1940606.00        | $17850.05          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  | 0.0000% | $10370000.00       | $7871292.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $2381020.00        | $55648.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO0678 | 2027-05-01      | 3.0000%  | 0.0000% | $1381912.00        | $13688.33          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8202 | 2037-12-01      | 3.0000%  | 0.0000% | $1513930.00        | $1058383.98        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9775 | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $9298318.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0120 | 2053-08-01      | 5.0000%  | 0.0000% | $1674464.00        | $1475175.26        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8992 | 2052-08-01      | 4.0000%  | 0.0000% | $125591.00         | $103203.43         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC0478 | 2051-04-01      | 2.5000%  | 0.0000% | $255349.00         | $174971.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF0407 | 2052-09-01      | 3.5000%  | 0.0000% | $1071784.00        | $791539.48         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8127 | 2036-11-01      | 1.5000%  | 0.0000% | $6000000.00        | $3383122.77        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0241 | 2048-01-01      | 3.0000%  | 0.0000% | $9660000.00        | $2786038.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $1112000.00        | $848679.17         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1348 | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3337502.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5232 | 2048-05-01      | 4.0000%  | 0.0000% | $1796530.00        | $403202.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $78000.00          | $16833.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850029 | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $66690.39          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2750 | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $1016891.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4745 | 2053-06-01      | 6.0000%  | 0.0000% | $1513916.00        | $1043789.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8736.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6543 | 2055-12-01      | 5.5000%  | 0.0000% | $16404576.00       | $16930229.02       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  | 0.0000% | $86000.00          | $52779.03          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8031 | 2054-02-01      | 7.0000%  | 0.0000% | $52288000.00       | $33252365.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $386000.00         | $83362.81          | Agency Mortgage-Backed Securities |
| GNII SF DE4860 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1375865.62        | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $93858.54          | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $403997.81         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2132042.45        | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $869625.74         | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1628018.81        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $41442.79          | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $655814.00         | $590487.11         | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3422994.44        | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1219249.32        | Agency Mortgage-Backed Securities |
| GNII SF CM4442 C     | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $935465.23         | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1712781.49        | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $399570.54         | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $54893.01          | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $70986.17          | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $119926.98         | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $24402448.25       | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $358662.00         | $388140.47         | Agency Mortgage-Backed Securities |
| GNII SF CT4233 C     | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1449355.96        | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $58204.59          | Agency Mortgage-Backed Securities |
| GNII SF DA3014 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1659731.05        | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $448111.94         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $21762871.23       | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $970719.93         | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1106761.76        | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M     | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $120671.45         | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1104553.66        | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $92425.04          | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $1640000.00        | $1765194.44        | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $844990.11         | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $91625.25          | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $2021264.45        | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $456300.00         | $491133.06         | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1014872.51        | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $287203.89         | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1333563.43        | Agency Mortgage-Backed Securities |
| GNPL LM CF7692       | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38942.34          | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40618.72          | Agency Mortgage-Backed Securities |
| GNMI SF AD6341 X     | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $275970.59         | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $543887.55         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  | 0.0000% | $30837.00          | $16316.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6535 | 2055-10-01      | 6.0000%  | 0.0000% | $7350816.00        | $7561698.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3419 | 2055-09-01      | 6.0000%  | 0.0000% | $8486400.00        | $8462185.63        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $114318.54         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9390 | 2055-08-01      | 6.5000%  | 0.0000% | $16726528.00       | $15869980.20       | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.1250%  | 0.0000% | $365278.00         | $118070.06         | Agency Mortgage-Backed Securities |
| GNII SF MA8132 M     | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $14257.80          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBR0937 | 2051-04-01      | 1.5000%  | 0.0000% | $13357264.00       | $8111779.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $3223060.00        | $237046.20         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1064820.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7933 | 2055-07-01      | 6.0000%  | 0.0000% | $4024848.00        | $4069891.96        | Agency Mortgage-Backed Securities |
| GNII SF MA5300 M     | 2033-07-20      | 3.5000%  | 0.0000% | $1250000.00        | $110531.16         | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $135942144.00      | $81086520.21       | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $57776.68          | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 6.2500%  | 0.0000% | $1364758.00        | $67734.03          | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $190713.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4096 | 2051-01-01      | 2.0000%  | 0.0000% | $2865320.00        | $1616349.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7998 | 2055-11-01      | 5.5000%  | 0.0000% | $2549740.00        | $2593606.57        | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $274806.87         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3573 | 2055-02-01      | 6.5000%  | 0.0000% | $3300000.00        | $3270686.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7277 | 2055-06-01      | 6.5000%  | 0.0000% | $2518864.00        | $2434325.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  | 0.0000% | $3678656.00        | $3586031.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1704 | 2055-08-01      | 6.0000%  | 0.0000% | $9950576.00        | $9061653.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4058 | 2054-12-01      | 4.5000%  | 0.0000% | $1301360.00        | $1195387.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX0164 | 2054-12-01      | 7.0000%  | 0.0000% | $1243360.00        | $1302746.80        | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $62954944.00       | $36317059.13       | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $243386.03         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  | 0.0000% | $180787456.00      | $180312929.01      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $15960736.00       | $11989037.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7793 | 2049-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $447075.27         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS6406 | 2037-03-01      | 1.5000%  | 0.0000% | $73686.00          | $51590.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $200000.00         | $59344.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7046 | 2054-12-01      | 4.5000%  | 0.0000% | $863700.00         | $847637.00         | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674273 | 2028-04-01      | 7.0000%  | 0.0000% | $5013344.00        | $21375.42          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL850043 | 2036-06-01      | 6.5000%  | 0.0000% | $10821552.00       | $1318328.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX9368 | 2038-03-01      | 5.0000%  | 0.0000% | $1054266.00        | $590032.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2508 | 2056-02-01      | 5.0000%  | 0.0000% | $6326240.00        | $6413024.06        | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAT9852 | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $75064.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4803 | 2037-08-01      | 3.0000%  | 0.0000% | $2878260.00        | $1873328.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0845 | 2056-02-01      | 5.0000%  | 0.0000% | $12717728.00       | $12835518.39       | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $194587.53         | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $725507.60         | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1099908.91        | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2527762.94        | Agency Mortgage-Backed Securities |
| GNII SF DM0777 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4482658.56        | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $629892.05         | Agency Mortgage-Backed Securities |
| GNAR AT MB0759 M     | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $350789.93         | Agency Mortgage-Backed Securities |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $59771.11          | Agency Mortgage-Backed Securities |
| GNII ET DO0457 C     | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6522902.34        | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1427574.37        | Agency Mortgage-Backed Securities |
| GNII SF DL2546 C     | 2056-01-20      | 4.5000%  | 0.0000% | $11248720.00       | $11041813.37       | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2760352.16        | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6960677.00        | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3356017.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $39952.67          | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $145803.90         | Agency Mortgage-Backed Securities |
| GNII SF DN0820 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45324032.00       | $46402603.36       | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3529691.68        | Agency Mortgage-Backed Securities |
| GNII SF DM6559 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1699144.38        | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $281289.55         | Agency Mortgage-Backed Securities |
| GNPL PN DM8150       | 2060-11-15      | 5.5000%  | 0.0000% | $2821600.00        | $2991739.78        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $4640000.00        | $4955333.55        | Agency Mortgage-Backed Securities |
| GNII ET DP3022 C     | 2065-12-20      | 2.0000%  | 0.0000% | $4560056.00        | $3638488.95        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1979133.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $175000.00         | $146430.75         | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5092273.63        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $994737.68         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $401931.01         | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1763361.91        | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1485617.53        | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $753724.77         | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2205324.02        | Agency Mortgage-Backed Securities |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $1739966.00        | $19590.44          | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $299445.93         | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1673490.29        | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1125836.70        | Agency Mortgage-Backed Securities |
| GNMI SF 590371 X     | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $6797.39           | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $977270.35         | Agency Mortgage-Backed Securities |
| GNMI SF 595412 X     | 2032-09-15      | 6.5000%  | 0.0000% | $5999576.00        | $39690.63          | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $1801227.17        | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $873267.91         | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $54420.93          | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1336430.85        | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4052692.22        | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $92264.84          | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2895227.59        | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3232177.77        | Agency Mortgage-Backed Securities |
| GNII SF DL2511 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3520844.76        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $69014.33          | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $35457.46          | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $740591.79         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1585 | 2054-12-01      | 4.5000%  | 0.0000% | $800556.00         | $779541.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4388 | 2056-01-01      | 6.0000%  | 0.0000% | $12087880.00       | $12485599.35       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5130 | 2051-01-01      | 4.5000%  | 0.0000% | $1760938.00        | $1746029.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7481 | 2055-12-01      | 6.0000%  | 0.0000% | $7420336.00        | $7627276.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4440 | 2056-01-01      | 4.5000%  | 0.0000% | $1430286.00        | $1416778.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $20513943.85       | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3649135.22        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $27116.00          | $16183.78          | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $839007.84         | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $77911296.00       | $21952835.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3751 | 2055-11-01      | 4.5000%  | 0.0000% | $2274650.00        | $2252762.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1138 | 2055-05-01      | 6.0000%  | 0.0000% | $22266208.00       | $17932518.02       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG1683 | 2056-02-01      | 6.5000%  | 0.0000% | $1371932.00        | $1444178.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7370 | 2053-10-01      | 6.0000%  | 0.0000% | $2802164.00        | $2819084.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4563 | 2053-05-01      | 5.0000%  | 0.0000% | $592830.00         | $506997.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4918 | 2054-10-01      | 6.0000%  | 0.0000% | $914863.00         | $659291.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4582 | 2056-02-01      | 5.0000%  | 0.0000% | $108049280.00      | $109528918.83      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $1813000.00        | $1405240.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0503 | 2054-09-01      | 6.0000%  | 0.0000% | $542847.00         | $393791.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $117000.00         | $75536.26          | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $612707.41         | Agency Mortgage-Backed Securities |
| GNII SF CD3685 C     | 2051-04-20      | 2.0000%  | 0.0000% | $1406560.00        | $894135.68         | Agency Mortgage-Backed Securities |
| GNII SF DN5841 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1547490.00        | $1637772.10        | Agency Mortgage-Backed Securities |
| GNII SF DN5546 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1466874.45        | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $890697.64         | Agency Mortgage-Backed Securities |
| GNII ET DM1756 C     | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $236508.32         | Agency Mortgage-Backed Securities |
| GNII SF DM4281 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2093592.00        | $2190609.03        | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1229426.63        | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $52983.85          | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2912870.20        | Agency Mortgage-Backed Securities |
| GNII SF AD6080 C     | 2050-02-20      | 3.0000%  | 0.0000% | $70065280.00       | $15926402.28       | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $144894.00         | $44630.52          | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $44087.95          | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $2444863.18        | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $103165.88         | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $90754.40          | Agency Mortgage-Backed Securities |
| GNII SF DK7159 C     | 2055-06-20      | 5.0000%  | 0.0000% | $6588624.00        | $6583727.71        | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $23148.51          | Agency Mortgage-Backed Securities |
| GNII SF BZ8510 C     | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $64893.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1410234.53        | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $87300.70          | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $909504.16         | Agency Mortgage-Backed Securities |
| GNPL PN DC7261       | 2060-09-15      | 5.6000%  | 0.0000% | $725340.00         | $782831.12         | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $777573.85         | Agency Mortgage-Backed Securities |
| GNII RG CE3913 C     | 2049-05-20      | 5.5000%  | 0.0000% | $2775524.00        | $911532.22         | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1189337.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1496110.60        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1041362.61        | Agency Mortgage-Backed Securities |
| GNPL PN DN1575       | 2061-01-15      | 5.4400%  | 0.0000% | $520000.00         | $550910.83         | Agency Mortgage-Backed Securities |
| GNII SF DO4526 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5815152.00        | $5857687.51        | Agency Mortgage-Backed Securities |
| GNII SF DN3238 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1781112.01        | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $333610.48         | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4618900.76        | Agency Mortgage-Backed Securities |
| GNII SF DN2311 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1762723.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4254 | 2052-07-01      | 2.5000%  | 0.0000% | $1071408.00        | $928329.04         | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $699372.98         | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 5.1250%  | 0.0000% | $14745600.00       | $5033.17           | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X     | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8444.27           | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $11740.74          | Agency Mortgage-Backed Securities |
| GNII ET DM3068 C     | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $942103.75         | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2207931.18        | Agency Mortgage-Backed Securities |
| GNII ET DP0145 C     | 2065-12-20      | 3.0000%  | 0.0000% | $1235836.00        | $1124705.25        | Agency Mortgage-Backed Securities |
| GNAR AF MB0825 M     | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $501145.52         | Agency Mortgage-Backed Securities |
| GNII ET DQ5722 C     | 2066-01-20      | 5.0000%  | 0.0000% | $410018.00         | $411624.09         | Agency Mortgage-Backed Securities |
| GNII SF MB0938 M     | 2056-01-20      | 6.0000%  | 0.0000% | $158652160.00      | $163263120.56      | Agency Mortgage-Backed Securities |
| GNII ET DP3225 C     | 2065-12-20      | 6.5000%  | 0.0000% | $1975210.00        | $2070311.33        | Agency Mortgage-Backed Securities |
| GNII SF DP4538 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1781712.00        | $1837028.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $276426240.00      | $225879633.16      | Agency Mortgage-Backed Securities |
| GNII SF DN6356 C     | 2056-01-20      | 5.5000%  | 0.0000% | $35864384.00       | $36801478.54       | Agency Mortgage-Backed Securities |
| GNII SF DM3906 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1106083.83        | Agency Mortgage-Backed Securities |
| GNII ET DP1996 C     | 2065-11-20      | 6.5000%  | 0.0000% | $1678646.00        | $1758708.11        | Agency Mortgage-Backed Securities |
| GNII SF DP4722 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1047044.00        | $1104484.25        | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1671635.89        | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1388818.32        | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $50323.97          | Agency Mortgage-Backed Securities |
| GNII ET DO5982 C     | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $875565.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8263 | 2055-07-01      | 6.0000%  | 0.0000% | $4004752.00        | $3342776.28        | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $840000.00         | $118539.58         | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $32808.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PQU8362 | 2056-01-01      | 5.0000%  | 0.0000% | $3032524.00        | $3000938.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7410 | 2053-11-01      | 6.5000%  | 0.0000% | $1091920.00        | $878727.84         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBM4313 | 2030-03-01      | 7.0000%  | 0.0000% | $437924.00         | $17894.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKBM7908 | 2052-02-01      | 2.0000%  | 0.0000% | $142761216.00      | $114350389.23      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6232 | 2053-06-01      | 5.0000%  | 0.0000% | $1582144.00        | $1114884.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $35881728.00       | $18503272.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $30518624.00       | $20921901.14       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $148058112.00      | $127958527.17      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  | 0.0000% | $736560.00         | $736582.47         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2211 | 2055-05-01      | 6.5000%  | 0.0000% | $8805280.00        | $7970827.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2192 | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $3888831.49        | Agency Mortgage-Backed Securities |
| GNII SF BT0882 C     | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4600837.36        | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C     | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $51354.53          | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $112022.14         | Agency Mortgage-Backed Securities |
| GNII SF BI8686 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1110686.00        | $177183.85         | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $671971.04         | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $582633.29         | Agency Mortgage-Backed Securities |
| GNII SF DP0180 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1362838.00        | $1431210.22        | Agency Mortgage-Backed Securities |
| GNII SF DP1602 C     | 2055-12-20      | 4.0000%  | 0.0000% | $5804664.00        | $5494986.69        | Agency Mortgage-Backed Securities |
| GNII SF DP6316 C     | 2056-01-20      | 5.0000%  | 0.0000% | $6313984.00        | $6366537.54        | Agency Mortgage-Backed Securities |
| GNII SF DP7412 C     | 2056-02-20      | 5.5000%  | 0.0000% | $12115024.00       | $12444603.80       | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $92587.59          | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $60986.94          | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $57404.66          | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $173875.57         | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3105817.62        | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $370099.46         | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1301941.69        | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $47501.97          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $7073050.00        | $5444704.82        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ6544 | 2054-10-01      | 6.5000%  | 0.0000% | $1119308.00        | $1041015.14        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1212 | 2049-06-01      | 3.5000%  | 0.0000% | $9057000.00        | $6023096.82        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4636 | 2040-12-01      | 4.5000%  | 0.0000% | $1078330.00        | $1074381.21        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2470 | 2054-08-01      | 7.0000%  | 0.0000% | $2278510.00        | $2390937.85        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9222 | 2054-01-01      | 6.5000%  | 0.0000% | $1215512.00        | $875872.19         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3261 | 2052-06-01      | 3.0000%  | 0.0000% | $22600000.00       | $16749088.17       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1088 | 2049-07-01      | 4.5000%  | 0.0000% | $4350000.00        | $396922.81         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4415 | 2035-12-01      | 1.5000%  | 0.0000% | $9687936.00        | $4238498.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1580 | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $90583275.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $77000.00          | $16222.24          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0359 | 2052-04-01      | 3.5000%  | 0.0000% | $3493000.00        | $2175728.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $1255000.00        | $1000391.20        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5712 | 2053-12-01      | 7.0000%  | 0.0000% | $1268920.00        | $759672.60         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7419 | 2052-08-01      | 4.0000%  | 0.0000% | $9463808.00        | $6346065.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3953 | 2054-09-01      | 5.5000%  | 0.0000% | $8154272.00        | $7107629.74        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PZT2262 | 2048-06-01      | 3.0000%  | 0.0000% | $775000.00         | $479812.03         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $1350000.00        | $949818.64         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2249 | 2046-12-01      | 3.5000%  | 0.0000% | $41500000.00       | $9488157.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5505 | 2054-06-01      | 5.0000%  | 0.0000% | $25140352.00       | $22215505.64       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5779 | 2048-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $207746.24         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0210 | 2051-10-01      | 2.5000%  | 0.0000% | $9266448.00        | $6662954.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1496 | 2053-09-01      | 5.5000%  | 0.0000% | $270581.00         | $192249.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7421 | 2052-02-01      | 3.0000%  | 0.0000% | $1053880.00        | $742672.71         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $857100.00         | $515089.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5974 | 2037-07-01      | 5.0000%  | 0.0000% | $109800.00         | $9036.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257281 | 2028-07-01      | 5.0000%  | 0.0000% | $10088496.00       | $11521.17          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4839 | 2041-02-01      | 5.5000%  | 0.0000% | $2266256.00        | $2330783.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0903 | 2052-10-01      | 5.5000%  | 0.0000% | $1045412.00        | $829033.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6710 | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $394871.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1159 | 2052-09-01      | 5.0000%  | 0.0000% | $21616480.00       | $16230258.06       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS8548 | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3209159.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8050 | 2054-11-01      | 6.0000%  | 0.0000% | $477309.00         | $492276.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4162 | 2055-04-01      | 6.0000%  | 0.0000% | $27566120.00       | $23840678.78       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6813 | 2055-12-01      | 6.5000%  | 0.0000% | $1068000.00        | $1139360.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $296327.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4761 | 2041-01-01      | 6.0000%  | 0.0000% | $2226768.00        | $2305118.40        | Agency Mortgage-Backed Securities |
| GNII ET DM0745 C     | 2065-08-20      | 7.0000%  | 0.0000% | $4479944.00        | $4680852.05        | Agency Mortgage-Backed Securities |
| GNII ET DN4824 C     | 2065-11-20      | 6.5000%  | 0.0000% | $3015816.00        | $3159619.04        | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2362948.25        | Agency Mortgage-Backed Securities |
| GNMI SF 711831 X     | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $740845.94         | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $226098.83         | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1512448.07        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1351937.01        | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1369491.98        | Agency Mortgage-Backed Securities |
| GNPL PN DL7517       | 2060-12-15      | 4.7000%  | 0.0000% | $296400.00         | $297413.22         | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1112577.52        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1058339.06        | Agency Mortgage-Backed Securities |
| GNPL PN DN1555       | 2060-12-15      | 5.6300%  | 0.0000% | $1225200.00        | $1312148.27        | Agency Mortgage-Backed Securities |
| GNII JM MA9767 M     | 2054-07-20      | 6.0000%  | 0.0000% | $783273.00         | $346033.12         | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $353243.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $450625.00         | $161877.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9577 M     | 2039-07-20      | 6.5000%  | 0.0000% | $35821.00          | $25281.47          | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $202811.73         | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9324.47           | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1802886.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $29960113.24       | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $3311519.00        | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C     | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $443727.98         | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1532461.36        | Agency Mortgage-Backed Securities |
| GNII SF BI3168 C     | 2048-07-20      | 5.0000%  | 0.0000% | $615000.00         | $26950.73          | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3150761.42        | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2107595.05        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $6500000.00        | $6873133.31        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1329116.00        | $1386920.36        | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $3850227.75        | Agency Mortgage-Backed Securities |
| GNII SF DP4491 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1452208.00        | $1528058.21        | Agency Mortgage-Backed Securities |
| GNII SF DI6413 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5733888.00        | $5419119.05        | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $7395.18           | Agency Mortgage-Backed Securities |
| GNII SF DG9213 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $977255.58         | Agency Mortgage-Backed Securities |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1060447.04        | Agency Mortgage-Backed Securities |
| GNII ET DO0115 C     | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $721071.36         | Agency Mortgage-Backed Securities |
| GNII SF DO6482 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8958192.00        | $8780611.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3676 | 2051-08-01      | 4.0000%  | 0.0000% | $3450000.00        | $2594950.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3097 | 2052-10-01      | 4.0000%  | 0.0000% | $6810000.00        | $4924495.13        | Agency Mortgage-Backed Securities |
| GNII SF DO9168 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1881946.00        | $1904877.70        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3636291.68        | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X     | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $13929.45          | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $41778394.74       | Agency Mortgage-Backed Securities |
| GNII SF DO2326 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1381648.04        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4769363.01        | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1136438.24        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $4634000.00        | $5024816.23        | Agency Mortgage-Backed Securities |
| GNII SF 004637 M     | 2040-02-20      | 5.0000%  | 0.0000% | $3105216.00        | $104851.78         | Agency Mortgage-Backed Securities |
| GNII SF DK5132 C     | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6431871.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1457310.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $1637654.02        | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $113376.35         | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10508844.28       | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $6964.83           | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1732611.32        | Agency Mortgage-Backed Securities |
| GNII SF DO0929 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1116160.00        | $1160526.21        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6838       | 2060-07-15      | 5.8500%  | 0.0000% | $919240.00         | $991611.26         | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1424718.45        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1211005.09        | Agency Mortgage-Backed Securities |
| GNMI SF 487861 X     | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5085.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA6009 | 2046-02-01      | 5.5000%  | 0.0000% | $36996544.00       | $37906445.22       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $28040400.00       | $3615730.77        | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2714543.43        | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $46942592.00       | $36708924.60       | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1129950.59        | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1239191.47        | Agency Mortgage-Backed Securities |
| GNII SF DK9219 C     | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8554400.50        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1509079.40        | Agency Mortgage-Backed Securities |
| GNII RG CI4389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1387566.94        | Agency Mortgage-Backed Securities |
| GNII SF DL0854 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10998128.00       | $11230680.94       | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5714147.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5030 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15186580.00       | $15517832.11       | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1485829.34        | Agency Mortgage-Backed Securities |
| GNII SF DL5885 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1187614.00        | $1241245.98        | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4531721.01        | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2807746.61        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3265333.92        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1387370.61        | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1628435.17        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $373742.43         | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $64000.00          | $5160.50           | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1458697.76        | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $821110.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3657 | 2056-01-01      | 4.5000%  | 0.0000% | $1825786.00        | $1808669.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4993 | 2047-12-01      | 4.5000%  | 0.0000% | $5672290.00        | $1054070.90        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL1375 | 2041-05-01      | 4.0000%  | 0.0000% | $15000000.00       | $897767.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT2047 | 2049-04-01      | 3.5000%  | 0.0000% | $15471960.00       | $4159219.06        | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1085522.51        | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2422265.97        | Agency Mortgage-Backed Securities |
| GNII SF DO6998 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1653910.07        | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $114092.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJAQ9357 | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $35978.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL6605 | 2030-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $128079.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNBM4868 | 2028-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $79653.01          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $381000.00         | $284421.78         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $6085000.00        | $4650824.38        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $13037091.71       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2907 | 2053-05-01      | 6.5000%  | 0.0000% | $3300000.00        | $2276750.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAO4957 | 2042-06-01      | 3.5000%  | 0.0000% | $460308.00         | $51204.99          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8306 | 2053-03-01      | 4.5000%  | 0.0000% | $632469.00         | $517319.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8626 | 2047-01-01      | 3.0000%  | 0.0000% | $5015968.00        | $1797599.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $1035000.00        | $805314.40         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $388341.34         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4580 | 2040-12-01      | 6.0000%  | 0.0000% | $1002000.00        | $1031393.69        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB8369 | 2051-02-01      | 2.0000%  | 0.0000% | $16046688.00       | $8644833.24        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5076 | 2040-08-01      | 2.0000%  | 0.0000% | $97416000.00       | $40228154.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0178 | 2057-03-01      | 3.0000%  | 0.0000% | $2022180.00        | $598931.76         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $1500000.00        | $893796.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4843 | 2041-02-01      | 5.5000%  | 0.0000% | $3330372.00        | $3240204.93        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB0396 | 2041-01-01      | 2.0000%  | 0.0000% | $2000000.00        | $1099640.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5695 | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $918141.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4819 | 2052-10-01      | 4.0000%  | 0.0000% | $29175.00          | $24032.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0033 | 2052-07-01      | 4.5000%  | 0.0000% | $2006000.00        | $1263253.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $160000.00         | $15543.38          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6077 | 2052-01-01      | 3.0000%  | 0.0000% | $14876352.00       | $9870650.75        | Agency Mortgage-Backed Securities |
| GNII SF BM9287 C     | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $780771.06         | Agency Mortgage-Backed Securities |
| GNII SF BY6430 C     | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $358495.18         | Agency Mortgage-Backed Securities |
| GNCL CL CW0767       | 2066-04-15      | 5.8300%  | 0.0000% | $27253.00          | $29270.75          | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M     | 2051-11-20      | 4.0000%  | 0.0000% | $233923.00         | $212942.79         | Agency Mortgage-Backed Securities |
| GNCL CL CU4629       | 2066-02-15      | 6.0500%  | 0.0000% | $1590716.00        | $1718963.41        | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1819054.67        | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $814663.83         | Agency Mortgage-Backed Securities |
| GNPL LM CC2600       | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $73453.75          | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1093898.20        | Agency Mortgage-Backed Securities |
| GNPL PN DM6441       | 2060-12-15      | 5.4000%  | 0.0000% | $392464.00         | $414862.70         | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $620315.45         | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1056396.41        | Agency Mortgage-Backed Securities |
| GNII SF DN2138 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1020112.00        | $1046238.63        | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1210202.61        | Agency Mortgage-Backed Securities |
| GNII SF DM3437 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5444513.21        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5669177.43        | Agency Mortgage-Backed Securities |
| GNII JM MA8784 M     | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $692749.83         | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $408677.89         | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $23489020.66       | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $1877395.26        | Agency Mortgage-Backed Securities |
| GNII SF DN2122 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1043882.00        | $1051449.38        | Agency Mortgage-Backed Securities |
| GNII SF DL2551 C     | 2056-02-20      | 4.5000%  | 0.0000% | $4937210.00        | $4838687.97        | Agency Mortgage-Backed Securities |
| GNII ET DM7831 C     | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $75237.27          | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2542286.15        | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $898633.57         | Agency Mortgage-Backed Securities |
| GNII SF DM7863 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1310592.00        | $1372381.73        | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3288684.10        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $410083.25         | Agency Mortgage-Backed Securities |
| GNII SF DH4862 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2129216.76        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $3724021.05        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2757443.49        | Agency Mortgage-Backed Securities |
| GNII SF MA8773 M     | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $408908.98         | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $554590.88         | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1098248.55        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4949865.21        | Agency Mortgage-Backed Securities |
| GNII SF DM0776 C     | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7742864.84        | Agency Mortgage-Backed Securities |
| GNII ET DK6233 C     | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $169681.12         | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $968951.41         | Agency Mortgage-Backed Securities |
| GNII SF DM4738 C     | 2055-11-20      | 5.5000%  | 0.0000% | $4445152.00        | $4570081.27        | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $370787.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1782684.00        | $1608651.82        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $3604600.00        | $3860168.69        | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $6919.32           | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1188785.40        | Agency Mortgage-Backed Securities |
| GNMI SF 759264 X     | 2041-02-15      | 4.0000%  | 0.0000% | $1397290.00        | $166735.93         | Agency Mortgage-Backed Securities |
| GNII SF MB0751 M     | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $317076.99         | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2891747.74        | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $127385.00         | $115219.86         | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4285967.24        | Agency Mortgage-Backed Securities |
| GNII SF DG5191 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1114570.06        | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1675303.23        | Agency Mortgage-Backed Securities |
| GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $74661.36          | Agency Mortgage-Backed Securities |
| GNII SF AX3814 C     | 2047-01-20      | 3.5000%  | 0.0000% | $1388382.00        | $397674.87         | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2600494.41        | Agency Mortgage-Backed Securities |
| GNII EP 788424 C     | 2066-01-20      | 5.0000%  | 0.0000% | $52772288.00       | $52297411.61       | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2021232.56        | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5199203.93        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0359       | 2060-11-15      | 5.4000%  | 0.0000% | $4400000.00        | $4614559.31        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $4906553.08        | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26400416.91       | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2183263.86        | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $386255.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3469 | 2056-02-01      | 5.0000%  | 0.0000% | $6231528.00        | $6295719.66        | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $976078.44         | Agency Mortgage-Backed Securities |
| GNII SF DH4942 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1709670.18        | Agency Mortgage-Backed Securities |
| GNII SP 788373 C     | 2055-11-20      | 4.5000%  | 0.0000% | $88947072.00       | $87567697.18       | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $631826.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3757 | 2056-03-01      | 5.0000%  | 0.0000% | $6240224.00        | $6298664.39        | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1098634.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ2968 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1911840.00        | $2007705.94        | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $27943.58          | Agency Mortgage-Backed Securities |
| GNII ET DO5057 C     | 2066-02-20      | 3.5000%  | 0.0000% | $280347.00         | $261245.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $191152000.00      | $43048402.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3930 | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $227990.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6064 | 2055-10-01      | 5.5000%  | 0.0000% | $10271040.00       | $10460068.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA2789 | 2036-10-01      | 2.5000%  | 0.0000% | $550000.00         | $63962.14          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4272 | 2040-10-01      | 6.0000%  | 0.0000% | $1829072.00        | $1832686.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1518 | 2055-12-01      | 5.0000%  | 0.0000% | $16615968.00       | $16124597.87       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5868 | 2056-02-01      | 5.0000%  | 0.0000% | $12820928.00       | $12921907.05       | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $694723.30         | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27510.16          | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $846453.00         | $47280.84          | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $200000.00         | $11850.98          | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $57284.13          | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $51652.67          | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $78996096.00       | $22858657.62       | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1753845.33        | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M     | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1058393.21        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $2798196.00        | $1810448.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9221 | 2055-11-01      | 5.5000%  | 0.0000% | $1944202.00        | $1892887.25        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3406 | 2055-09-01      | 7.0000%  | 0.0000% | $1384452.00        | $1458822.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9133 | 2055-08-01      | 6.0000%  | 0.0000% | $11497100.00       | $11888767.16       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0940 | 2054-12-01      | 6.0000%  | 0.0000% | $9325104.00        | $8599063.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3773 | 2056-01-01      | 5.0000%  | 0.0000% | $140560128.00      | $141954830.34      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9908 | 2055-12-01      | 5.0000%  | 0.0000% | $15620384.00       | $15717077.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8776 | 2055-09-01      | 6.5000%  | 0.0000% | $18860060.00       | $19684013.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8107 | 2055-11-01      | 6.0000%  | 0.0000% | $6754248.00        | $7015134.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1542 | 2055-06-01      | 5.5000%  | 0.0000% | $125385984.00      | $120583230.58      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9581 | 2055-12-01      | 6.0000%  | 0.0000% | $1159688.00        | $1197523.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938012 | 2037-07-01      | 6.0000%  | 0.0000% | $4816344.00        | $71113.70          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2351 | 2055-07-01      | 5.0000%  | 0.0000% | $140000.00         | $135782.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7614 | 2055-10-01      | 4.5000%  | 0.0000% | $1024088.00        | $1013953.92        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3959 | 2051-12-01      | 2.5000%  | 0.0000% | $10913952.00       | $9427822.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $998000.00         | $334538.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $3040000.00        | $1367777.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1963 | 2049-11-01      | 4.0000%  | 0.0000% | $81900288.00       | $27840931.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6242 | 2053-11-01      | 6.0000%  | 0.0000% | $100000.00         | $83031.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4596 | 2056-02-01      | 6.0000%  | 0.0000% | $145853184.00      | $150308755.63      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI0295 | 2054-02-01      | 6.0000%  | 0.0000% | $1287270.00        | $1132515.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $6997000.00        | $4085980.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3781 | 2056-01-01      | 5.5000%  | 0.0000% | $123822848.00      | $122518780.89      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0617 | 2055-01-01      | 5.0000%  | 0.0000% | $85205632.00       | $79134054.31       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4042 | 2055-04-01      | 6.5000%  | 0.0000% | $17972448.00       | $17188867.58       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9589 | 2055-11-01      | 6.5000%  | 0.0000% | $2919312.00        | $3133162.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2891 | 2055-07-01      | 6.5000%  | 0.0000% | $44513152.00       | $42673093.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9505 | 2055-11-01      | 5.5000%  | 0.0000% | $1991100.00        | $2043235.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3981 | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $259519.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $403571.00         | $343869.77         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0723 | 2054-01-01      | 7.0000%  | 0.0000% | $24342240.00       | $15492805.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD7787 | 2040-08-01      | 5.5000%  | 0.0000% | $7334000.00        | $352420.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  | 0.0000% | $158391808.00      | $143071201.13      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8091 | 2055-11-01      | 5.5000%  | 0.0000% | $16383680.00       | $16624004.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7788 | 2043-02-01      | 2.5000%  | 0.0000% | $75000.00          | $15931.43          | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $4498800.53        | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $624992.97         | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $100000.00         | $55850.53          | Agency Mortgage-Backed Securities |
| GNII ET CP6434 C     | 2062-09-20      | 5.5000%  | 0.0000% | $600000.00         | $239987.49         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $27652256.00       | $15103542.41       | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $14229.87          | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1321098.24        | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $951450.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5178 | 2055-02-01      | 5.5000%  | 0.0000% | $2692600.00        | $2186183.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3387 | 2055-04-01      | 5.5000%  | 0.0000% | $2005444.00        | $2027746.52        | Agency Mortgage-Backed Securities |
| GNII SF MA5134 M     | 2047-10-20      | 2.5000%  | 0.0000% | $1267510.00        | $325134.72         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2426 | 2055-05-01      | 5.5000%  | 0.0000% | $1242586.00        | $1230401.08        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $124760064.00      | $43106379.44       | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $420047.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3510 | 2055-01-01      | 5.5000%  | 0.0000% | $303901.00         | $269931.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $200000.00         | $7038.85           | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $226624.09         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11420764.26       | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6917.39           | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $775846.00         | $74503.05          | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $22384800.00       | $23133641.20       | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $733940.96         | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $542698.31         | Agency Mortgage-Backed Securities |
| GNII RG CX2391 C     | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1330461.12        | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $681756.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $9168480.00        | $6717974.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $133679.01         | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29062924.57       | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2700935.18        | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $41388.66          | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $3914879.97        | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $278655.83         | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2367871.94        | Agency Mortgage-Backed Securities |
| GNII SF DP4622 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1087688.00        | $1138120.10        | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2396416.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4350685.84        | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2761216.57        | Agency Mortgage-Backed Securities |
| GNII SF DN9292 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4005720.00        | $4026490.62        | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $775729.79         | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $560360.58         | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1683383.00        | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1179773.42        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2573271.81        | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $776012.43         | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $10838711.01       | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1162799.70        | Agency Mortgage-Backed Securities |
| GNII SF DM8072 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2204576.00        | $2217237.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1224589.16        | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $154995.79         | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $288394.52         | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3378056.76        | Agency Mortgage-Backed Securities |
| GNII SF DK0800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $955962.00         | $1004704.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ8285 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1982922.50        | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3487136.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $17670312.67       | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2752795.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1954760.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4724745.55        | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35313.92          | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1440696.98        | Agency Mortgage-Backed Securities |
| GNII SF DL8195 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1583322.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5678592.00        | $5414675.23        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1546871.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1336056.82        | Agency Mortgage-Backed Securities |
| GNII SF DL3672 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1975107.03        | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C     | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $990981.01         | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4379787.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3879 | 2055-11-01      | 6.5000%  | 0.0000% | $115743616.00      | $117421615.58      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5548 | 2054-11-01      | 6.5000%  | 0.0000% | $623335.00         | $341505.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2446 | 2056-01-01      | 5.5000%  | 0.0000% | $8825456.00        | $9006318.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9898 | 2055-12-01      | 6.0000%  | 0.0000% | $29736096.00       | $30185689.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5738 | 2056-01-01      | 5.5000%  | 0.0000% | $241646336.00      | $248471852.26      | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2725777.68        | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $919332.27         | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3303601.41        | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $2470392.87        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978       | 2060-09-15      | 5.6500%  | 0.0000% | $6350000.00        | $6653635.79        | Agency Mortgage-Backed Securities |
| GNII SF DH6974 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1098354.74        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1101164.33        | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1112384.96        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1689471.14        | Agency Mortgage-Backed Securities |
| GNII SF DH6154 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1140562.00        | $1199789.90        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1154888.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3914691.20        | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1640033.53        | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2527393.30        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4698       | 2060-07-15      | 5.8500%  | 0.0000% | $2900000.00        | $3128075.89        | Agency Mortgage-Backed Securities |
| GNII JM MA7362 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1780000.00        | $930890.42         | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $506518.86         | Agency Mortgage-Backed Securities |
| GNII SP 785066 C     | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1499571.19        | Agency Mortgage-Backed Securities |

### Security 692: 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: ARP1FJSV6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJSV6
- **C.18 - Value (incl. sponsor support):** $7710000000.00
- **C.18.a - Value (excl. sponsor support):** $7710000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $18800.00          | $18900.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $189104000.00      | $249998954.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $184014400.00      | $249999034.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $248756000.00      | $248842542.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $191632000.00      | $194263986.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $246492800.00      | $249998439.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $50768400.00       | $51261133.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $259934400.00      | $249998694.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $219308800.00      | $222390476.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $115244000.00      | $249998787.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $152981200.00      | $249999882.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $262346300.00      | $249999696.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $174381600.00      | $166104155.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $223785600.00      | $249996836.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $2400.00           | $2486.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $241315200.00      | $249997389.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $249222400.00      | $249999144.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $2346400.00        | $2447314.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $241836000.00      | $249998815.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $245123200.00      | $249998202.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $184989200.00      | $228901008.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $263100800.00      | $249999412.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $229417600.00      | $249997409.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $245244800.00      | $249999465.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $256614400.00      | $249999361.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $245997600.00      | $249999879.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $253990400.00      | $249998915.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $243302400.00      | $249995702.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $239628000.00      | $249999722.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $246665600.00      | $249997383.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $246912000.00      | $249999714.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $219745600.00      | $249999833.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $247233600.00      | $249998969.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $262064000.00      | $249999686.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $239900800.00      | $249998883.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $238584000.00      | $249999782.96      | U.S. Treasuries (including strips) |

### Security 693: 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: ARP1FJT11, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJT11
- **C.18 - Value (incl. sponsor support):** $7606000000.00
- **C.18.a - Value (excl. sponsor support):** $7606000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2029-02-15      | 3.5000%  | 0.0000% | $1778953600.00     | $1785753153.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $4275750400.00     | $4402608578.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $290900000.00      | $293986222.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $10346400.00       | $10259210.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $1888800.00        | $1875453.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $4520700.00        | $4493815.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $8352300.00        | $8326265.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $797950400.00      | $789479583.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $343403000.00      | $336114328.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $124387400.00      | $125223457.88      | U.S. Treasuries (including strips) |

### Security 694: 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: ARP1FJT29, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1FJT29
- **C.18 - Value (incl. sponsor support):** $5258000000.00
- **C.18.a - Value (excl. sponsor support):** $5258000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $733000.00         | $737937.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $182040800.00      | $182428461.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $126000000.00      | $130095427.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $4030000.00        | $4276931.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $60300.00          | $61717.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $1029100.00        | $1142942.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1797000.00        | $1603436.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $432200.00         | $317526.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1188200.00        | $711433.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $7999800.00        | $7880517.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $175000.00         | $174207.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $12609600.00       | $19919956.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $45019000.00       | $44962147.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $31499800.00       | $32279744.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $29400.00          | $38908.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $52000200.00       | $55198704.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $17000000.00       | $16819532.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $150000000.00      | $154975627.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $24999800.00       | $33465602.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $50000100.00       | $52308607.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $56000000.00       | $56791256.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $25000000.00       | $25638370.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $81000.00          | $82461.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $239779200.00      | $249999938.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $79700.00          | $81501.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $200330980.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $7700200.00        | $7574662.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $30000000.00       | $31250430.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $6000.00           | $5892.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $127518700.00      | $126503523.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $11523000.00       | $6714333.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $24999000.00       | $26819770.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $905000.00         | $918863.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4999900.00        | $5113367.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50373453.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $20919900.00       | $21181042.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $310000.00         | $314297.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $20000000.00       | $18933432.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $3173000.00        | $3136672.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $20000000.00       | $19713482.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $19400000.00       | $20712489.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $4999900.00        | $5460975.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $7519400.00        | $7969256.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $24999000.00       | $26180430.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $79977500.00       | $81562481.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $80000000.00       | $83648243.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1200000.00        | $1231367.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $44298200.00       | $47663676.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51876031.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $6999800.00        | $6618484.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $60000000.00       | $57237874.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $606000.00         | $620392.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $564800.00         | $567224.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $25000000.00       | $25015801.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $20000000.00       | $20620925.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $3016000.00        | $3211912.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $47670100.00       | $49546283.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $623300.00         | $469239.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $6000000.00        | $4637258.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $196504200.00      | $205281177.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $10008900.00       | $10093599.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $61500.00          | $71143.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $498800.00         | $745148.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $254421500.00      | $249999908.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $777300.00         | $430265.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $70000.00          | $65671.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $34269800.00       | $33916450.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $24500000.00       | $24181526.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $24999700.00       | $21715589.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49302295.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $5264200.00        | $5137916.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $134999500.00      | $119964912.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $96412666.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $106386800.00      | $94159059.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $236932300.00      | $243944300.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51058621.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $25000000.00       | $26819195.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $46516000.00       | $50770572.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $63523000.00       | $67630863.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $66833600.00       | $68250977.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $17660600.00       | $18296255.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $149900.00         | $152624.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $17135000.00       | $17396657.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $27985600.00       | $28910723.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $858800.00         | $852122.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $12499900.00       | $11146319.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2000000.00        | $1902953.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $75000000.00       | $78977444.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $221976000.00      | $225226680.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $91110000.00       | $92904175.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $75000000.00       | $77378037.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $135000000.00      | $138638289.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $21199000.00       | $21547139.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $64585.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $211000.00         | $192043.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $125000000.00      | $95675136.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $334000.00         | $335276.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $4600000.00        | $4642904.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $99883100.00       | $99833377.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $9128975.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $400.00            | $395.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $40900.00          | $33527.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $80000.00          | $83408.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $25000000.00       | $26394228.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $43593800.00       | $45210822.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $13753000.00       | $14292893.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $3037100.00        | $3185957.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $7566900.00        | $7774419.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $700.00            | $714.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $572800.00         | $584185.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $9474000.00        | $9582053.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $2710400.00        | $2795163.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $240459000.00      | $247580110.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $102488000.00      | $104119833.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $12540400.00       | $6461827.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $1079200.00        | $829925.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $44000.00          | $31825.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $881900.00         | $888881.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $2516000.00        | $2565178.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100000000.00      | $102327882.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $244163300.00      | $249999989.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $250300.00         | $253850.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $63735600.00       | $64594840.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $2471800.00        | $2516668.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $40590000.00       | $41181166.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $975200.00         | $989258.20         | U.S. Treasuries (including strips) |

### Security 695: 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: ARP1FJT37, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJT37
- **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):** 2026-03-02
- **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? 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 MA9168 M | 2053-08-20      | 4.0000%  | 0.0000% | $8362304.00        | $6857852.43        | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $82031.33          | Agency Mortgage-Backed Securities |
| GNMI SF AA0219 X | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $95371.18          | Agency Mortgage-Backed Securities |
| GNII SF DC0127 C | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $892407.19         | Agency Mortgage-Backed Securities |
| GNII ET DE9125 C | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $569484.12         | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $470715.18         | Agency Mortgage-Backed Securities |
| GNII ET DD0699 C | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $519039.06         | Agency Mortgage-Backed Securities |
| GNII SF DK5348 C | 2055-06-20      | 5.0000%  | 0.0000% | $4929360.00        | $4927413.03        | Agency Mortgage-Backed Securities |
| GNII SF DD3994 C | 2054-09-20      | 5.5000%  | 0.0000% | $1548754.00        | $1226493.36        | Agency Mortgage-Backed Securities |
| GNII ET DM7154 C | 2065-10-20      | 6.5000%  | 0.0000% | $5705390.00        | $5936686.02        | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $8679117.28        | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M | 2041-10-20      | 5.1250%  | 0.0000% | $336914.00         | $140815.78         | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2395587.13        | Agency Mortgage-Backed Securities |
| GNII SF DI4711 C | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $16026258.63       | Agency Mortgage-Backed Securities |
| GNII SF 004397 M | 2039-03-20      | 4.5000%  | 0.0000% | $1238124.00        | $26353.16          | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1398653.74        | Agency Mortgage-Backed Securities |
| GNII SF AZ7003 C | 2047-03-20      | 3.5000%  | 0.0000% | $1373724.00        | $106765.25         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $567623.29         | Agency Mortgage-Backed Securities |
| GNII SF DN6152 C | 2055-12-20      | 5.0000%  | 0.0000% | $1258346.00        | $1271741.30        | Agency Mortgage-Backed Securities |
| GNII SF DP9429 C | 2056-01-20      | 5.0000%  | 0.0000% | $3313508.00        | $3339463.47        | Agency Mortgage-Backed Securities |
| GNPL PN CW8886   | 2059-04-15      | 5.6300%  | 0.0000% | $29073.00          | $30555.20          | Agency Mortgage-Backed Securities |
| GNII SF DL5817 C | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1215088.21        | Agency Mortgage-Backed Securities |
| GNMI SF AD2254 X | 2043-03-15      | 3.5000%  | 0.0000% | $100249.00         | $11926.92          | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $249999.49         | Agency Mortgage-Backed Securities |
| GNII ET DJ7388 C | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $815410.69         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $255577.87         | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $192740.51         | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M | 2047-09-20      | 5.3750%  | 0.0000% | $1000000.00        | $49954.26          | Agency Mortgage-Backed Securities |
| GNII SF MA5498 M | 2033-09-20      | 4.0000%  | 0.0000% | $2250000.00        | $245720.82         | Agency Mortgage-Backed Securities |
| GNII SF DP4609 C | 2056-02-20      | 5.5000%  | 0.0000% | $1537682.00        | $1579514.98        | Agency Mortgage-Backed Securities |
| GNII SF MA7971 M | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $37492.60          | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $327061.55         | Agency Mortgage-Backed Securities |
| GNII SF DM4748 C | 2055-11-20      | 5.5000%  | 0.0000% | $1877161.00        | $1929379.55        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $433316.81         | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M | 2048-08-20      | 4.5000%  | 0.0000% | $339492.00         | $26678.95          | Agency Mortgage-Backed Securities |
| GNII SF AD8811 C | 2043-03-20      | 3.0000%  | 0.0000% | $5683000.00        | $899864.63         | Agency Mortgage-Backed Securities |
| GNII ET CP6435 C | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $205659.91         | Agency Mortgage-Backed Securities |
| GNII SF AC0092 C | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $414604.10         | Agency Mortgage-Backed Securities |
| GNII SF DD4243 C | 2054-11-20      | 7.0000%  | 0.0000% | $1471270.00        | $1526892.42        | Agency Mortgage-Backed Securities |
| GNII SF DO7859 C | 2055-12-20      | 5.0000%  | 0.0000% | $3212964.00        | $3239082.65        | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18552.55          | Agency Mortgage-Backed Securities |
| GNMI SF 487732 X | 2039-03-15      | 4.5000%  | 0.0000% | $1539680.00        | $26551.10          | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3167107.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ3204 C | 2055-08-20      | 6.5000%  | 0.0000% | $2340350.00        | $2454496.83        | Agency Mortgage-Backed Securities |
| GNII ET DN1756 C | 2066-02-20      | 4.0000%  | 0.0000% | $326923.00         | $316354.52         | Agency Mortgage-Backed Securities |
| GNII SF DN4042 C | 2055-10-20      | 6.0000%  | 0.0000% | $1092218.00        | $1132461.26        | Agency Mortgage-Backed Securities |
| GNII SF DP4399 C | 2056-02-20      | 4.5000%  | 0.0000% | $1796420.00        | $1779366.58        | Agency Mortgage-Backed Securities |
| GNII SP 784106 M | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9801.36           | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X | 2045-11-15      | 5.5000%  | 0.0000% | $2500000.00        | $742276.68         | Agency Mortgage-Backed Securities |
| GNII SF DM3433 C | 2055-09-20      | 6.5000%  | 0.0000% | $2453876.00        | $2565758.57        | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $34536.87          | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $2981991.29        | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1104352.38        | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2047235.54        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4693   | 2060-06-15      | 4.8600%  | 0.0000% | $165400.00         | $166603.35         | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3644007.35        | Agency Mortgage-Backed Securities |
| GNII SF DN5510 C | 2055-11-20      | 5.0000%  | 0.0000% | $1087214.00        | $1081146.48        | Agency Mortgage-Backed Securities |
| GNMI SF AD6012 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $6632.83           | Agency Mortgage-Backed Securities |
| GNII SF DP0479 C | 2056-01-20      | 6.5000%  | 0.0000% | $235370.00         | $247638.54         | Agency Mortgage-Backed Securities |
| GNII JM MA6855 M | 2050-09-20      | 2.5000%  | 0.0000% | $50000000.00       | $15598579.14       | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $211877.89         | Agency Mortgage-Backed Securities |
| GNII SF BV8689 C | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $534155.44         | Agency Mortgage-Backed Securities |
| GNII SF DM4564 C | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1964152.91        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $254502.35         | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $123173.61         | Agency Mortgage-Backed Securities |
| GNMI SF 556053 X | 2032-07-15      | 6.5000%  | 0.0000% | $1061269.00        | $5535.96           | Agency Mortgage-Backed Securities |
| GNMI SF 613046 X | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $9733.62           | Agency Mortgage-Backed Securities |
| GNII ET DJ7641 C | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $98597.90          | Agency Mortgage-Backed Securities |
| GNMI SF AS4933 X | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $33025.77          | Agency Mortgage-Backed Securities |
| GNII ET DJ4966 C | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1042080.59        | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1371221.40        | Agency Mortgage-Backed Securities |
| GNII SF MA8722 M | 2044-11-20      | 3.5000%  | 0.0000% | $3577500.00        | $2572394.55        | Agency Mortgage-Backed Securities |
| GNII SF DK0382 C | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1375944.65        | Agency Mortgage-Backed Securities |
| GNII ET DL2555 C | 2066-02-20      | 5.5000%  | 0.0000% | $705416.00         | $717186.02         | Agency Mortgage-Backed Securities |
| GNII ET DG4212 C | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1543821.07        | Agency Mortgage-Backed Securities |
| GNII ET DN9373 C | 2065-11-20      | 4.0000%  | 0.0000% | $686775.00         | $657612.45         | Agency Mortgage-Backed Securities |
| GNMI SF AB3945 X | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $10618.41          | Agency Mortgage-Backed Securities |
| GNII SF AA6148 C | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $407145.02         | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M | 2036-06-20      | 2.5000%  | 0.0000% | $1000000.00        | $381003.16         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $25487.58          | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $225632.68         | Agency Mortgage-Backed Securities |
| GNII SF MA2519 M | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $35035.67          | Agency Mortgage-Backed Securities |
| GNII SF DA6814 C | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1454374.30        | Agency Mortgage-Backed Securities |
| GNII SF 497778 C | 2029-01-20      | 3.5000%  | 0.0000% | $1010760.00        | $14784.49          | Agency Mortgage-Backed Securities |
| GNII SF DB8686 C | 2054-05-20      | 6.0000%  | 0.0000% | $1770456.00        | $1596343.15        | Agency Mortgage-Backed Securities |
| GNII SF DN4786 C | 2055-11-20      | 6.0000%  | 0.0000% | $75037568.00       | $77055451.25       | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1113159.38        | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $2441747.46        | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1833986.33        | Agency Mortgage-Backed Securities |
| GNII SF BM7538 C | 2050-02-20      | 3.0000%  | 0.0000% | $195000.00         | $69886.75          | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1568483.00        | Agency Mortgage-Backed Securities |

### Security 696: 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: ARP1FJTH6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJTH6
- **C.18 - Value (incl. sponsor support):** $8057000000.00
- **C.18.a - Value (excl. sponsor support):** $8057000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $7043110.25        | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $5941639.60        | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $100757.58         | Agency Mortgage-Backed Securities |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1152315.58        | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4240106.80        | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $879110.82         | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $466542.86         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $2019032.72        | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $452569.96         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $412258.98         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1694498.98        | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $57962.38          | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $803831.89         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $182065.16         | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $92009.88          | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $150703.24         | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $4002033.20        | Agency Mortgage-Backed Securities |
| GNII JM MA7308 M     | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $110310.12         | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $968899.04         | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $20697504.00       | $11036670.07       | Agency Mortgage-Backed Securities |
| GNII SF BK1671 C     | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $168817.30         | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $817609.15         | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $171455.64         | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $292054.17         | Agency Mortgage-Backed Securities |
| GNII SF DK6038 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $1218762.58        | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $23198112.00       | $21614670.02       | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1496837.65        | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $1210016.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ9878 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1199036.49        | Agency Mortgage-Backed Securities |
| GNPL PN DM0358       | 2060-12-15      | 5.2900%  | 0.0000% | $875140.00         | $914418.72         | Agency Mortgage-Backed Securities |
| GNCL CL DM1417       | 2068-01-15      | 5.8300%  | 0.0000% | $434000.00         | $461927.71         | Agency Mortgage-Backed Securities |
| GNII ET DN9899 C     | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $160294.16         | Agency Mortgage-Backed Securities |
| GNII ET DN8519 C     | 2065-10-20      | 4.5000%  | 0.0000% | $352802.00         | $347458.73         | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $216278.62         | Agency Mortgage-Backed Securities |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $1939194.54        | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1201154.17        | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $949390.69         | Agency Mortgage-Backed Securities |
| GNII SF DL5783 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1093177.59        | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $5006503.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1959002.00        | $1359008.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $974247.05         | Agency Mortgage-Backed Securities |
| GNII SF DJ5311 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1263438.90        | Agency Mortgage-Backed Securities |
| GNII ET DJ3148 C     | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $64620.94          | Agency Mortgage-Backed Securities |
| GNII SF DN1550 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4878024.00        | $4970634.92        | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2193110.50        | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $785416.07         | Agency Mortgage-Backed Securities |
| GNII SF DN0028 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1527152.93        | Agency Mortgage-Backed Securities |
| GNII SF DN5551 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8110960.00        | $8169476.98        | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12364923.17       | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $359305.00         | $373997.01         | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $2992219.63        | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20200000.00       | $8626755.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $7007708.26        | Agency Mortgage-Backed Securities |
| GNII ET DN1719 C     | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $217161.21         | Agency Mortgage-Backed Securities |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4804797.13        | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $145780.72         | Agency Mortgage-Backed Securities |
| GNPL PN DH1763       | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $145862.51         | Agency Mortgage-Backed Securities |
| GNII ET DO0257 C     | 2065-11-20      | 4.5000%  | 0.0000% | $343985.00         | $338994.71         | Agency Mortgage-Backed Securities |
| GNII SF DI5723 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2164774.67        | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7290.38           | Agency Mortgage-Backed Securities |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $5749.40           | Agency Mortgage-Backed Securities |
| GNMI SF 590440 X     | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $22794.35          | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $841105.96         | Agency Mortgage-Backed Securities |
| GNII ET DO4470 C     | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $321991.49         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0387       | 2061-01-15      | 5.0000%  | 0.0000% | $1006566.00        | $1043541.58        | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $69985.02          | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1081934.93        | Agency Mortgage-Backed Securities |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $7869888.00        | $15783.26          | Agency Mortgage-Backed Securities |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $176202.78         | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $16982392.40       | Agency Mortgage-Backed Securities |
| GNII ET DO5983 C     | 2065-12-20      | 4.0000%  | 0.0000% | $320682.00         | $309836.77         | Agency Mortgage-Backed Securities |
| GNII SF DO6443 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4640360.00        | $4672573.21        | Agency Mortgage-Backed Securities |
| GNII ET DO6604 C     | 2065-10-20      | 2.0000%  | 0.0000% | $329917.00         | $262598.61         | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2627052.15        | Agency Mortgage-Backed Securities |
| GNII ET DO0199 C     | 2065-10-20      | 4.0000%  | 0.0000% | $284956.00         | $275327.32         | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $37842.08          | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $24130.36          | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28670.63          | Agency Mortgage-Backed Securities |
| GNII SF MB0661 M     | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $28752.20          | Agency Mortgage-Backed Securities |
| GNII ET DI4290 C     | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $880023.08         | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1957984.00        | $102542.25         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $271848.33         | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $72005.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5995 | 2056-02-01      | 4.0000%  | 0.0000% | $7679170.00        | $7476623.36        | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $2109436.00        | $175703.90         | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $27815.86          | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1631262.61        | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5383.35           | Agency Mortgage-Backed Securities |
| GNII FS MA2999 M     | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36901.49          | Agency Mortgage-Backed Securities |
| GNII JM MA0619 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $109246.56         | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $18720.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7423 | 2056-03-01      | 5.0000%  | 0.0000% | $5329584.00        | $5424184.71        | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $611356.50         | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $28243.28          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7587 | 2055-11-01      | 5.0000%  | 0.0000% | $2100550.00        | $2021964.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9103 | 2055-11-01      | 6.5000%  | 0.0000% | $15288912.00       | $15937442.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9897 | 2055-12-01      | 5.0000%  | 0.0000% | $32065088.00       | $32224086.67       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9770 | 2055-12-01      | 5.5000%  | 0.0000% | $4383310.00        | $4411587.18        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5033 | 2055-10-01      | 7.0000%  | 0.0000% | $2502972.00        | $2644496.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9334 | 2055-11-01      | 5.5000%  | 0.0000% | $1942048.00        | $1923566.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ2098 | 2055-09-01      | 4.5000%  | 0.0000% | $1346570.00        | $1313331.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0570 | 2054-12-01      | 6.0000%  | 0.0000% | $14412912.00       | $12504923.98       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5526 | 2055-05-01      | 5.0000%  | 0.0000% | $1005950.00        | $986364.59         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4616 | 2055-06-01      | 6.0000%  | 0.0000% | $4730000.00        | $4535747.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6532 | 2055-10-01      | 6.0000%  | 0.0000% | $9227472.00        | $9503732.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0219 | 2055-08-01      | 6.0000%  | 0.0000% | $552207.00         | $564147.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3822 | 2055-12-01      | 5.0000%  | 0.0000% | $62288100.00       | $62407075.82       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0483 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $68291.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3386 | 2055-10-01      | 5.5000%  | 0.0000% | $20863712.00       | $20167705.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS0995 | 2042-03-01      | 2.5000%  | 0.0000% | $4700000.00        | $3022568.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $1091000.00        | $83871.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4572 | 2040-12-01      | 5.0000%  | 0.0000% | $1271224.00        | $1065717.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZLSI2129 | 2055-09-25      | 6.0000%  | 0.0000% | $78344832.00       | $77997147.50       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2801 | 2039-12-01      | 3.5000%  | 0.0000% | $540083.00         | $320196.30         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $2978780.00        | $1231542.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1218 | 2045-12-01      | 6.0000%  | 0.0000% | $3989932.00        | $4159229.91        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6020 | 2049-12-01      | 3.5000%  | 0.0000% | $12689392.00       | $733451.15         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $3108744.00        | $2827486.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4770 | 2041-01-01      | 5.5000%  | 0.0000% | $1286888.00        | $1325212.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3204 | 2037-03-01      | 2.5000%  | 0.0000% | $355000.00         | $208557.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4318 | 2040-10-01      | 5.5000%  | 0.0000% | $1025544.00        | $1036711.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9830 | 2054-07-01      | 6.5000%  | 0.0000% | $1142364.00        | $1183685.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3961 | 2040-07-01      | 6.0000%  | 0.0000% | $1272162.00        | $1291001.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4134 | 2040-09-01      | 5.5000%  | 0.0000% | $1006786.00        | $1022926.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ0940 | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1089591.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6647 | 2037-10-01      | 6.0000%  | 0.0000% | $2500000.00        | $15247.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4370 | 2039-03-01      | 5.0000%  | 0.0000% | $1850000.00        | $27799.06          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PSE9118 | 2052-02-01      | 2.0000%  | 0.0000% | $56134272.00       | $44684986.03       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5118 | 2041-07-01      | 2.0000%  | 0.0000% | $5000000.00        | $2931638.50        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB8992 | 2051-02-01      | 3.0000%  | 0.0000% | $8133952.00        | $4527407.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4035 | 2040-08-01      | 5.5000%  | 0.0000% | $1717556.00        | $1676444.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256091 | 2035-12-01      | 6.0000%  | 0.0000% | $80173312.00       | $170228.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4838 | 2041-02-01      | 5.5000%  | 0.0000% | $1644062.00        | $1672142.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REAH0979 | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $88413.33          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS9502 | 2039-09-01      | 6.5000%  | 0.0000% | $13398576.00       | $1208763.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1466 | 2052-08-01      | 5.0000%  | 0.0000% | $70000000.00       | $53118542.99       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $152000.00         | $86415.61          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9385 | 2044-01-01      | 3.5000%  | 0.0000% | $100000000.00      | $15248896.86       | Agency Mortgage-Backed Securities |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $64016.49          | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $35859.01          | Agency Mortgage-Backed Securities |
| GNII SF MA4008 M     | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $23378.67          | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $8345000.00        | $5185842.59        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $823145.00         | $410481.37         | Agency Mortgage-Backed Securities |
| GNPL PN CY8217       | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $51905.35          | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $12763.51          | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $99549.35          | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1123889.25        | Agency Mortgage-Backed Securities |
| GNII SF MA8076 M     | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $130723.57         | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $594101.65         | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $512005.29         | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $237239.48         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2456443.22        | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1299788.95        | Agency Mortgage-Backed Securities |
| GNPL PN CJ1929       | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $1015541.93        | Agency Mortgage-Backed Securities |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $51164.08          | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2888826.63        | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M     | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $697242.60         | Agency Mortgage-Backed Securities |
| GNII SF MA0623 M     | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $666622.67         | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $819870.80         | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $83993.94          | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $28308.07          | Agency Mortgage-Backed Securities |
| GNII SF MA8616 M     | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $90359.12          | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $3245000.00        | $2461604.86        | Agency Mortgage-Backed Securities |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6527954.09        | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $795000.00         | $619394.34         | Agency Mortgage-Backed Securities |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $1018857.27        | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $146433.73         | Agency Mortgage-Backed Securities |
| GNII ET DP1565 C     | 2062-06-20      | 3.5000%  | 0.0000% | $79472.00          | $73586.50          | Agency Mortgage-Backed Securities |
| GNII SF DM3342 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $6163646.61        | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $946640.76         | Agency Mortgage-Backed Securities |
| GNII SF DK4954 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1493774.93        | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2327803.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1110761.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7765 | 2043-02-01      | 3.0000%  | 0.0000% | $26000000.00       | $4695786.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5430 | 2044-07-01      | 6.0000%  | 0.0000% | $40514000.00       | $24998523.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $148137216.00      | $149202390.83      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA1961 | 2029-07-01      | 3.0000%  | 0.0000% | $873287.00         | $39342.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA2099 | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $236964.80         | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $26758.65          | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $131440000.00      | $27850818.42       | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $116509.29         | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $302408.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $75570000.00       | $8735934.67        | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $9323136.00        | $4514220.61        | Agency Mortgage-Backed Securities |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $58830.81          | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2648399.60        | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $299638.92         | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $226539.14         | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7202.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4359 | 2049-02-01      | 4.5000%  | 0.0000% | $3559944.00        | $847656.69         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8342 | 2055-03-01      | 6.5000%  | 0.0000% | $1225076.00        | $1286335.72        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0069 | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2847042.75        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9491 | 2037-05-01      | 2.5000%  | 0.0000% | $3115000.00        | $2428616.29        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1219 | 2055-05-01      | 7.0000%  | 0.0000% | $143678464.00      | $131350592.23      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7665 | 2055-11-01      | 6.0000%  | 0.0000% | $22643264.00       | $23209629.99       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9412 | 2055-11-01      | 5.5000%  | 0.0000% | $15879584.00       | $15932694.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3750 | 2055-12-01      | 5.0000%  | 0.0000% | $52958784.00       | $52411253.05       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2485 | 2055-09-01      | 6.0000%  | 0.0000% | $53185472.00       | $52228995.38       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3572 | 2055-12-01      | 6.5000%  | 0.0000% | $1189242.00        | $1264075.48        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6417 | 2031-04-01      | 2.0000%  | 0.0000% | $240000.00         | $66200.31          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1064 | 2055-08-01      | 7.0000%  | 0.0000% | $7962440.00        | $7325676.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4561 | 2040-11-01      | 5.5000%  | 0.0000% | $1745636.00        | $1463297.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8057 | 2054-06-01      | 6.0000%  | 0.0000% | $20028288.00       | $18683303.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $2136000.00        | $1530552.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1258280.06        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI2089 | 2054-03-01      | 7.0000%  | 0.0000% | $1026646.00        | $934716.94         | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1520220.71        | Agency Mortgage-Backed Securities |
| GNII SF DK3508 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2615835.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ9735 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1135424.12        | Agency Mortgage-Backed Securities |
| GNII SF DK3329 C     | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1130048.49        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4707       | 2060-08-15      | 6.1200%  | 0.0000% | $2100000.00        | $2300352.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2093687.88        | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C     | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $4250157.71        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5136879.25        | Agency Mortgage-Backed Securities |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1058359.35        | Agency Mortgage-Backed Securities |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1092051.76        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $1418040.00        | $1518580.04        | Agency Mortgage-Backed Securities |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $294970.33         | Agency Mortgage-Backed Securities |
| GNII SF MA8431 M     | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $105464.03         | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2869132.00        | $2248700.92        | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $668955.87         | Agency Mortgage-Backed Securities |
| GNII SP 785327 C     | 2049-10-20      | 3.5000%  | 0.0000% | $80984.00          | $30224.62          | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 5.1250%  | 0.0000% | $43964992.00       | $637794.79         | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $778851.10         | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $5357000.00        | $2312158.01        | Agency Mortgage-Backed Securities |
| GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $45000.00          | $15927.65          | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2220535.57        | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1155118.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2476 | 2053-05-01      | 4.5000%  | 0.0000% | $43995000.00       | $42246182.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3187 | 2054-10-01      | 6.0000%  | 0.0000% | $1106746.00        | $873082.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0886 | 2055-12-01      | 6.0000%  | 0.0000% | $10785440.00       | $11091133.82       | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $451075.29         | Agency Mortgage-Backed Securities |
| GNMI SF AA0268 X     | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56658.19          | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $2751457.97        | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $70427.45          | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $2594806.95        | Agency Mortgage-Backed Securities |
| GNII SF AV5049 C     | 2046-10-20      | 3.5000%  | 0.0000% | $4000000.00        | $783657.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $285000.00         | $259076.61         | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915060.00      | $177383.52         | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1089718.10        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6860       | 2060-12-15      | 5.6300%  | 0.0000% | $1290000.00        | $1381546.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $37837495.96       | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $602509.21         | Agency Mortgage-Backed Securities |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4195366.98        | Agency Mortgage-Backed Securities |
| GNMI SF 723437 X     | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11053.69          | Agency Mortgage-Backed Securities |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1755251.68        | Agency Mortgage-Backed Securities |
| GNII SF DO5754 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1857628.00        | $1891726.10        | Agency Mortgage-Backed Securities |
| GNII SF DO0692 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1116644.00        | $1142764.39        | Agency Mortgage-Backed Securities |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $151307520.00      | $10686103.59       | Agency Mortgage-Backed Securities |
| GNII SF DO5852 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5566576.00        | $5656483.95        | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $9427.32           | Agency Mortgage-Backed Securities |
| GNPL PN DJ5992       | 2060-11-15      | 5.2700%  | 0.0000% | $1246650.00        | $1299447.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ4952 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $791928.67         | Agency Mortgage-Backed Securities |
| GNII SF AT7141 C     | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $35705.98          | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X     | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $42415.96          | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $640058.06         | Agency Mortgage-Backed Securities |
| GNII ET DP4432 C     | 2062-05-20      | 4.0000%  | 0.0000% | $168175.00         | $161855.07         | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30919.72          | Agency Mortgage-Backed Securities |
| GNII SF BY0832 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1078442.00        | $507430.75         | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $94303.60          | Agency Mortgage-Backed Securities |
| GNII SF DP0658 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4406928.34        | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $62669.07          | Agency Mortgage-Backed Securities |
| GNII ET DK8066 C     | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1493118.42        | Agency Mortgage-Backed Securities |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1250758.64        | Agency Mortgage-Backed Securities |
| GNMI SF BB3477 X     | 2047-09-15      | 5.0000%  | 0.0000% | $1177452.00        | $106249.66         | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1520130.68        | Agency Mortgage-Backed Securities |
| GNII SF BD3899 C     | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $455022.97         | Agency Mortgage-Backed Securities |
| GNMI SF BC3013 X     | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $37780.11          | Agency Mortgage-Backed Securities |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $365779.96         | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $23256.82          | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2592020.26        | Agency Mortgage-Backed Securities |
| GNII SF DL0675 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1130620.28        | Agency Mortgage-Backed Securities |
| GNII SF DK6639 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1357738.45        | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7922467.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0422 | 2055-12-01      | 4.5000%  | 0.0000% | $2439952.00        | $2410566.71        | Agency Mortgage-Backed Securities |
| GNII SF MA0087 M     | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $163937.95         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $302506.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3871 | 2056-01-01      | 6.5000%  | 0.0000% | $3731450.00        | $3902440.68        | Agency Mortgage-Backed Securities |
| GNII SP 786202 C     | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $667125.84         | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $15013.24          | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $399087.62         | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $905524.88         | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $30123.41          | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $5876.51           | Agency Mortgage-Backed Securities |
| GNII SP 785787 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1023998.48        | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1632292.78        | Agency Mortgage-Backed Securities |
| GNII ET DL7149 C     | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $969237.57         | Agency Mortgage-Backed Securities |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1209785.93        | Agency Mortgage-Backed Securities |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1091355.68        | Agency Mortgage-Backed Securities |
| GNII ET DJ4293 C     | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $774600.68         | Agency Mortgage-Backed Securities |
| GNII ET DM2986 C     | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $151936.43         | Agency Mortgage-Backed Securities |
| GNII SF DN1526 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5740448.00        | $5695150.46        | Agency Mortgage-Backed Securities |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $1199700.00        | $1291282.78        | Agency Mortgage-Backed Securities |
| GNII ET DM3066 C     | 2065-08-20      | 3.5000%  | 0.0000% | $711466.00         | $660066.56         | Agency Mortgage-Backed Securities |
| GNPL PN DM8124       | 2060-12-15      | 5.7900%  | 0.0000% | $2178564.00        | $2359257.38        | Agency Mortgage-Backed Securities |
| GNII ET DM7096 C     | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $184289.62         | Agency Mortgage-Backed Securities |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2761909.36        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4774 | 2048-05-01      | 4.5000%  | 0.0000% | $6573176.00        | $550337.58         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0867 | 2037-06-01      | 2.5000%  | 0.0000% | $421000.00         | $279911.01         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  | 0.0000% | $337735.00         | $63615.60          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  | 0.0000% | $2724528.00        | $1645000.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5012 | 2049-12-01      | 3.5000%  | 0.0000% | $1750000.00        | $801908.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1239661.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $22179104.89       | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $227369.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $2086814.07        | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $137155.71         | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72778.76          | Agency Mortgage-Backed Securities |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $336414.28         | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1284889.83        | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $711318.57         | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $899030.36         | Agency Mortgage-Backed Securities |
| GNII SF DJ1773 C     | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $4614202.56        | Agency Mortgage-Backed Securities |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2069326.57        | Agency Mortgage-Backed Securities |
| GNII SF DM2712 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2578120.00        | $2694332.32        | Agency Mortgage-Backed Securities |
| GNII SF DL6855 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2375080.00        | $2485670.08        | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2180088.00        | $2163257.22        | Agency Mortgage-Backed Securities |
| GNII SF DM8768 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2246724.00        | $2262818.45        | Agency Mortgage-Backed Securities |
| GNII ET DL9329 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13825191.35       | Agency Mortgage-Backed Securities |
| GNII SF DM3109 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3422885.73        | Agency Mortgage-Backed Securities |
| GNII ET DM3713 C     | 2065-11-20      | 3.5000%  | 0.0000% | $139342.00         | $129516.39         | Agency Mortgage-Backed Securities |
| GNII SF DM4315 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1357851.49        | Agency Mortgage-Backed Securities |
| GNII ET DN3712 C     | 2065-11-20      | 7.0000%  | 0.0000% | $7300000.00        | $7630443.61        | Agency Mortgage-Backed Securities |
| GNII SF DM4283 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2401584.00        | $2533230.23        | Agency Mortgage-Backed Securities |
| GNII SF DM6135 C     | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $28025280.92       | Agency Mortgage-Backed Securities |
| GNII SF DM9696 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4873528.00        | $5082282.27        | Agency Mortgage-Backed Securities |
| GNII ET DP1538 C     | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $149012.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4508 | 2040-11-01      | 6.0000%  | 0.0000% | $1003980.00        | $1030700.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2207 | 2053-01-01      | 5.0000%  | 0.0000% | $106697856.00      | $87202982.08       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8098 | 2036-04-01      | 2.0000%  | 0.0000% | $2300000.00        | $1103115.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5025 | 2041-03-01      | 4.5000%  | 0.0000% | $2225600.00        | $2242839.50        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAR4353 | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $23113.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8093 | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $820017.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  | 0.0000% | $269782.00         | $222613.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT9705 | 2043-06-01      | 3.5000%  | 0.0000% | $15460000.00       | $2340437.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF6510 | 2040-11-01      | 4.5000%  | 0.0000% | $1380786.00        | $1384791.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1727 | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2062151.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $2823000.00        | $1352860.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4568 | 2040-12-01      | 5.0000%  | 0.0000% | $1084196.00        | $1097211.84        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8140 | 2037-02-01      | 1.5000%  | 0.0000% | $6633256.00        | $3907489.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4650 | 2040-12-01      | 5.5000%  | 0.0000% | $1517844.00        | $1556265.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2838 | 2039-09-01      | 6.0000%  | 0.0000% | $456589.00         | $270267.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4472 | 2054-09-01      | 6.0000%  | 0.0000% | $440552.00         | $345807.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2922 | 2053-05-01      | 5.0000%  | 0.0000% | $5081000.00        | $4277922.33        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $9293000.00        | $6989182.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8287 | 2039-03-01      | 5.0000%  | 0.0000% | $2500000.00        | $1373848.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1746 | 2040-11-01      | 6.0000%  | 0.0000% | $38076992.00       | $37920151.36       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2979 | 2053-05-01      | 6.5000%  | 0.0000% | $1034392.00        | $625590.43         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8156 | 2037-04-01      | 3.0000%  | 0.0000% | $2008224.00        | $1102608.92        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1468 | 2046-11-01      | 3.0000%  | 0.0000% | $2650000.00        | $849975.49         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  | 0.0000% | $840000.00         | $562380.46         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9119 | 2051-10-01      | 3.0000%  | 0.0000% | $204653.00         | $129213.77         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1997 | 2049-08-01      | 3.0000%  | 0.0000% | $15070000.00       | $2600153.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQB1567 | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2324659.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2905 | 2053-05-01      | 5.5000%  | 0.0000% | $175275.00         | $126628.22         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0666 | 2052-09-01      | 4.0000%  | 0.0000% | $257441.00         | $213132.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  | 0.0000% | $6748440.00        | $4889182.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4142 | 2052-06-01      | 5.0000%  | 0.0000% | $77412.00          | $56390.02          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9703 | 2051-02-01      | 2.0000%  | 0.0000% | $3632864.00        | $1835345.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $3230000.00        | $397027.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1745 | 2040-12-01      | 6.0000%  | 0.0000% | $20693152.00       | $20964094.31       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8449 | 2052-02-01      | 3.5000%  | 0.0000% | $892390.00         | $782910.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8668 | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1071133.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4220 | 2052-06-01      | 5.0000%  | 0.0000% | $1880794.00        | $806879.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7070 | 2054-10-01      | 4.5000%  | 0.0000% | $1310844.00        | $1150916.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8901 | 2054-11-01      | 5.0000%  | 0.0000% | $1951256.00        | $1607034.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $5051464.00        | $3340002.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0970 | 2051-10-01      | 3.5000%  | 0.0000% | $43700.00          | $33184.90          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $9500000.00        | $7198042.14        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQH6536 | 2053-12-01      | 4.0000%  | 0.0000% | $1525396.00        | $1192977.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $18900000.00       | $14995924.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $3975000.00        | $3752653.51        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  | 0.0000% | $64900736.00       | $48481860.31       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL738885 | 2033-07-01      | 5.0000%  | 0.0000% | $8959008.00        | $271228.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE5032 | 2046-12-01      | 3.0000%  | 0.0000% | $2650892.00        | $675273.99         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $9843700.00        | $8367150.27        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8026 | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $8086920.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8169 | 2037-08-01      | 3.0000%  | 0.0000% | $2802524.00        | $1743616.36        | Agency Mortgage-Backed Securities |
| GNII SF DP1201 C     | 2055-12-20      | 6.5000%  | 0.0000% | $3409716.00        | $3659265.81        | Agency Mortgage-Backed Securities |
| GNII SF DN6284 C     | 2056-01-20      | 5.0000%  | 0.0000% | $15784528.00       | $15982110.36       | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1343685.16        | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $77165.92          | Agency Mortgage-Backed Securities |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $695003.19         | Agency Mortgage-Backed Securities |
| GNII SF BZ3855 C     | 2050-11-20      | 2.0000%  | 0.0000% | $1074660.00        | $648133.06         | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $45478.14          | Agency Mortgage-Backed Securities |
| GNII SF DN0010 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3875291.96        | Agency Mortgage-Backed Securities |
| GNPL PN DM6438       | 2060-11-15      | 5.0300%  | 0.0000% | $304331.00         | $311441.31         | Agency Mortgage-Backed Securities |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1585688.36        | Agency Mortgage-Backed Securities |
| GNII ET DN8828 C     | 2065-11-20      | 3.5000%  | 0.0000% | $115244.00         | $106956.03         | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $800000.00         | $84273.82          | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $800000.00         | $105204.40         | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $41094.42          | Agency Mortgage-Backed Securities |
| GNII SF BV8725 C     | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $374576.42         | Agency Mortgage-Backed Securities |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1298507.94        | Agency Mortgage-Backed Securities |
| GNII SF MA9543 M     | 2054-03-20      | 6.5000%  | 0.0000% | $438391.00         | $192436.79         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2882 X     | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40470.61          | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $39049.31          | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $264474.48         | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $40488768.00       | $5195711.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $243654.52         | Agency Mortgage-Backed Securities |
| GNII SF MA1265 M     | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $5617.59           | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $10387500.00       | $1232023.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4182 | 2055-12-01      | 4.5000%  | 0.0000% | $1466480.00        | $1456187.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6575 | 2056-01-01      | 5.0000%  | 0.0000% | $1158730.00        | $1170304.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5920 | 2056-02-01      | 5.0000%  | 0.0000% | $3931212.00        | $3992763.42        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0045 | 2048-11-01      | 4.5000%  | 0.0000% | $16866820.00       | $4276041.54        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZT2013 | 2032-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $193014.08         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $315840.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PQU8350 | 2055-11-01      | 5.0000%  | 0.0000% | $3200310.00        | $3167799.64        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4598 | 2045-01-01      | 3.0000%  | 0.0000% | $29556672.00       | $3396996.65        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7788 | 2048-08-01      | 4.0000%  | 0.0000% | $377931.00         | $5224.73           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $20661160.00       | $10513120.12       | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $494362.00         | $19858.00          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1585 | 2052-04-01      | 2.5000%  | 0.0000% | $30199.00          | $17336.74          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1296 | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $67186758.56       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8682 | 2033-01-01      | 3.0000%  | 0.0000% | $558000.00         | $63527.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  | 0.0000% | $870000.00         | $719126.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6225 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $79028.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3205 | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1927205.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9855 | 2055-06-01      | 5.0000%  | 0.0000% | $3102156.00        | $3099957.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU5917 | 2051-12-01      | 2.5000%  | 0.0000% | $39095000.00       | $23585499.97       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP3559 | 2051-05-01      | 2.0000%  | 0.0000% | $3456676.00        | $2124849.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6395 | 2053-02-01      | 5.0000%  | 0.0000% | $1000000.00        | $797901.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8316 | 2054-04-01      | 5.0000%  | 0.0000% | $140000.00         | $123980.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7600 | 2053-11-01      | 6.0000%  | 0.0000% | $1292856.00        | $828764.50         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8644 | 2053-08-01      | 6.5000%  | 0.0000% | $620000.00         | $480651.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6544 | 2055-12-01      | 5.5000%  | 0.0000% | $2811940.00        | $2900273.77        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2107 | 2054-08-01      | 7.0000%  | 0.0000% | $1112536.00        | $823218.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6615 | 2054-10-01      | 4.5000%  | 0.0000% | $1483836.00        | $1430884.15        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $750000.00         | $409697.36         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3123 | 2050-07-01      | 2.5000%  | 0.0000% | $2499152.00        | $591112.49         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $418971.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3173 | 2043-05-01      | 3.0000%  | 0.0000% | $29420.00          | $6103.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2509 | 2053-03-01      | 5.5000%  | 0.0000% | $460000.00         | $358386.43         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4374 | 2040-10-01      | 6.5000%  | 0.0000% | $1293366.00        | $1324213.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6052 | 2054-05-01      | 5.5000%  | 0.0000% | $6445784.00        | $5577119.18        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  | 0.0000% | $3935856.00        | $3379931.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5003 | 2041-03-01      | 5.5000%  | 0.0000% | $4022630.00        | $4155707.54        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0086 | 2043-08-01      | 4.0000%  | 0.0000% | $50040832.00       | $5418623.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS1281 | 2033-12-01      | 3.5000%  | 0.0000% | $615144.00         | $109932.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1019 | 2054-08-01      | 6.5000%  | 0.0000% | $5083192.00        | $3041422.24        | Agency Mortgage-Backed Securities |
| GNAR AF MA8000 M     | 2052-04-20      | 2.5000%  | 0.0000% | $3745724.00        | $2546017.53        | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3976254.94        | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $113741184.00      | $50948379.83       | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $120487.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4938 | 2053-05-01      | 2.5000%  | 0.0000% | $70274.00          | $57278.31          | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $624103.32         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2710 | 2055-07-01      | 6.0000%  | 0.0000% | $53014784.00       | $46246225.34       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4001 | 2056-01-01      | 5.5000%  | 0.0000% | $99177472.00       | $102381243.77      | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $77352610.37       | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $78034816.00       | $40668647.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1805 | 2055-06-01      | 6.0000%  | 0.0000% | $1520704.00        | $1449839.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3668 | 2055-08-01      | 6.0000%  | 0.0000% | $21640928.00       | $20898153.99       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3459 | 2050-11-01      | 6.0000%  | 0.0000% | $1660000.00        | $1634066.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5718 | 2056-02-01      | 5.0000%  | 0.0000% | $8981232.00        | $9058277.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1137 | 2055-05-01      | 6.0000%  | 0.0000% | $10110128.00       | $8500743.73        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  | 0.0000% | $2070856.00        | $1597871.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1563 | 2055-06-01      | 6.5000%  | 0.0000% | $1597200.00        | $1345757.34        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL0940 | 2052-05-01      | 2.0000%  | 0.0000% | $30180000.00       | $23753510.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995793 | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $4155056.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0317 | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3336443.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5055 | 2043-06-01      | 5.5000%  | 0.0000% | $41234000.00       | $23879360.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2819 | 2046-11-01      | 4.0000%  | 0.0000% | $559422.00         | $370084.66         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5947 | 2056-01-01      | 6.5000%  | 0.0000% | $126139263.00      | $129985702.55      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5996 | 2056-02-01      | 4.5000%  | 0.0000% | $14813712.00       | $14682610.65       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4828 | 2053-05-01      | 5.0000%  | 0.0000% | $89800800.00       | $79681935.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7540 | 2053-11-01      | 6.0000%  | 0.0000% | $3190808.00        | $3158030.21        | Agency Mortgage-Backed Securities |
| GNII SF DP6315 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2592372.00        | $2613950.02        | Agency Mortgage-Backed Securities |
| GNII ET DN5074 C     | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $655471.07         | Agency Mortgage-Backed Securities |
| GNII ET DP1585 C     | 2062-10-20      | 3.0000%  | 0.0000% | $190453.00         | $172732.81         | Agency Mortgage-Backed Securities |
| GNII ET DO9803 C     | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1233076.02        | Agency Mortgage-Backed Securities |
| GNII ET DO0105 C     | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $197616.79         | Agency Mortgage-Backed Securities |
| GNII SF DN1603 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1400679.47        | Agency Mortgage-Backed Securities |
| GNII SF DN6411 C     | 2056-02-20      | 5.0000%  | 0.0000% | $12160256.00       | $12364695.57       | Agency Mortgage-Backed Securities |
| GNII ET DN9253 C     | 2064-12-20      | 4.5000%  | 0.0000% | $128566.00         | $126522.23         | Agency Mortgage-Backed Securities |
| GNII ET DN9904 C     | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $361369.12         | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $397375.49         | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $605627.22         | Agency Mortgage-Backed Securities |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $294136.87         | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $558315.29         | Agency Mortgage-Backed Securities |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2205795.48        | Agency Mortgage-Backed Securities |
| GNII SF DP4457 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1252624.00        | $1291547.77        | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2024074.64        | Agency Mortgage-Backed Securities |
| GNII SF DO1018 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1781550.00        | $1873990.92        | Agency Mortgage-Backed Securities |
| GNII SF DO3753 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2975800.00        | $3003303.13        | Agency Mortgage-Backed Securities |
| GNII ET DN6796 C     | 2065-12-20      | 6.5000%  | 0.0000% | $250225.00         | $262263.94         | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C     | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $65907.89          | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $156500.56         | Agency Mortgage-Backed Securities |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $16412992.00       | $16893185.09       | Agency Mortgage-Backed Securities |
| GNII SF DO2312 C     | 2055-12-20      | 5.5000%  | 0.0000% | $757573.00         | $776676.82         | Agency Mortgage-Backed Securities |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $870000.00         | $914566.63         | Agency Mortgage-Backed Securities |
| GNII SF DO5279 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1488212.00        | $1498959.05        | Agency Mortgage-Backed Securities |
| GNII SF CK4917 C     | 2052-01-20      | 3.5000%  | 0.0000% | $659564.00         | $524327.57         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $388034.19         | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1718497.64        | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $103316.29         | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $952323.30         | Agency Mortgage-Backed Securities |
| GNII ET DA2481 C     | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $394860.44         | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $130290.06         | Agency Mortgage-Backed Securities |
| GNII JM MA7188 M     | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1176368.33        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2576431.70        | Agency Mortgage-Backed Securities |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2144663.99        | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $7590440.00        | $8149738.20        | Agency Mortgage-Backed Securities |
| GNPL PN BT3353       | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $68372.62          | Agency Mortgage-Backed Securities |
| GNII SF DB7057 C     | 2054-04-20      | 6.5000%  | 0.0000% | $5412648.00        | $380399.02         | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $104844.40         | Agency Mortgage-Backed Securities |
| GNII SF DK4964 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1257910.60        | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1318496.58        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $154274.42         | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1766779.86        | Agency Mortgage-Backed Securities |
| GNII ET DK7192 C     | 2065-05-20      | 6.0000%  | 0.0000% | $533003.00         | $544920.70         | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $422578.80         | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3180224.00        | $3046629.46        | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1413429.42        | Agency Mortgage-Backed Securities |
| GNII JM MA9952 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $1839339.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5679 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1277754.70        | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $782845.95         | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1093198.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12362848.71       | Agency Mortgage-Backed Securities |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $601400.00         | $652730.67         | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $11500000.00       | $1962803.82        | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1349461.54        | Agency Mortgage-Backed Securities |
| GNCL CL DJ5989       | 2067-04-15      | 5.7500%  | 0.0000% | $1687358.00        | $1792768.57        | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $716247.50         | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5159965.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQCA4690 | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $706347.11         | Agency Mortgage-Backed Securities |
| GNPL PN CA0648       | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $62462.09          | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $190860905.21      | Agency Mortgage-Backed Securities |
| GNII SF BT3114 C     | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $22466.10          | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $49194.48          | Agency Mortgage-Backed Securities |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1509746.04        | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4230489.32        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5977       | 2060-09-15      | 5.3100%  | 0.0000% | $4500000.00        | $4696061.03        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $37627520.00       | $21278775.46       | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $566750.70         | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $854968.00         | $867192.98         | Agency Mortgage-Backed Securities |
| GNII SF DK6444 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4440096.00        | $4237922.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4681 | 2052-05-01      | 3.0000%  | 0.0000% | $26302816.00       | $24069251.01       | Agency Mortgage-Backed Securities |
| GNII SP 783418 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $102038.43         | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $232681.41         | Agency Mortgage-Backed Securities |
| GNMI SF 649473 X     | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $58472.93          | Agency Mortgage-Backed Securities |
| GNAR AT MB0829 M     | 2055-12-20      | 3.5000%  | 0.0000% | $1671364.00        | $1653767.12        | Agency Mortgage-Backed Securities |
| GNII SF DO7935 C     | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3177369.16        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $70675.30          | Agency Mortgage-Backed Securities |
| GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $65520.85          | Agency Mortgage-Backed Securities |
| GNII ET DP1358 C     | 2065-11-20      | 5.5000%  | 0.0000% | $201165.00         | $204299.85         | Agency Mortgage-Backed Securities |
| GNII ET DN6763 C     | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $162916.37         | Agency Mortgage-Backed Securities |
| GNII ET DN9376 C     | 2065-11-20      | 2.0000%  | 0.0000% | $304726.00         | $242549.40         | Agency Mortgage-Backed Securities |
| GNII ET DN9366 C     | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $369381.47         | Agency Mortgage-Backed Securities |
| GNII ET DP6638 C     | 2066-01-20      | 3.5000%  | 0.0000% | $325520.00         | $303338.34         | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1754642.74        | Agency Mortgage-Backed Securities |
| GNII ET DP6637 C     | 2065-12-20      | 4.5000%  | 0.0000% | $895887.00         | $884067.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA4759 | 2041-02-01      | 5.0000%  | 0.0000% | $25731640.00       | $26222885.60       | Agency Mortgage-Backed Securities |
| GNMI SF 704194 X     | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6018.95           | Agency Mortgage-Backed Securities |
| GNII SF DM7897 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1732601.08        | Agency Mortgage-Backed Securities |
| GNMI SP 784638 X     | 2046-09-15      | 4.0000%  | 0.0000% | $377000.00         | $102006.47         | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9905500.59        | Agency Mortgage-Backed Securities |
| GNMI SP 783760 X     | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5408.44           | Agency Mortgage-Backed Securities |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11209.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $37408.38          | Agency Mortgage-Backed Securities |
| GNII SP 784504 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1577872.94        | Agency Mortgage-Backed Securities |
| GNII ET DN8689 C     | 2065-10-20      | 6.5000%  | 0.0000% | $304416.00         | $319074.07         | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11757916.51       | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5525.43           | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 5.1250%  | 0.0000% | $300000.00         | $6441.40           | Agency Mortgage-Backed Securities |
| GNII SF DI8401 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1466981.93        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2249134.00        | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $905546.73         | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $9820.75           | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $1297345.93        | Agency Mortgage-Backed Securities |
| GNII ET DO6608 C     | 2065-09-20      | 4.5000%  | 0.0000% | $215144.00         | $212011.43         | Agency Mortgage-Backed Securities |
| GNII SF DO1683 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4016760.00        | $4056603.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $875409.63         | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $4937845.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0743 M     | 2055-11-20      | 4.0000%  | 0.0000% | $10893872.00       | $10431270.36       | Agency Mortgage-Backed Securities |
| GNII SF DP4463 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1139358.00        | $1169189.45        | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $534138.91         | Agency Mortgage-Backed Securities |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1132418.89        | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $11724738.34       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0826 | 2055-08-01      | 6.5000%  | 0.0000% | $1400582.00        | $1479665.75        | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $87434.55          | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $418507.76         | Agency Mortgage-Backed Securities |
| GNII SF DM2611 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4451648.00        | $4645810.64        | Agency Mortgage-Backed Securities |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $332945.09         | Agency Mortgage-Backed Securities |
| GNII SF DL5818 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2369001.58        | Agency Mortgage-Backed Securities |
| GNII SF DL7674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3681192.22        | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1804841.17        | Agency Mortgage-Backed Securities |
| GNII SF DM4609 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2163172.74        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $4018955.04        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $652304.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5989 M     | 2049-06-20      | 5.5000%  | 0.0000% | $60000.00          | $6332.39           | Agency Mortgage-Backed Securities |
| GNII ET DJ6085 C     | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $376788.86         | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2180799.48        | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $112747.09         | Agency Mortgage-Backed Securities |
| GNII SF DJ2825 C     | 2055-06-20      | 5.5000%  | 0.0000% | $12197408.00       | $12423985.98       | Agency Mortgage-Backed Securities |
| GNII SF DK3213 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1820893.12        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $40915712.00       | $7232952.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2290265.67        | Agency Mortgage-Backed Securities |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $372614.37         | Agency Mortgage-Backed Securities |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11655408.94       | Agency Mortgage-Backed Securities |
| GNII SF DN4044 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1060014.00        | $1099681.42        | Agency Mortgage-Backed Securities |
| GNII SF CJ2817 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1212734.15        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6020357.15        | Agency Mortgage-Backed Securities |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $2319370.36        | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1676370.69        | Agency Mortgage-Backed Securities |
| GNII ET DG3123 C     | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $897495.49         | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $88377.11          | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $216515.35         | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2144445.69        | Agency Mortgage-Backed Securities |
| GNII SF MA5175 M     | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $5867.16           | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M     | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $9544.61           | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $696201.99         | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $57269.51          | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $503005.27         | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $178923.38         | Agency Mortgage-Backed Securities |
| GNII SF DE2929 C     | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $215363.59         | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2969820.00        | $273628.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8520 | 2055-11-01      | 5.5000%  | 0.0000% | $34943040.00       | $35333691.74       | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $457752.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $201844.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  | 0.0000% | $1699968.00        | $1473400.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1416 | 2055-04-01      | 6.0000%  | 0.0000% | $7714704.00        | $5532066.27        | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $3038954.09        | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2460032.53        | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1397535.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $1643000.00        | $853574.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9459 | 2055-12-01      | 5.5000%  | 0.0000% | $16149216.00       | $16318100.09       | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $2220000.00        | $1958024.35        | Agency Mortgage-Backed Securities |
| GNII SF MA9136 M     | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $109835.37         | Agency Mortgage-Backed Securities |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $121172.15         | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1293907.84        | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $892179.76         | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1679495.29        | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $844654.00         | $421747.50         | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $653196.73         | Agency Mortgage-Backed Securities |
| GNCL CL CN7573       | 2066-12-15      | 5.7800%  | 0.0000% | $9559712.00        | $10182722.68       | Agency Mortgage-Backed Securities |
| GNII SF CV5745 C     | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $30486931.50       | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $684514.92         | Agency Mortgage-Backed Securities |
| GNMI SF BA2521 X     | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14277.33          | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1061005.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7243 | 2056-03-01      | 5.0000%  | 0.0000% | $2601804.00        | $2639415.97        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA2365 | 2055-12-01      | 7.0000%  | 0.0000% | $3393872.00        | $3414235.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0029 | 2055-12-01      | 5.5000%  | 0.0000% | $4616216.00        | $4705090.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5132 | 2055-12-01      | 5.5000%  | 0.0000% | $1195930.00        | $1237352.18        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6251 | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1167658.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5826 | 2056-02-01      | 4.5000%  | 0.0000% | $1096324.00        | $1091706.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6180 | 2056-02-01      | 5.0000%  | 0.0000% | $2782872.00        | $2833896.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5511 | 2056-01-01      | 6.0000%  | 0.0000% | $2590728.00        | $2709903.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6579 | 2056-02-01      | 6.5000%  | 0.0000% | $1033288.00        | $1090456.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5632 | 2055-08-01      | 6.0000%  | 0.0000% | $150886912.00      | $145104273.82      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0093 | 2055-10-01      | 6.0000%  | 0.0000% | $14520352.00       | $13848354.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8519 | 2055-11-01      | 6.0000%  | 0.0000% | $2119652.00        | $1741101.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3921 | 2056-01-01      | 5.0000%  | 0.0000% | $2068030.00        | $2100082.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6780 | 2056-03-01      | 4.5000%  | 0.0000% | $4031310.00        | $4001562.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5539 | 2056-01-01      | 5.0000%  | 0.0000% | $29733632.00       | $30063682.80       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5666 | 2056-02-01      | 5.0000%  | 0.0000% | $5906600.00        | $6014892.26        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2215 | 2056-01-01      | 4.5000%  | 0.0000% | $10835920.00       | $10740467.59       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7554 | 2056-02-01      | 5.0000%  | 0.0000% | $37401472.00       | $37763522.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9839 | 2055-11-01      | 6.0000%  | 0.0000% | $2001872.00        | $2076045.03        | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $74621056.00       | $16602925.28       | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1912532.00        | $149813.58         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4846 | 2055-10-01      | 6.5000%  | 0.0000% | $6546720.00        | $6882373.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $85721728.00       | $52883601.63       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1177 | 2055-08-01      | 6.5000%  | 0.0000% | $1049196.00        | $1091271.14        | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $110885.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $135900.00         | $118875.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9871 | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9482549.37        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7829 | 2055-10-01      | 7.0000%  | 0.0000% | $4485672.00        | $4725938.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0056 | 2041-01-01      | 6.0000%  | 0.0000% | $31354800.00       | $31090757.51       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5445 | 2056-02-01      | 5.0000%  | 0.0000% | $1615380.00        | $1631946.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0257 | 2055-12-01      | 5.5000%  | 0.0000% | $67838976.00       | $68963878.94       | Agency Mortgage-Backed Securities |
| GNII SP 784981 C     | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $30362.38          | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $25164.12          | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $10023.85          | Agency Mortgage-Backed Securities |
| GNMI SF 726384 X     | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7524.99           | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $11275000.00       | $429094.18         | Agency Mortgage-Backed Securities |
| GNII SF DL5190 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1047137.17        | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $79419.87          | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1878199.15        | Agency Mortgage-Backed Securities |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1241665.43        | Agency Mortgage-Backed Securities |
| GNII ET DN4520 C     | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $77398.23          | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1132406.01        | Agency Mortgage-Backed Securities |
| GNII SF DL8569 C     | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1705484.37        | Agency Mortgage-Backed Securities |
| GNII ET DI6474 C     | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $7980904.74        | Agency Mortgage-Backed Securities |
| GNAR AT MB0637 M     | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1519826.10        | Agency Mortgage-Backed Securities |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $217792.95         | Agency Mortgage-Backed Securities |
| GNII SF DM4376 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1806256.37        | Agency Mortgage-Backed Securities |
| GNII ET DM7213 C     | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $273515.37         | Agency Mortgage-Backed Securities |
| GNII SF DN2065 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2500596.00        | $2615158.44        | Agency Mortgage-Backed Securities |
| GNII SF DL7994 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $1082170.19        | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $189895.34         | Agency Mortgage-Backed Securities |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1232222.82        | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $2214964.00        | $9862.68           | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1131313.71        | Agency Mortgage-Backed Securities |
| GNII ET DM2755 C     | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $345444.38         | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C     | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $231936.93         | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2035896.95        | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $33860.30          | Agency Mortgage-Backed Securities |
| GNII JP 788355 M     | 2040-09-20      | 6.0000%  | 0.0000% | $74210816.00       | $72435999.95       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8585 | 2050-05-01      | 3.5000%  | 0.0000% | $716000.00         | $330004.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4284 | 2050-06-01      | 4.0000%  | 0.0000% | $10000000.00       | $2593545.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $72592.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1629 | 2052-04-01      | 2.5000%  | 0.0000% | $1800000.00        | $1272312.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1834 | 2056-01-01      | 5.0000%  | 0.0000% | $151347968.00      | $151455333.53      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  | 0.0000% | $1276732.00        | $760956.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $314181.00         | $166300.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9902 | 2048-09-01      | 4.5000%  | 0.0000% | $1975000.00        | $214587.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1638 | 2052-09-01      | 5.0000%  | 0.0000% | $14715000.00       | $10647373.52       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1742 | 2052-09-01      | 4.5000%  | 0.0000% | $499538.00         | $393051.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2170 | 2046-11-01      | 3.0000%  | 0.0000% | $1237130.00        | $171796.84         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH4088 | 2053-11-01      | 7.5000%  | 0.0000% | $766728.00         | $578281.14         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2725 | 2052-05-01      | 3.5000%  | 0.0000% | $5042240.00        | $3560946.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3SZT0944 | 2043-11-01      | 5.0000%  | 0.0000% | $11914020.00       | $2421721.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $17486752.00       | $12618779.64       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1867 | 2052-11-01      | 5.0000%  | 0.0000% | $43649536.00       | $32604608.33       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8533 | 2053-02-01      | 4.5000%  | 0.0000% | $2500000.00        | $2084892.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1173 | 2045-04-01      | 6.5000%  | 0.0000% | $1485664.00        | $1529083.75        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $37172864.00       | $26022977.14       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6269 | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $992378.14         | Agency Mortgage-Backed Securities |
| FNMS 07.000 K0555203 | 2032-09-01      | 7.0000%  | 0.0000% | $2885000.00        | $10072.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $9662.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $181235.30         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3786 | 2053-05-01      | 5.0000%  | 0.0000% | $2587000.00        | $2201587.36        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $41134789.95       | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $481386.11         | Agency Mortgage-Backed Securities |
| GNII SF AD6163 C     | 2050-06-20      | 2.5000%  | 0.0000% | $20081472.00       | $10102929.12       | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $417831.27         | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $2832936.00        | $2905082.07        | Agency Mortgage-Backed Securities |
| GNII RG CN6848 C     | 2050-11-20      | 3.0000%  | 0.0000% | $1044122.00        | $690949.16         | Agency Mortgage-Backed Securities |
| GNII SF DE5817 C     | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $4953186.82        | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $53645.76          | Agency Mortgage-Backed Securities |
| GNII SF DK8325 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2538442.38        | Agency Mortgage-Backed Securities |
| GNII ET DM1664 C     | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $168069.06         | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $57017.83          | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26683621.14       | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $105503.77         | Agency Mortgage-Backed Securities |
| GNII SF DC7930 C     | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $829122.18         | Agency Mortgage-Backed Securities |
| GNCL CL DD2255       | 2067-01-15      | 5.2400%  | 0.0000% | $4590000.00        | $4745855.49        | Agency Mortgage-Backed Securities |
| GNII ET DG6444 C     | 2065-09-20      | 6.5000%  | 0.0000% | $505681.00         | $529553.78         | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $63929.39          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3528 | 2055-09-01      | 6.0000%  | 0.0000% | $24891776.00       | $24351881.09       | Agency Mortgage-Backed Securities |
| GNII JM MA7927 M     | 2052-03-20      | 2.5000%  | 0.0000% | $5399810.00        | $3732192.82        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4904 | 2055-10-01      | 6.5000%  | 0.0000% | $9728240.00        | $9914131.88        | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $454562.63         | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $118003338.46      | Agency Mortgage-Backed Securities |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1550247.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $42226151.26       | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $602011.82         | Agency Mortgage-Backed Securities |
| GNMI SF AA6411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5656.58           | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $13247792.00       | $3308102.56        | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $713998.55         | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $65565.29          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9585 | 2028-09-01      | 4.8150%  | 0.0000% | $700000.00         | $717022.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBT8384 | 2052-09-01      | 4.0000%  | 0.0000% | $51822.00          | $39906.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6010 | 2055-10-01      | 5.5000%  | 0.0000% | $487366.00         | $498798.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $10435264.00       | $9499201.27        | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $5650752.00        | $2765264.47        | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103662.11         | Agency Mortgage-Backed Securities |
| GNII SF DA5833 C     | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $3802297.26        | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $703856.08         | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $45186.23          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4443 | 2036-10-01      | 2.5000%  | 0.0000% | $1222112.00        | $611905.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7223 | 2054-02-01      | 6.0000%  | 0.0000% | $21000000.00       | $16207895.37       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2656 | 2054-10-01      | 5.0000%  | 0.0000% | $5748088.00        | $5404869.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6103 | 2056-02-01      | 5.0000%  | 0.0000% | $150008000.00      | $152749262.84      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0191 | 2055-12-01      | 5.5000%  | 0.0000% | $26059424.00       | $26510273.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $10170000.00       | $1637671.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1635 | 2055-12-01      | 5.5000%  | 0.0000% | $2386572.00        | $2430534.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2551 | 2055-09-01      | 6.5000%  | 0.0000% | $1525868.00        | $1619304.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9121 | 2055-07-01      | 5.5000%  | 0.0000% | $12002784.00       | $12172682.95       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRAV7116 | 2044-03-01      | 4.5000%  | 0.0000% | $500000.00         | $98381.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2996 | 2056-02-01      | 6.0000%  | 0.0000% | $4830560.00        | $4976652.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1700 | 2056-03-01      | 5.0000%  | 0.0000% | $4077136.00        | $4136075.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9208 | 2036-08-01      | 2.0000%  | 0.0000% | $1100000.00        | $534255.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG4474 | 2056-03-01      | 6.0000%  | 0.0000% | $25570464.00       | $26423554.33       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG4120 | 2056-03-01      | 6.5000%  | 0.0000% | $5140750.00        | $5418522.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  | 0.0000% | $825000.00         | $185533.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 U3BF0470 | 2042-08-01      | 2.5000%  | 0.0000% | $500000.00         | $201993.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1694 | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $163146.57         | Agency Mortgage-Backed Securities |
| GNII SF DK5705 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1275344.00        | $1332713.80        | Agency Mortgage-Backed Securities |
| GNAR AT MB0830 M     | 2055-12-20      | 4.0000%  | 0.0000% | $1798520.00        | $1782058.68        | Agency Mortgage-Backed Securities |
| GNII SF BP1928 C     | 2049-08-20      | 3.5000%  | 0.0000% | $230000.00         | $46224.59          | Agency Mortgage-Backed Securities |
| GNII SF MB0868 M     | 2056-01-20      | 3.5000%  | 0.0000% | $229699.00         | $214845.16         | Agency Mortgage-Backed Securities |
| GNII SF DP8561 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1404742.00        | $1479258.57        | Agency Mortgage-Backed Securities |
| GNII SF BY6409 C     | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $191289.88         | Agency Mortgage-Backed Securities |
| GNII ET DP1564 C     | 2062-09-20      | 2.5000%  | 0.0000% | $105457.00         | $88854.79          | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $625112.16         | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $2932059.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1613275.76        | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C     | 2046-02-20      | 6.5000%  | 0.0000% | $755445.00         | $780681.02         | Agency Mortgage-Backed Securities |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $394907.52         | Agency Mortgage-Backed Securities |
| GNPL PN CB0950       | 2063-04-15      | 2.8000%  | 0.0000% | $77897.00          | $68033.28          | Agency Mortgage-Backed Securities |
| GNII SF DL5968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1411726.43        | Agency Mortgage-Backed Securities |
| GNII ET DM1679 C     | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $228039.44         | Agency Mortgage-Backed Securities |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2060984.44        | Agency Mortgage-Backed Securities |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4444213.35        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $20665920.00       | $19155821.92       | Agency Mortgage-Backed Securities |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $1090132.00        | $560913.94         | Agency Mortgage-Backed Securities |
| GNII ET DL9328 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13000000.00       | $13604898.74       | Agency Mortgage-Backed Securities |
| GNII SF DN0842 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3893641.91        | Agency Mortgage-Backed Securities |
| GNPL PN DM0359       | 2060-12-15      | 5.3400%  | 0.0000% | $8500000.00        | $8938766.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $992430.00         | $591882.79         | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4420930.23        | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051450.00        | $366426.21         | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89970.48          | Agency Mortgage-Backed Securities |
| GNII SF DL3638 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2876796.00        | $2907775.75        | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $347553.44         | Agency Mortgage-Backed Securities |
| GNAR AT MB0888 M     | 2056-01-20      | 4.0000%  | 0.0000% | $8398256.00        | $8444555.50        | Agency Mortgage-Backed Securities |
| GNAR AF MB0495 M     | 2055-07-20      | 5.0000%  | 0.0000% | $4264536.00        | $4254765.55        | Agency Mortgage-Backed Securities |
| GNII SF DM2601 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1611192.03        | Agency Mortgage-Backed Securities |
| GNII SF DM4288 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1432784.00        | $1495426.22        | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1131419.87        | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $42927.95          | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $4950902.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M     | 2055-12-20      | 6.5000%  | 0.0000% | $5268660.00        | $5482892.65        | Agency Mortgage-Backed Securities |
| GNII SF DL4912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $1002566.55        | Agency Mortgage-Backed Securities |
| GNII SF BH6397 C     | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $276026.90         | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1501494.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $118847.66         | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $37168.73          | Agency Mortgage-Backed Securities |
| GNPL PN DJ6839       | 2060-07-15      | 5.8500%  | 0.0000% | $2507000.00        | $2704374.74        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $1663800.00        | $1790811.28        | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1813791.38        | Agency Mortgage-Backed Securities |
| GNII ET DK6047 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1638142.29        | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C     | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $857225.41         | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2322592.16        | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1265301.38        | Agency Mortgage-Backed Securities |
| GNII SP 788310 C     | 2055-09-20      | 5.0000%  | 0.0000% | $32114368.00       | $32017597.22       | Agency Mortgage-Backed Securities |
| GNII ET DK8660 C     | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $460822.45         | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $257155.30         | Agency Mortgage-Backed Securities |
| GNII SF DL3639 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2374364.00        | $2489169.45        | Agency Mortgage-Backed Securities |
| GNII SF DK8397 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1772998.16        | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11750409.66       | Agency Mortgage-Backed Securities |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2047046.72        | Agency Mortgage-Backed Securities |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $448434.10         | Agency Mortgage-Backed Securities |
| GNII SF DL7681 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1920684.00        | $2014917.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4484 | 2053-07-01      | 4.0000%  | 0.0000% | $32408512.00       | $31427321.21       | Agency Mortgage-Backed Securities |
| GNII SF DL9836 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $4037620.14        | Agency Mortgage-Backed Securities |
| GNII SP 784110 C     | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $96460.55          | Agency Mortgage-Backed Securities |
| GNII SF 683316 C     | 2050-01-20      | 3.0000%  | 0.0000% | $28500000.00       | $4879862.81        | Agency Mortgage-Backed Securities |
| GNII SF 005056 M     | 2041-05-20      | 5.0000%  | 0.0000% | $307496.00         | $10383.76          | Agency Mortgage-Backed Securities |
| GNII SF 004977 M     | 2041-03-20      | 4.0000%  | 0.0000% | $3615992.00        | $192825.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4862 | 2056-02-01      | 6.0000%  | 0.0000% | $2991844.00        | $3108002.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5023 | 2056-02-01      | 6.0000%  | 0.0000% | $12137808.00       | $12495371.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8704 | 2055-03-01      | 5.5000%  | 0.0000% | $12526848.00       | $12034920.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6528 | 2055-01-01      | 5.0000%  | 0.0000% | $12742176.00       | $12083716.26       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY2096 | 2055-05-01      | 7.0000%  | 0.0000% | $5537976.00        | $5203196.96        | Agency Mortgage-Backed Securities |
| GNII SF DN1522 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4300728.00        | $4398590.54        | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2438361.71        | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4690000.00        | $8064.34           | Agency Mortgage-Backed Securities |
| GNII JM MB0078 M     | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $755500.79         | Agency Mortgage-Backed Securities |
| GNMI SF 589569 X     | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $8415.41           | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63585.47          | Agency Mortgage-Backed Securities |
| GNII SF DP0295 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2055936.00        | $2163253.03        | Agency Mortgage-Backed Securities |
| GNII SF CY5498 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $732291.94         | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2780037.33        | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $829594.82         | Agency Mortgage-Backed Securities |
| GNII SF CU0864 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2116472.00        | $1750855.79        | Agency Mortgage-Backed Securities |
| GNII SF CV6855 C     | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $521071.98         | Agency Mortgage-Backed Securities |
| GNII SF MB0811 M     | 2055-12-20      | 4.0000%  | 0.0000% | $243883008.00      | $233749741.72      | Agency Mortgage-Backed Securities |
| GNII ET DN9911 C     | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $533322.72         | Agency Mortgage-Backed Securities |
| GNII SF DP8767 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3772712.00        | $3700573.78        | Agency Mortgage-Backed Securities |
| GNII SF CW6848 C     | 2053-08-20      | 5.0000%  | 0.0000% | $1432678.00        | $1221831.36        | Agency Mortgage-Backed Securities |
| GNII JM MB0445 M     | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $664260.23         | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $830339.61         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5273 | 2055-11-01      | 7.0000%  | 0.0000% | $4602200.00        | $4926583.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $126421.14         | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $47112.67          | Agency Mortgage-Backed Securities |
| GNAR AF MA8110 M     | 2052-06-20      | 2.5000%  | 0.0000% | $11575120.00       | $8014021.81        | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14927472.06       | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1021976.28        | Agency Mortgage-Backed Securities |
| GNII JM MA7869 M     | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $337383.22         | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35730.31          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4978 | 2055-06-01      | 6.0000%  | 0.0000% | $12061100.00       | $11029549.57       | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $74144661.96       | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1727044.55        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1009484.22        | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $53205.50          | Agency Mortgage-Backed Securities |
| GNII ET DL1862 C     | 2065-06-20      | 4.0000%  | 0.0000% | $714470.00         | $687528.39         | Agency Mortgage-Backed Securities |
| GNII ET DL5026 C     | 2065-10-20      | 5.5000%  | 0.0000% | $14443360.00       | $14012466.02       | Agency Mortgage-Backed Securities |
| GNII SF AL1773 C     | 2045-01-20      | 3.5000%  | 0.0000% | $16615000.00       | $2196101.03        | Agency Mortgage-Backed Securities |
| GNII SF MA8198 M     | 2052-08-20      | 3.0000%  | 0.0000% | $416000.00         | $267558.91         | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $427160.42         | Agency Mortgage-Backed Securities |
| GNPL PN CC7502       | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $44109.69          | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1113048.67        | Agency Mortgage-Backed Securities |
| GNII SF DK5760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5877505.37        | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6610031.21        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15704429.18       | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1237872.79        | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $746971.01         | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $1071694.00        | $858496.48         | Agency Mortgage-Backed Securities |
| GNII SF DB2483 C     | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $314511.75         | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2606597.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $64487.40          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB1270 | 2039-09-01      | 6.5000%  | 0.0000% | $5263224.00        | $3974140.18        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $5619216.00        | $4495480.67        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $3815410.00        | $3254624.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  | 0.0000% | $5133530.00        | $3957639.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $26964000.00       | $18036712.57       | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7491 | 2050-08-01      | 2.5000%  | 0.0000% | $175000.00         | $106748.87         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7098 | 2052-03-01      | 3.5000%  | 0.0000% | $528800.00         | $383296.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5347 | 2045-04-01      | 6.5000%  | 0.0000% | $148561.00         | $77543.22          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $2025000.00        | $1242896.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9007 | 2054-07-01      | 5.5000%  | 0.0000% | $1374182.00        | $1013694.48        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q39644 G | 2046-03-01      | 3.5000%  | 0.0000% | $2283272.00        | $225525.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0009 | 2037-04-01      | 3.0000%  | 0.0000% | $999900.00         | $623984.87         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  | 0.0000% | $724310.00         | $452956.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3039 | 2040-01-01      | 6.0000%  | 0.0000% | $1704740.00        | $971155.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3235 | 2040-03-01      | 5.5000%  | 0.0000% | $1162266.00        | $1060117.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1874 | 2039-02-01      | 6.0000%  | 0.0000% | $1161500.00        | $754523.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3713 | 2042-09-01      | 3.5000%  | 0.0000% | $38913408.00       | $3137015.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $29590240.00       | $21627083.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4755 | 2035-07-01      | 5.5000%  | 0.0000% | $5000000.00        | $132182.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9966 | 2055-02-01      | 5.0000%  | 0.0000% | $2521616.00        | $2470040.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1011 | 2041-01-01      | 6.0000%  | 0.0000% | $8578944.00        | $8872945.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8463 | 2056-02-01      | 5.5000%  | 0.0000% | $2719764.00        | $2779933.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1577 | 2041-02-01      | 6.0000%  | 0.0000% | $3065200.00        | $3180847.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  | 0.0000% | $15903680.00       | $14678426.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $4220000.00        | $2454249.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7392 | 2054-12-01      | 5.0000%  | 0.0000% | $11691792.00       | $11504206.90       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5206 | 2043-11-01      | 6.5000%  | 0.0000% | $217500.00         | $79683.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5628 | 2053-09-01      | 5.5000%  | 0.0000% | $180000.00         | $146674.61         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9822 | 2055-04-01      | 7.5000%  | 0.0000% | $3100904.00        | $2642875.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG2611 | 2041-03-01      | 5.5000%  | 0.0000% | $2111910.00        | $2180809.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2538 | 2054-09-01      | 6.5000%  | 0.0000% | $2126108.00        | $1976936.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD5236 | 2040-03-01      | 6.0000%  | 0.0000% | $1150000.00        | $350165.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1756 | 2054-10-01      | 5.5000%  | 0.0000% | $253301.00         | $253738.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH4902 | 2053-11-01      | 4.5000%  | 0.0000% | $475942.00         | $446609.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5533 | 2054-09-01      | 5.5000%  | 0.0000% | $15967456.00       | $14535053.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3121 | 2052-03-01      | 3.0000%  | 0.0000% | $3003568.00        | $2072479.19        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN8155 | 2036-10-01      | 1.5000%  | 0.0000% | $16362496.00       | $9029275.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $2015000.00        | $375760.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6603 | 2053-04-01      | 5.0000%  | 0.0000% | $5805000.00        | $5407034.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $15000000.00       | $8375082.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $96038.00          | $89200.56          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA5779 | 2048-10-01      | 5.0000%  | 0.0000% | $1642832.00        | $182683.23         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $5721200.00        | $4918260.52        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45630 G | 2047-01-01      | 3.5000%  | 0.0000% | $2655212.00        | $776355.27         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $582506.00         | $417086.26         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49300 G | 2047-07-01      | 4.0000%  | 0.0000% | $5495816.00        | $2014906.84        | Agency Mortgage-Backed Securities |
| GNII SF DP4455 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1305742.00        | $1346296.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5258 | 2050-08-01      | 3.5000%  | 0.0000% | $200000.00         | $105770.22         | Agency Mortgage-Backed Securities |
| GNII ET DP6465 C     | 2065-11-20      | 4.5000%  | 0.0000% | $141715.00         | $139746.65         | Agency Mortgage-Backed Securities |
| GNII ET DQ0864 C     | 2066-01-20      | 3.5000%  | 0.0000% | $261760.00         | $243712.28         | Agency Mortgage-Backed Securities |
| GNII SF 540678 C     | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $45177.00          | Agency Mortgage-Backed Securities |
| GNII ET DP1355 C     | 2065-11-20      | 4.0000%  | 0.0000% | $460746.00         | $445137.38         | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2433961.82        | Agency Mortgage-Backed Securities |
| GNII AP 787362 M     | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $45523.50          | Agency Mortgage-Backed Securities |
| GNII ET DP1755 C     | 2065-09-20      | 2.0000%  | 0.0000% | $342213.00         | $270530.93         | Agency Mortgage-Backed Securities |
| GNII SF DP1205 C     | 2056-01-20      | 6.5000%  | 0.0000% | $35921472.00       | $38540890.90       | Agency Mortgage-Backed Securities |
| GNII SP 786862 C     | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2137229.81        | Agency Mortgage-Backed Securities |
| GNMI SF 752200 X     | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $207583.65         | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $416741.67         | Agency Mortgage-Backed Securities |
| GNII SP 785660 C     | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $139144.62         | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3984691.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4560 | 2056-01-01      | 4.5000%  | 0.0000% | $1577190.00        | $1563241.55        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9000 | 2055-11-01      | 7.0000%  | 0.0000% | $3630470.00        | $3863957.20        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4415 | 2055-09-01      | 7.0000%  | 0.0000% | $1022354.00        | $908164.62         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ4552 | 2055-10-01      | 4.5000%  | 0.0000% | $2352832.00        | $2321378.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4684 | 2055-10-01      | 6.0000%  | 0.0000% | $36731584.00       | $37661751.79       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8433 | 2055-11-01      | 5.5000%  | 0.0000% | $966689.00         | $989763.38         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9211 | 2055-11-01      | 5.5000%  | 0.0000% | $371020.00         | $378052.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7602 | 2055-11-01      | 4.5000%  | 0.0000% | $1969268.00        | $1937595.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8891 | 2055-11-01      | 5.5000%  | 0.0000% | $26987040.00       | $27283057.10       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5342 | 2055-10-01      | 6.0000%  | 0.0000% | $15393440.00       | $15234703.52       | Agency Mortgage-Backed Securities |
| GNII RG CE4208 C     | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136303.01         | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $50310.97          | Agency Mortgage-Backed Securities |
| GNII RG CI6769 C     | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $903366.72         | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $394845.15         | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $989138.00         | $893697.02         | Agency Mortgage-Backed Securities |
| GNII RG CL7639 C     | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1612246.60        | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319901.90         | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $721566.95         | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $885911.31         | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $7736014.44        | Agency Mortgage-Backed Securities |
| GNII SF DO1917 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5230718.29        | Agency Mortgage-Backed Securities |
| GNII ET DP1038 C     | 2065-12-20      | 5.5000%  | 0.0000% | $765834.00         | $777496.80         | Agency Mortgage-Backed Securities |
| GNII SF DO2093 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1225002.00        | $1264619.18        | Agency Mortgage-Backed Securities |
| GNII ET DN9380 C     | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $665131.31         | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $1059819.53        | Agency Mortgage-Backed Securities |
| GNII SF DO2383 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1538722.00        | $1551290.36        | Agency Mortgage-Backed Securities |
| GNII SF DL8958 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $2009363.53        | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $917736.60         | Agency Mortgage-Backed Securities |
| GNII SF DO2090 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2091656.00        | $2183685.46        | Agency Mortgage-Backed Securities |
| GNII SF DO2356 C     | 2055-12-20      | 5.5000%  | 0.0000% | $749884.00         | $766075.78         | Agency Mortgage-Backed Securities |
| GNII SF DN8220 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1550884.00        | $1628949.08        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2753542.30        | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1442248.03        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  | 0.0000% | $12000.00          | $8990.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6737 | 2054-02-01      | 4.5000%  | 0.0000% | $1349000.00        | $1212868.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1086 | 2052-06-01      | 3.5000%  | 0.0000% | $434000.00         | $306448.44         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6790 | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6795113.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $28329312.00       | $20132270.91       | Agency Mortgage-Backed Securities |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1144107.59        | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $20815.44          | Agency Mortgage-Backed Securities |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $419959.78         | Agency Mortgage-Backed Securities |
| GNCL CL CP2700       | 2066-09-15      | 5.5500%  | 0.0000% | $303908.00         | $325289.24         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5624 | 2056-02-01      | 5.5000%  | 0.0000% | $5002112.00        | $5149738.39        | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4544910.67        | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1049768.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0097 | 2053-05-01      | 5.5000%  | 0.0000% | $1016068.00        | $543077.49         | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $385461.63         | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $84264.48          | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C     | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $98449.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6291 | 2056-02-01      | 5.0000%  | 0.0000% | $3258350.00        | $3301842.82        | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1643183.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5388 | 2056-02-01      | 5.0000%  | 0.0000% | $10268432.00       | $10356486.01       | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $1975190.44        | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $972123.74         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $61756.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $66416000.00       | $16008535.38       | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $33773.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4371 | 2056-01-01      | 5.5000%  | 0.0000% | $1710492.00        | $1752914.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2336 | 2055-12-01      | 5.5000%  | 0.0000% | $38249664.00       | $37629368.78       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5488 | 2056-01-01      | 6.5000%  | 0.0000% | $1034440.00        | $1090702.42        | Agency Mortgage-Backed Securities |
| GNII SF MA8982 M     | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $82737.21          | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $46445.11          | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $103184.13         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5662 | 2056-02-01      | 5.0000%  | 0.0000% | $5181136.00        | $5257952.10        | Agency Mortgage-Backed Securities |
| GNII SF BR8985 C     | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11991.07          | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $1000000.00        | $141915.03         | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $855849.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6745 | 2056-02-01      | 5.0000%  | 0.0000% | $5014112.00        | $5054787.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7490 | 2056-03-01      | 5.0000%  | 0.0000% | $5072264.00        | $5126882.70        | Agency Mortgage-Backed Securities |
| GNII RG CI4365 C     | 2049-04-20      | 4.0000%  | 0.0000% | $509088.00         | $336092.66         | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $83586.16          | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $564925.52         | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1224943.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4914 | 2056-01-01      | 4.5000%  | 0.0000% | $246962.00         | $245894.52         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3880 | 2056-01-01      | 6.0000%  | 0.0000% | $683328.00         | $705669.25         | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1277266.43        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0079 | 2041-02-01      | 3.0000%  | 0.0000% | $2046328.00        | $1979582.24        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0835 | 2055-12-01      | 7.0000%  | 0.0000% | $3840524.00        | $4050843.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1154 | 2055-11-01      | 6.5000%  | 0.0000% | $1203198.00        | $1255464.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5474 | 2056-02-01      | 5.5000%  | 0.0000% | $20096352.00       | $20491349.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6728 | 2056-02-01      | 6.0000%  | 0.0000% | $20527320.00       | $21204338.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4840 | 2055-09-01      | 5.5000%  | 0.0000% | $81542400.00       | $81072913.11       | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $8739488.00        | $777454.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6116 | 2056-02-01      | 5.5000%  | 0.0000% | $27157024.00       | $27705113.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6897 | 2056-02-01      | 5.0000%  | 0.0000% | $10215312.00       | $10326905.20       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5300 | 2056-02-01      | 5.5000%  | 0.0000% | $15253152.00       | $14879976.10       | Agency Mortgage-Backed Securities |
| GNII SF MA2936 M     | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $5210.13           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2342 | 2055-12-01      | 5.0000%  | 0.0000% | $112062400.00      | $112664126.39      | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $99247.00          | $5723.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5594 | 2055-11-01      | 6.5000%  | 0.0000% | $2504232.00        | $2610708.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1461 | 2055-12-01      | 6.0000%  | 0.0000% | $7675856.00        | $7923435.72        | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $20320.49          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $17330944.00       | $14381711.14       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0922 | 2055-12-01      | 4.5000%  | 0.0000% | $1442518.00        | $1427383.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL771297 | 2034-03-01      | 5.5000%  | 0.0000% | $995954.00         | $11410.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9186 | 2054-01-01      | 6.0000%  | 0.0000% | $11684464.00       | $8892777.80        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CV890541 | 2028-06-01      | 2.5000%  | 0.0000% | $7500000.00        | $232360.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT928776 | 2027-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $7662.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889339 | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $15239.37          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1264 | 2055-10-01      | 6.5000%  | 0.0000% | $26552000.00       | $25554393.26       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6524 | 2051-03-01      | 2.5000%  | 0.0000% | $28871000.00       | $14883659.53       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $6370000.00        | $3416810.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $35153.00          | $30607.75          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $428421.00         | $292208.07         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC0153 | 2055-02-01      | 5.0080%  | 0.0000% | $11631920.00       | $10950464.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2915 | 2055-05-01      | 6.0000%  | 0.0000% | $9653952.00        | $7902475.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $800000.00         | $75990.14          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $3494000.00        | $2295010.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  | 0.0000% | $1050000.00        | $9990.00           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  | 0.0000% | $1500000.00        | $1379684.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2869 | 2040-06-01      | 6.0000%  | 0.0000% | $766337.00         | $734947.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3802 | 2051-05-01      | 2.0000%  | 0.0000% | $26468672.00       | $15986139.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF1736 | 2040-10-01      | 6.0000%  | 0.0000% | $1039454.00        | $1061207.78        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB2878 | 2050-08-01      | 2.5000%  | 0.0000% | $4124856.00        | $1865849.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5555 | 2055-12-01      | 4.5000%  | 0.0000% | $1178404.00        | $1164679.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $159649.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU9917 | 2037-01-01      | 2.5000%  | 0.0000% | $1004514.00        | $549973.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6256 | 2040-10-01      | 6.0000%  | 0.0000% | $1258728.00        | $1244121.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8178 | 2054-03-01      | 7.0000%  | 0.0000% | $1807500.00        | $1211724.53        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV1427 | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $1341595.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5600 | 2052-07-01      | 5.0000%  | 0.0000% | $2105224.00        | $1546742.20        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $1478064.00        | $880987.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3541 | 2056-01-01      | 5.0000%  | 0.0000% | $1181438.00        | $1194159.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | 0.0000% | $40598000.00       | $24315291.26       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3760 | 2056-03-01      | 5.0000%  | 0.0000% | $16740832.00       | $16912762.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3032 | 2056-02-01      | 5.0000%  | 0.0000% | $10945720.00       | $11065292.26       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3734 | 2056-03-01      | 5.0000%  | 0.0000% | $1826000.00        | $1846327.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9547 | 2056-01-01      | 5.0000%  | 0.0000% | $1927426.00        | $1973854.05        | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90995.04          | Agency Mortgage-Backed Securities |
| GNII SF DL1294 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2031992.00        | $2120954.02        | Agency Mortgage-Backed Securities |
| GNII SF DL5816 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2000656.00        | $2050328.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1325715.77        | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $637628.93         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $54559.42          | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $146403.20         | Agency Mortgage-Backed Securities |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $9655.92           | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3418543.52        | Agency Mortgage-Backed Securities |
| GNII SF MA8941 M     | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1212347.24        | Agency Mortgage-Backed Securities |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $14293.36          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7581 | 2056-02-01      | 5.0000%  | 0.0000% | $248006400.00      | $249999902.97      | Agency Mortgage-Backed Securities |
| GNMI SF AO8679 X     | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $154177.63         | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $9629.28           | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $812014.16         | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $43146.07          | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $898420.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $163815.53         | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1527989.36        | Agency Mortgage-Backed Securities |
| GNPL PN DJ8031       | 2060-09-15      | 4.5300%  | 0.0000% | $960240.00         | $951810.48         | Agency Mortgage-Backed Securities |
| GNII SF DL1848 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2432853.41        | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $521637.86         | Agency Mortgage-Backed Securities |
| GNII ET DL7412 C     | 2065-08-20      | 4.5000%  | 0.0000% | $102879.00         | $101304.12         | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1185149.63        | Agency Mortgage-Backed Securities |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $267619.00         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4706       | 2060-08-15      | 5.0500%  | 0.0000% | $659100.00         | $673686.81         | Agency Mortgage-Backed Securities |
| GNII ET DJ9658 C     | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4250426.75        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $721453.59         | Agency Mortgage-Backed Securities |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4375866.73        | Agency Mortgage-Backed Securities |
| GNII SF DL5195 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008510.00        | $1065154.20        | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1463647.59        | Agency Mortgage-Backed Securities |
| GNII SF DG9410 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $1347136.76        | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C     | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1148950.83        | Agency Mortgage-Backed Securities |
| GNPL PN CW0764       | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $47163.37          | Agency Mortgage-Backed Securities |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $254113.34         | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $1146000.00        | $855121.24         | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3110831.32        | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3331270.00        | $3486128.16        | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3164401.21        | Agency Mortgage-Backed Securities |
| GNII ET DP9900 C     | 2065-08-20      | 2.0000%  | 0.0000% | $167501.00         | $133320.61         | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1149088.77        | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $282951.46         | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2344020.59        | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $643296.25         | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $506977.83         | Agency Mortgage-Backed Securities |
| GNII SF DI1963 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1061865.23        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2377604.00        | $2514291.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $50000000.00       | $48323474.03       | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $164875000.00      | $154053570.54      | Agency Mortgage-Backed Securities |
| GNII SP 783607 M     | 2042-06-20      | 3.5000%  | 0.0000% | $2368440.00        | $176632.70         | Agency Mortgage-Backed Securities |
| GNII ET DN9362 C     | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $480212.37         | Agency Mortgage-Backed Securities |
| GNII ET DP1354 C     | 2065-11-20      | 3.5000%  | 0.0000% | $458090.00         | $426128.95         | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $91902329.45       | Agency Mortgage-Backed Securities |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $2009384.00        | $1786735.36        | Agency Mortgage-Backed Securities |
| GNII SF DP8511 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1343174.00        | $1413514.24        | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 5.3750%  | 0.0000% | $15999392.00       | $197994.44         | Agency Mortgage-Backed Securities |
| GNII SF MB0810 M     | 2055-11-20      | 3.5000%  | 0.0000% | $118759.00         | $110717.09         | Agency Mortgage-Backed Securities |
| GNII JM MB0855 M     | 2053-07-20      | 2.0000%  | 0.0000% | $1143168.00        | $927415.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $141445.96         | Agency Mortgage-Backed Securities |
| GNII ET DQ6376 C     | 2066-02-20      | 6.0000%  | 0.0000% | $354859.00         | $365608.86         | Agency Mortgage-Backed Securities |
| GNII JM MB0672 M     | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $838278.35         | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2035785.41        | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $81164640.00       | $81231034.94       | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $136000000.00      | $129721177.49      | Agency Mortgage-Backed Securities |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1227061.22        | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $84095616.00       | $83846853.68       | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $68979836.30       | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13116.30          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL1731 | 2052-03-01      | 2.0000%  | 0.0000% | $13400000.00       | $10732641.92       | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M     | 2039-12-20      | 5.1250%  | 0.0000% | $4400000.00        | $125876.32         | Agency Mortgage-Backed Securities |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1515269.75        | Agency Mortgage-Backed Securities |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $28940.79          | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16093787.11       | Agency Mortgage-Backed Securities |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $2801564.00        | $2942636.01        | Agency Mortgage-Backed Securities |
| GNMI SF AM8641 X     | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5097.02           | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $1561500.00        | $1680701.90        | Agency Mortgage-Backed Securities |
| GNII SF AD1812 C     | 2043-03-20      | 3.0000%  | 0.0000% | $8251952.00        | $1505713.83        | Agency Mortgage-Backed Securities |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $11025.76          | Agency Mortgage-Backed Securities |
| GNII ET DB7479 C     | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $237095.23         | Agency Mortgage-Backed Securities |
| GNII SF DI4561 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6475176.00        | $6738163.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $812904.67         | Agency Mortgage-Backed Securities |
| GNII ET DB5669 C     | 2057-09-20      | 2.5000%  | 0.0000% | $63183.00          | $51702.93          | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $23006000.00       | $22144222.71       | Agency Mortgage-Backed Securities |
| GNII SF DO6517 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3985560.00        | $4018230.88        | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1019024.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG2644 | 2056-01-01      | 6.5000%  | 0.0000% | $13121792.00       | $13822527.76       | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $129496.00         | $78482.72          | Agency Mortgage-Backed Securities |
| GNII ET DO9847 C     | 2065-12-20      | 2.0000%  | 0.0000% | $450950.00         | $359376.59         | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1245794.53        | Agency Mortgage-Backed Securities |
| GNII ET DO2118 C     | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $120407.26         | Agency Mortgage-Backed Securities |
| GNMI SF AX6248 X     | 2047-05-15      | 5.0000%  | 0.0000% | $66065.00          | $9245.63           | Agency Mortgage-Backed Securities |
| GNII SF DI1924 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1739626.89        | Agency Mortgage-Backed Securities |
| GNII JM MB0577 M     | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $874904.00         | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $6687.77           | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $250610.74         | Agency Mortgage-Backed Securities |
| GNII JM MB0506 M     | 2040-06-20      | 4.5000%  | 0.0000% | $895000.00         | $852135.56         | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1204371.90        | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $23989.01          | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $331013.44         | Agency Mortgage-Backed Securities |
| GNII SF DO9169 C     | 2055-12-20      | 5.0000%  | 0.0000% | $10599552.00       | $10726175.58       | Agency Mortgage-Backed Securities |
| GNAR AT 080952 M     | 2034-06-20      | 5.6250%  | 0.0000% | $8000000.00        | $126277.59         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $44954.09          | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $63572.37          | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2196541.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0740 M     | 2051-09-20      | 2.5000%  | 0.0000% | $181373.00         | $158117.76         | Agency Mortgage-Backed Securities |
| GNMI SF 736575 X     | 2040-03-15      | 5.0000%  | 0.0000% | $1107834.00        | $88740.33          | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $425525.60         | Agency Mortgage-Backed Securities |
| GNII ET DO0198 C     | 2065-11-20      | 4.5000%  | 0.0000% | $945861.00         | $932149.65         | Agency Mortgage-Backed Securities |
| GNII SF DO4543 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4231920.00        | $4097420.81        | Agency Mortgage-Backed Securities |
| GNII ET DO1592 C     | 2066-01-20      | 6.0000%  | 0.0000% | $1752762.00        | $1805864.26        | Agency Mortgage-Backed Securities |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $16114.82          | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $460918.74         | Agency Mortgage-Backed Securities |
| GNII SF DO2250 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1048582.00        | $1074539.39        | Agency Mortgage-Backed Securities |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $69000000.00       | $68855869.17       | Agency Mortgage-Backed Securities |
| GNII ET DO6607 C     | 2065-05-20      | 4.0000%  | 0.0000% | $359599.00         | $345457.60         | Agency Mortgage-Backed Securities |
| GNII SF DO4063 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2114036.00        | $2122494.02        | Agency Mortgage-Backed Securities |
| GNII SF DO2405 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1201290.00        | $1237083.80        | Agency Mortgage-Backed Securities |
| GNII SF DO2341 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2375112.00        | $2434781.83        | Agency Mortgage-Backed Securities |
| GNAR AT MB0954 M     | 2056-02-20      | 4.0000%  | 0.0000% | $18490720.00       | $18563349.50       | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1638049.90        | Agency Mortgage-Backed Securities |
| GNII ET DI6068 C     | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $245217.12         | Agency Mortgage-Backed Securities |
| GNII SF DO2216 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2368436.00        | $2384330.02        | Agency Mortgage-Backed Securities |
| GNII SF DO9418 C     | 2056-01-20      | 3.5000%  | 0.0000% | $8336864.00        | $7707078.77        | Agency Mortgage-Backed Securities |
| GNII SF DM4318 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $2037029.08        | Agency Mortgage-Backed Securities |
| GNPL PN DF5001       | 2060-11-15      | 5.2900%  | 0.0000% | $1422000.00        | $1484447.93        | Agency Mortgage-Backed Securities |
| GNII SF DM4204 C     | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2309304.83        | Agency Mortgage-Backed Securities |
| GNCL CL DC7188       | 2066-12-15      | 5.2100%  | 0.0000% | $8583568.00        | $8735538.17        | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M     | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $208686.71         | Agency Mortgage-Backed Securities |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $76090.46          | Agency Mortgage-Backed Securities |
| GNII ET DM0220 C     | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $214942.29         | Agency Mortgage-Backed Securities |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $25242709.15       | Agency Mortgage-Backed Securities |
| GNII SF 005265 M     | 2041-12-20      | 3.0000%  | 0.0000% | $148000.00         | $11979.16          | Agency Mortgage-Backed Securities |
| GNII ET DO0245 C     | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $379771.56         | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1281932.76        | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $4951276.90        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $1760888.03        | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $684805.91         | Agency Mortgage-Backed Securities |
| GNPL PN DG8449       | 2060-01-15      | 5.3600%  | 0.0000% | $86864.00          | $90341.97          | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1461755.07        | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $778223.34         | Agency Mortgage-Backed Securities |
| GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $105750.00         | $102076.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $56244.47          | Agency Mortgage-Backed Securities |
| GNII SF DM2599 C     | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $885476.02         | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2088075.39        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1256686.67        | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1291594.83        | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $1080000.00        | $1129175.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4729 | 2037-09-01      | 3.0000%  | 0.0000% | $386354.00         | $228910.13         | Agency Mortgage-Backed Securities |
| GNII SF DM2602 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1498811.40        | Agency Mortgage-Backed Securities |
| GNII SF DD7724 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1240227.62        | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $67643.00          | $70421.59          | Agency Mortgage-Backed Securities |
| GNII ET DK5230 C     | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $352225.71         | Agency Mortgage-Backed Securities |
| GNII ET DM1674 C     | 2065-09-20      | 4.0000%  | 0.0000% | $697804.00         | $665593.99         | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1575641.57        | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $44488.49          | Agency Mortgage-Backed Securities |
| GNII JM MA8862 M     | 2051-12-20      | 3.0000%  | 0.0000% | $790763.00         | $477541.53         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $301433.91         | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4986954.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1613563.10        | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1188316.56        | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1496020.94        | Agency Mortgage-Backed Securities |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2233572.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1168584.33        | Agency Mortgage-Backed Securities |
| GNII SF DL8993 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416290.00        | $1483493.71        | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3287156.84        | Agency Mortgage-Backed Securities |
| GNII ET DK4149 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2553298.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9941 M     | 2039-10-20      | 6.5000%  | 0.0000% | $151542.00         | $93682.80          | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1597817.45        | Agency Mortgage-Backed Securities |
| GNII SF DD7539 C     | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $26597786.40       | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $553667.00         | $584160.02         | Agency Mortgage-Backed Securities |
| GNPL PN CV7749       | 2060-08-15      | 5.6800%  | 0.0000% | $2100000.00        | $2242430.78        | Agency Mortgage-Backed Securities |
| GNII SF DB8685 C     | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2041006.03        | Agency Mortgage-Backed Securities |
| GNII JM MA6702 M     | 2050-06-20      | 4.0000%  | 0.0000% | $5000728.00        | $973798.11         | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3538286.35        | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $13965.87          | Agency Mortgage-Backed Securities |
| GNII SF DD7538 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3516476.21        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1826710.54        | Agency Mortgage-Backed Securities |
| GNPL PN DF3005       | 2060-04-15      | 5.7000%  | 0.0000% | $1340000.00        | $1431046.07        | Agency Mortgage-Backed Securities |
| GNII SF DC1385 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1977810.46        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1691856.29        | Agency Mortgage-Backed Securities |
| GNII SF DH1043 C     | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $3002650.89        | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $31305632.00       | $32245781.86       | Agency Mortgage-Backed Securities |
| GNCL CL DC7207       | 2067-04-15      | 5.3000%  | 0.0000% | $9197664.00        | $9484040.42        | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $3256161.20        | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $560066.33         | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $53186.49          | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1567358.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ5267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1410110.00        | $1448021.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3266893.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $13752291.01       | Agency Mortgage-Backed Securities |
| GNMI SP 785718 X     | 2050-03-15      | 2.5000%  | 0.0000% | $3707512.00        | $2467007.77        | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $1956147.80        | Agency Mortgage-Backed Securities |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1097198.12        | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $8693.68           | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $452864.44         | Agency Mortgage-Backed Securities |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $53424.84          | Agency Mortgage-Backed Securities |
| GNMI SF 779074 X     | 2042-04-15      | 3.5000%  | 0.0000% | $1712998.00        | $173959.47         | Agency Mortgage-Backed Securities |
| GNII SF MA0697 M     | 2043-01-20      | 2.5000%  | 0.0000% | $781239.00         | $98495.63          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ9474 | 2055-11-01      | 4.5000%  | 0.0000% | $1261000.00        | $1256473.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1653 | 2054-09-01      | 5.5000%  | 0.0000% | $1600000.00        | $1568790.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1431 | 2054-05-01      | 6.0000%  | 0.0000% | $2936260.00        | $2644366.89        | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2640599.86        | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $422812.98         | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $68133.84          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA1500 | 2055-12-01      | 7.0000%  | 0.0000% | $1235520.00        | $1307545.47        | Agency Mortgage-Backed Securities |
| GNII SF CA7248 C     | 2051-03-20      | 2.0000%  | 0.0000% | $5530584.00        | $2484301.87        | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $158706600.00      | $102662708.63      | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $37034.64          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6951 | 2055-11-01      | 6.5000%  | 0.0000% | $9879424.00        | $9854853.51        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2231 | 2055-08-01      | 6.5000%  | 0.0000% | $8054880.00        | $8154935.62        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9174 | 2055-10-01      | 7.0000%  | 0.0000% | $1062394.00        | $989823.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3660 | 2055-05-01      | 6.0000%  | 0.0000% | $48085568.00       | $38675924.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889777 | 2036-11-01      | 5.5000%  | 0.0000% | $5348832.00        | $67385.59          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5701 | 2056-02-01      | 5.0000%  | 0.0000% | $5158320.00        | $5224345.82        | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $130787.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7634 | 2056-03-01      | 5.0000%  | 0.0000% | $4193552.00        | $4272764.47        | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2205719.47        | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3178700.44        | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $745462.05         | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $536307.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $106577408.00      | $78113958.37       | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6660.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6552 | 2055-12-01      | 6.0000%  | 0.0000% | $20961152.00       | $20838737.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6309 | 2055-09-01      | 6.0000%  | 0.0000% | $1213732.00        | $1251180.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM6354 | 2050-06-01      | 4.0000%  | 0.0000% | $480000.00         | $57432.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7960 | 2040-08-01      | 5.5000%  | 0.0000% | $1933304.00        | $1745609.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8947 | 2052-09-01      | 5.0000%  | 0.0000% | $10132368.00       | $7658612.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1952 | 2053-07-01      | 4.0000%  | 0.0000% | $515000.00         | $468441.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  | 0.0000% | $148265.00         | $106922.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0206 | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $5136994.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0516 | 2055-08-01      | 5.0000%  | 0.0000% | $400000.00         | $400910.50         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2506 | 2055-09-01      | 6.5000%  | 0.0000% | $4054264.00        | $4253578.77        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0121 | 2052-01-01      | 2.0000%  | 0.0000% | $8025000.00        | $5363907.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1797 | 2055-06-01      | 6.0000%  | 0.0000% | $9680576.00        | $8980959.17        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA0087 | 2037-08-01      | 1.5000%  | 0.0000% | $11352320.00       | $8920674.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  | 0.0000% | $6361250.00        | $695368.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL2323 | 2038-01-01      | 5.5000%  | 0.0000% | $1641200.00        | $63659.41          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $11013000.00       | $7943740.88        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6608 | 2051-09-01      | 3.0000%  | 0.0000% | $492316.00         | $248598.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $600000.00         | $381832.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6521 | 2051-12-01      | 3.0000%  | 0.0000% | $220000.00         | $126386.03         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7152 | 2052-03-01      | 2.5000%  | 0.0000% | $2402364.00        | $1654237.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1720 | 2049-11-01      | 3.0000%  | 0.0000% | $278000000.00      | $77471676.18       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0098 | 2050-06-01      | 2.5000%  | 0.0000% | $39418816.00       | $16036468.50       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8175 | 2052-10-01      | 4.5000%  | 0.0000% | $186671.00         | $175513.59         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9094 | 2054-11-01      | 4.5000%  | 0.0000% | $2435748.00        | $2334080.76        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD3173 | 2051-11-01      | 2.0000%  | 0.0000% | $197568.00         | $143886.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $19784224.00       | $12829397.95       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4384 | 2040-10-01      | 5.5000%  | 0.0000% | $1067350.00        | $1082489.48        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $2100000.00        | $1188001.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4032 | 2040-08-01      | 5.5000%  | 0.0000% | $1027904.00        | $1030077.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7566 | 2045-01-01      | 3.5000%  | 0.0000% | $485714.00         | $73162.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5998 | 2055-05-01      | 5.5000%  | 0.0000% | $1565654.00        | $1596113.98        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2455 | 2037-04-01      | 3.5000%  | 0.0000% | $216000.00         | $31569.52          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  | 0.0000% | $3134800.00        | $2135909.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $51730240.00       | $32380893.09       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  | 0.0000% | $1800000.00        | $1128440.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7146 | 2052-04-01      | 3.5000%  | 0.0000% | $539315.00         | $407645.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ5819 | 2054-09-01      | 6.5000%  | 0.0000% | $16576576.00       | $12617831.72       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4639 | 2040-12-01      | 6.0000%  | 0.0000% | $1296800.00        | $1328348.90        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0358 | 2052-04-01      | 3.5000%  | 0.0000% | $21404000.00       | $11561517.14       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB8224 | 2051-01-01      | 2.0000%  | 0.0000% | $640000.00         | $358292.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4443 | 2040-11-01      | 6.0000%  | 0.0000% | $1166360.00        | $1103538.73        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $402807.00         | $262586.70         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8367 | 2040-02-01      | 3.5000%  | 0.0000% | $4992296.00        | $4389269.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3223 | 2054-04-01      | 6.0000%  | 0.0000% | $8926976.00        | $7113975.39        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PQU7398 | 2050-04-01      | 3.0000%  | 0.0000% | $4800000.00        | $2108396.97        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $646000.00         | $448079.41         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8168 | 2037-08-01      | 2.5000%  | 0.0000% | $18607488.00       | $11594108.91       | Agency Mortgage-Backed Securities |

### Security 697: 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: ARP1FJTP8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJTP8
- **C.18 - Value (incl. sponsor support):** $8762000000.00
- **C.18.a - Value (excl. sponsor support):** $8762000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2027-10-31      | 3.8129%  | 0.0000% | $248840800.00      | $249999589.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $237694400.00      | $249999495.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $239557600.00      | $249999710.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $246092800.00      | $249995879.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $245328000.00      | $249998447.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | 0.0000% | $248982400.00      | $249999866.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $245983200.00      | $249999820.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $241049600.00      | $249997241.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $245497600.00      | $249999580.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $124969200.00      | $128748081.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $224943200.00      | $230937384.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $244616000.00      | $249998741.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $247946000.00      | $249999088.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $244652800.00      | $249999586.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $249398400.00      | $249999006.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $246630000.00      | $249989911.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $210452800.00      | $249998131.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $259270400.00      | $249999721.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $253160000.00      | $249999449.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $243155200.00      | $249999874.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $201239600.00      | $190741238.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $198168000.00      | $240532318.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $246611200.00      | $249999215.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $230213200.00      | $234121979.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $249971200.00      | $249999210.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $252094400.00      | $249999269.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $93498100.00       | $93287465.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $235144000.00      | $249999707.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $203612000.00      | $209042184.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $253200400.00      | $249999703.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $252137600.00      | $249999716.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $76182400.00       | $73065639.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $259216400.00      | $249999838.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $245804800.00      | $249999085.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $245302000.00      | $249999126.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $247488000.00      | $249999675.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $255812000.00      | $249999226.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $23329200.00       | $36797114.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $254672000.00      | $249999767.79      | U.S. Treasuries (including strips) |

### Security 698: 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: ARP1FJUR2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJUR2
- **C.18 - Value (incl. sponsor support):** $5840000000.00
- **C.18.a - Value (excl. sponsor support):** $5840000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **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? 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 MA3803 M       | 2046-07-20      | 3.5000%  | 0.0000% | $400000.00         | $43009.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA7886 M       | 2039-05-20      | 5.0000%  | 0.0000% | $65000.00          | $33604.18          | Agency Mortgage-Backed Securities  |
| GNII SF DL5079 C       | 2055-10-20      | 5.5000%  | 0.0000% | $8192972.00        | $8373976.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA9940 M       | 2039-10-20      | 6.0000%  | 0.0000% | $3898666.00        | $2006522.42        | Agency Mortgage-Backed Securities  |
| GNII SF DK3239 C       | 2055-07-20      | 6.0000%  | 0.0000% | $3619683.00        | $3580585.56        | Agency Mortgage-Backed Securities  |
| GNII SF MA9608 M       | 2054-04-20      | 7.0000%  | 0.0000% | $300000.00         | $107768.71         | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $2743312.00        | $2047535.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M       | 2045-10-20      | 3.5000%  | 0.0000% | $901044.00         | $82647.45          | Agency Mortgage-Backed Securities  |
| GNII SF 005174 M       | 2041-09-20      | 4.0000%  | 0.0000% | $163000000.00      | $7783218.85        | Agency Mortgage-Backed Securities  |
| GNII SF 004978 M       | 2041-03-20      | 4.5000%  | 0.0000% | $108926.00         | $4245.02           | Agency Mortgage-Backed Securities  |
| GNII SF 003171 M       | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1045.04           | Agency Mortgage-Backed Securities  |
| GNII SF 734480 C       | 2041-07-20      | 4.5000%  | 0.0000% | $1451435.00        | $153765.93         | Agency Mortgage-Backed Securities  |
| GNII SF 003415 M       | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $5596.14           | Agency Mortgage-Backed Securities  |
| GNII SF DK3236 C       | 2055-07-20      | 6.0000%  | 0.0000% | $7229208.00        | $6946964.71        | Agency Mortgage-Backed Securities  |
| GNII SF AX0703 C       | 2046-11-20      | 3.5000%  | 0.0000% | $1296231.00        | $196711.16         | Agency Mortgage-Backed Securities  |
| GNII SF DO4937 C       | 2056-01-20      | 6.0000%  | 0.0000% | $8197338.00        | $8538645.86        | Agency Mortgage-Backed Securities  |
| GNII SF DP4698 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1249006.00        | $1316019.47        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9865 C       | 2055-07-20      | 7.0000%  | 0.0000% | $23603673.00       | $25408686.76       | Agency Mortgage-Backed Securities  |
| GNII SF BC7052 C       | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9843.75           | Agency Mortgage-Backed Securities  |
| GNII SF DP4260 C       | 2056-01-20      | 6.0000%  | 0.0000% | $6169460.00        | $6400868.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA9391 M       | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1768724.08        | Agency Mortgage-Backed Securities  |
| GNII SF BK5894 C       | 2048-11-20      | 5.0000%  | 0.0000% | $1100000.00        | $2197.00           | Agency Mortgage-Backed Securities  |
| GNII SF BF9487 C       | 2048-04-20      | 4.0000%  | 0.0000% | $3563319.00        | $841968.69         | Agency Mortgage-Backed Securities  |
| GNII SF BN1509 C       | 2049-05-20      | 5.0000%  | 0.0000% | $1607000.00        | $445404.82         | Agency Mortgage-Backed Securities  |
| GNII SF DO7700 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1372237.00        | $1395899.02        | Agency Mortgage-Backed Securities  |
| GNII SF 004712 M       | 2040-06-20      | 4.0000%  | 0.0000% | $25000.00          | $1184.51           | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M       | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $16921.77          | Agency Mortgage-Backed Securities  |
| GNII SF 003001 M       | 2030-11-20      | 8.5000%  | 0.0000% | $3467287.00        | $1497.54           | Agency Mortgage-Backed Securities  |
| GNII SF 003830 M       | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $598.90            | Agency Mortgage-Backed Securities  |
| GNII SF 004854 M       | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5010854.88        | Agency Mortgage-Backed Securities  |
| GNII SF DI5086 C       | 2055-05-20      | 5.5000%  | 0.0000% | $2666207.00        | $2712089.26        | Agency Mortgage-Backed Securities  |
| GNII SF 005289 M       | 2026-12-20      | 2.5000%  | 0.0000% | $123682.00         | $1350.88           | Agency Mortgage-Backed Securities  |
| GNII SF 004636 M       | 2040-02-20      | 4.5000%  | 0.0000% | $285000.00         | $10606.66          | Agency Mortgage-Backed Securities  |
| GNII SF 004471 M       | 2039-06-20      | 6.0000%  | 0.0000% | $980000.00         | $19681.05          | Agency Mortgage-Backed Securities  |
| GNII SF AX5408 C       | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $328090.12         | Agency Mortgage-Backed Securities  |
| GNII SF 003891 M       | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $4979.82           | Agency Mortgage-Backed Securities  |
| GNII SF 004498 M       | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $12336.45          | Agency Mortgage-Backed Securities  |
| GNII SF 003919 M       | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $971.46            | Agency Mortgage-Backed Securities  |
| GNII SF 005331 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $88389.39          | Agency Mortgage-Backed Securities  |
| GNII SF DK7146 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1186078.00        | $1236233.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL8247 C       | 2055-09-20      | 6.0000%  | 0.0000% | $72660768.00       | $75652314.68       | Agency Mortgage-Backed Securities  |
| GNII SF 002988 M       | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1379.43           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $191782900.00      | $169190717.56      | U.S. Treasuries (including strips) |
| GNII SF MA9066 M       | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $963699.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA9130 M       | 2037-01-20      | 1.5000%  | 0.0000% | $287545.00         | $218775.06         | Agency Mortgage-Backed Securities  |
| GNII SF BD3893 C       | 2048-01-20      | 3.5000%  | 0.0000% | $75000.00          | $17709.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA9723 M       | 2054-05-20      | 4.5000%  | 0.0000% | $50780642.00       | $47895963.22       | Agency Mortgage-Backed Securities  |
| GNII SF BP8087 C       | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $171605.50         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9891 C       | 2055-07-20      | 7.0000%  | 0.0000% | $3941065.00        | $4274679.54        | Agency Mortgage-Backed Securities  |
| GNII SF DN6530 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1303755.00        | $1329877.18        | Agency Mortgage-Backed Securities  |
| GNII SF BT1865 C       | 2050-11-20      | 3.0000%  | 0.0000% | $4480013.00        | $2095829.05        | Agency Mortgage-Backed Securities  |
| GNII SF BX9609 C       | 2051-03-20      | 2.0000%  | 0.0000% | $6039769.00        | $3330737.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA0935 M       | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $46159.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA0938 M       | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $11915.82          | Agency Mortgage-Backed Securities  |
| GNII SF MA3244 M       | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $98467.44          | Agency Mortgage-Backed Securities  |
| GNII SF MA1091 M       | 2043-06-20      | 4.0000%  | 0.0000% | $1503076.00        | $150672.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1705283.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA7825 M       | 2052-01-20      | 1.5000%  | 0.0000% | $274686.00         | $176456.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA6936 M       | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $34701.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA5984 M       | 2049-06-20      | 3.0000%  | 0.0000% | $167498681.00      | $22815987.64       | Agency Mortgage-Backed Securities  |
| GNII SF MA7393 M       | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $498986.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA8918 M       | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $1008028.76        | Agency Mortgage-Backed Securities  |
| GNII SF MA7851 M       | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $150567.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA8049 M       | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $24246.77          | Agency Mortgage-Backed Securities  |
| GNII SF DK5940 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2779811.00        | $2930961.25        | Agency Mortgage-Backed Securities  |
| GNII SF DL2017 C       | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $418749.44         | Agency Mortgage-Backed Securities  |
| GNII SF DH7156 C       | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $1927809.79        | Agency Mortgage-Backed Securities  |
| GNII SF DH3448 C       | 2055-02-20      | 6.0000%  | 0.0000% | $4036592.00        | $3164500.99        | Agency Mortgage-Backed Securities  |
| GNII SF DK3256 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3167179.00        | $2631260.56        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9904 C       | 2055-07-20      | 7.0000%  | 0.0000% | $7127480.00        | $7750564.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9226 C       | 2055-05-20      | 7.0000%  | 0.0000% | $4889410.00        | $3919798.74        | Agency Mortgage-Backed Securities  |
| GNII SF DE0666 C       | 2054-09-20      | 6.5000%  | 0.0000% | $13124708.00       | $12108809.74       | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M       | 2050-12-20      | 2.0000%  | 0.0000% | $63624521.00       | $30806707.51       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $291894072.00      | $135047843.92      | Agency Mortgage-Backed Securities  |
| GNII SF MA4964 M       | 2048-01-20      | 4.5000%  | 0.0000% | $150000.00         | $12783.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA4381 M       | 2047-04-20      | 3.0000%  | 0.0000% | $20999676.00       | $3152860.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $374185238.00      | $215857668.18      | Agency Mortgage-Backed Securities  |
| GNII SF MA5438 M       | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $52261.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA5167 M       | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $7859.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA4624 M       | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $515692.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $4326819.00        | $2526567.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA9242 M       | 2053-10-20      | 6.0000%  | 0.0000% | $2296888.00        | $1331435.20        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3715 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1017571.00        | $222604.04         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3601 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $486349.76         | Agency Mortgage-Backed Securities  |
| GNII SF BC7001 C       | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $20546.69          | Agency Mortgage-Backed Securities  |
| GNII SF DJ0746 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1197732.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK4482 C       | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $7816301.44        | Agency Mortgage-Backed Securities  |
| GNII SF BC4815 C       | 2047-08-20      | 3.5000%  | 0.0000% | $2667646.00        | $508879.65         | Agency Mortgage-Backed Securities  |
| GNII SF BL9351 C       | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $44713.41          | Agency Mortgage-Backed Securities  |
| GNII SF DK4075 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1443785.00        | $1511296.22        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9785 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3863489.00        | $4095349.17        | Agency Mortgage-Backed Securities  |
| GNII SF DM4460 C       | 2055-10-20      | 5.5000%  | 0.0000% | $4543314.00        | $4643247.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA0941 M       | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $15062.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7647 M       | 2051-10-20      | 1.5000%  | 0.0000% | $193743244.00      | $113203255.88      | Agency Mortgage-Backed Securities  |
| GNII SF CC9803 C       | 2051-04-20      | 4.0000%  | 0.0000% | $140000.00         | $65956.26          | Agency Mortgage-Backed Securities  |
| GNII SF CY1488 C       | 2054-01-20      | 6.0000%  | 0.0000% | $6021513.00        | $4146665.66        | Agency Mortgage-Backed Securities  |
| GNII SF MA2830 M       | 2045-05-20      | 5.5000%  | 0.0000% | $225000.00         | $19719.42          | Agency Mortgage-Backed Securities  |
| GNII SF CI0117 C       | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1423630.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $27000.00          | $15074.33          | Agency Mortgage-Backed Securities  |
| GNII SF CZ5256 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $756839.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA0221 M       | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $613255.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA4068 M       | 2046-10-20      | 3.0000%  | 0.0000% | $40811266.00       | $5394918.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $1631053.00        | $1030111.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA5023 M       | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $777329.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA5081 M       | 2048-03-20      | 5.5000%  | 0.0000% | $25000.00          | $2844.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M       | 2054-09-20      | 5.0000%  | 0.0000% | $32973607.00       | $29689042.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA6770 M       | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $112562.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $284761016.00      | $21575753.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $1660850.00        | $1092112.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M       | 2052-01-20      | 2.5000%  | 0.0000% | $397121664.00      | $249999999.86      | Agency Mortgage-Backed Securities  |
| GNII SF CX6884 C       | 2053-12-20      | 6.0000%  | 0.0000% | $1045415.00        | $422296.39         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1867 C       | 2054-01-20      | 7.0000%  | 0.0000% | $2182093.00        | $639815.12         | Agency Mortgage-Backed Securities  |
| GNII SF CI1513 C       | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $76232.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $4932868.95        | Agency Mortgage-Backed Securities  |
| GNII SF BZ1139 C       | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $609362.19         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1870 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $307680.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA4387 M       | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $35963.61          | Agency Mortgage-Backed Securities  |
| GNII SF CF1666 C       | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $822911.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M       | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $35577.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA6284 M       | 2049-11-20      | 3.5000%  | 0.0000% | $1200000.00        | $148483.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA2682 M       | 2038-11-20      | 5.5000%  | 0.0000% | $95526.00          | $6251.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA4900 M       | 2047-12-20      | 3.5000%  | 0.0000% | $2188307.00        | $268586.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $24321116.00       | $2047527.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA5880 M       | 2049-04-20      | 6.0000%  | 0.0000% | $92336.00          | $11316.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $180227798.00      | $18212544.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA6933 M       | 2050-10-20      | 3.5000%  | 0.0000% | $2410000.00        | $759291.34         | Agency Mortgage-Backed Securities  |
| GNII SF MA7165 M       | 2036-06-20      | 2.5000%  | 0.0000% | $2075000.00        | $790581.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA6869 M       | 2050-09-20      | 4.5000%  | 0.0000% | $14162997.00       | $3359651.78        | Agency Mortgage-Backed Securities  |
| GNII SF DO5383 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1646161.00        | $1665514.20        | Agency Mortgage-Backed Securities  |
| GNII SF AT7573 C       | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $315289.99         | Agency Mortgage-Backed Securities  |
| GNII SF 759449 C       | 2041-01-20      | 4.0000%  | 0.0000% | $7017434.00        | $779350.57         | Agency Mortgage-Backed Securities  |
| GNII SF DJ0714 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1365021.00        | $973608.79         | Agency Mortgage-Backed Securities  |
| GNII SF 003132 M       | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $32485.99          | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M       | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $11771.36          | Agency Mortgage-Backed Securities  |
| GNII SF 003161 M       | 2031-11-20      | 6.5000%  | 0.0000% | $500000.00         | $885.89            | Agency Mortgage-Backed Securities  |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $106601781.00      | $99073673.23       | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M       | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $3745.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA9874 M       | 2034-09-20      | 3.0000%  | 0.0000% | $176339.00         | $145707.88         | Agency Mortgage-Backed Securities  |
| GNII SF DH0489 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1910624.00        | $563942.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M       | 2053-11-20      | 4.5000%  | 0.0000% | $10000.00          | $8941.91           | Agency Mortgage-Backed Securities  |
| GNII SF DL3852 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1061199.00        | $751335.57         | Agency Mortgage-Backed Securities  |
| GNII SF DH3002 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1031511.00        | $869343.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M       | 2053-12-20      | 5.0000%  | 0.0000% | $1301000.00        | $1170683.54        | Agency Mortgage-Backed Securities  |
| GNII SF DM8066 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1370843.00        | $1427121.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA9384 M       | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $90035.53          | Agency Mortgage-Backed Securities  |
| GNII SF DN6427 C       | 2056-02-20      | 5.5000%  | 0.0000% | $14006583.00       | $14387635.20       | Agency Mortgage-Backed Securities  |
| GNII SF DN7487 C       | 2055-12-20      | 5.5000%  | 0.0000% | $54157577.00       | $55504120.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA9746 M       | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $183816.41         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3106 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3113333.45        | Agency Mortgage-Backed Securities  |
| GNII SF CU7777 C       | 2053-10-20      | 7.0000%  | 0.0000% | $40600240.00       | $30353956.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA6545 M       | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $11202.92          | Agency Mortgage-Backed Securities  |
| GNII SF CQ3883 C       | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $348815.61         | Agency Mortgage-Backed Securities  |
| GNII SF CU6443 C       | 2053-05-20      | 6.5000%  | 0.0000% | $7988363.00        | $5425181.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $403078293.00      | $220159617.06      | Agency Mortgage-Backed Securities  |
| GNII SF CM1844 C       | 2052-04-20      | 4.0000%  | 0.0000% | $1050672.00        | $840421.01         | Agency Mortgage-Backed Securities  |
| GNII SF AE2162 C       | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $309624.81         | Agency Mortgage-Backed Securities  |
| GNII SF CT8347 C       | 2053-04-20      | 6.5000%  | 0.0000% | $1760593.00        | $1482669.07        | Agency Mortgage-Backed Securities  |
| GNII SF BM9734 C       | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $82751.90          | Agency Mortgage-Backed Securities  |
| GNII SF BL1076 C       | 2049-01-20      | 4.5000%  | 0.0000% | $55832630.00       | $9364116.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $30159.00          | $23178.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA7422 M       | 2051-06-20      | 4.5000%  | 0.0000% | $581645.00         | $221871.66         | Agency Mortgage-Backed Securities  |
| GNII SF BT5311 C       | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $1991196.53        | Agency Mortgage-Backed Securities  |
| GNII SF CV8132 C       | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $674866.83         | Agency Mortgage-Backed Securities  |
| GNII SF CV9682 C       | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1941851.93        | Agency Mortgage-Backed Securities  |
| GNII SF BI3300 C       | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1409605.75        | Agency Mortgage-Backed Securities  |
| GNII SF BR6221 C       | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $321212.71         | Agency Mortgage-Backed Securities  |
| GNII SF CU6444 C       | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $2750554.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA7736 M       | 2036-12-20      | 1.5000%  | 0.0000% | $112198.00         | $57215.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $86333758.00       | $41740972.25       | Agency Mortgage-Backed Securities  |
| GNII SF DP3016 C       | 2056-02-20      | 5.0000%  | 0.0000% | $18300883.00       | $18473700.27       | Agency Mortgage-Backed Securities  |
| GNII SF DP3073 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2883324.00        | $2911869.17        | Agency Mortgage-Backed Securities  |
| GNII SF DN6346 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2174016.00        | $2211694.50        | Agency Mortgage-Backed Securities  |
| GNII SF DN6507 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1004668.00        | $1016931.09        | Agency Mortgage-Backed Securities  |
| GNII SF DM3897 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1138948.00        | $1158595.29        | Agency Mortgage-Backed Securities  |
| GNII SF BE3158 C       | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $520344.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA4453 M       | 2047-04-20      | 4.5000%  | 0.0000% | $628512.00         | $50757.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA6257 M       | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $50333.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA5684 M       | 2033-12-20      | 4.0000%  | 0.0000% | $269417.00         | $22890.01          | Agency Mortgage-Backed Securities  |
| GNII SF MA5935 M       | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $13568.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA2370 M       | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $422671.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA4689 M       | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $18350.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA5078 M       | 2048-03-20      | 4.0000%  | 0.0000% | $17105000.00       | $1534211.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA5138 M       | 2048-04-20      | 4.5000%  | 0.0000% | $75980000.00       | $5762163.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $1411000.00        | $150239.08         | Agency Mortgage-Backed Securities  |
| GNII SF DI9591 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1691537.94        | Agency Mortgage-Backed Securities  |
| GNII SF AU1729 C       | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $66112.57          | Agency Mortgage-Backed Securities  |
| GNII SF DQ5772 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1062537.00        | $1076485.04        | Agency Mortgage-Backed Securities  |
| GNII SF MB0785 M       | 2040-11-20      | 5.0000%  | 0.0000% | $462500.00         | $466019.87         | Agency Mortgage-Backed Securities  |
| GNII SF MB0181 M       | 2040-01-20      | 6.0000%  | 0.0000% | $7897356.00        | $5841884.39        | Agency Mortgage-Backed Securities  |
| GNII SF DP4241 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1144085.00        | $1157305.82        | Agency Mortgage-Backed Securities  |
| GNII SF MB0940 M       | 2055-10-20      | 7.0000%  | 0.0000% | $33760382.00       | $35086002.17       | Agency Mortgage-Backed Securities  |
| GNII SF MB0362 M       | 2051-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $1838448.79        | Agency Mortgage-Backed Securities  |
| GNII SF CD7215 C       | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2794799.89        | Agency Mortgage-Backed Securities  |
| GNII SF AO7624 C       | 2045-09-20      | 3.5000%  | 0.0000% | $1546872.00        | $100998.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA5906 M       | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $32591.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA4721 M       | 2047-09-20      | 4.5000%  | 0.0000% | $7825827.00        | $705228.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA5793 M       | 2034-03-20      | 4.5000%  | 0.0000% | $346149.00         | $47597.23          | Agency Mortgage-Backed Securities  |
| GNII SF MA6037 M       | 2049-07-20      | 2.5000%  | 0.0000% | $100000.00         | $19250.37          | Agency Mortgage-Backed Securities  |
| GNII SF DN6395 C       | 2056-02-20      | 5.5000%  | 0.0000% | $10104626.00       | $10379514.49       | Agency Mortgage-Backed Securities  |
| GNII SF DN9221 C       | 2055-12-20      | 5.5000%  | 0.0000% | $2101375.00        | $2153758.66        | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M       | 2041-06-20      | 4.5000%  | 0.0000% | $685724.00         | $27228.81          | Agency Mortgage-Backed Securities  |
| GNII SF 738037 C       | 2041-03-20      | 4.5000%  | 0.0000% | $15347703.00       | $778584.07         | Agency Mortgage-Backed Securities  |
| GNII SF 738741 C       | 2041-09-20      | 4.5000%  | 0.0000% | $3804878.00        | $155856.41         | Agency Mortgage-Backed Securities  |
| GNII SF MB0262 M       | 2055-03-20      | 7.0000%  | 0.0000% | $101044144.00      | $49220588.36       | Agency Mortgage-Backed Securities  |
| GNII SF DP2877 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1004671.00        | $1057091.23        | Agency Mortgage-Backed Securities  |
| GNII SF DQ2024 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1917837.00        | $1941954.01        | Agency Mortgage-Backed Securities  |
| GNII SF DO9818 C       | 2055-12-20      | 5.5000%  | 0.0000% | $4843992.00        | $4936825.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA6968 M       | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $421816.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $6700000.00        | $2098845.82        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1336 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $863063.51         | Agency Mortgage-Backed Securities  |
| GNII SF CL2783 C       | 2052-03-20      | 3.0000%  | 0.0000% | $1596292.00        | $919132.07         | Agency Mortgage-Backed Securities  |
| GNII SF DK3352 C       | 2055-05-20      | 6.0000%  | 0.0000% | $10238343.00       | $9480481.66        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0733 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1383622.00        | $1430971.44        | Agency Mortgage-Backed Securities  |
| GNII SF CJ9731 C       | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $635220.22         | Agency Mortgage-Backed Securities  |
| GNII SF DA9992 C       | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $2138119.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M       | 2050-07-20      | 3.0000%  | 0.0000% | $129896429.00      | $40096636.35       | Agency Mortgage-Backed Securities  |
| GNII SF DA7211 C       | 2054-05-20      | 7.0000%  | 0.0000% | $3185872.00        | $1895629.97        | Agency Mortgage-Backed Securities  |
| GNII SF BT8093 C       | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $118023.95         | Agency Mortgage-Backed Securities  |
| GNII SF BL6438 C       | 2049-04-20      | 4.5000%  | 0.0000% | $1000000.00        | $18041.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA6654 M       | 2050-05-20      | 2.0000%  | 0.0000% | $100000.00         | $41356.85          | Agency Mortgage-Backed Securities  |
| GNII SF CX6929 C       | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $595542.22         | Agency Mortgage-Backed Securities  |
| GNII SF BS7589 C       | 2050-03-20      | 4.0000%  | 0.0000% | $225000.00         | $96756.51          | Agency Mortgage-Backed Securities  |
| GNII SF CC2939 C       | 2051-02-20      | 2.0000%  | 0.0000% | $3187823.00        | $2358679.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $2173442.00        | $1044218.89        | Agency Mortgage-Backed Securities  |
| GNII SF DC2932 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $487200.67         | Agency Mortgage-Backed Securities  |
| GNII SF DJ0817 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1173135.00        | $828197.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA6445 M       | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $113554.07         | Agency Mortgage-Backed Securities  |
| GNII SF DD0092 C       | 2054-08-20      | 7.5000%  | 0.0000% | $3947521.00        | $4182945.75        | Agency Mortgage-Backed Securities  |
| GNII SF DA7208 C       | 2054-05-20      | 5.5000%  | 0.0000% | $1042597.00        | $923485.84         | Agency Mortgage-Backed Securities  |
| GNII SF DL3778 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2196382.00        | $2246050.02        | Agency Mortgage-Backed Securities  |
| GNII SF DK7841 C       | 2055-06-20      | 7.5000%  | 0.0000% | $5572550.00        | $6022858.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $20656063.00       | $12028290.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA8154 M       | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $177530.70         | Agency Mortgage-Backed Securities  |
| GNII SF DC2961 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1119912.00        | $259697.91         | Agency Mortgage-Backed Securities  |
| GNII SF DE0349 C       | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1179044.74        | Agency Mortgage-Backed Securities  |
| GNII SF MB0718 M       | 2040-09-20      | 5.5000%  | 0.0000% | $199436.00         | $197988.01         | Agency Mortgage-Backed Securities  |
| GNII SF DO0938 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1456322.00        | $1468528.02        | Agency Mortgage-Backed Securities  |
| GNII SF MB0749 M       | 2055-11-20      | 7.0000%  | 0.0000% | $118473331.00      | $122527181.15      | Agency Mortgage-Backed Securities  |
| GNII SF DN6424 C       | 2056-02-20      | 5.0000%  | 0.0000% | $8117999.00        | $8217096.31        | Agency Mortgage-Backed Securities  |
| GNII SF CK4916 C       | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $204635.48         | Agency Mortgage-Backed Securities  |
| GNII SF DN2323 C       | 2055-11-20      | 6.5000%  | 0.0000% | $34234308.00       | $35959058.13       | Agency Mortgage-Backed Securities  |
| GNII SF DN3497 C       | 2055-11-20      | 5.5000%  | 0.0000% | $6006770.00        | $6147482.62        | Agency Mortgage-Backed Securities  |
| GNII SF DO0842 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2406077.00        | $2436633.32        | Agency Mortgage-Backed Securities  |
| GNII SF DN6431 C       | 2056-02-20      | 5.5000%  | 0.0000% | $11758515.00       | $12078396.25       | Agency Mortgage-Backed Securities  |
| GNII SF DP4257 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1096917.00        | $1147167.46        | Agency Mortgage-Backed Securities  |
| GNII SF DM6682 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1392946.00        | $1424125.27        | Agency Mortgage-Backed Securities  |
| GNII SF DN6282 C       | 2056-01-20      | 5.5000%  | 0.0000% | $11025487.00       | $11313587.08       | Agency Mortgage-Backed Securities  |
| GNII SF DP1300 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1558255.00        | $1673822.12        | Agency Mortgage-Backed Securities  |
| GNII SF DP1272 C       | 2056-01-20      | 7.0000%  | 0.0000% | $2345631.00        | $2503751.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0875 M       | 2055-12-20      | 7.0000%  | 0.0000% | $20538092.00       | $21494990.37       | Agency Mortgage-Backed Securities  |
| GNII SF AI6300 C       | 2044-06-20      | 4.5000%  | 0.0000% | $220204.00         | $24146.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M       | 2054-07-20      | 6.0000%  | 0.0000% | $119890000.00      | $74673087.79       | Agency Mortgage-Backed Securities  |
| GNII SF MA9134 M       | 2036-04-20      | 3.5000%  | 0.0000% | $156384.00         | $74801.79          | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $194233766.00      | $15426368.60       | Agency Mortgage-Backed Securities  |
| GNII SF MA9492 M       | 2054-01-20      | 7.5000%  | 0.0000% | $253694.00         | $78143.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $4465000.00        | $3011643.40        | Agency Mortgage-Backed Securities  |
| GNII SF 003774 M       | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $127244.14         | Agency Mortgage-Backed Securities  |
| GNII SF 004545 M       | 2039-02-20      | 7.0000%  | 0.0000% | $1162335.00        | $14525.23          | Agency Mortgage-Backed Securities  |
| GNII SF 005232 M       | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $42446.21          | Agency Mortgage-Backed Securities  |
| GNII SF 005017 M       | 2041-04-20      | 4.5000%  | 0.0000% | $111289.00         | $3640.00           | Agency Mortgage-Backed Securities  |
| GNII SF 004746 M       | 2040-07-20      | 4.5000%  | 0.0000% | $61000.00          | $2171.71           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9908 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2749044.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK2266 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1225712.00        | $1281430.14        | Agency Mortgage-Backed Securities  |
| GNII SF 004005 M       | 2037-07-20      | 5.5000%  | 0.0000% | $65000.00          | $623.58            | Agency Mortgage-Backed Securities  |
| GNII SF DL5430 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2960787.00        | $2996433.09        | Agency Mortgage-Backed Securities  |
| GNII SF 004195 M       | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $211762.55         | Agency Mortgage-Backed Securities  |
| GNII SF 738517 C       | 2041-07-20      | 4.5000%  | 0.0000% | $5355867.00        | $406083.47         | Agency Mortgage-Backed Securities  |
| GNII SF 004291 M       | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $4998.54           | Agency Mortgage-Backed Securities  |
| GNII SF 005269 M       | 2038-10-20      | 6.0000%  | 0.0000% | $306059.00         | $7358.46           | Agency Mortgage-Backed Securities  |
| GNII SF 004396 M       | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2597.79           | Agency Mortgage-Backed Securities  |
| GNII SF 737682 C       | 2040-11-20      | 3.5000%  | 0.0000% | $2140000.00        | $88145.87          | Agency Mortgage-Backed Securities  |
| GNII SF 004028 M       | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $1859.07           | Agency Mortgage-Backed Securities  |
| GNII SF 003295 M       | 2032-10-20      | 5.5000%  | 0.0000% | $369000.00         | $1755.64           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9784 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1755798.00        | $1862759.77        | Agency Mortgage-Backed Securities  |
| GNII SF 737986 C       | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3740.49           | Agency Mortgage-Backed Securities  |
| GNII SF AZ6174 C       | 2047-04-20      | 4.0000%  | 0.0000% | $14650290.00       | $1401284.46        | Agency Mortgage-Backed Securities  |
| GNII SF MB0150 M       | 2054-12-20      | 7.0000%  | 0.0000% | $808798.00         | $383872.73         | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $214060.91         | Agency Mortgage-Backed Securities  |
| GNII SF DM6765 C       | 2055-10-20      | 5.5000%  | 0.0000% | $8533584.00        | $8735461.17        | Agency Mortgage-Backed Securities  |
| GNII SF MB0207 M       | 2055-02-20      | 6.5000%  | 0.0000% | $10789076.00       | $6434578.14        | Agency Mortgage-Backed Securities  |
| GNII SF MB0528 M       | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1546436.92        | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M       | 2055-06-20      | 6.0000%  | 0.0000% | $200000000.00      | $185385619.65      | Agency Mortgage-Backed Securities  |
| GNII SF DN2732 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2464628.00        | $2604573.28        | Agency Mortgage-Backed Securities  |
| GNII SF CH6427 C       | 2051-11-20      | 2.5000%  | 0.0000% | $11564528.00       | $6865270.61        | Agency Mortgage-Backed Securities  |
| GNII SF 626986 C       | 2045-09-20      | 3.5000%  | 0.0000% | $150000.00         | $58465.11          | Agency Mortgage-Backed Securities  |
| GNII SF 004540 M       | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $8821.12           | Agency Mortgage-Backed Securities  |
| GNII SF DL5480 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1510033.00        | $1529508.62        | Agency Mortgage-Backed Securities  |
| GNII SF BI3255 C       | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1118727.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0089 M       | 2054-09-20      | 4.0000%  | 0.0000% | $30000000.00       | $27813286.35       | Agency Mortgage-Backed Securities  |
| GNII SF BI3168 C       | 2048-07-20      | 5.0000%  | 0.0000% | $465000.00         | $20377.38          | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M       | 2055-10-20      | 7.0000%  | 0.0000% | $11181830.00       | $11657066.65       | Agency Mortgage-Backed Securities  |
| GNII SF DP2990 C       | 2056-02-20      | 5.0000%  | 0.0000% | $18136354.00       | $18268642.58       | Agency Mortgage-Backed Securities  |
| GNII SF DP7015 C       | 2056-01-20      | 5.0000%  | 0.0000% | $61646794.00       | $62082642.27       | Agency Mortgage-Backed Securities  |
| GNII SF DP8649 C       | 2056-02-20      | 5.0000%  | 0.0000% | $4377151.00        | $4432189.78        | Agency Mortgage-Backed Securities  |
| GNII SF DL3791 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1766374.00        | $1822917.86        | Agency Mortgage-Backed Securities  |
| GNII SF DL1986 C       | 2054-05-20      | 7.0000%  | 0.0000% | $2142134.00        | $2237253.29        | Agency Mortgage-Backed Securities  |
| GNII SF BT0812 C       | 2050-03-20      | 3.0000%  | 0.0000% | $35682049.00       | $7246795.60        | Agency Mortgage-Backed Securities  |
| GNII SF DP8559 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1047538.00        | $1104373.69        | Agency Mortgage-Backed Securities  |
| GNII SF DP8463 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1903426.00        | $1919193.04        | Agency Mortgage-Backed Securities  |
| GNII SF DM4588 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1285653.00        | $1344913.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA5598 M       | 2048-09-20      | 5.5000%  | 0.0000% | $1799870.00        | $158285.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA7134 M       | 2051-01-20      | 1.5000%  | 0.0000% | $70287741.00       | $37398209.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA5816 M       | 2049-03-20      | 3.5000%  | 0.0000% | $218181.00         | $19419.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA7986 M       | 2052-03-20      | 2.0000%  | 0.0000% | $130394589.00      | $81919632.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA6063 M       | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $30255.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA8199 M       | 2052-08-20      | 3.5000%  | 0.0000% | $1070000.00        | $748446.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M       | 2051-11-20      | 2.0000%  | 0.0000% | $105586785.00      | $62980211.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA5624 M       | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $135579.38         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1878 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $800497.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $40200000.00       | $22077007.17       | Agency Mortgage-Backed Securities  |
| GNII SF MA4262 M       | 2047-02-20      | 3.5000%  | 0.0000% | $506469050.00      | $61425002.42       | Agency Mortgage-Backed Securities  |
| GNII SF DD0039 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1116877.00        | $1016541.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA6216 M       | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $201713.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $542787.00         | $486982.27         | Agency Mortgage-Backed Securities  |
| GNII SF DC6802 C       | 2054-08-20      | 6.5000%  | 0.0000% | $11882808.00       | $6017537.54        | Agency Mortgage-Backed Securities  |
| GNII SF DC7429 C       | 2054-08-20      | 6.5000%  | 0.0000% | $2260813.00        | $2267334.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA4002 M       | 2046-10-20      | 2.5000%  | 0.0000% | $800000.00         | $122710.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA5193 M       | 2048-05-20      | 4.5000%  | 0.0000% | $63871635.00       | $4696803.43        | Agency Mortgage-Backed Securities  |
| GNII SF CT6549 C       | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $19426880.05       | Agency Mortgage-Backed Securities  |
| GNII SF DD8614 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1140316.00        | $1012046.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $1280000.00        | $624702.68         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3604 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $485866.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA4591 M       | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $32499.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA9300 M       | 2046-09-20      | 3.0000%  | 0.0000% | $1587375.00        | $1056258.48        | Agency Mortgage-Backed Securities  |
| GNII SF 004268 M       | 2038-10-20      | 6.0000%  | 0.0000% | $408816.00         | $3804.55           | Agency Mortgage-Backed Securities  |
| GNII SF 618391 C       | 2041-09-20      | 4.5000%  | 0.0000% | $3407385.00        | $76325.13          | Agency Mortgage-Backed Securities  |
| GNII SF DM6764 C       | 2055-10-20      | 5.5000%  | 0.0000% | $6731975.00        | $6879794.14        | Agency Mortgage-Backed Securities  |
| GNII SF 004677 M       | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1156.83           | Agency Mortgage-Backed Securities  |
| GNII SF DM6813 C       | 2056-02-20      | 6.0000%  | 0.0000% | $20160095.00       | $21076438.51       | Agency Mortgage-Backed Securities  |
| GNII SF DN2731 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2446320.00        | $2595526.60        | Agency Mortgage-Backed Securities  |
| GNII SF 737971 C       | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $1648.83           | Agency Mortgage-Backed Securities  |
| GNII SF DL5429 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1160173.00        | $1174689.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL9712 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1269854.00        | $1132667.24        | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $7847879.00        | $4841527.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA8802 M       | 2053-04-20      | 6.0000%  | 0.0000% | $10001000.00       | $5351402.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA6840 M       | 2035-09-20      | 2.5000%  | 0.0000% | $528212.00         | $151316.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA3527 M       | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $11284.50          | Agency Mortgage-Backed Securities  |
| GNII SF DH6284 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1618180.00        | $1719610.31        | Agency Mortgage-Backed Securities  |
| GNII SF BD9838 C       | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $478105.38         | Agency Mortgage-Backed Securities  |
| GNII SF DF5616 C       | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1622885.93        | Agency Mortgage-Backed Securities  |
| GNII SF AN9718 C       | 2045-07-20      | 3.5000%  | 0.0000% | $1211627.00        | $278855.65         | Agency Mortgage-Backed Securities  |
| GNII SF DA8532 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1037829.00        | $1068253.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA4839 M       | 2047-11-20      | 4.5000%  | 0.0000% | $8000000.00        | $759831.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $765000.00         | $110470.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $19502.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $4000000.00        | $48880.37          | Agency Mortgage-Backed Securities  |
| GNII SF MA6843 M       | 2035-09-20      | 4.0000%  | 0.0000% | $66868.00          | $7826.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA6312 M       | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $6521.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $206679.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA2724 M       | 2030-04-20      | 3.0000%  | 0.0000% | $10500000.00       | $455258.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M       | 2046-03-20      | 3.0000%  | 0.0000% | $44013891.00       | $4596597.99        | Agency Mortgage-Backed Securities  |
| GNII SF AB9822 C       | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $226656.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $68103615.00       | $47303185.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA1267 M       | 2028-09-20      | 4.0000%  | 0.0000% | $1835000.00        | $54177.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $50666000.00       | $25586083.16       | Agency Mortgage-Backed Securities  |
| GNII SF DF3539 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1040028.00        | $232043.06         | Agency Mortgage-Backed Securities  |
| GNII SF BC2596 C       | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8202.32           | Agency Mortgage-Backed Securities  |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8528.81           | Agency Mortgage-Backed Securities  |
| GNII SF CV8235 C       | 2053-11-20      | 7.0000%  | 0.0000% | $5118664.00        | $2378527.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $284584051.00      | $46704220.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $739198.00         | $369299.81         | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $113972978.00      | $95598278.14       | Agency Mortgage-Backed Securities  |
| GNII SF DM6691 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1144991.00        | $1209527.17        | Agency Mortgage-Backed Securities  |
| GNII SF BZ9216 C       | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $787995.79         | Agency Mortgage-Backed Securities  |
| GNII SF DN5920 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3400000.00        | $3573644.54        | Agency Mortgage-Backed Securities  |
| GNII SF DN6363 C       | 2056-01-20      | 5.0000%  | 0.0000% | $8150960.00        | $8253485.99        | Agency Mortgage-Backed Securities  |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $3248675.00        | $2911694.50        | Agency Mortgage-Backed Securities  |
| GNII SF DN6192 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2952777.00        | $2986366.63        | Agency Mortgage-Backed Securities  |
| GNII SF MB0595 M       | 2040-08-20      | 5.5000%  | 0.0000% | $23718786.00       | $23602978.30       | Agency Mortgage-Backed Securities  |
| GNII SF CS8326 C       | 2053-01-20      | 7.0000%  | 0.0000% | $1335492.00        | $199019.70         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1465 C       | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5955251.35        | Agency Mortgage-Backed Securities  |
| GNII SF CJ9477 C       | 2052-01-20      | 3.0000%  | 0.0000% | $300000.00         | $200462.55         | Agency Mortgage-Backed Securities  |
| GNII SF CI3873 C       | 2051-11-20      | 2.5000%  | 0.0000% | $4350208.00        | $3278065.33        | Agency Mortgage-Backed Securities  |
| GNII SF CQ2526 C       | 2052-11-20      | 5.5000%  | 0.0000% | $50000.00          | $49153.34          | Agency Mortgage-Backed Securities  |
| GNII SF CI6773 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1791629.00        | $1183965.56        | Agency Mortgage-Backed Securities  |
| GNII SF CV8118 C       | 2053-10-20      | 7.0000%  | 0.0000% | $5050001.00        | $1182181.05        | Agency Mortgage-Backed Securities  |
| GNII SF DQ0751 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1403384.00        | $1452166.44        | Agency Mortgage-Backed Securities  |
| GNII SF DN6344 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1956092.00        | $1980337.20        | Agency Mortgage-Backed Securities  |
| GNII SF DP3066 C       | 2056-01-20      | 6.0000%  | 0.0000% | $5315421.00        | $5491164.30        | Agency Mortgage-Backed Securities  |
| GNII SF DN1238 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1888841.00        | $1961849.27        | Agency Mortgage-Backed Securities  |
| GNII SF 003500 M       | 2034-01-20      | 5.5000%  | 0.0000% | $143000.00         | $1620.58           | Agency Mortgage-Backed Securities  |
| GNII SF MB0812 M       | 2055-12-20      | 4.5000%  | 0.0000% | $20500000.00       | $20239319.27       | Agency Mortgage-Backed Securities  |
| GNII SF 003748 M       | 2035-08-20      | 5.5000%  | 0.0000% | $35000.00          | $521.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003611 M       | 2034-09-20      | 6.0000%  | 0.0000% | $989000.00         | $10614.97          | Agency Mortgage-Backed Securities  |
| GNII SF 003596 M       | 2034-08-20      | 5.5000%  | 0.0000% | $888877.00         | $9702.82           | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M       | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $36362.06          | Agency Mortgage-Backed Securities  |
| GNII SF 003890 M       | 2036-08-20      | 6.0000%  | 0.0000% | $132587.00         | $996.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003637 M       | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $1870.24           | Agency Mortgage-Backed Securities  |
| GNII SF DO9759 C       | 2055-12-20      | 5.5000%  | 0.0000% | $12129256.00       | $12070961.35       | Agency Mortgage-Backed Securities  |
| GNII SF 003852 M       | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1480.78           | Agency Mortgage-Backed Securities  |
| GNII SF DE4888 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1917830.92        | Agency Mortgage-Backed Securities  |
| GNII SF DF5673 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1335890.87        | Agency Mortgage-Backed Securities  |
| GNII SF BE1029 C       | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3520304.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA4654 M       | 2047-08-20      | 4.5000%  | 0.0000% | $147481759.00      | $12635742.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA4069 M       | 2046-11-20      | 3.5000%  | 0.0000% | $1560000.00        | $192011.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA5527 M       | 2048-10-20      | 3.5000%  | 0.0000% | $189000.00         | $20363.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA4965 M       | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $489495.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M       | 2048-10-20      | 4.0000%  | 0.0000% | $3805882.00        | $345336.77         | Agency Mortgage-Backed Securities  |
| GNII SF DK6654 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1308737.00        | $1365628.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $282250.00         | $176464.99         | Agency Mortgage-Backed Securities  |
| GNII SF DL0845 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1046030.00        | $1068737.29        | Agency Mortgage-Backed Securities  |
| GNII SF CU1037 C       | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1436479.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA7569 M       | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $29872.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M       | 2051-09-20      | 2.5000%  | 0.0000% | $129694301.00      | $76190400.34       | Agency Mortgage-Backed Securities  |
| GNII SF AL5503 C       | 2045-03-20      | 3.5000%  | 0.0000% | $525000.00         | $36830.11          | Agency Mortgage-Backed Securities  |
| GNII SF MB0284 M       | 2040-04-20      | 6.0000%  | 0.0000% | $12070770.00       | $9111498.54        | Agency Mortgage-Backed Securities  |
| GNII SF AZ3151 C       | 2047-03-20      | 3.5000%  | 0.0000% | $1108120.00        | $391477.53         | Agency Mortgage-Backed Securities  |
| GNII SF DP7789 C       | 2056-01-20      | 6.0000%  | 0.0000% | $23817401.00       | $24873551.09       | Agency Mortgage-Backed Securities  |
| GNII SF 003296 M       | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1179.72           | Agency Mortgage-Backed Securities  |
| GNII SF MB0934 M       | 2056-01-20      | 4.0000%  | 0.0000% | $259802642.00      | $249999999.68      | Agency Mortgage-Backed Securities  |
| GNII SF DA8687 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1920570.00        | $885147.20         | Agency Mortgage-Backed Securities  |
| GNII SF CU9689 C       | 2053-11-20      | 6.5000%  | 0.0000% | $1359004.00        | $865169.46         | Agency Mortgage-Backed Securities  |
| GNII SF CV8253 C       | 2053-11-20      | 7.0000%  | 0.0000% | $5050448.00        | $2358882.67        | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M       | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $583.55            | Agency Mortgage-Backed Securities  |
| GNII SF CY0038 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1148497.00        | $760536.91         | Agency Mortgage-Backed Securities  |
| GNII SF DO9757 C       | 2055-12-20      | 5.5000%  | 0.0000% | $17807752.00       | $18105932.55       | Agency Mortgage-Backed Securities  |
| GNII SF AV8383 C       | 2046-10-20      | 3.0000%  | 0.0000% | $66000.00          | $15532.95          | Agency Mortgage-Backed Securities  |
| GNII SF MB0233 M       | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1602494.83        | Agency Mortgage-Backed Securities  |
| GNII SF AZ6849 C       | 2047-05-20      | 3.5000%  | 0.0000% | $1551160.00        | $369753.09         | Agency Mortgage-Backed Securities  |
| GNII SF 003273 M       | 2032-08-20      | 6.0000%  | 0.0000% | $12599531.00       | $37091.04          | Agency Mortgage-Backed Securities  |
| GNII SF DN6531 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1293087.00        | $1316971.75        | Agency Mortgage-Backed Securities  |
| GNII SF MB0784 M       | 2040-12-20      | 4.5000%  | 0.0000% | $720730.00         | $711042.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA6218 M       | 2049-10-20      | 3.0000%  | 0.0000% | $33414519.00       | $5170437.66        | Agency Mortgage-Backed Securities  |
| GNII SF MB0659 M       | 2040-09-20      | 6.0000%  | 0.0000% | $144526.00         | $146549.75         | Agency Mortgage-Backed Securities  |
| GNII SF MB0815 M       | 2054-12-20      | 6.0000%  | 0.0000% | $130076964.00      | $132997044.65      | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M       | 2055-12-20      | 4.0000%  | 0.0000% | $138906777.00      | $133454880.55      | Agency Mortgage-Backed Securities  |
| GNII SF DO3498 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2005920.00        | $2090684.20        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3712 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $983013.56         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3444 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1339329.00        | $348805.97         | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $242388487.00      | $249999999.27      | Agency Mortgage-Backed Securities  |
| GNII SF 003678 M       | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $5722.87           | Agency Mortgage-Backed Securities  |
| GNII SF DE7488 C       | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1121744.36        | Agency Mortgage-Backed Securities  |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $30225859.00       | $28242010.62       | Agency Mortgage-Backed Securities  |
| GNII SF MB0063 M       | 2026-03-20      | 3.5000%  | 0.0000% | $36301.00          | $29440.02          | Agency Mortgage-Backed Securities  |
| GNII SF DB1417 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1292024.00        | $967385.85         | Agency Mortgage-Backed Securities  |
| GNII SF CU1168 C       | 2053-07-20      | 6.5000%  | 0.0000% | $6020564.00        | $4720977.12        | Agency Mortgage-Backed Securities  |
| GNII SF CT7445 C       | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $509989.25         | Agency Mortgage-Backed Securities  |
| GNII SF DB1246 C       | 2054-03-20      | 6.5000%  | 0.0000% | $2707510.00        | $1950091.39        | Agency Mortgage-Backed Securities  |
| GNII SF 003069 M       | 2031-04-20      | 7.0000%  | 0.0000% | $7674738.00        | $7703.76           | Agency Mortgage-Backed Securities  |
| GNII SF CZ2849 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $764340.50         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3944 C       | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $5731166.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA8568 M       | 2052-06-20      | 4.5000%  | 0.0000% | $1091908.00        | $860676.79         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3954 C       | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3108912.11        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0818 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1361523.00        | $896895.10         | Agency Mortgage-Backed Securities  |
| GNII SF CY5634 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1205924.00        | $580304.14         | Agency Mortgage-Backed Securities  |
| GNII SF CX6874 C       | 2053-12-20      | 6.0000%  | 0.0000% | $4294339.00        | $3072426.72        | Agency Mortgage-Backed Securities  |
| GNII SF DG9664 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1128250.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH3478 C       | 2055-03-20      | 7.0000%  | 0.0000% | $4242618.00        | $3200415.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA7829 M       | 2052-01-20      | 3.5000%  | 0.0000% | $1296644.00        | $851065.58         | Agency Mortgage-Backed Securities  |
| GNII SF DH3851 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1176339.02        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1869 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1437422.00        | $298764.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA8494 M       | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $36570.02          | Agency Mortgage-Backed Securities  |
| GNII SF DL4134 C       | 2055-08-20      | 6.0000%  | 0.0000% | $4018656.00        | $3966982.16        | Agency Mortgage-Backed Securities  |
| GNII SF DH7931 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1341131.52        | Agency Mortgage-Backed Securities  |
| GNII SF CX3261 C       | 2053-12-20      | 7.0000%  | 0.0000% | $3167342.00        | $1904050.78        | Agency Mortgage-Backed Securities  |
| GNII SF CX6928 C       | 2053-10-20      | 6.0000%  | 0.0000% | $1203770.00        | $469754.98         | Agency Mortgage-Backed Securities  |
| GNII SF DL3781 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1842204.00        | $1913883.83        | Agency Mortgage-Backed Securities  |
| GNII SF AK8796 C       | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $495878.97         | Agency Mortgage-Backed Securities  |
| GNII SF DF5257 C       | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2443670.51        | Agency Mortgage-Backed Securities  |
| GNII SF DL4093 C       | 2055-08-20      | 6.0000%  | 0.0000% | $18403011.00       | $18407817.57       | Agency Mortgage-Backed Securities  |
| GNII SF DH5572 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1506220.00        | $780600.13         | Agency Mortgage-Backed Securities  |
| GNII SF DH3850 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1484240.00        | $1368232.33        | Agency Mortgage-Backed Securities  |
| GNII SF DL4192 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1000516.00        | $1045576.92        | Agency Mortgage-Backed Securities  |
| GNII SF DD3214 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $762263.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA8430 M       | 2052-11-20      | 6.0000%  | 0.0000% | $292745.00         | $147992.71         | Agency Mortgage-Backed Securities  |
| GNII SF DE4471 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1285000.04        | Agency Mortgage-Backed Securities  |
| GNII SF MA2798 M       | 2030-05-20      | 3.5000%  | 0.0000% | $1025000.00        | $61492.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA0089 M       | 2042-05-20      | 4.0000%  | 0.0000% | $10292138.00       | $559276.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA0515 M       | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $31443.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA6337 M       | 2049-12-20      | 2.5000%  | 0.0000% | $51200000.00       | $9504907.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA8799 M       | 2053-04-20      | 4.5000%  | 0.0000% | $31902500.00       | $25814048.24       | Agency Mortgage-Backed Securities  |
| GNII SF MA9537 M       | 2047-08-20      | 3.5000%  | 0.0000% | $424184.00         | $313704.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $279395.09         | Agency Mortgage-Backed Securities  |
| GNII SF BS7590 C       | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $169472.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA6542 M       | 2050-02-20      | 3.5000%  | 0.0000% | $3354506.00        | $497347.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M       | 2052-09-20      | 2.5000%  | 0.0000% | $61000.00          | $38038.16          | Agency Mortgage-Backed Securities  |
| GNII SF BO1550 C       | 2049-07-20      | 4.0000%  | 0.0000% | $7989971.00        | $1591502.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $234703997.00      | $115295616.62      | Agency Mortgage-Backed Securities  |
| GNII SF BG8687 C       | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $122204.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA9899 M       | 2052-07-20      | 2.0000%  | 0.0000% | $25301.00          | $19684.46          | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $10040000.00       | $5002738.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $7588000.00        | $1194681.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $2469981.00        | $2223088.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $25000.00          | $14164.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA9166 M       | 2052-02-20      | 3.0000%  | 0.0000% | $6580092.00        | $4654316.84        | Agency Mortgage-Backed Securities  |
| GNII SF BM7534 C       | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $139406.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $306000.00         | $139737.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA4509 M       | 2046-12-20      | 3.0000%  | 0.0000% | $2477000.00        | $338031.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA4455 M       | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1301980.97        | Agency Mortgage-Backed Securities  |
| GNII SF AA1000 C       | 2027-05-20      | 3.0000%  | 0.0000% | $575000.00         | $4486.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA7884 M       | 2052-02-20      | 4.0000%  | 0.0000% | $40000.00          | $26949.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA7765 M       | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3612206.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $649000.00         | $468631.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9236 M       | 2050-06-20      | 3.0000%  | 0.0000% | $13394606.00       | $9288132.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $5800000.00        | $386647.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA5262 M       | 2048-06-20      | 3.0000%  | 0.0000% | $397565.00         | $60525.14          | Agency Mortgage-Backed Securities  |
| GNII SF DA7205 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1162482.00        | $894433.66         | Agency Mortgage-Backed Securities  |
| GNII SF AD8825 C       | 2043-03-20      | 3.5000%  | 0.0000% | $21150000.00       | $2454812.38        | Agency Mortgage-Backed Securities  |
| GNII SF CY2876 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1331298.00        | $963638.16         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3451 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1281137.00        | $1340619.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA9962 M       | 2054-10-20      | 4.0000%  | 0.0000% | $101415.00         | $93044.25          | Agency Mortgage-Backed Securities  |
| GNII SF 004855 M       | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $11008.61          | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M       | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $6514.34           | Agency Mortgage-Backed Securities  |
| GNII SF 003624 M       | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1305.36           | Agency Mortgage-Backed Securities  |
| GNII SF 004882 M       | 2040-12-20      | 4.0000%  | 0.0000% | $228684049.00      | $11372929.35       | Agency Mortgage-Backed Securities  |
| GNII SF 004656 M       | 2040-03-20      | 4.0000%  | 0.0000% | $8784537.00        | $379630.63         | Agency Mortgage-Backed Securities  |
| GNII SF CZ4673 C       | 2054-01-20      | 7.0000%  | 0.0000% | $10225937.00       | $4068236.86        | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $25731.00          | $19997.74          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9916 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1082667.00        | $1140671.28        | Agency Mortgage-Backed Securities  |
| GNII SF DK7147 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1580378.00        | $1651734.30        | Agency Mortgage-Backed Securities  |
| GNII SF CX6881 C       | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $2942728.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $992158.60         | Agency Mortgage-Backed Securities  |
| GNII SF DC3046 C       | 2054-06-20      | 7.0000%  | 0.0000% | $1283861.00        | $537164.31         | Agency Mortgage-Backed Securities  |
| GNII SF DM6803 C       | 2056-01-20      | 6.0000%  | 0.0000% | $12981375.00       | $13494038.16       | Agency Mortgage-Backed Securities  |
| GNII SF MA9776 M       | 2054-06-20      | 4.0000%  | 0.0000% | $4181014.00        | $3772848.02        | Agency Mortgage-Backed Securities  |
| GNII SF DN5896 C       | 2055-11-20      | 6.5000%  | 0.0000% | $9570282.00        | $10173278.92       | Agency Mortgage-Backed Securities  |
| GNII SF DK5857 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3922828.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $340714157.00      | $249999999.40      | Agency Mortgage-Backed Securities  |
| GNII SF DO7696 C       | 2056-01-20      | 6.0000%  | 0.0000% | $5235485.00        | $5401208.53        | Agency Mortgage-Backed Securities  |
| GNII SF MB0342 M       | 2040-05-20      | 6.0000%  | 0.0000% | $6443176.00        | $5799989.71        | Agency Mortgage-Backed Securities  |
| GNII SF DI1035 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1520337.00        | $1621634.23        | Agency Mortgage-Backed Securities  |
| GNII SF MB0717 M       | 2040-11-20      | 5.0000%  | 0.0000% | $430850.00         | $427752.89         | Agency Mortgage-Backed Securities  |
| GNII SF DI1753 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1191837.00        | $735196.30         | Agency Mortgage-Backed Securities  |
| GNII SF DO5367 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1128101.00        | $1143620.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $261578765.00      | $249999999.54      | Agency Mortgage-Backed Securities  |
| GNII SF DO6270 C       | 2055-11-20      | 7.0000%  | 0.0000% | $1223183.00        | $1277248.36        | Agency Mortgage-Backed Securities  |
| GNII SF DO4504 C       | 2055-12-20      | 5.0000%  | 0.0000% | $4125276.00        | $4167473.23        | Agency Mortgage-Backed Securities  |
| GNII SF 004597 M       | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $9450.14           | Agency Mortgage-Backed Securities  |
| GNII SF 003388 M       | 2033-05-20      | 4.5000%  | 0.0000% | $45000.00          | $520.41            | Agency Mortgage-Backed Securities  |
| GNII SF DH3451 C       | 2055-02-20      | 6.0000%  | 0.0000% | $4235207.00        | $2869614.02        | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M       | 2055-06-20      | 5.0000%  | 0.0000% | $203000000.00      | $199887137.94      | Agency Mortgage-Backed Securities  |
| GNII SF DH3465 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1911863.00        | $993151.99         | Agency Mortgage-Backed Securities  |
| GNII SF MB0621 M       | 2055-09-20      | 4.5000%  | 0.0000% | $10000000.00       | $9817331.33        | Agency Mortgage-Backed Securities  |
| GNII SF DD4797 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $596213.46         | Agency Mortgage-Backed Securities  |
| GNII SF MB0420 M       | 2055-05-20      | 3.5000%  | 0.0000% | $131556.00         | $121361.97         | Agency Mortgage-Backed Securities  |
| GNII SF DG4263 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1598901.53        | Agency Mortgage-Backed Securities  |
| GNII SF DD7261 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1294870.00        | $581067.40         | Agency Mortgage-Backed Securities  |
| GNII SF 005239 M       | 2041-11-20      | 3.0000%  | 0.0000% | $98000.00          | $5914.07           | Agency Mortgage-Backed Securities  |
| GNII SF DO9762 C       | 2055-12-20      | 5.5000%  | 0.0000% | $15332550.00       | $15608232.30       | Agency Mortgage-Backed Securities  |
| GNII SF MB0937 M       | 2056-01-20      | 5.5000%  | 0.0000% | $245266546.00      | $249999999.52      | Agency Mortgage-Backed Securities  |
| GNII SF MB0484 M       | 2055-07-20      | 5.0000%  | 0.0000% | $15406987.00       | $15250730.12       | Agency Mortgage-Backed Securities  |
| GNII SF MB0933 M       | 2056-01-20      | 3.5000%  | 0.0000% | $189491089.00      | $177528095.50      | Agency Mortgage-Backed Securities  |
| GNII SF 005049 M       | 2026-05-20      | 3.5000%  | 0.0000% | $900000.00         | $514.31            | Agency Mortgage-Backed Securities  |
| GNII SF DO9824 C       | 2055-12-20      | 5.5000%  | 0.0000% | $12761348.00       | $12981101.64       | Agency Mortgage-Backed Securities  |
| GNII SF MB0118 M       | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $796334.67         | Agency Mortgage-Backed Securities  |
| GNII SF 004423 M       | 2039-04-20      | 4.5000%  | 0.0000% | $192542923.00      | $4183566.37        | Agency Mortgage-Backed Securities  |
| GNII SF DO0905 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1935511.00        | $1951523.45        | Agency Mortgage-Backed Securities  |
| GNII SF MB0281 M       | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1212730.66        | Agency Mortgage-Backed Securities  |
| GNII SF DD4723 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1186364.00        | $889646.91         | Agency Mortgage-Backed Securities  |
| GNII SF 005139 M       | 2041-08-20      | 4.0000%  | 0.0000% | $1974314.00        | $93135.98          | Agency Mortgage-Backed Securities  |
| GNII SF 436252 C       | 2041-08-20      | 4.5000%  | 0.0000% | $1303681.00        | $162289.65         | Agency Mortgage-Backed Securities  |
| GNII SF 004946 M       | 2041-02-20      | 4.5000%  | 0.0000% | $563333.00         | $21967.00          | Agency Mortgage-Backed Securities  |
| GNII SF 004244 M       | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $3100.94           | Agency Mortgage-Backed Securities  |
| GNII SF 005203 M       | 2041-10-20      | 4.0000%  | 0.0000% | $317848.00         | $15190.31          | Agency Mortgage-Backed Securities  |
| GNII SF 004269 M       | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $552.62            | Agency Mortgage-Backed Securities  |
| GNII SF 005280 M       | 2042-01-20      | 4.0000%  | 0.0000% | $73903022.00       | $3869566.83        | Agency Mortgage-Backed Securities  |
| GNII SF DG4819 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $2476959.13        | Agency Mortgage-Backed Securities  |
| GNII SF DG1141 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1096822.00        | $1138277.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA7508 M       | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $172662.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA6769 M       | 2050-07-20      | 4.5000%  | 0.0000% | $11635000.00       | $2780429.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA6664 M       | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $50341.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA7319 M       | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $12809.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $785000.00         | $325461.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA6477 M       | 2050-01-20      | 4.5000%  | 0.0000% | $3850000.00        | $482369.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $7393139.00        | $5398888.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $35000000.00       | $21569431.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $119869932.00      | $75676657.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA7365 M       | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $394773.83         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1889 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $894325.10         | Agency Mortgage-Backed Securities  |
| GNII SF DH0219 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $2878974.98        | Agency Mortgage-Backed Securities  |
| GNII SF DD8208 C       | 2054-08-20      | 7.0000%  | 0.0000% | $3080705.00        | $1392098.87        | Agency Mortgage-Backed Securities  |
| GNII SF DE4877 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1216930.33        | Agency Mortgage-Backed Securities  |
| GNII SF CX6878 C       | 2053-12-20      | 6.0000%  | 0.0000% | $1405725.00        | $945695.70         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3716 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $647106.26         | Agency Mortgage-Backed Securities  |
| GNII SF DA7201 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1769904.00        | $1212162.81        | Agency Mortgage-Backed Securities  |
| GNII SF DE5266 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1635163.05        | Agency Mortgage-Backed Securities  |
| GNII SF 668606 C       | 2037-11-20      | 5.6000%  | 0.0000% | $56811.00          | $32343.72          | Agency Mortgage-Backed Securities  |
| GNII SF BA0861 C       | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $270708.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M       | 2052-05-20      | 2.5000%  | 0.0000% | $685734.00         | $436013.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA5135 M       | 2048-04-20      | 3.0000%  | 0.0000% | $6031688.00        | $922993.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $2088684.00        | $275964.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $293438.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $100000.00         | $9794.38           | Agency Mortgage-Backed Securities  |
| GNII SF AA5878 C       | 2042-12-20      | 3.0000%  | 0.0000% | $3705000.00        | $542570.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA1201 M       | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $31712.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $416373.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA5198 M       | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $18993.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA9778 M       | 2054-07-20      | 5.0000%  | 0.0000% | $370000.00         | $340302.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M       | 2051-09-20      | 3.0000%  | 0.0000% | $1349659.00        | $965520.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA8724 M       | 2053-03-20      | 4.5000%  | 0.0000% | $4000000.00        | $3139310.87        | Agency Mortgage-Backed Securities  |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $500000.00         | $96949.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M       | 2047-07-20      | 3.5000%  | 0.0000% | $2080000.00        | $252242.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA4319 M       | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5473.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $16197562.00       | $1792523.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA4657 M       | 2047-08-20      | 6.0000%  | 0.0000% | $100000.00         | $9906.61           | Agency Mortgage-Backed Securities  |

### Security 699: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 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: ARP1FJUS0, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1FJUS0
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $53673500.00       | $55352053.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $378300.00         | $290920.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $39713000.00       | $30390948.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $300700.00         | $154944.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $71639000.00       | $52066713.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $8828000.00        | $8034889.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $119047800.00      | $109394023.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $107664000.00      | $91432829.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $2530800.00        | $2504705.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $4935200.00        | $4927307.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $4462600.00        | $4174925.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $45000000.00       | $38205806.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $891.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1753000.00        | $1200017.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $92228600.00       | $95618383.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $452700.00         | $431072.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $7833100.00        | $7955295.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $26802117.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $2875900.00        | $2727199.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $3742300.00        | $3834960.44        | U.S. Treasuries (including strips) |

### Security 700: 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: ARP1FJUW1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FJUW1
- **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):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2027-07-15      | 0.3750%  | 0.0000% | $37263000.00       | $49262369.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-03-24      | 0.0000%  | 0.0000% | $7931900.00        | $7911975.07        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRQ0064     | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA9721 M         | 2054-06-20      | 3.5000%  | 0.0000% | $1000.00           | $777.77            | Agency Mortgage-Backed Securities         |
| GNII SF DK7884 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1068.37           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2961 C         | 2056-02-20      | 6.5000%  | 0.0000% | $60271.00          | $63468.34          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591     | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3998     | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $189.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794     | 2048-10-01      | 4.5000%  | 0.0000% | $2306.00           | $483.58            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3119     | 2047-04-01      | 4.0000%  | 0.0000% | $11265043.00       | $3552351.95        | Agency Mortgage-Backed Securities         |
| GNII SF DL9281 C         | 2055-09-20      | 6.0000%  | 0.0000% | $2024.00           | $2085.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA9728 M         | 2054-05-20      | 7.0000%  | 0.0000% | $34064997.00       | $11542763.73       | Agency Mortgage-Backed Securities         |
| GNII SF CO4961 C         | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $979.36            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2043-05-15      | 2.8750%  | 0.0000% | $1458700.00        | $1175223.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-05-31      | 2.6250%  | 0.0000% | $200.00            | $199.07            | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD3225     | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1445.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3191     | 2053-06-01      | 5.0000%  | 0.0000% | $60000.00          | $50427.03          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1064     | 2052-01-01      | 3.0000%  | 0.0000% | $1228050.00        | $827028.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5573     | 2052-08-01      | 3.0000%  | 0.0000% | $1418414.00        | $1087767.54        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512     | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $493.20            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1180     | 2039-05-01      | 6.0000%  | 0.0000% | $11001.00          | $7008.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340     | 2052-03-01      | 3.0000%  | 0.0000% | $1888000.00        | $1282652.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2872     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $834.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3232     | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $714.54            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511     | 2036-05-01      | 2.0000%  | 0.0000% | $4999.00           | $2395.66           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-11-07      | 2.8000%  | 0.0000% | $145000.00         | $143439.16         | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLSD4708     | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $791.10            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0188     | 2041-09-01      | 2.0000%  | 0.0000% | $98000.00          | $56143.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA7706 M         | 2051-11-20      | 3.0000%  | 0.0000% | $2024.00           | $1228.81           | Agency Mortgage-Backed Securities         |
| GNII SF CI2020 C         | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $448.29            | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M         | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $627.36            | Agency Mortgage-Backed Securities         |
| GNII SF DK8238 C         | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| GNII SF CX0789 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $878.79            | Agency Mortgage-Backed Securities         |
| GNII SF DN5619 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.96           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4219 C         | 2055-07-20      | 7.0000%  | 0.0000% | $1008.00           | $1068.01           | Agency Mortgage-Backed Securities         |
| GNII ET DO3955 C         | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M         | 2055-08-20      | 6.5000%  | 0.0000% | $392800.00         | $402226.98         | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C         | 2065-05-20      | 7.0000%  | 0.0000% | $7046400.00        | $6405178.34        | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG         | 2054-07-20      | 4.9615%  | 0.0000% | $7771529.00        | $3587576.06        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM9376     | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1091.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA6571 M         | 2035-04-20      | 2.5000%  | 0.0000% | $259003.00         | $50149.28          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0753     | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2043.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3384     | 2050-10-02      | 4.5000%  | 0.0000% | $1653278.00        | $1218202.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2245     | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $77177.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432     | 2052-08-01      | 4.5000%  | 0.0000% | $5558479.00        | $4373691.56        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2715     | 2050-09-01      | 4.5000%  | 0.0000% | $400000.00         | $274041.75         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1745     | 2052-10-01      | 2.0000%  | 0.0000% | $303737.00         | $209811.99         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1215     | 2039-07-01      | 6.0000%  | 0.0000% | $23038.00          | $12481.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2269     | 2048-05-01      | 4.0000%  | 0.0000% | $1024.00           | $673.47            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0355     | 2035-06-01      | 3.5000%  | 0.0000% | $1027954.00        | $204399.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5024     | 2041-03-01      | 4.5000%  | 0.0000% | $1752.00           | $1766.31           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5876     | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| GNII SF MA9012 M         | 2053-05-20      | 3.0000%  | 0.0000% | $38066920.00       | $26157379.95       | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M         | 2054-08-20      | 6.5000%  | 0.0000% | $56320.00          | $27560.88          | Agency Mortgage-Backed Securities         |
| GNII SF CK0320 C         | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $750.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4355     | 2048-08-01      | 4.0000%  | 0.0000% | $13988180.00       | $3126811.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2783     | 2055-04-01      | 6.5000%  | 0.0000% | $11097400.00       | $10242790.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4029     | 2052-07-01      | 3.0000%  | 0.0000% | $2048.00           | $1860.08           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2047-02-15      | 0.8750%  | 0.0000% | $43967600.00       | $44135401.66       | U.S. Treasuries (including strips)        |
| GNII SF MA7937 M         | 2052-03-20      | 3.0000%  | 0.0000% | $5120.00           | $3305.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M         | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $92.95             | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M         | 2047-06-20      | 4.0000%  | 0.0000% | $1998.00           | $192.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA5712 M         | 2049-01-20      | 5.0000%  | 0.0000% | $1883092.00        | $108681.57         | Agency Mortgage-Backed Securities         |
| GNII SF CA1421 C         | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $375.96            | Agency Mortgage-Backed Securities         |
| GNII SF DN5617 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.06           | Agency Mortgage-Backed Securities         |
| GNII SF DP0266 C         | 2056-01-20      | 6.5000%  | 0.0000% | $1008.00           | $1081.85           | Agency Mortgage-Backed Securities         |
| GNII SF DN4025 C         | 2055-10-20      | 6.0000%  | 0.0000% | $412332.00         | $427587.59         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-07-09      | 0.0000%  | 0.0000% | $397000.00         | $391819.15         | U.S. Treasuries (including strips)        |
| GNII SF DP3323 C         | 2056-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1087.25           | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M         | 2056-01-20      | 5.0000%  | 0.0000% | $4143.00           | $4165.90           | Agency Mortgage-Backed Securities         |
| GNII SF DN9459 C         | 2055-11-20      | 7.0000%  | 0.0000% | $3000.00           | $3187.54           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-10-31      | 4.1250%  | 0.0000% | $16433300.00       | $16826040.80       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD6815     | 2054-04-01      | 6.0000%  | 0.0000% | $3447990.00        | $2861660.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8970     | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $945.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7016     | 2045-09-01      | 2.0000%  | 0.0000% | $1008.00           | $505.12            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5230     | 2032-10-01      | 4.2900%  | 0.0000% | $1024.00           | $1040.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7563     | 2050-11-01      | 2.0000%  | 0.0000% | $1056.00           | $567.02            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8039     | 2035-04-01      | 2.0000%  | 0.0000% | $1000.00           | $206.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3197     | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $802.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128     | 2053-06-01      | 5.0000%  | 0.0000% | $8993252.00        | $7665740.41        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0419     | 2048-02-01      | 3.5000%  | 0.0000% | $31582376.00       | $12300396.86       | Agency Mortgage-Backed Securities         |
| GNII SF CF8042 C         | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $363.76            | Agency Mortgage-Backed Securities         |
| GNII SF CA1436 C         | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $313.94            | Agency Mortgage-Backed Securities         |
| GNII SF DP7236 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities         |
| GNRA 2024-167 F          | 2054-10-20      | 4.7615%  | 0.0000% | $12803.00          | $9958.04           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY9698     | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $997.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4378     | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1032.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3479     | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1999.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8971     | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $949.83            | Agency Mortgage-Backed Securities         |
| GNII SF DP0269 C         | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1086.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $694.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA7391 M         | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $440.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M         | 2051-03-20      | 2.5000%  | 0.0000% | $4192.00           | $2014.02           | Agency Mortgage-Backed Securities         |
| GNII ET DP0383 C         | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.06           | Agency Mortgage-Backed Securities         |
| GNII SF MB0088 M         | 2054-12-20      | 3.5000%  | 0.0000% | $516160.00         | $467006.00         | Agency Mortgage-Backed Securities         |
| GNII SF DP0175 C         | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Mortgage-Backed Securities         |
| GNII SF DM5755 C         | 2055-10-20      | 6.0000%  | 0.0000% | $2004.00           | $2057.11           | Agency Mortgage-Backed Securities         |
| GNII SF DH8944 C         | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1015.39           | Agency Mortgage-Backed Securities         |
| GNII SF CX6094 C         | 2053-11-20      | 7.5000%  | 0.0000% | $1011.00           | $758.42            | Agency Mortgage-Backed Securities         |
| GNII SF CF8069 C         | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Mortgage-Backed Securities         |
| GNII SF MB0742 M         | 2055-10-20      | 3.5000%  | 0.0000% | $1040.00           | $968.07            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2954 C         | 2056-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.42           | Agency Mortgage-Backed Securities         |
| GNII SF CB9615 C         | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $526.04            | Agency Mortgage-Backed Securities         |
| GNII SF DD7530 C         | 2054-09-20      | 7.0000%  | 0.0000% | $215790.00         | $227160.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2243     | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $916.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1972     | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $944.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9130     | 2055-11-01      | 5.5000%  | 0.0000% | $4816169.00        | $4914324.52        | Agency Mortgage-Backed Securities         |
| GNII SF CV6286 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $859.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA7619 M         | 2036-10-20      | 1.5000%  | 0.0000% | $312198.00         | $161076.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9266     | 2055-11-01      | 6.5000%  | 0.0000% | $1556276.00        | $1631564.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5254     | 2055-11-01      | 6.5000%  | 0.0000% | $2917387.00        | $3080551.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $927.22            | Agency Mortgage-Backed Securities         |
| GNII ET DI7438 C         | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $834.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4056     | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1007.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4690     | 2054-01-01      | 6.5000%  | 0.0000% | $19566812.00       | $14975329.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2081     | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3518     | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $193562.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD5182     | 2054-03-01      | 4.5000%  | 0.0000% | $18746323.00       | $16479243.18       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3304     | 2042-07-01      | 3.5000%  | 0.0000% | $1108.00           | $305.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0659     | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $596.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8299     | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $87.31             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1610     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $778.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180     | 2053-06-01      | 6.5000%  | 0.0000% | $245818.00         | $185374.58         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08707 G     | 2046-05-01      | 4.0000%  | 0.0000% | $1001.00           | $105.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1992     | 2052-12-01      | 5.0000%  | 0.0000% | $2295330.00        | $1979822.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2276     | 2053-01-01      | 6.0000%  | 0.0000% | $466197.00         | $356864.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1472     | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $707.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3068     | 2053-05-01      | 5.5000%  | 0.0000% | $405000.00         | $267479.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8283     | 2039-02-01      | 6.0000%  | 0.0000% | $1991.00           | $917.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1380     | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $191.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7668     | 2048-08-01      | 4.5000%  | 0.0000% | $7093800.00        | $1394819.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB3510     | 2054-05-01      | 6.5000%  | 0.0000% | $1017874.00        | $1054837.34        | Agency Mortgage-Backed Securities         |
| GNII SF CX0791 C         | 2053-09-20      | 7.0000%  | 0.0000% | $11232.00          | $8517.69           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5735     | 2030-11-01      | 4.6300%  | 0.0000% | $8140000.00        | $8382717.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTCA1407     | 2038-03-01      | 4.0000%  | 0.0000% | $12097977.00       | $3349991.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M         | 2051-08-20      | 2.5000%  | 0.0000% | $49986900.00       | $28836134.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4181     | 2055-05-01      | 6.5000%  | 0.0000% | $13717584.00       | $12525277.31       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4794     | 2055-09-01      | 6.5000%  | 0.0000% | $3550348.00        | $3688435.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955     | 2046-01-01      | 5.0000%  | 0.0000% | $11565200.00       | $11599142.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5861     | 2040-10-01      | 5.5000%  | 0.0000% | $4568504.00        | $4330153.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091     | 2056-02-01      | 5.0000%  | 0.0000% | $31789567.00       | $32441447.39       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA0930     | 2053-10-01      | 6.0000%  | 0.0000% | $5758624.00        | $3525846.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8368     | 2053-10-01      | 6.0000%  | 0.0000% | $551240.00         | $369793.36         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8489     | 2053-03-01      | 5.0000%  | 0.0000% | $1273.00           | $1236.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG0729     | 2055-12-01      | 6.0000%  | 0.0000% | $1573736.00        | $1648681.49        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-06-30      | 4.6250%  | 0.0000% | $35744900.00       | $36121659.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips)        |
| GNII SF DP4394 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities         |
| GNII SF DP3937 C         | 2056-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2146.44           | Agency Mortgage-Backed Securities         |
| GNMI SP 783685 X         | 2042-10-15      | 3.0000%  | 0.0000% | $4096.00           | $361.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-04-30      | 0.5000%  | 0.0000% | $137639300.00      | $133130876.06      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-02-15      | 2.7500%  | 0.0000% | $49651600.00       | $49031729.67       | U.S. Treasuries (including strips)        |
| GNII SF DO2447 C         | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257     | 2052-10-01      | 4.5000%  | 0.0000% | $26393632.00       | $20464447.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1778     | 2052-11-01      | 5.5000%  | 0.0000% | $704644.00         | $540885.29         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C92007 G     | 2038-05-01      | 4.5000%  | 0.0000% | $216955.00         | $27969.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226     | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4489.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8614     | 2031-06-01      | 2.5000%  | 0.0000% | $1000.00           | $107.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859     | 2049-03-01      | 5.0000%  | 0.0000% | $19383156.00       | $3717128.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6041     | 2054-08-01      | 5.0000%  | 0.0000% | $8564267.00        | $7620228.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7191     | 2054-12-01      | 5.0000%  | 0.0000% | $30728.00          | $27976.24          | Agency Mortgage-Backed Securities         |
| GNII SF DO9871 C         | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities         |
| GNII SF CV6237 C         | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $653.22            | Agency Mortgage-Backed Securities         |
| GNII SF CV6573 C         | 2053-08-20      | 6.8000%  | 0.0000% | $1001.00           | $765.17            | Agency Mortgage-Backed Securities         |
| GNII SF DG4806 C         | 2055-03-20      | 6.0000%  | 0.0000% | $2098060.00        | $2166034.63        | Agency Mortgage-Backed Securities         |
| GNII SF CX0786 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $976.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5991     | 2050-06-01      | 2.5000%  | 0.0000% | $3072192.00        | $1379421.09        | Agency Mortgage-Backed Securities         |
| FMAR 1B7956 G            | 2041-01-01      | 6.1010%  | 0.0000% | $3893.00           | $34.80             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08737 G     | 2046-12-01      | 3.0000%  | 0.0000% | $4993.00           | $889.05            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08466 G     | 2041-11-01      | 3.5000%  | 0.0000% | $4603.00           | $274.30            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G     | 2044-12-01      | 4.0000%  | 0.0000% | $1242.00           | $92.65             | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-08-25      | 2.6500%  | 0.0000% | $32000.00          | $31368.81          | Agency Debentures and Agency Strips       |
| 07.000 FGPC G07335 G     | 2039-03-01      | 7.0000%  | 0.0000% | $1002.00           | $38.61             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3517     | 2053-07-01      | 5.5000%  | 0.0000% | $1108446.00        | $956331.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5481     | 2054-06-01      | 5.5000%  | 0.0000% | $285000.00         | $244798.83         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5436     | 2051-06-01      | 2.0000%  | 0.0000% | $1008.00           | $594.43            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3575     | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $516.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696     | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $848.28            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8659     | 2033-06-01      | 4.4400%  | 0.0000% | $12316900.00       | $12595220.89       | Agency Mortgage-Backed Securities         |
| FKAR 04.190 WNWN2416     | 2030-05-01      | 4.1900%  | 0.0000% | $2024.00           | $2037.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4523     | 2055-07-01      | 7.5000%  | 0.0000% | $1462710.00        | $1576292.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 ZLFP0072     | 2050-07-25      | 4.5000%  | 0.0000% | $1008.00           | $761.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7151     | 2052-04-01      | 2.5000%  | 0.0000% | $16995123.00       | $12632418.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2332     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0678     | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $904.72            | Agency Mortgage-Backed Securities         |
| GNRA 2025-100 FJ         | 2055-06-20      | 4.8615%  | 0.0000% | $115069.00         | $108515.09         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF9804     | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities         |
| GNII SF DI1425 C         | 2055-03-20      | 7.0000%  | 0.0000% | $2008.00           | $1906.82           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M         | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Mortgage-Backed Securities         |
| GNII SF DP7946 C         | 2056-02-20      | 5.5000%  | 0.0000% | $1004.00           | $1036.06           | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M         | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities         |
| GNII SF MB0022 M         | 2054-10-20      | 3.5000%  | 0.0000% | $2016.00           | $1823.32           | Agency Mortgage-Backed Securities         |
| GNII SF MB0486 M         | 2055-06-20      | 6.0000%  | 0.0000% | $1280.00           | $1266.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0057     | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $974.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4121     | 2050-09-01      | 3.0000%  | 0.0000% | $5632000.00        | $1734339.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1934     | 2056-01-01      | 5.0000%  | 0.0000% | $1217.00           | $1237.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1202     | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1031.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2164     | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $651.55            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4524     | 2055-08-01      | 7.5000%  | 0.0000% | $3320225.00        | $3574806.94        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4522     | 2055-08-01      | 7.5000%  | 0.0000% | $1623710.00        | $1758765.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7193     | 2055-01-01      | 5.5000%  | 0.0000% | $4442680.00        | $4097512.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7317     | 2054-02-01      | 5.5000%  | 0.0000% | $9961024.00        | $8875761.14        | Agency Mortgage-Backed Securities         |
| GNII SF CV6318 C         | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $923.56            | Agency Mortgage-Backed Securities         |
| GNII SF MB0940 M         | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-10-31      | 1.3750%  | 0.0000% | $49999700.00       | $47585965.86       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips)        |
| GNII SF MB0813 M         | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities         |
| GNII SF MB0481 M         | 2055-07-20      | 3.5000%  | 0.0000% | $2008.00           | $1852.64           | Agency Mortgage-Backed Securities         |
| GNII SF CX0787 C         | 2053-09-20      | 7.0000%  | 0.0000% | $2820188.00        | $2674999.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA8725 M         | 2053-03-20      | 5.0000%  | 0.0000% | $297613557.00      | $226148052.39      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-05-31      | 2.7500%  | 0.0000% | $40000000.00       | $39371396.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-04-15      | 0.1250%  | 0.0000% | $29400.00          | $33447.75          | U.S. Treasuries (including strips)        |
| GNII SF DH8947 C         | 2055-03-20      | 7.5000%  | 0.0000% | $1041.00           | $1012.76           | Agency Mortgage-Backed Securities         |
| GNII SF CX0784 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $547.53            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-12-31      | 3.6250%  | 0.0000% | $52194500.00       | $52583245.21       | U.S. Treasuries (including strips)        |
| FNMS 06.000 CTMA5481     | 2044-09-01      | 6.0000%  | 0.0000% | $7135272.00        | $4220210.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M         | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $601.56            | Agency Mortgage-Backed Securities         |
| GNII SF CU0332 C         | 2053-08-20      | 7.0000%  | 0.0000% | $1560.00           | $1395.00           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7540     | 2051-05-01      | 2.5000%  | 0.0000% | $18196680.00       | $10508237.81       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1841     | 2048-07-01      | 4.0000%  | 0.0000% | $63627664.00       | $17079147.36       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2040-02-23      | 3.4400%  | 0.0000% | $1000.00           | $871.16            | Agency Debentures and Agency Strips       |
| 03.500 FGPC G18689 G     | 2033-05-01      | 3.5000%  | 0.0000% | $326122.00         | $29030.38          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5046     | 2036-07-01      | 6.0000%  | 0.0000% | $78955360.00       | $244110.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6531     | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $131.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5565     | 2048-07-01      | 4.5000%  | 0.0000% | $3542.00           | $771.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563     | 2053-05-01      | 4.5000%  | 0.0000% | $60465420.00       | $45894209.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0834     | 2044-12-01      | 5.5000%  | 0.0000% | $3608340.00        | $3631470.20        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q33785 G     | 2045-06-01      | 4.0000%  | 0.0000% | $15341072.00       | $3148950.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5355     | 2045-07-01      | 5.5000%  | 0.0000% | $1088.00           | $932.03            | Agency Mortgage-Backed Securities         |

### Security 701: 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: ARP1FJUX9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FJUX9
- **C.18 - Value (incl. sponsor support):** $2417000000.00
- **C.18.a - Value (excl. sponsor support):** $2417000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $27774552.15       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $147787696.86      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3503 | 2050-09-01      | 2.0000%  | 0.0000% | $560000.00         | $296923.80         | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91462 G | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $114123.24         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6552 | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $50604037.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6165 | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $26229581.15       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5845 | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1587531.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9897 | 2052-10-01      | 4.5000%  | 0.0000% | $75000000.00       | $56102985.03       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $250000000.00      | $19503700.44       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0539 | 2054-04-01      | 6.5000%  | 0.0000% | $69682894.00       | $55242750.32       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2853 | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $97505028.45       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5348 | 2052-04-01      | 3.0000%  | 0.0000% | $1063000.00        | $644224.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $197366.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $6708160.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $274529000.00      | $201546987.05      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $157418301.00      | $12549664.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8997 | 2054-08-01      | 6.5000%  | 0.0000% | $55028953.00       | $40368966.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $17377422.83       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4114 | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1632585.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $14047887.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204366.13         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0882 | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $736603.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9311 | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1576260.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $11942283.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $185960.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $16273424.00       | $10186459.66       | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $167921.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $19440684.00       | $14928597.31       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $10692320.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $9845613.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $107600000.00      | $78643300.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7787 | 2039-04-01      | 6.0000%  | 0.0000% | $13690000.00       | $10008500.02       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6496 | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $7554447.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0851 | 2055-08-01      | 5.5000%  | 0.0000% | $143600519.00      | $144743399.31      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4708 | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2383991.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4555 | 2055-07-01      | 5.5000%  | 0.0000% | $77950063.00       | $71273569.90       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  | 0.0000% | $28441963.00       | $28301618.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $6257888.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $7221796.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $805368.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7916 | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $499101.06         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $54161418.00       | $42947959.82       | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT2499 | 2046-06-15      | 3.5000%  | 0.0000% | $38686194.00       | $36328076.32       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $6284651.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $465338.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $214218.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4066 | 2056-02-01      | 5.5000%  | 0.0000% | $189012950.00      | $192323589.72      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5555 | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $9808962.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $59180000.00       | $49497176.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1885653.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $174593168.00      | $135861826.90      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $4620693.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $35351962.06       | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6061 | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $965337.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $503606.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0529 | 2054-07-01      | 6.5000%  | 0.0000% | $103569361.00      | $86298373.21       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0745 | 2055-04-01      | 6.5000%  | 0.0000% | $42290843.00       | $36493831.99       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4260 | 2053-11-01      | 6.5000%  | 0.0000% | $89866514.00       | $65046997.73       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2744 | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $55582053.02       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4014 | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $364588.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9799 | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $12564601.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3324 | 2055-08-01      | 6.0000%  | 0.0000% | $98206714.00       | $97669851.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4069 | 2055-12-01      | 5.5000%  | 0.0000% | $113626488.00      | $116006365.09      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4076 | 2055-12-01      | 5.5000%  | 0.0000% | $111234298.00      | $113262139.74      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2223 | 2054-08-01      | 6.5000%  | 0.0000% | $79340269.00       | $54469547.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0679 | 2054-11-01      | 6.5000%  | 0.0000% | $54921744.00       | $46651119.30       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $18433720.00       | $14417530.35       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $67273994.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2432 | 2055-06-01      | 5.5000%  | 0.0000% | $36990499.00       | $34538411.51       | Agency Mortgage-Backed Securities |

### Security 702: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 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: ARP1FJUY7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1FJUY7
- **C.18 - Value (incl. sponsor support):** $2091000000.00
- **C.18.a - Value (excl. sponsor support):** $2091000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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? 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      | 2.6250%  | 0.0000% | $118400.00         | $115709.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $16013900.00       | $16300477.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $336900.00         | $353687.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $154942200.00      | $155686401.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $4119000.00        | $4169825.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $1898400.00        | $1901419.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $128100.00         | $202051.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $2899500.00        | $2885968.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $17824900.00       | $17143562.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $5019000.00        | $5127454.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $15515800.00       | $15812901.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $68447500.00       | $69628095.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $12000.00          | $12126.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $605700.00         | $608416.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $129330300.00      | $123597905.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $3141900.00        | $3158638.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $755800.00         | $800196.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $3000000.00        | $3214126.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $88970600.00       | $92602257.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $3000000.00        | $3056537.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $8101000.00        | $7763651.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $166002000.00      | $158311732.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $12180800.00       | $12077518.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2200.00           | $2081.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $21957200.00       | $21805985.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $2583000.00        | $2509763.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $5918600.00        | $5814173.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $184828400.00      | $190251244.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $4711100.00        | $4834242.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $1454200.00        | $1450923.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $16000000.00       | $15867025.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $11336300.00       | $11505315.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $25494800.00       | $26412067.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $2778900.00        | $2826082.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1325000.00        | $1382453.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $800000.00         | $840463.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1076500.00        | $1090478.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $19116000.00       | $19397093.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $8840700.00        | $8433711.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $12219300.00       | $12456200.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $57800.00          | $59374.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $948800.00         | $965187.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $2488600.00        | $2503887.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $2802200.00        | $2664618.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $10617100.00       | $9368150.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $6486400.00        | $6392712.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $143218000.00      | $137659661.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $356900.00         | $354808.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $114800.00         | $117873.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1247500.00        | $1226048.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $11963000.00       | $12175539.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $119644800.00      | $118151106.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $5013000.00        | $5040217.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $178500.00         | $176025.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $1368000.00        | $1382419.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $3728300.00        | $3759425.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $50130800.00       | $52300591.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $8962900.00        | $9085004.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $247496300.00      | $249999964.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $153614000.00      | $159359112.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $3646200.00        | $3675284.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1301400.00        | $1325834.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $329400.00         | $490870.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $248000.00         | $254822.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $89700.00          | $91749.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $1195000.00        | $1211713.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $154500.00         | $158930.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $10029000.00       | $10108419.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $25094000.00       | $25407808.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $12000000.00       | $12228450.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $4029400.00        | $4162292.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $5931000.00        | $6010466.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $135011500.00      | $138278397.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $24919800.00       | $25833095.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $21639900.00       | $22294258.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $37387500.00       | $39176419.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $6016000.00        | $6210171.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $2539000.00        | $2606658.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1387300.00        | $1433608.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $30472200.00       | $32054412.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $2160000.00        | $2131751.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $4153000.00        | $4175183.90        | U.S. Treasuries (including strips) |

### Security 703: 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: ARP1FJV26, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FJV26
- **C.18 - Value (incl. sponsor support):** $624000000.00
- **C.18.a - Value (excl. sponsor support):** $624000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $400.00            | $406.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $29174600.00       | $33191313.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $108885000.00      | $93470818.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $23921500.00       | $30621164.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $8183100.00        | $8431790.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $400.00            | $428.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7729%  | 0.0000% | $478588.00         | $480026.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $1000000.00        | $1237374.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $16619600.00       | $16696320.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $64500.00          | $64156.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $202.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $5387400.00        | $5851682.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $7840700.00        | $8301273.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $24591100.00       | $18618838.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $11000000.00       | $10393103.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $159237700.00      | $216337804.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $200.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $33780900.00       | $27216077.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $125286500.00      | $165631049.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $127200.00         | $129724.58         | U.S. Treasuries (including strips) |

### Security 704: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 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: ARP1FJVA8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1FJVA8
- **C.18 - Value (incl. sponsor support):** $564000000.00
- **C.18.a - Value (excl. sponsor support):** $564000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $41834000.00       | $42792333.24       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $12676192.00       | $7981777.27        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK6181 | 2028-11-01      | 3.0000%  | 0.0000% | $1125000.00        | $34723.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $13000.00          | $2782.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $225000.00         | $74856.04          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD0241 | 2051-11-01      | 2.0000%  | 0.0000% | $1700000.00        | $1000340.38        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  | 0.0000% | $47000.00          | $252.00            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  | 0.0000% | $540000.00         | $420515.68         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6061 | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $21117159.55       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $540000.00         | $397351.78         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1378 | 2051-11-01      | 2.5000%  | 0.0000% | $318653.00         | $176563.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4336 | 2038-04-01      | 6.0000%  | 0.0000% | $592999.00         | $5612.66           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $158369.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $403.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1586 | 2044-01-01      | 4.5000%  | 0.0000% | $124000.00         | $8319.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7729 | 2046-08-01      | 3.0000%  | 0.0000% | $47000.00          | $11035.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $74000.00          | $10763.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ9994 | 2043-02-01      | 3.0000%  | 0.0000% | $285773.00         | $42735.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $69093.53          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  | 0.0000% | $270000.00         | $38417.40          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $16438592.00       | $12944536.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $660906.99         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | 0.0000% | $1000000.00        | $778510.00         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2504025.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $970000.00         | $755741.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $10260340.00       | $7868556.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM0505 | 2039-10-01      | 4.5000%  | 0.0000% | $2050000.00        | $200340.28         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  | 0.0000% | $50000.00          | $42858.53          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $430000.00         | $228204.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $46000.00          | $29735.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9394 | 2047-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $88471.37          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNQS0276 | 2033-02-01      | 6.0000%  | 0.0000% | $1992762.00        | $893648.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555498 | 2033-05-01      | 5.5000%  | 0.0000% | $24625000.00       | $309772.33         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6239 | 2051-11-01      | 2.0000%  | 0.0000% | $390000.00         | $230054.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1588 | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22767.56          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $123000.00         | $76879.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0223 | 2041-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $99226.32          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2527 | 2038-09-01      | 4.5000%  | 0.0000% | $562975.00         | $81009.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2921 | 2040-06-01      | 5.0000%  | 0.0000% | $1180000.00        | $104868.67         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $664704.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  | 0.0000% | $31000.00          | $3823.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $1953000.00        | $108018.82         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK5505 | 2028-05-01      | 2.0000%  | 0.0000% | $3075000.00        | $115455.19         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7038 | 2048-06-01      | 4.0000%  | 0.0000% | $10544320.00       | $1678638.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA1041 | 2040-03-01      | 5.5000%  | 0.0000% | $161313.00         | $4192.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $39668.60          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  | 0.0000% | $1482496.00        | $153061.69         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $98301.00          | $61.19             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2796 | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $126662.53         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2510 | 2038-06-01      | 3.5000%  | 0.0000% | $354000.00         | $35918.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2497 | 2036-01-01      | 3.5000%  | 0.0000% | $69000.00          | $8397.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  | 0.0000% | $1613752.00        | $23608.29          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $635000.00         | $483662.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $3105.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2407822.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $957000.00         | $279199.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  | 0.0000% | $1125000.00        | $588234.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1854 | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $23639.66          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $344000.00         | $160727.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3899 | 2030-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $165725.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD4598 | 2040-05-01      | 5.5000%  | 0.0000% | $492575.00         | $10913.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  | 0.0000% | $1010000.00        | $17544.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $266000.00         | $254136.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $1892000.00        | $45890.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $69999.00          | $357.29            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $5475792.00        | $3565040.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  | 0.0000% | $184000.00         | $94880.23          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  | 0.0000% | $2659080.00        | $2294694.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994637 | 2038-11-01      | 5.5000%  | 0.0000% | $3131864.00        | $10750.34          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | 0.0000% | $763000.00         | $131353.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $2850000.00        | $2221656.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $287200.00         | $224549.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4536 | 2056-02-01      | 5.5000%  | 0.0000% | $11402655.00       | $11727142.88       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8899 | 2043-04-01      | 3.0000%  | 0.0000% | $830418.00         | $123508.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1456 | 2028-09-01      | 2.5000%  | 0.0000% | $274000.00         | $20164.06          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $48243904.00       | $3708785.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $40000.00          | $27742.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5991 | 2053-01-01      | 5.5000%  | 0.0000% | $369802.00         | $265848.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $114000.00         | $70198.78          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD2464 | 2052-02-01      | 2.0000%  | 0.0000% | $181000.00         | $125766.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $3415000.00        | $2567362.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $2480000.00        | $231019.33         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2605 | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $7001.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $14000.00          | $11927.61          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $8229.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $240000.00         | $171886.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3835 | 2053-02-01      | 6.0000%  | 0.0000% | $19000.00          | $14976.98          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1368 | 2052-08-01      | 4.5000%  | 0.0000% | $2631000.00        | $1852345.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3534 | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $238624.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $43000.00          | $24514.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $2247000.00        | $1611019.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2479 | 2050-03-01      | 5.0000%  | 0.0000% | $500000.00         | $347680.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1047 | 2052-07-01      | 4.5000%  | 0.0000% | $9601290.00        | $7057410.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL6785 | 2043-08-01      | 3.5000%  | 0.0000% | $26000.00          | $3624.50           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $7697000.00        | $6128558.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL835751 | 2035-08-01      | 4.5000%  | 0.0000% | $2475000.00        | $13965.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL815316 | 2035-05-01      | 5.5000%  | 0.0000% | $120000.00         | $2247.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL776648 | 2034-05-01      | 5.5000%  | 0.0000% | $1503872.00        | $2675.87           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $110000.00         | $67191.64          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8184 | 2051-10-01      | 3.0000%  | 0.0000% | $15171328.00       | $9285707.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | 0.0000% | $385000.00         | $41158.63          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  | 0.0000% | $35080000.00       | $23890105.55       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5804 | 2055-06-01      | 6.0000%  | 0.0000% | $19032768.00       | $17090112.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0814 | 2039-09-01      | 6.0000%  | 0.0000% | $2009064.00        | $35398.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1910 | 2043-01-01      | 3.0000%  | 0.0000% | $269932.00         | $53970.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9410 | 2049-05-01      | 5.0000%  | 0.0000% | $1022058.00        | $167920.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $98000.00          | $27733.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  | 0.0000% | $72546.00          | $58643.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725256 | 2034-02-01      | 5.5000%  | 0.0000% | $3733000.00        | $23559.21          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8452 | 2054-08-01      | 5.0000%  | 0.0000% | $105000.00         | $94385.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $5027616.00        | $4473487.86        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5205 | 2051-05-01      | 2.5000%  | 0.0000% | $22508768.00       | $12722037.53       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $262144.00         | $62.58             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $7053384.00        | $5583102.50        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $6000.00           | $4331.76           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4148.03           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $1013000.00        | $712560.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $3007000.00        | $2746733.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0910 | 2043-01-01      | 3.0000%  | 0.0000% | $55044.00          | $7583.54           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $410000.00         | $287323.05         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2100.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $446000.00         | $371783.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $731100.00         | $630805.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2682352.63        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8213 | 2052-03-01      | 3.0000%  | 0.0000% | $7072900.00        | $4094135.14        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $1592060.00        | $1343182.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $57576.00          | $40506.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  | 0.0000% | $20000.00          | $16574.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $156910.64         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $224000.00         | $129738.94         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7236 | 2030-08-01      | 4.0000%  | 0.0000% | $366000.00         | $24278.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $550000.00         | $387767.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $944000.00         | $333791.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $2100000.00        | $736084.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5311 | 2039-03-01      | 5.0000%  | 0.0000% | $19000.00          | $10897.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $300000.00         | $168413.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  | 0.0000% | $97000.00          | $41066.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $388000.00         | $93604.65          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $30000.00          | $22979.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $403000.00         | $228261.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $3559000.00        | $3273781.99        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9181 | 2054-09-01      | 7.0000%  | 0.0000% | $14314000.00       | $11959390.10       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  | 0.0000% | $22000.00          | $19255.39          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL2687 | 2052-12-01      | 3.0000%  | 0.0000% | $26313760.00       | $23191318.73       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL4237 | 2049-01-01      | 4.0000%  | 0.0000% | $3636776.00        | $3606328.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  | 0.0000% | $21000.00          | $2359.87           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2672 | 2053-01-01      | 5.0000%  | 0.0000% | $17280256.00       | $16564179.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3860 | 2054-07-01      | 6.0000%  | 0.0000% | $10957376.00       | $11130227.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $6743072.00        | $5082298.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $4678488.00        | $3332264.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1454 | 2028-09-01      | 2.5000%  | 0.0000% | $10000.00          | $709.87            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $34438528.00       | $16461474.57       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2667 | 2050-03-01      | 4.0000%  | 0.0000% | $6269184.00        | $5905056.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1151 | 2053-11-01      | 5.0000%  | 0.0000% | $300000.00         | $280078.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5282 | 2044-03-01      | 6.0000%  | 0.0000% | $1005000.00        | $541193.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL6159 | 2032-01-01      | 4.5000%  | 0.0000% | $250000.00         | $12909.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $520000.00         | $467217.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  | 0.0000% | $262139.00         | $9.40              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM8986 | 2027-05-01      | 2.8300%  | 0.0000% | $2000000.00        | $1533773.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAT0534 | 2043-09-01      | 4.5000%  | 0.0000% | $241897.00         | $10639.09          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  | 0.0000% | $145800.00         | $122722.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $296979.86         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5568 | 2054-05-01      | 5.5000%  | 0.0000% | $9350000.00        | $7968939.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $125650.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2477 | 2053-03-01      | 5.5000%  | 0.0000% | $8057000.00        | $7047542.43        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7300 | 2050-09-01      | 3.0000%  | 0.0000% | $9048750.00        | $7570116.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4003 | 2041-06-01      | 5.5000%  | 0.0000% | $33000.00          | $2471.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1386000.00        | $1254321.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  | 0.0000% | $2847244.00        | $47384.53          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $37000.00          | $25674.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $31663488.00       | $24444879.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8863 | 2053-08-01      | 6.0000%  | 0.0000% | $508000.00         | $317691.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA7267 | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $972.29            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1909 | 2038-02-01      | 5.5000%  | 0.0000% | $10000000.00       | $105710.49         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $14000.00          | $10896.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3236 | 2041-06-01      | 5.0000%  | 0.0000% | $6135940.00        | $512104.51         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $148000.00         | $110884.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  | 0.0000% | $23000.00          | $14094.15          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $131000.00         | $107701.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  | 0.0000% | $5600784.00        | $4453253.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $138000.00         | $99742.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $17200.34          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2770 | 2049-02-01      | 6.0000%  | 0.0000% | $87000.00          | $53030.89          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1733 | 2052-10-01      | 5.0000%  | 0.0000% | $151302.00         | $112867.04         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $305000.00         | $229781.04         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6604 | 2052-01-01      | 3.0000%  | 0.0000% | $325000.00         | $209762.11         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5154 | 2053-11-01      | 6.5000%  | 0.0000% | $20000.00          | $10517.81          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  | 0.0000% | $168500.00         | $105551.46         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $7471000.00        | $4401757.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $6526136.00        | $5163159.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $708000.00         | $567314.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $967000.00         | $721787.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $75000.00          | $66574.16          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7241 | 2054-12-01      | 5.5000%  | 0.0000% | $1100000.00        | $931499.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1360 | 2052-07-01      | 5.5000%  | 0.0000% | $100000.00         | $69738.46          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $10426000.00       | $6878181.98        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $515000.00         | $324477.15         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $3109656.00        | $2236178.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1258 | 2048-11-01      | 4.5000%  | 0.0000% | $34999.00          | $1522.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $800000.00         | $253450.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8022 | 2050-12-01      | 2.5000%  | 0.0000% | $4500000.00        | $2153900.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1812 | 2055-08-01      | 5.5000%  | 0.0000% | $265000.00         | $256571.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6340 | 2051-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $632858.30         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4032 | 2053-10-01      | 6.5000%  | 0.0000% | $24459000.00       | $17880031.08       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4640 | 2045-11-01      | 4.5000%  | 0.0000% | $82000000.00       | $5868303.25        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5474 | 2052-07-01      | 4.0000%  | 0.0000% | $167670.00         | $132202.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC0832 | 2051-04-01      | 3.5000%  | 0.0000% | $1118092.00        | $446113.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $833051.29         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0229 | 2051-11-01      | 2.5000%  | 0.0000% | $1625000.00        | $1005973.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $24000.00          | $16821.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1119736.00        | $991146.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  | 0.0000% | $1927000.00        | $606562.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3630 | 2053-08-01      | 5.5000%  | 0.0000% | $439992.00         | $370560.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $8660000.00        | $64198.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL747637 | 2033-11-01      | 6.0000%  | 0.0000% | $500000.00         | $8527.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5032 | 2055-09-01      | 5.5000%  | 0.0000% | $1805972.00        | $1685495.60        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4287 | 2049-11-01      | 3.0000%  | 0.0000% | $30000.00          | $6715.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6680 | 2053-07-01      | 5.5000%  | 0.0000% | $3791224.00        | $3005707.07        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $5444000.00        | $4226308.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  | 0.0000% | $8550000.00        | $7185339.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8405 | 2056-01-01      | 5.5000%  | 0.0000% | $1902512.00        | $1952241.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $4350000.00        | $30981.33          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9631 | 2053-11-01      | 6.5000%  | 0.0000% | $1200000.00        | $995392.40         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2679 | 2052-03-01      | 2.5000%  | 0.0000% | $10215248.00       | $8725158.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0430 | 2055-02-01      | 6.0000%  | 0.0000% | $1217150.00        | $1119855.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $4000.00           | $2813.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0110 | 2054-12-01      | 5.5000%  | 0.0000% | $599733.00         | $552597.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909175 | 2038-04-01      | 5.5000%  | 0.0000% | $105091.00         | $8190.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8947 | 2054-07-01      | 6.0000%  | 0.0000% | $30000.00          | $27090.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7426 | 2053-11-01      | 6.5000%  | 0.0000% | $977241.00         | $642849.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $835000.00         | $645925.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC5003 | 2040-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $22069.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1459 | 2033-06-01      | 3.0000%  | 0.0000% | $7000.00           | $708.28            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $5908248.00        | $5386352.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL909856 | 2037-03-01      | 6.0000%  | 0.0000% | $2010000.00        | $12416.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $40000.00          | $25886.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $65536.00          | $41.83             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG4141 | 2056-03-01      | 5.5000%  | 0.0000% | $6164310.00        | $6338551.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD9324 | 2046-10-01      | 3.5000%  | 0.0000% | $55000.00          | $15391.59          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF5546 | 2055-12-01      | 4.2410%  | 0.0000% | $5000000.00        | $5017802.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3615 | 2055-07-01      | 5.5000%  | 0.0000% | $965000.00         | $968696.96         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $87000.00          | $53777.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4142 | 2043-09-01      | 6.0000%  | 0.0000% | $519000.00         | $38286.90          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $5924000.00        | $3434453.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $9123328.00        | $36689.80          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4300 | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $168836.47         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  | 0.0000% | $835583.00         | $487.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $205000.00         | $51453.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $98304.00          | $34.40             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $395.38            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7140 | 2029-01-01      | 2.0000%  | 0.0000% | $1005000.00        | $55925.96          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $18000.00          | $2495.67           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9550 | 2039-12-01      | 4.5000%  | 0.0000% | $8000.00           | $132.63            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $417000.00         | $317590.16         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $32768.00          | $22.96             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $358.27            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $106000.00         | $97638.15          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4100 | 2053-09-01      | 5.5000%  | 0.0000% | $30000.00          | $24873.58          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $3248000.00        | $1976583.78        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $26000.00          | $15915.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL669713 | 2032-11-01      | 6.0000%  | 0.0000% | $3719168.00        | $3291.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $432000.00         | $288309.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  | 0.0000% | $800000.00         | $581331.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6840 | 2043-02-01      | 3.0000%  | 0.0000% | $72487.00          | $11848.96          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1318 | 2054-11-01      | 5.0000%  | 0.0000% | $8121504.00        | $7922936.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3295 | 2052-04-01      | 2.5000%  | 0.0000% | $6758272.00        | $4472470.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $16000.00          | $69.07             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  | 0.0000% | $75000.00          | $35566.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL948849 | 2037-08-01      | 6.0000%  | 0.0000% | $9913327.00        | $108536.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  | 0.0000% | $56563.00          | $599.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  | 0.0000% | $56000.00          | $7505.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $22001.00          | $213.08            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $320000.00         | $130793.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $39000.00          | $6012.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4384 | 2055-10-01      | 6.0000%  | 0.0000% | $5109952.00        | $4462753.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  | 0.0000% | $30065504.00       | $27886480.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL903803 | 2036-11-01      | 6.0000%  | 0.0000% | $794388.00         | $9356.95           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6638 | 2055-11-01      | 5.5000%  | 0.0000% | $7408792.00        | $7456516.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $8902250.00        | $8537740.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0856 | 2055-04-01      | 5.0000%  | 0.0000% | $12440128.00       | $11681245.25       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930678 | 2039-03-01      | 5.0000%  | 0.0000% | $1130000.00        | $32170.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3792000.00        | $2946001.14        | Agency Mortgage-Backed Securities |

### Security 705: 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: ARP1FJVF7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJVF7
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $779000.00         | $604878.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4703 | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $103460.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $30000.00          | $24054.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ2751 | 2048-05-01      | 4.5000%  | 0.0000% | $7493698.00        | $785344.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $123138419.00      | $95666118.78       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $23000.00          | $3380.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5719 | 2047-11-01      | 3.5000%  | 0.0000% | $3707364.00        | $447872.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5043 | 2038-06-01      | 5.0000%  | 0.0000% | $5069642.00        | $2872327.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5650 | 2040-03-01      | 4.5000%  | 0.0000% | $122703.00         | $107813.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $6958000.00        | $5681806.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY5399 | 2053-07-01      | 5.0000%  | 0.0000% | $2454517.00        | $1812333.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $23746626.41       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1920 | 2056-02-01      | 4.5000%  | 0.0000% | $23636709.00       | $23589997.12       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $214000.00         | $129819.60         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $8462931.00        | $4696951.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $2990367.00        | $2734120.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  | 0.0000% | $2660000.00        | $1536952.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0575 | 2054-10-01      | 6.0000%  | 0.0000% | $166000.00         | $153378.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $17661715.00       | $14895647.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL988551 | 2038-08-01      | 5.5000%  | 0.0000% | $5357779.00        | $159231.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $327594.00         | $5391.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $477844.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1983 | 2034-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2346.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1119 | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $50022.14          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  | 0.0000% | $3275000.00        | $57327.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8162 | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $171426.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2373 | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $81915344.61       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $667668.00         | $433824.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $245221.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0472 | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6689549.34        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $22897.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $80000.00          | $54687.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $61000000.00       | $9394526.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8700 | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $54253063.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  | 0.0000% | $4731004.00        | $4713364.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA6025 | 2041-01-01      | 6.5000%  | 0.0000% | $1880795.00        | $1968668.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $109000.00         | $16942.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  | 0.0000% | $166815.00         | $14705.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8219 | 2040-04-01      | 5.0000%  | 0.0000% | $2978577.00        | $2848731.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $189000.00         | $125446.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $89000.00          | $54652.28          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4176 | 2040-11-01      | 2.0000%  | 0.0000% | $60000.00          | $29672.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL923749 | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $15989.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $87000.00          | $35307.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2611.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL848646 | 2036-01-01      | 5.0000%  | 0.0000% | $194997.00         | $1279.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL789940 | 2034-07-01      | 5.5000%  | 0.0000% | $1244275.00        | $6824.23           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL970645 | 2038-11-01      | 5.5000%  | 0.0000% | $3212395.00        | $130982.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  | 0.0000% | $35000.00          | $5252.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2912 | 2052-02-01      | 3.5000%  | 0.0000% | $7575000.00        | $4816966.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2749 | 2040-05-01      | 6.0000%  | 0.0000% | $28606989.00       | $27070160.36       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1492 | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $111222.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8636 | 2051-01-01      | 4.0000%  | 0.0000% | $151861.00         | $68841.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4818.71           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW0337 | 2052-05-01      | 3.0000%  | 0.0000% | $148965.00         | $110554.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | 0.0000% | $600000.00         | $422118.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3014 | 2052-02-01      | 3.0000%  | 0.0000% | $705615.00         | $461484.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $201120.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $40000.00          | $25229.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8381 | 2055-12-01      | 5.5000%  | 0.0000% | $8136327.00        | $8378362.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4121 | 2056-03-01      | 5.0000%  | 0.0000% | $6001815.00        | $6103084.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7112 | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $627234.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $46293051.22       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1634 | 2051-09-01      | 3.0000%  | 0.0000% | $1753963.00        | $1223516.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBV6534 | 2045-12-01      | 3.5000%  | 0.0000% | $1072134.00        | $1026422.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV4067 | 2037-04-01      | 2.5000%  | 0.0000% | $94554.00          | $49602.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $50000000.00       | $28422560.80       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1107 | 2046-07-01      | 2.0000%  | 0.0000% | $71864000.00       | $45987022.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8485 | 2052-04-01      | 3.5000%  | 0.0000% | $8461914.00        | $5212879.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3653 | 2052-05-01      | 5.0000%  | 0.0000% | $37217.00          | $25651.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4298 | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1138547.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $19000000.00       | $2617386.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAK8657 | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $45994.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $1566707.00        | $118605.94         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1470 | 2037-04-01      | 7.0000%  | 0.0000% | $7369985.00        | $253603.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6817 | 2054-12-01      | 5.5000%  | 0.0000% | $2121362.00        | $1988940.34        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1254 | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2549834.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBV7704 | 2042-04-01      | 2.0000%  | 0.0000% | $6700000.00        | $4421785.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $127277.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6334 | 2055-09-01      | 6.0000%  | 0.0000% | $3938609.00        | $4090642.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6974 | 2041-01-01      | 4.5000%  | 0.0000% | $1476397.00        | $1486627.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $21836162.35       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2135 | 2055-10-01      | 4.5000%  | 0.0000% | $885537.00         | $873600.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4152 | 2055-11-01      | 6.0000%  | 0.0000% | $1159356.00        | $1209701.20        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0306 | 2049-01-01      | 4.0000%  | 0.0000% | $27648330.00       | $4403594.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0473 | 2049-12-01      | 3.5000%  | 0.0000% | $5089840.00        | $1402430.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  | 0.0000% | $1424363.00        | $1349236.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  | 0.0000% | $352000.00         | $7999.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7468 | 2045-02-01      | 5.0000%  | 0.0000% | $84000.00          | $11385.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $10740877.54       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD9545 | 2055-11-01      | 4.5000%  | 0.0000% | $3229440.00        | $3188468.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0541 | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $156448.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $120000.00         | $15779.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5175 | 2055-03-01      | 6.0000%  | 0.0000% | $6763295.00        | $6623303.43        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL567016 | 2030-11-01      | 8.0000%  | 0.0000% | $1000000.00        | $12047.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI9958 | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $19139.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI5981 | 2026-07-01      | 4.0000%  | 0.0000% | $7782401.00        | $6332.19           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5578075.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ0257 | 2041-09-01      | 4.0000%  | 0.0000% | $112632.00         | $6879.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255899 | 2035-09-01      | 5.5000%  | 0.0000% | $503000.00         | $4870.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255499 | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $18147.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI6677 | 2041-09-01      | 4.0000%  | 0.0000% | $18363140.00       | $1625308.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2673 | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $936661.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0308 | 2026-06-01      | 4.5000%  | 0.0000% | $7749000.00        | $6702.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735403 | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $560.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6611 | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $714340.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $82571.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6862 | 2056-01-01      | 5.5000%  | 0.0000% | $2327722.00        | $2388193.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3822 | 2055-11-01      | 4.5000%  | 0.0000% | $845698.00         | $834960.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2081 | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1993312.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1003 | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $1047085.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3058 | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1957544.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6672 | 2055-08-01      | 6.5000%  | 0.0000% | $5738125.00        | $5979620.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7781 | 2056-01-01      | 5.0000%  | 0.0000% | $5355741.00        | $5461227.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE8060 | 2040-08-01      | 4.5000%  | 0.0000% | $1700000.00        | $1641422.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $21933372.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5975 | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $1087500.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6360 | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2531180.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7991 | 2054-02-01      | 5.5000%  | 0.0000% | $1500000.00        | $1169960.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4304 | 2051-08-01      | 2.5000%  | 0.0000% | $160468.00         | $86746.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0890 | 2056-01-01      | 4.5000%  | 0.0000% | $1941176.00        | $1924776.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8508 | 2055-12-01      | 4.5000%  | 0.0000% | $2148655.00        | $2126895.39        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL628449 | 2032-03-01      | 8.0000%  | 0.0000% | $1423673.00        | $1356.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $36807788.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0462 | 2039-09-01      | 6.0000%  | 0.0000% | $20035905.00       | $13047399.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9687 | 2056-01-01      | 6.0000%  | 0.0000% | $4546005.00        | $4725142.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  | 0.0000% | $122747.00         | $20928.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1354 | 2042-01-01      | 4.5000%  | 0.0000% | $32000.00          | $937.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0207 | 2056-02-01      | 6.0000%  | 0.0000% | $1051836.00        | $1094409.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3788 | 2056-03-01      | 5.5000%  | 0.0000% | $2920531.00        | $2997998.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3929 | 2056-03-01      | 6.0000%  | 0.0000% | $2280927.00        | $2386536.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7142 | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $993816.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0018 | 2047-07-01      | 4.0000%  | 0.0000% | $702000.00         | $150012.22         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $162331.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT8129 | 2037-04-01      | 2.0000%  | 0.0000% | $398926.00         | $266942.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7034 | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $95931.48          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNBQ6676 | 2031-10-01      | 1.5000%  | 0.0000% | $14000000.00       | $5428934.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4359 | 2049-10-01      | 4.0000%  | 0.0000% | $45500000.00       | $17601745.72       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV8985 | 2037-04-01      | 2.0000%  | 0.0000% | $50000.00          | $29824.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $936228.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL843321 | 2035-10-01      | 6.0000%  | 0.0000% | $1806134.00        | $13730.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8546 | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $59769.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0888 | 2055-08-01      | 6.5000%  | 0.0000% | $250346.00         | $250011.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930757 | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $29130.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $7271852.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $33000000.00       | $13102272.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8695 | 2055-12-01      | 5.0000%  | 0.0000% | $1220250.00        | $1228982.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $21000.00          | $9934.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6707 | 2051-03-01      | 2.5000%  | 0.0000% | $754610.00         | $423405.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1188 | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $916.58            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $2851000.00        | $1745666.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0879 | 2055-08-01      | 6.0000%  | 0.0000% | $477000.00         | $472116.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1808.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $6997000.00        | $6342783.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7042 | 2054-01-01      | 6.5000%  | 0.0000% | $13219000.00       | $10043402.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $2502322.00        | $1587742.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5682 | 2040-04-01      | 4.5000%  | 0.0000% | $5068502.00        | $4188462.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5619 | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $866998.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1612.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $3045336.00        | $2816194.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0946 | 2039-08-01      | 6.0000%  | 0.0000% | $1188388.00        | $19018.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2191 | 2055-07-01      | 5.5000%  | 0.0000% | $6881476.00        | $6593146.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $340527293.00      | $249999999.68      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4566 | 2048-01-01      | 4.0000%  | 0.0000% | $755000.00         | $141567.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH1207 | 2047-06-01      | 4.0000%  | 0.0000% | $24495987.00       | $3414829.69        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $111000.00         | $70240.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $322830.00         | $252713.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0985 | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2834980.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9886 | 2052-10-01      | 4.5000%  | 0.0000% | $1802229.00        | $1398579.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $3758546.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9763 | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $2860397.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0292 | 2056-01-01      | 6.5000%  | 0.0000% | $1004079.00        | $1070741.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0105 | 2056-01-01      | 5.5000%  | 0.0000% | $2988334.00        | $3078223.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9832 | 2056-01-01      | 5.0000%  | 0.0000% | $1519961.00        | $1550164.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1753 | 2056-02-01      | 6.0000%  | 0.0000% | $4685801.00        | $4882077.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6291 | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $38723.35          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2283 | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $360453.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $6000.00           | $4190.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2398 | 2051-12-01      | 2.5000%  | 0.0000% | $2100000.00        | $1376116.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3621 | 2052-05-01      | 4.0000%  | 0.0000% | $4063000.00        | $2831602.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1320128.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4177573.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $200000.00         | $133640.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $1089459.00        | $926014.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  | 0.0000% | $3965000.00        | $3412709.25        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5787 | 2045-06-01      | 7.5000%  | 0.0000% | $556477.00         | $356788.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT979552 | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $18395.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC2953 | 2039-09-01      | 4.5000%  | 0.0000% | $34401947.00       | $645450.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7280 | 2042-12-01      | 3.0000%  | 0.0000% | $329752.00         | $54702.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4320 | 2052-08-01      | 3.5000%  | 0.0000% | $6489048.00        | $4741422.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3678 | 2052-05-01      | 4.0000%  | 0.0000% | $50000.00          | $38705.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0139 | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $372449.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0027 | 2051-11-01      | 2.5000%  | 0.0000% | $157000.00         | $96204.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9039 | 2036-09-01      | 2.5000%  | 0.0000% | $133904.00         | $73183.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $1056000.00        | $647727.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA0495 | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $80299.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  | 0.0000% | $814290.00         | $196020.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB7344 | 2032-12-01      | 3.0000%  | 0.0000% | $4430746.00        | $389791.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0237 | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $22931132.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  | 0.0000% | $566118.00         | $555347.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $28280856.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $594752.00         | $545526.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $89341000.00       | $81449204.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6856 | 2056-01-01      | 5.5000%  | 0.0000% | $1723729.00        | $1760758.39        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBD9866 | 2050-07-01      | 2.5000%  | 0.0000% | $1126432.00        | $750618.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $15940343.00       | $10192349.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2537 | 2055-12-01      | 4.5000%  | 0.0000% | $1641916.00        | $1622932.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $48000.00          | $6552.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $60501000.00       | $32410730.16       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  | 0.0000% | $61415916.00       | $19457220.26       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1861.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD2413 | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4334057.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7171 | 2055-12-01      | 5.5000%  | 0.0000% | $3107612.00        | $3210805.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $728040.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $9048862.00        | $8562952.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0137 | 2056-01-01      | 5.5000%  | 0.0000% | $2894528.00        | $2993153.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888637 | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $9266.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  | 0.0000% | $35000.00          | $27108.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2441.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8790 | 2054-07-01      | 6.5000%  | 0.0000% | $1470007.00        | $884556.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5351 | 2052-10-01      | 4.0000%  | 0.0000% | $779000.00         | $516908.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $3162087.00        | $3086636.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $2005263.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9372 | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $412585.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8335 | 2051-01-01      | 4.5000%  | 0.0000% | $814000.00         | $685009.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0783 | 2040-07-01      | 6.0000%  | 0.0000% | $1628028.00        | $1652900.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5823 | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $14581.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $328000.00         | $239810.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2214627.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4701 | 2053-04-01      | 4.5000%  | 0.0000% | $1775000.00        | $1462907.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2796.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9298 | 2054-09-01      | 6.0000%  | 0.0000% | $4555000.00        | $3993616.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $235010.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  | 0.0000% | $6500000.00        | $5752016.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $18315.00          | $13543.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6211 | 2053-11-01      | 6.0000%  | 0.0000% | $21424322.00       | $17441237.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | 0.0000% | $725000.00         | $132100.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6858 | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $164938.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3216.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF9425 | 2041-01-01      | 4.5000%  | 0.0000% | $1021690.00        | $1024753.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0144 | 2055-03-01      | 6.5000%  | 0.0000% | $4288797.00        | $4162623.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  | 0.0000% | $13000.00          | $10046.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9616 | 2052-02-01      | 3.0000%  | 0.0000% | $1365000.00        | $1112193.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2318 | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $45312.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7064 | 2053-09-01      | 3.0000%  | 0.0000% | $190580.00         | $149865.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0288 | 2056-01-01      | 6.0000%  | 0.0000% | $1196292.00        | $1255219.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3663 | 2050-03-01      | 4.0000%  | 0.0000% | $242466207.00      | $38755451.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0556 | 2056-01-01      | 5.0000%  | 0.0000% | $1249460.00        | $1265320.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1663 | 2055-12-01      | 4.5000%  | 0.0000% | $1187114.00        | $1101510.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4820 | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2413838.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5569 | 2050-06-01      | 4.5000%  | 0.0000% | $3201293.00        | $381023.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3216 | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $326109.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6620 | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $22293.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $57000.00          | $12263.60          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6615 | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $267592.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $1005637.00        | $703989.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU7899 | 2052-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1818022.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $17736099.65       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBU4981 | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1226349.88        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV1380 | 2052-01-01      | 2.0000%  | 0.0000% | $808138.00         | $604701.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5689 | 2050-05-01      | 3.0000%  | 0.0000% | $4950000.00        | $2172573.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4849 | 2055-11-01      | 5.0000%  | 0.0000% | $11215000.00       | $11270464.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2862 | 2055-11-01      | 4.5000%  | 0.0000% | $3720192.00        | $3674147.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8273 | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1719139.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $85257.00          | $75161.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0061 | 2050-01-01      | 3.5000%  | 0.0000% | $675000.00         | $382510.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8111 | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $19622180.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5918 | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1406240.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7064 | 2055-12-01      | 6.5000%  | 0.0000% | $1675999.00        | $1751171.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9800 | 2055-09-01      | 6.0000%  | 0.0000% | $1823058.00        | $1882956.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7469 | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $891973.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8729 | 2055-10-01      | 6.0000%  | 0.0000% | $3803574.00        | $3935481.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3695 | 2055-11-01      | 5.0000%  | 0.0000% | $644220.00         | $645144.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6792 | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $83556.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2348 | 2055-06-01      | 6.0000%  | 0.0000% | $1689733.00        | $1755178.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8149 | 2055-01-01      | 5.5000%  | 0.0000% | $3603293.00        | $3222682.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1908 | 2055-10-01      | 5.5000%  | 0.0000% | $3384414.00        | $3378062.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $32000.00          | $8827.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6036 | 2049-04-01      | 4.0000%  | 0.0000% | $3390682.00        | $219258.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0919 | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3294127.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2675 | 2055-11-01      | 6.0000%  | 0.0000% | $4501551.00        | $4637319.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3208 | 2055-07-01      | 5.0000%  | 0.0000% | $1898796.00        | $1803479.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7885 | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1390798.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT0319 | 2043-04-01      | 4.0000%  | 0.0000% | $78302.00          | $12741.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4902 | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $9807167.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL865740 | 2036-03-01      | 5.5000%  | 0.0000% | $106717.00         | $665.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $3180991.00        | $6803.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357909 | 2035-08-01      | 5.5000%  | 0.0000% | $335000.00         | $3443.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  | 0.0000% | $7359000.00        | $1714155.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4984 | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9782438.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6442 | 2055-11-01      | 5.5000%  | 0.0000% | $5647245.00        | $5763654.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW5134 | 2053-02-01      | 3.0000%  | 0.0000% | $43943.00          | $29893.40          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8987 | 2052-10-01      | 4.0000%  | 0.0000% | $1147684.00        | $866627.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $300000.00         | $177114.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $20558.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $587000.00         | $137779.89         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA8789 | 2036-02-01      | 2.0000%  | 0.0000% | $275000.00         | $128781.57         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7865 | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $119460.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9872 | 2040-01-01      | 5.0000%  | 0.0000% | $6080692.00        | $5193893.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1201.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4883 | 2050-03-01      | 2.5000%  | 0.0000% | $3800290.00        | $2209610.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  | 0.0000% | $1640186.00        | $930686.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $784840.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889691 | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1464.17           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0735 | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $5979047.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL887651 | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $49534.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $125768.58         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4951 | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $87412.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $31273221.00       | $186254.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3653.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0298 | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $14076915.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0486 | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $18873.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4919 | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $167324.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7888 | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $9105802.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $21732.45          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE9382 | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $898284.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6304 | 2045-12-01      | 4.0000%  | 0.0000% | $1756023.00        | $148380.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  | 0.0000% | $44000.00          | $6027.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256713 | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $5109.99           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNAS8431 | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $1042856.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257499 | 2028-12-01      | 5.5000%  | 0.0000% | $639477.00         | $1392.93           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256851 | 2037-07-01      | 7.0000%  | 0.0000% | $3610000.00        | $12233.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773066 | 2034-03-01      | 5.5000%  | 0.0000% | $1260071.00        | $5637.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL727111 | 2033-08-01      | 4.0000%  | 0.0000% | $2089061.00        | $39511.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257047 | 2028-01-01      | 5.5000%  | 0.0000% | $15000000.00       | $25126.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1425 | 2044-01-01      | 4.0000%  | 0.0000% | $15497929.00       | $2614630.04        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL257243 | 2038-05-01      | 7.0000%  | 0.0000% | $3329000.00        | $17176.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ257345 | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6333.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP5302 | 2050-04-01      | 4.0000%  | 0.0000% | $255000.00         | $87348.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5229 | 2050-02-01      | 3.0000%  | 0.0000% | $18880750.00       | $9420888.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $131000000.00      | $123858444.38      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0388 | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2444.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38887.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  | 0.0000% | $750000.00         | $276016.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2437 | 2056-01-01      | 5.5000%  | 0.0000% | $653000.00         | $665540.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9944 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $717.70            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO4386 | 2049-11-01      | 3.5000%  | 0.0000% | $1620000.00        | $421411.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB8822 | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $783871.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | 0.0000% | $2319000.00        | $1215730.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0186 | 2051-04-01      | 3.0000%  | 0.0000% | $813000.00         | $389802.09         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $92308.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1428 | 2051-08-01      | 4.0000%  | 0.0000% | $31855.00          | $10722.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4138 | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $29233.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $465214.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA0586 | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $21105.27          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  | 0.0000% | $104000.00         | $34451.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7404 | 2048-01-01      | 3.5000%  | 0.0000% | $236000.00         | $183049.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0482 | 2040-05-01      | 6.0000%  | 0.0000% | $3046817.00        | $2535449.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9234 | 2045-04-01      | 4.0000%  | 0.0000% | $8856121.00        | $7356075.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0972 | 2041-02-01      | 5.0000%  | 0.0000% | $544000.00         | $22908.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $2403748.00        | $2219158.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $643.91            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6263 | 2052-10-01      | 4.0000%  | 0.0000% | $4000000.00        | $3400808.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7472 | 2052-02-01      | 2.0000%  | 0.0000% | $982450.00         | $608279.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6417 | 2055-10-01      | 5.5000%  | 0.0000% | $7030130.00        | $6337420.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $5780000.00        | $4498910.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3381 | 2052-02-01      | 2.5000%  | 0.0000% | $65000.00          | $42957.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $16000.00          | $13307.50          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9221 | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $236201.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3218 | 2052-03-01      | 2.5000%  | 0.0000% | $80000.00          | $52962.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3619 | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12842.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3124 | 2052-10-01      | 4.0000%  | 0.0000% | $17191296.00       | $12938983.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5396 | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1379925.80        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5131 | 2052-02-01      | 2.0000%  | 0.0000% | $524969.00         | $359707.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5876 | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $146572.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8724 | 2055-12-01      | 5.5000%  | 0.0000% | $3852718.00        | $3550530.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4493 | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $78243.06          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7955 | 2035-11-01      | 2.0000%  | 0.0000% | $100000000.00      | $42951617.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8664 | 2056-01-01      | 5.5000%  | 0.0000% | $2288656.00        | $2107995.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB9298 | 2044-10-01      | 6.0000%  | 0.0000% | $5247765.00        | $4315283.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2370 | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $16734008.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1073 | 2039-11-01      | 5.5000%  | 0.0000% | $39037067.00       | $28899476.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3564 | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1481703.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1546.01           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7577 | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1032130.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $510000.00         | $374818.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4142 | 2053-03-01      | 5.0000%  | 0.0000% | $39969573.00       | $30715002.81       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB1585 | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $134084.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $536000.00         | $354573.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $2004582.00        | $1442026.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB3495 | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $43783.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $604402.00         | $387538.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $16817794.00       | $14964189.25       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $9483213.00        | $7471466.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5775 | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $874987.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4563 | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4276.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5709 | 2053-08-01      | 5.0000%  | 0.0000% | $1400000.00        | $1142221.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4545 | 2052-02-01      | 2.5000%  | 0.0000% | $24234417.00       | $16406830.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV1877 | 2040-07-01      | 5.0000%  | 0.0000% | $1306140.00        | $1302788.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO4519 | 2049-08-01      | 4.0000%  | 0.0000% | $250000.00         | $32455.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3784 | 2045-06-01      | 5.0000%  | 0.0000% | $205000.00         | $36766.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6491 | 2055-12-01      | 4.5000%  | 0.0000% | $12361623.00       | $12154074.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9501 | 2046-08-01      | 3.5000%  | 0.0000% | $72464.00          | $15153.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5996 | 2040-09-01      | 5.5000%  | 0.0000% | $1252057.00        | $1225320.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4097 | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $17044962.87       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO1821 | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $71909.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV6296 | 2055-10-01      | 3.0000%  | 0.0000% | $197379.00         | $177697.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0320 | 2047-09-01      | 4.0000%  | 0.0000% | $1136000.00        | $208360.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3532 | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $3818944.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1880 | 2045-02-01      | 4.0000%  | 0.0000% | $145000.00         | $29415.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6016 | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $1952109.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7834 | 2040-08-01      | 6.0000%  | 0.0000% | $2091945.00        | $1878048.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK6133 | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $225869.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  | 0.0000% | $283990.00         | $161945.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2190 | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $1204.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8067 | 2054-07-01      | 5.5000%  | 0.0000% | $50321.00          | $50408.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $492000.00         | $272983.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $150000.00         | $104049.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1992 | 2037-05-01      | 3.0000%  | 0.0000% | $5372545.00        | $3252375.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6893 | 2053-08-01      | 4.5000%  | 0.0000% | $2153514.00        | $1818901.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1629.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $62976.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2345 | 2046-01-01      | 3.5000%  | 0.0000% | $4839000.00        | $2836844.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $5112361.00        | $3547603.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $14000.00          | $8396.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY0002 | 2045-01-01      | 4.0000%  | 0.0000% | $625000.00         | $73855.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0153 | 2056-01-01      | 5.5000%  | 0.0000% | $1308820.00        | $1351221.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7532 | 2051-04-01      | 3.5000%  | 0.0000% | $1466000.00        | $734104.60         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9846 | 2051-12-01      | 2.5000%  | 0.0000% | $8000000.00        | $5410989.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7737 | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $53079.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3957 | 2054-12-01      | 5.5000%  | 0.0000% | $62528615.00       | $61598790.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $11745309.00       | $7457106.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2752 | 2037-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1691774.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  | 0.0000% | $1500000.00        | $1136095.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $114000.00         | $75958.86          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  | 0.0000% | $500000.00         | $215495.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2737 | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $15744548.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2368.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  | 0.0000% | $567226.00         | $398270.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8017 | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $31138069.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1146 | 2051-07-01      | 3.0000%  | 0.0000% | $500510.00         | $274359.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $185000.00         | $87361.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $12732648.00       | $5067944.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0247 | 2036-04-01      | 2.0000%  | 0.0000% | $2500000.00        | $1287204.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4327 | 2052-08-01      | 3.5000%  | 0.0000% | $2380000.00        | $1798678.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $6892.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2368 | 2048-09-01      | 4.0000%  | 0.0000% | $889970.00         | $115463.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0822 | 2041-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $148277.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5748 | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $126342.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT831759 | 2026-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $501.64            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK8121 | 2050-10-01      | 2.5000%  | 0.0000% | $70481.00          | $42758.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6409 | 2055-12-01      | 5.0000%  | 0.0000% | $2482664.00        | $2512987.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7738 | 2046-08-01      | 3.0000%  | 0.0000% | $1394238.00        | $496405.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $38552.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8842 | 2041-08-01      | 4.5000%  | 0.0000% | $224929.00         | $13274.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9123 | 2042-07-01      | 4.0000%  | 0.0000% | $59509994.00       | $7223718.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  | 0.0000% | $354000.00         | $42705.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO4142 | 2042-06-01      | 4.0000%  | 0.0000% | $6000000.00        | $507632.95         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0748 | 2055-07-01      | 6.5000%  | 0.0000% | $72741415.00       | $70987474.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $6107285.00        | $45734.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890362 | 2041-08-01      | 4.5000%  | 0.0000% | $499000.00         | $45205.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL901426 | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $547.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $228000.00         | $154185.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $7596856.00        | $4538131.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $25520.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2195 | 2054-04-01      | 5.5000%  | 0.0000% | $7409912.00        | $5538890.31        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $8031000.00        | $4670470.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $174000.00         | $150043.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $7484476.00        | $5751958.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $24036000.00       | $17879023.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5480 | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $590530.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $235000.00         | $174426.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3083 | 2052-09-01      | 4.0000%  | 0.0000% | $2980000.00        | $2297896.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4333 | 2041-05-01      | 2.0000%  | 0.0000% | $2789000.00        | $1627928.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $291000.00         | $196122.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889218 | 2038-02-01      | 6.0000%  | 0.0000% | $4600000.00        | $46509.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL909932 | 2037-03-01      | 6.0000%  | 0.0000% | $67964.00          | $1077.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5175 | 2043-10-01      | 5.5000%  | 0.0000% | $187500.00         | $123714.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  | 0.0000% | $60000.00          | $9628.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8748 | 2040-12-01      | 4.0000%  | 0.0000% | $14997.00          | $1330.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5831 | 2055-11-01      | 4.5000%  | 0.0000% | $2307812.00        | $2162196.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6377 | 2055-12-01      | 5.5000%  | 0.0000% | $1800416.00        | $1850576.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5431 | 2050-06-01      | 3.0000%  | 0.0000% | $230000.00         | $49452.80          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | 0.0000% | $2300000.00        | $1345574.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBR1059 | 2036-05-01      | 2.5000%  | 0.0000% | $1440000.00        | $764385.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP9351 | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $366611.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6123 | 2052-03-01      | 3.0000%  | 0.0000% | $33784.00          | $27186.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6633 | 2052-06-01      | 3.0000%  | 0.0000% | $8194020.00        | $6468488.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7302 | 2054-02-01      | 5.0000%  | 0.0000% | $214000.00         | $194008.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $28118351.00       | $22000212.00       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7801 | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $55636161.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7791 | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $351594.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $2018780.00        | $1916097.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9164 | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $41134900.30       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  | 0.0000% | $3100000.00        | $1363139.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $5000.00           | $3984.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $262000.00         | $204465.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $7000.00           | $5596.64           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4308 | 2031-04-01      | 1.5000%  | 0.0000% | $28208999.00       | $9821414.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6588 | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1114470.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852637 | 2036-02-01      | 6.0000%  | 0.0000% | $5500000.00        | $26976.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $26199.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $8719.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8673 | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $30484.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  | 0.0000% | $450000.00         | $3659.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB9926 | 2039-08-01      | 5.0000%  | 0.0000% | $1088442.00        | $708557.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL788646 | 2034-07-01      | 5.5000%  | 0.0000% | $999900.00         | $5872.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3247 | 2055-10-01      | 6.0000%  | 0.0000% | $1074332.00        | $1116956.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6101 | 2045-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $229274.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6047 | 2055-12-01      | 6.0000%  | 0.0000% | $1404755.00        | $1473973.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745355 | 2036-03-01      | 5.0000%  | 0.0000% | $654250.00         | $6103.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $35000.00          | $30494.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA0599 | 2032-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1026.62           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  | 0.0000% | $40000.00          | $8421.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4694 | 2052-04-01      | 3.0000%  | 0.0000% | $26193.00          | $19097.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBR1238 | 2036-06-01      | 2.5000%  | 0.0000% | $1115688.00        | $647817.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH1166 | 2047-05-01      | 4.0000%  | 0.0000% | $80000.00          | $7181.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP5904 | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $472634.39         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6843 | 2055-12-01      | 6.5000%  | 0.0000% | $3838000.00        | $4032088.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBQ7482 | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $838713.42         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBK8288 | 2035-11-01      | 1.5000%  | 0.0000% | $100000.00         | $46800.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  | 0.0000% | $1597689.00        | $133988.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH5764 | 2047-11-01      | 4.5000%  | 0.0000% | $890577.00         | $198773.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6558 | 2055-12-01      | 6.0000%  | 0.0000% | $3946014.00        | $4059498.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  | 0.0000% | $17000.00          | $4024.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6769 | 2055-12-01      | 6.0000%  | 0.0000% | $1177020.00        | $1218591.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2986 | 2048-11-01      | 4.5000%  | 0.0000% | $4964928.00        | $1391895.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $794102.00         | $511735.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $175000.00         | $46963.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6781 | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1538475.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $6000.00           | $519.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $57580000.00       | $36026163.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $7027189.72        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5204 | 2035-12-01      | 2.0000%  | 0.0000% | $450000.00         | $198567.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  | 0.0000% | $12614457.00       | $1256478.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3004 | 2056-03-01      | 4.5000%  | 0.0000% | $374963.00         | $371645.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $25345.00          | $11186.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $906070.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $383000.00         | $127897.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $11000.00          | $3110.03           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  | 0.0000% | $140000.00         | $99345.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0282 | 2056-01-01      | 5.5000%  | 0.0000% | $1621899.00        | $1636698.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $30617961.00       | $25871685.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2154 | 2033-12-01      | 4.0000%  | 0.0000% | $350123.00         | $747.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  | 0.0000% | $780000.00         | $259430.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6854 | 2053-08-01      | 4.5000%  | 0.0000% | $2625000.00        | $2204620.23        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $539138.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $72000.00          | $7023.78           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2631 | 2048-11-01      | 4.0000%  | 0.0000% | $3039852.00        | $247391.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4023 | 2049-08-01      | 3.5000%  | 0.0000% | $653176.00         | $245602.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1017 | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3437209.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3967 | 2049-08-01      | 3.5000%  | 0.0000% | $114544827.00      | $33867308.41       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $124549.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $367000.00         | $305055.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $6000.00           | $923.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  | 0.0000% | $3850000.00        | $3339393.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $2317800.00        | $1701085.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6093 | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2231762.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $13948803.55       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $72577.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $38824.00          | $5723.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3441 | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $51132.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  | 0.0000% | $345000.00         | $156851.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0704 | 2047-03-01      | 4.0000%  | 0.0000% | $5542000.00        | $3443714.07        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5275 | 2054-02-01      | 7.5000%  | 0.0000% | $2490299.00        | $881165.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $137000.00         | $102908.67         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0299 | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $31303300.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $13824000.00       | $8623966.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $7360229.00        | $1674508.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $64000000.00       | $49201966.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $510256.00         | $422018.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5311 | 2039-03-01      | 5.0000%  | 0.0000% | $2022166.00        | $1159863.05        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9321 | 2036-11-01      | 2.0000%  | 0.0000% | $50287.00          | $27937.48          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $53630.00          | $8664.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $221244.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5381 | 2044-05-01      | 6.5000%  | 0.0000% | $399286.00         | $184820.17         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4477 | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $760808.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $517.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $340000.00         | $90242.79          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $98427.00          | $53917.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $232866.00         | $32092.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $11173965.00       | $9871580.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1388 | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $1940353.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0633 | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $662182.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0547 | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $115039.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $1963000.00        | $1561149.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $253000.00         | $102496.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC6742 | 2040-01-01      | 4.5000%  | 0.0000% | $652465.00         | $41191.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | 0.0000% | $1679000.00        | $188192.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $105779548.00      | $89121912.35       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $8000.00           | $947.00            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $335820.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5923 | 2035-12-01      | 5.0000%  | 0.0000% | $3134774.00        | $2985526.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2177 | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $993917.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $856.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $9914230.00        | $1365218.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  | 0.0000% | $10458272.00       | $9912636.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $23211242.00       | $21399877.00       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3641592.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $50000.00          | $13763.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $117362.00         | $15488.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $90779.53          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $140000.00         | $90437.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3066 | 2039-07-01      | 6.0000%  | 0.0000% | $26385218.00       | $24341549.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3221 | 2040-07-01      | 6.0000%  | 0.0000% | $366979.00         | $334293.16         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA4455 | 2053-09-01      | 6.5000%  | 0.0000% | $25459414.00       | $25976042.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6380 | 2042-09-01      | 3.5000%  | 0.0000% | $5963950.00        | $578894.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9314 | 2047-03-01      | 4.0000%  | 0.0000% | $351017.00         | $31782.44          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5057 | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $865311.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4244 | 2042-07-01      | 4.0000%  | 0.0000% | $844000.00         | $130090.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7652 | 2055-08-01      | 6.0000%  | 0.0000% | $8797884.00        | $7953866.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0366 | 2055-09-01      | 6.0000%  | 0.0000% | $1679874.00        | $1514240.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3672 | 2048-03-01      | 3.5000%  | 0.0000% | $450000.00         | $107702.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9433 | 2040-09-01      | 6.0000%  | 0.0000% | $1322352.00        | $1144839.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3032 | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $6134815.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5574 | 2055-12-01      | 5.5000%  | 0.0000% | $1594194.00        | $1637557.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2980 | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $797213.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9526 | 2055-09-01      | 6.0000%  | 0.0000% | $1888397.00        | $1950458.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $31427893.00       | $20437799.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6343.21           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $102000.00         | $69166.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $107908.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2430 | 2051-12-01      | 3.0000%  | 0.0000% | $688312.00         | $451627.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $120000.00         | $102725.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $430000.00         | $90769.94          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9982 | 2053-04-01      | 5.0000%  | 0.0000% | $5184163.00        | $3031430.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3498 | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1045691.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $15876000.00       | $11182144.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4141 | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $84688.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL836497 | 2035-10-01      | 5.5000%  | 0.0000% | $410210.00         | $921.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7495 | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1865686.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0816 | 2055-10-01      | 5.5000%  | 0.0000% | $2377283.00        | $2425758.73        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7771 | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $195345.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL9716 | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $43338.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4573 | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $4113860.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ0760 | 2041-09-01      | 4.0000%  | 0.0000% | $147773442.00      | $8802021.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $32000.00          | $614.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5659 | 2055-11-01      | 4.5000%  | 0.0000% | $1263162.00        | $1248138.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5177 | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3172866.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5292 | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $19740311.28       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1860 | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2582583.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $156300.00         | $122204.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3844 | 2055-12-01      | 4.5000%  | 0.0000% | $44880350.00       | $44097616.69       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA3215 | 2052-06-01      | 1.5000%  | 0.0000% | $95000.00          | $73952.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7330 | 2045-09-01      | 4.0000%  | 0.0000% | $20000000.00       | $3479893.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $138000.00         | $107953.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5474 | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $387222.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4851 | 2052-10-01      | 4.5000%  | 0.0000% | $3250000.00        | $2577512.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3352914.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0931 | 2052-03-01      | 3.0000%  | 0.0000% | $457534.00         | $293700.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  | 0.0000% | $40736.00          | $30010.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2548 | 2056-02-01      | 5.0000%  | 0.0000% | $150187.00         | $151366.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3796 | 2056-03-01      | 6.5000%  | 0.0000% | $455603.00         | $482863.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9856 | 2056-01-01      | 6.5000%  | 0.0000% | $1212250.00        | $1280850.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0055 | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $33581.38          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1972 | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $5943626.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $5429.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  | 0.0000% | $85827.00          | $78869.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  | 0.0000% | $42394619.00       | $3254341.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3407 | 2052-12-01      | 5.5000%  | 0.0000% | $70000.00          | $53719.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $112164000.00      | $13322091.26       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $157000.00         | $36844.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $241000000.00      | $27806974.01       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  | 0.0000% | $2250000.00        | $20308.40          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3058 | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $6848534.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2211 | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $6145.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $24932.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $218000.00         | $26826.36          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3918 | 2055-11-01      | 6.5000%  | 0.0000% | $35841297.00       | $36213047.06       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3963 | 2051-01-01      | 2.0000%  | 0.0000% | $1031548.00        | $848830.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $300000.00         | $223578.01         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3443 | 2052-05-01      | 2.0000%  | 0.0000% | $10641796.00       | $8789547.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $319000.00         | $231072.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO9707 | 2042-07-01      | 3.5000%  | 0.0000% | $674014.00         | $116548.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2871 | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $8966836.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3680 | 2055-11-01      | 5.5000%  | 0.0000% | $66926985.00       | $68269457.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3362 | 2054-12-01      | 5.0000%  | 0.0000% | $30399319.00       | $29406654.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0303 | 2055-02-01      | 6.0000%  | 0.0000% | $9051071.00        | $6205070.15        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4699 | 2051-07-01      | 3.0000%  | 0.0000% | $33909152.00       | $31106176.29       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2855 | 2047-09-01      | 3.5000%  | 0.0000% | $45000.00          | $41309.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2720 | 2052-11-01      | 4.5000%  | 0.0000% | $33403618.00       | $31637572.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1331 | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $16529.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $555000.00         | $367279.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $373500.00         | $299420.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4726 | 2037-09-01      | 2.5000%  | 0.0000% | $38299.00          | $27343.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $935.51            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $5697000.00        | $4365268.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1083729.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4645.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5868 | 2035-10-01      | 5.0000%  | 0.0000% | $2372133.00        | $1946475.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  | 0.0000% | $33000.00          | $6911.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $10000.00          | $7221.79           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  | 0.0000% | $85728751.00       | $66114822.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5679 | 2045-04-01      | 5.5000%  | 0.0000% | $475000.00         | $409867.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $250247217.00      | $249999999.34      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7939 | 2048-11-01      | 4.5000%  | 0.0000% | $2070000.00        | $351173.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1055 | 2047-04-01      | 4.0000%  | 0.0000% | $5050000.00        | $991509.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $182071.00         | $181082.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $57876000.00       | $50905732.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7276 | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1336981.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5714 | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $2539175.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $30473768.00       | $25561060.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $61000.00          | $1373.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $198888.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6643 | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1712891.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890097 | 2038-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $14789.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4773 | 2037-10-01      | 2.5000%  | 0.0000% | $659272.00         | $429008.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | 0.0000% | $13000.00          | $10761.86          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7433 | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $11122738.80       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  | 0.0000% | $826250.00         | $111827.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $162474317.00      | $127470998.69      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888222 | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $13684.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $128802.00         | $803.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BM7881 | 2049-02-01      | 3.0000%  | 0.0000% | $3342333.00        | $3047400.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4153 | 2033-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1022.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-02-01      | 5.5000%  | 0.0000% | $2800000.00        | $2846113.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $50328.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO3189 | 2049-10-01      | 3.0000%  | 0.0000% | $50000000.00       | $9031674.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5891 | 2045-11-01      | 5.5000%  | 0.0000% | $13611105.00       | $13493512.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5996 | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $97941.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5682 | 2049-03-01      | 3.5000%  | 0.0000% | $150000.00         | $35424.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7082 | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2221653.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0983 | 2040-10-01      | 6.0000%  | 0.0000% | $877117.00         | $897709.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $6627636.00        | $4500379.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL987410 | 2038-10-01      | 6.0000%  | 0.0000% | $745435.00         | $3244.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $78000.00          | $72240.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $2014391.00        | $1195026.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3266794.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $710524.48         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6148 | 2035-10-01      | 2.0000%  | 0.0000% | $2157000.00        | $897204.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $2090000.00        | $372883.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7952 | 2049-02-01      | 6.0000%  | 0.0000% | $325000.00         | $265059.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $46867.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $6603.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $1809429.00        | $216797.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1001439.00        | $82068.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3246 | 2033-01-01      | 2.5000%  | 0.0000% | $75000.00          | $10042.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3544 | 2055-12-01      | 5.0000%  | 0.0000% | $1347089.00        | $1371144.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7871 | 2040-09-01      | 5.0000%  | 0.0000% | $2254703.00        | $2248321.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $61000.00          | $53687.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $62923.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6742 | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $92128.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4025 | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $174426.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6343339.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8452 | 2056-02-01      | 4.5000%  | 0.0000% | $3746339.00        | $3713195.14        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5037 | 2035-12-01      | 2.0000%  | 0.0000% | $545000.00         | $198789.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0698 | 2056-01-01      | 6.0000%  | 0.0000% | $1234973.00        | $1291082.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2405.81           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4356 | 2035-09-01      | 2.5000%  | 0.0000% | $75000.00          | $21920.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7022 | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26124093.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $29969000.00       | $11069215.39       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5374 | 2047-11-01      | 4.0000%  | 0.0000% | $19971078.00       | $5954772.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $204081.00         | $19563.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5077 | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $128198.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $355099.00         | $37220.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $81938.04          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6160.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1084 | 2034-06-01      | 4.0000%  | 0.0000% | $69828277.00       | $6972710.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1646 | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1219450.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $22011070.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0110 | 2053-04-01      | 5.0000%  | 0.0000% | $2755386.00        | $1928795.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6303 | 2053-05-01      | 4.5000%  | 0.0000% | $6381886.00        | $5559904.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4119 | 2049-09-01      | 4.0000%  | 0.0000% | $114000.00         | $29479.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA1976 | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $66295.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $26000.00          | $1935.28           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2516 | 2046-01-01      | 3.0000%  | 0.0000% | $410000.00         | $51745.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $59947455.00       | $44747510.92       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5226 | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $194188.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $26095557.00       | $25232496.25       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  | 0.0000% | $1172713.00        | $1196013.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $1199394.00        | $1055303.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0545 | 2038-10-01      | 5.5000%  | 0.0000% | $8000000.00        | $183529.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9424 | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $78779.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7077200.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL3967 | 2042-08-01      | 4.5000%  | 0.0000% | $102000.00         | $7805.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL7079 | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $471269.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $281000.00         | $3679.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ7712 | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $10495.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP4241 | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $120140.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  | 0.0000% | $35000.00          | $2440.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2688 | 2040-10-01      | 6.0000%  | 0.0000% | $110000.00         | $3459.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH7036 | 2041-03-01      | 4.5000%  | 0.0000% | $522000.00         | $39756.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC2925 | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1085101.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7010 | 2046-04-01      | 3.5000%  | 0.0000% | $350000.00         | $52705.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0550 | 2055-12-01      | 5.5000%  | 0.0000% | $1682587.00        | $1743377.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  | 0.0000% | $30000000.00       | $5046161.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $32685.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW8955 | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $91281.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5032 | 2055-11-01      | 6.5000%  | 0.0000% | $1000000.00        | $1049957.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7415 | 2055-12-01      | 5.5000%  | 0.0000% | $10580934.00       | $10740508.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  | 0.0000% | $11000.00          | $930.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $997000.00         | $140149.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4775 | 2055-11-01      | 5.5000%  | 0.0000% | $1121501.00        | $1148805.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF1812 | 2040-09-01      | 6.0000%  | 0.0000% | $953038.00         | $963078.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1172 | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2115527.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1192 | 2052-09-01      | 4.5000%  | 0.0000% | $845615.00         | $654772.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9389 | 2055-09-01      | 6.5000%  | 0.0000% | $3125494.00        | $2951222.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9876 | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1328609.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3090 | 2055-11-01      | 6.0000%  | 0.0000% | $2559489.00        | $2643936.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW5297 | 2053-06-01      | 5.5000%  | 0.0000% | $1012659.00        | $826742.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3938 | 2033-04-01      | 3.5000%  | 0.0000% | $6547.00           | $1308.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7428 | 2055-12-01      | 6.0000%  | 0.0000% | $2671855.00        | $2760264.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  | 0.0000% | $103000.00         | $35940.06          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9680 | 2049-09-01      | 4.0000%  | 0.0000% | $3062160.00        | $1004098.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA0280 | 2029-11-01      | 5.5000%  | 0.0000% | $164000.00         | $2509.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  | 0.0000% | $9000.00           | $1173.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $7000.00           | $685.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3873 | 2049-12-01      | 4.0000%  | 0.0000% | $132554.00         | $18252.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3736 | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $10684.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4274 | 2037-05-01      | 3.0000%  | 0.0000% | $120722618.00      | $77260599.58       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $483961.00         | $407916.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA6019 | 2036-02-01      | 5.0000%  | 0.0000% | $1841605.00        | $1885496.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6006 | 2041-02-01      | 6.0000%  | 0.0000% | $1159851.00        | $1204577.56        | Agency Mortgage-Backed Securities |

### Security 706: 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: ARP1FJVR1, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1FJVR1
- **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):** 2026-03-02
- **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? 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 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $6897760.00        | $6519170.06        | Agency Mortgage-Backed Securities         |
| GNII SF DK1883 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $866.66            | Agency Mortgage-Backed Securities         |
| GNII SF 004842 M     | 2033-02-20      | 8.5000%  | 0.0000% | $3802034.00        | $23731.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1938 | 2053-07-01      | 4.5000%  | 0.0000% | $1445466.00        | $1328211.04        | Agency Mortgage-Backed Securities         |
| GNII SF DL5203 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1008.00           | $1031.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521 | 2053-05-01      | 5.0000%  | 0.0000% | $1240722.00        | $927258.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $1048.00           | $898.85            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $1323.00           | $3.62              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF5972 | 2055-10-01      | 6.0000%  | 0.0000% | $1997133.00        | $2052630.84        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ4625 | 2048-02-01      | 4.5000%  | 0.0000% | $7631336.00        | $1087468.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7153 | 2055-12-01      | 5.0000%  | 0.0000% | $9767634.00        | $9674465.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1338 | 2054-02-01      | 5.5000%  | 0.0000% | $10001.00          | $9615.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6385 | 2055-12-01      | 6.0000%  | 0.0000% | $2861240.00        | $2693479.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0977 | 2053-06-01      | 6.0000%  | 0.0000% | $1614000.00        | $1386333.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | 0.0000% | $40133352.00       | $11788978.88       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $1056.00           | $767.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BM7237 | 2059-01-01      | 4.5000%  | 0.0000% | $3324530.00        | $2613923.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF4762 | 2055-12-01      | 6.0000%  | 0.0000% | $1084192.00        | $1125573.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ5650 | 2045-07-01      | 4.0000%  | 0.0000% | $1020.00           | $105.45            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $930.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 R3BF0613 | 2050-05-01      | 4.0000%  | 0.0000% | $23924093.00       | $14764916.47       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1822 | 2043-08-01      | 3.5000%  | 0.0000% | $1008093.00        | $123261.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $1567744.00        | $1537790.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3127 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $828.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2261 | 2055-10-01      | 5.5000%  | 0.0000% | $3976568.00        | $3118803.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0156 | 2055-08-01      | 6.0000%  | 0.0000% | $1313630.00        | $1339063.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $7498216.00        | $6571486.98        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1774 | 2037-03-01      | 2.0000%  | 0.0000% | $4921808.00        | $4488821.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6812 | 2054-10-01      | 5.5000%  | 0.0000% | $15673952.00       | $13698119.98       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $34069881.00       | $28116371.80       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7250 | 2050-02-01      | 3.0000%  | 0.0000% | $347006.00         | $127814.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436 | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2292.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6345856.00        | $4762320.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  | 0.0000% | $1172000.00        | $956018.27         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $636.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6504 | 2053-01-01      | 6.0000%  | 0.0000% | $5044000.00        | $3403359.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1141000.00        | $898478.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9372 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $578.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3494 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $526.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $1002.00           | $232.64            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8672%  | 0.0000% | $27250624.00       | $25893776.30       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $141.33            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16557 G | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $128.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1681 | 2040-10-01      | 5.0000%  | 0.0000% | $44000.00          | $42826.47          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $39426677.00       | $37514701.69       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1593.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $346.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8233 | 2050-12-01      | 3.0000%  | 0.0000% | $34324315.00       | $18718912.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1166 | 2052-11-01      | 5.5000%  | 0.0000% | $3096508.00        | $1886318.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584 | 2053-04-01      | 5.0000%  | 0.0000% | $25115842.00       | $22291655.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $1013.00           | $243.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436 | 2053-03-01      | 6.0000%  | 0.0000% | $4036744.00        | $1910827.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  | 0.0000% | $384558.00         | $174242.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9789 | 2047-06-01      | 4.5000%  | 0.0000% | $47592704.00       | $12429740.16       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $2598.00           | $2076.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $1045804.00        | $1085342.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1973 | 2055-10-01      | 6.5000%  | 0.0000% | $2002110.00        | $2149686.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944 | 2054-02-01      | 6.0000%  | 0.0000% | $22635000.00       | $17545658.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1096 | 2055-10-01      | 5.0000%  | 0.0000% | $1369019.00        | $1378035.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3918 | 2054-05-01      | 5.0000%  | 0.0000% | $20369924.00       | $20600000.88       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9730 | 2055-09-01      | 5.0000%  | 0.0000% | $5826456.00        | $5848794.88        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4807 | 2030-10-01      | 3.9100%  | 0.0000% | $30181632.00       | $30320886.70       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWBM3440 | 2032-12-01      | 3.0000%  | 0.0000% | $556988.00         | $52837.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3673 | 2049-03-01      | 4.5000%  | 0.0000% | $5889240.00        | $1918978.74        | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $1024.00           | $748.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7551 | 2055-07-01      | 6.0000%  | 0.0000% | $19018400.00       | $19053324.60       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7553 | 2055-07-01      | 6.5000%  | 0.0000% | $12873986.00       | $13084609.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3343 | 2055-09-01      | 6.0000%  | 0.0000% | $6438321.00        | $6665872.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274 | 2055-08-01      | 6.5000%  | 0.0000% | $1188648.00        | $1243502.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599 | 2055-07-01      | 5.5000%  | 0.0000% | $17057400.00       | $17349861.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9798 | 2055-09-01      | 6.0000%  | 0.0000% | $1664750.00        | $1726832.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8501 | 2055-08-01      | 6.0000%  | 0.0000% | $2013656.00        | $2085624.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK7914 | 2048-11-01      | 4.0000%  | 0.0000% | $1048.00           | $303.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2444 | 2050-05-01      | 2.5000%  | 0.0000% | $21758432.00       | $9907173.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8148 | 2056-01-01      | 5.5000%  | 0.0000% | $1610102.00        | $1654215.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF8119 | 2055-12-01      | 4.5000%  | 0.0000% | $1059926.00        | $1051333.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $10707280.00       | $10233448.19       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $6600649.00        | $3969644.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186 | 2055-11-01      | 5.5000%  | 0.0000% | $47674656.00       | $46748317.58       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4436 | 2056-01-01      | 5.0000%  | 0.0000% | $32062196.00       | $32501056.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $29089410.00       | $28623649.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4434 | 2056-01-01      | 5.5000%  | 0.0000% | $33652951.00       | $33716462.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $27053713.00       | $24957105.76       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092 | 2053-04-01      | 6.0000%  | 0.0000% | $42465184.00       | $28712173.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB8675 | 2054-07-01      | 5.0000%  | 0.0000% | $483567.00         | $476718.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $28008235.00       | $21541691.52       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $174194.00         | $112320.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4265 | 2053-11-01      | 6.0000%  | 0.0000% | $1040.00           | $815.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $186.95            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q56256 G | 2048-05-01      | 4.5000%  | 0.0000% | $12134215.00       | $2617249.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7890 | 2032-09-01      | 2.5000%  | 0.0000% | $2053144.00        | $327636.33         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQE3246 | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $747.17            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6508 | 2051-12-01      | 2.0000%  | 0.0000% | $1008.00           | $635.35            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228 | 2052-01-01      | 2.0000%  | 0.0000% | $16604583.00       | $11367338.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4111 | 2055-08-01      | 6.0000%  | 0.0000% | $1439403.00        | $1493270.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  | 0.0000% | $5281560.00        | $138368.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2211 | 2052-08-01      | 5.0000%  | 0.0000% | $25473631.00       | $17615865.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $689.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $41662960.00       | $28487560.61       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $3546252.00        | $3434700.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  | 0.0000% | $2885106.00        | $704581.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632 | 2048-03-01      | 4.0000%  | 0.0000% | $1025.00           | $137.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $1024.00           | $257.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9828 | 2055-09-01      | 6.0000%  | 0.0000% | $4242420.00        | $3908787.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218 | 2052-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1472.73           | Agency Mortgage-Backed Securities         |
| GNII SF DJ3638 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1008.00           | $584.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017 | 2055-09-01      | 6.0000%  | 0.0000% | $24081828.00       | $22292159.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $13435612.00       | $10286774.30       | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.8172%  | 0.0000% | $28873648.00       | $28426024.94       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $18807848.00       | $5902876.66        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8672%  | 0.0000% | $7350679.00        | $7218654.42        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB6432 | 2053-06-01      | 5.5000%  | 0.0000% | $24338810.00       | $21786487.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2057 | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3684.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  | 0.0000% | $790000.00         | $180120.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8482 | 2051-01-01      | 2.5000%  | 0.0000% | $8367682.00        | $4808352.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1486 | 2056-02-01      | 5.5000%  | 0.0000% | $15093909.00       | $15537205.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6069 | 2053-04-01      | 5.5000%  | 0.0000% | $45833035.00       | $32669015.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3746 | 2056-03-01      | 5.5000%  | 0.0000% | $10056614.00       | $10302158.52       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3238 | 2034-07-01      | 2.9800%  | 0.0000% | $9820010.00        | $9013023.40        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9774 | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5984.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I3BF0436 | 2049-02-01      | 3.5000%  | 0.0000% | $31202756.00       | $12880658.89       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | 0.0000% | $36580947.00       | $30830189.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4458 | 2055-04-01      | 5.5000%  | 0.0000% | $4460712.00        | $4077069.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2142 | 2055-03-01      | 6.5000%  | 0.0000% | $1096500.00        | $1132445.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  | 0.0000% | $49129760.00       | $14371798.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6894 | 2056-02-01      | 5.5000%  | 0.0000% | $7310450.00        | $7488943.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5747 | 2056-02-01      | 5.5000%  | 0.0000% | $10625952.00       | $10839407.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502 | 2055-12-01      | 6.0000%  | 0.0000% | $29834527.00       | $30547450.16       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5612 | 2056-02-01      | 5.5000%  | 0.0000% | $10659040.00       | $10970646.02       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $996.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC0554 | 2054-07-01      | 7.0000%  | 0.0000% | $1188488.00        | $1242711.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4881 | 2054-02-01      | 6.5000%  | 0.0000% | $65541.00          | $53763.16          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1620 | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $148.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBK2214 | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $299.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC8818 | 2054-11-01      | 4.0000%  | 0.0000% | $1032176.00        | $521717.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $1000.00           | $177.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK7343 | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $225805.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7786 | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $762.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2212 | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $884.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7184 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $718.54            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $26718960.00       | $3624984.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3089 | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1320.21           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7884 | 2053-02-01      | 6.0000%  | 0.0000% | $1778047.00        | $1397221.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0909 | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $25606330.00       | $21633676.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $11266780.00       | $9250623.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $58000.00          | $33593.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $12547886.00       | $9991065.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG0785 | 2053-04-01      | 5.5000%  | 0.0000% | $3194420.00        | $2174962.72        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8375 | 2053-09-01      | 4.0000%  | 0.0000% | $43000.00          | $36555.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0770 | 2052-04-01      | 3.5000%  | 0.0000% | $4910.00           | $3423.96           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $8463.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $9226728.00        | $7900964.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $20670641.00       | $16539570.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6698 | 2053-07-01      | 5.5000%  | 0.0000% | $25841040.00       | $18780349.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $50801562.00       | $43480621.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5751.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9934 | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $882.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $889471.00         | $771337.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1386 | 2052-12-01      | 4.5000%  | 0.0000% | $2003.00           | $1684.73           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4541 | 2030-08-01      | 4.1800%  | 0.0000% | $4011003.00        | $4074211.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | 0.0000% | $1998.00           | $398.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5988 | 2055-08-01      | 6.5000%  | 0.0000% | $1003.00           | $748.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $42150422.00       | $12437858.32       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | 0.0000% | $1040.00           | $498.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054 | 2053-04-01      | 5.0000%  | 0.0000% | $43562600.00       | $33221136.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $18330243.00       | $15779249.67       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5707 | 2053-02-01      | 6.0000%  | 0.0000% | $2397230.00        | $1586315.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $12050431.00       | $6101964.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0964 | 2052-07-01      | 5.0000%  | 0.0000% | $2534868.00        | $1766349.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BM7799 | 2059-01-01      | 4.5000%  | 0.0000% | $1910288.00        | $1811160.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7009 | 2056-03-01      | 5.5000%  | 0.0000% | $4673845.00        | $4795066.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4385 | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $744.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF8515 | 2055-12-01      | 4.5000%  | 0.0000% | $1110596.00        | $1104299.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3007 | 2052-06-01      | 4.0000%  | 0.0000% | $17479904.00       | $16478114.79       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4439 | 2056-01-01      | 6.0000%  | 0.0000% | $23742764.00       | $24482214.45       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4584 | 2055-10-01      | 5.5000%  | 0.0000% | $9482.00           | $9457.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5152 | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $959.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $12660096.00       | $7887895.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535 | 2055-11-01      | 5.0000%  | 0.0000% | $29207470.00       | $29304145.52       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $524.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.41             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468 | 2055-12-01      | 5.0000%  | 0.0000% | $8876816.00        | $8950361.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6606 | 2055-12-01      | 5.0000%  | 0.0000% | $6942151.00        | $6998719.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4406 | 2054-10-01      | 5.0000%  | 0.0000% | $2492584.00        | $2239228.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4096 | 2053-03-01      | 5.0000%  | 0.0000% | $7296.00           | $5633.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3317 | 2054-09-01      | 5.0000%  | 0.0000% | $7436368.00        | $6376726.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476 | 2055-06-01      | 5.0000%  | 0.0000% | $15189928.00       | $15024415.83       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $20271680.00       | $20104224.06       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $98999.00          | $23236.92          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $390.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1000.00           | $617.69            | Agency Mortgage-Backed Securities         |
| GNII SF DN6376 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1008.00           | $1039.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $698471.00         | $574490.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $2613280.00        | $1569441.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA6840 | 2035-09-01      | 2.0000%  | 0.0000% | $411839.00         | $169101.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $5324.00           | $5039.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $53000.00          | $49791.73          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $376.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6029 | 2054-06-01      | 5.5000%  | 0.0000% | $4639218.00        | $4225938.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586 | 2055-03-01      | 6.0000%  | 0.0000% | $2541191.00        | $2426886.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9776 | 2055-09-01      | 6.0000%  | 0.0000% | $3103439.00        | $3217703.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $1537910.00        | $1098520.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  | 0.0000% | $3320708.00        | $2760633.05        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q62189 G | 2049-03-01      | 4.0000%  | 0.0000% | $3072.00           | $519.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $6409414.00        | $1695929.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CKBM7739 | 2054-09-01      | 6.5000%  | 0.0000% | $19592160.00       | $11335472.23       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4456 | 2053-07-01      | 5.5000%  | 0.0000% | $10350904.00       | $8310142.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5857 | 2052-09-01      | 5.0000%  | 0.0000% | $3243084.00        | $2401326.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  | 0.0000% | $1042.00           | $463.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $37890674.00       | $10899417.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2195 | 2053-07-01      | 5.5000%  | 0.0000% | $8001.00           | $6361.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6024 | 2050-06-01      | 2.0000%  | 0.0000% | $18852832.00       | $9269850.60        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6827 | 2046-03-01      | 3.5000%  | 0.0000% | $2064.00           | $488.90            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8069 | 2052-03-01      | 3.0000%  | 0.0000% | $6282736.00        | $4513759.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8499 | 2055-08-01      | 6.0000%  | 0.0000% | $1474241.00        | $1295528.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7236 | 2055-07-01      | 6.0000%  | 0.0000% | $1321929.00        | $1367783.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  | 0.0000% | $508494.00         | $453588.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7237 | 2055-07-01      | 6.0000%  | 0.0000% | $957077.00         | $980306.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0028 | 2055-08-01      | 6.5000%  | 0.0000% | $678986.00         | $719805.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4927 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $782.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9878 | 2055-08-01      | 6.0000%  | 0.0000% | $2118272.00        | $2173656.12        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $110391.00         | $85916.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4750 | 2048-01-01      | 3.0000%  | 0.0000% | $1152403.00        | $173301.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $73933.65          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1770 | 2036-12-01      | 2.0000%  | 0.0000% | $2956830.00        | $2686482.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  | 0.0000% | $2256900.00        | $197049.83         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $31483754.00       | $26408270.11       | Agency Mortgage-Backed Securities         |
| GNII SF DN7601 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.83           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1391       | 2058-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1013.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7240 | 2056-03-01      | 5.5000%  | 0.0000% | $4235672.00        | $4351226.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5052 | 2055-05-01      | 6.0000%  | 0.0000% | $19488960.00       | $17253211.60       | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 FG     | 2055-07-20      | 4.9815%  | 0.0000% | $112937.00         | $107368.55         | Agency Collateralized Mortgage Obligation |
| GNII SF DN5254 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402 | 2055-11-01      | 5.5000%  | 0.0000% | $43280235.00       | $43772240.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  | 0.0000% | $6318667.00        | $5874493.41        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1213142.00        | $868594.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $6460267.00        | $5047981.74        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $6261860.00        | $4799990.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $8107555.00        | $6780642.07        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $121.63            | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $43025338.00       | $39867210.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1000.00           | $723.69            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6025 | 2050-06-01      | 2.0000%  | 0.0000% | $13458545.00       | $6654226.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1024.00           | $468.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5874 | 2055-07-01      | 6.0000%  | 0.0000% | $1153456.00        | $1200867.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  | 0.0000% | $7154688.00        | $5095738.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0487 | 2052-10-01      | 5.0000%  | 0.0000% | $1882460.00        | $1409030.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8543 | 2052-09-01      | 5.0000%  | 0.0000% | $10032.00          | $7300.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1920 | 2053-02-01      | 6.0000%  | 0.0000% | $2434560.00        | $2081415.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $748.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW4863 | 2053-03-01      | 4.5000%  | 0.0000% | $18188104.00       | $14894639.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535 | 2052-07-01      | 5.0000%  | 0.0000% | $2598250.00        | $1375342.32        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704 | 2052-06-01      | 4.5000%  | 0.0000% | $16907008.00       | $12807841.07       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4968 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $608.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $652.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $339.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $7964710.00        | $6269958.25        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  | 0.0000% | $1291304.00        | $641106.87         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $4894.00           | $1286.06           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTQK1141 | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $205.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQAT6307 | 2043-06-01      | 4.0000%  | 0.0000% | $16892000.00       | $2511972.12        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9472 | 2047-04-01      | 4.5000%  | 0.0000% | $1024.00           | $209.88            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-12-25      | 4.8672%  | 0.0000% | $1922501.00        | $1892259.61        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $1013.00           | $9.38              | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-12-25      | 4.8672%  | 0.0000% | $2000.00           | $1944.20           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  | 0.0000% | $461480.00         | $385936.72         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49500 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $271.46            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $9815050.00        | $1897932.44        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $175000.00         | $154469.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215 | 2052-01-01      | 2.0000%  | 0.0000% | $3072.00           | $2109.47           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882 | 2052-09-01      | 5.0000%  | 0.0000% | $2032.00           | $1536.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $665.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0050 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $804.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5366 | 2055-12-01      | 5.5000%  | 0.0000% | $1004.00           | $1031.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9868 | 2055-09-01      | 6.0000%  | 0.0000% | $4623080.00        | $4778625.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8279 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $942.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579 | 2054-08-01      | 5.5000%  | 0.0000% | $5134488.00        | $5119390.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  | 0.0000% | $3147030.00        | $1309920.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7736 | 2050-11-01      | 2.5000%  | 0.0000% | $3792000.00        | $1666055.37        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3484 | 2049-05-01      | 4.0000%  | 0.0000% | $24974952.00       | $7231584.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5168 | 2054-11-01      | 5.0000%  | 0.0000% | $1040.00           | $987.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945 | 2055-09-01      | 6.5000%  | 0.0000% | $1148595.00        | $1196501.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5815 | 2055-03-01      | 5.0000%  | 0.0000% | $1003.00           | $902.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9762 | 2053-04-01      | 5.5000%  | 0.0000% | $4665416.00        | $3544006.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5504 | 2045-08-01      | 4.0000%  | 0.0000% | $17585.00          | $12918.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8800 | 2056-01-01      | 5.0000%  | 0.0000% | $7056600.00        | $7101742.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9697 | 2055-12-01      | 4.5000%  | 0.0000% | $4729024.00        | $4685709.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $3780546.00        | $3554574.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8259 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8814 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070 | 2052-02-01      | 3.5000%  | 0.0000% | $2904784.00        | $2481689.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  | 0.0000% | $28447369.00       | $20591666.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1109 | 2056-02-01      | 5.5000%  | 0.0000% | $3347868.00        | $3423521.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $836.30            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  | 0.0000% | $3226495.00        | $2099856.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $7834330.00        | $6171001.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536 | 2055-11-01      | 5.5000%  | 0.0000% | $11863600.00       | $11810682.64       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303 | 2055-02-01      | 5.5000%  | 0.0000% | $42135660.00       | $39348492.06       | Agency Mortgage-Backed Securities         |
| GNII SF DP6514 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.77           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4630 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $744.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $3651618.00        | $2581667.96        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1774       | 2051-08-15      | 6.2200%  | 0.0000% | $1000.00           | $1091.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557 | 2054-05-01      | 6.5000%  | 0.0000% | $13165924.00       | $10658236.31       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9696 | 2056-01-01      | 5.0000%  | 0.0000% | $4502480.00        | $4532198.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8810 | 2055-12-01      | 6.0000%  | 0.0000% | $5002782.00        | $5146734.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8595 | 2056-01-01      | 5.5000%  | 0.0000% | $4466240.00        | $4583088.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7008 | 2056-03-01      | 5.5000%  | 0.0000% | $2875383.00        | $2951653.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7213 | 2056-02-01      | 5.5000%  | 0.0000% | $3463911.00        | $3544956.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  | 0.0000% | $26947662.00       | $24948510.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8807 | 2056-01-01      | 5.5000%  | 0.0000% | $14690560.00       | $15012638.98       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1364 | 2055-10-01      | 6.0000%  | 0.0000% | $23509504.00       | $24383144.00       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $401.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  | 0.0000% | $2394664.00        | $539579.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP5575 | 2050-06-01      | 2.5000%  | 0.0000% | $49062025.00       | $23819355.59       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1065 | 2051-10-01      | 3.0000%  | 0.0000% | $9241624.00        | $4684248.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $498.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4408 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $864.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $34301986.00       | $13403920.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9952 | 2052-06-01      | 4.0000%  | 0.0000% | $2002.00           | $1238.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1702.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1593 | 2056-02-01      | 6.0000%  | 0.0000% | $2750856.00        | $2860868.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079 | 2053-04-01      | 5.5000%  | 0.0000% | $22149024.00       | $15274263.91       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  | 0.0000% | $3290064.00        | $2360355.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7238 | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1428775.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5083 | 2055-11-01      | 5.0000%  | 0.0000% | $3230520.00        | $3265771.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8498 | 2055-08-01      | 6.0000%  | 0.0000% | $1389840.00        | $1444221.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1667 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | 0.0000% | $1025.00           | $579.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9529 | 2055-08-01      | 6.0000%  | 0.0000% | $1201756.00        | $1233021.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400 | 2055-04-01      | 6.0000%  | 0.0000% | $1943204.00        | $1634322.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU5359 | 2054-12-01      | 4.0000%  | 0.0000% | $2003.00           | $1674.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $2631012.00        | $2716204.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6221 | 2055-04-01      | 5.5000%  | 0.0000% | $3918936.00        | $3506413.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0214 | 2055-10-01      | 5.5000%  | 0.0000% | $7550328.00        | $7326783.16        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46157 G | 2047-02-01      | 3.5000%  | 0.0000% | $12965808.00       | $3176298.01        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8908 | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1105651.29        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $47.31             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $667.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6819 | 2053-12-01      | 6.0000%  | 0.0000% | $9126625.00        | $7311077.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $940.15            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $1249598.00        | $847883.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012 | 2052-08-01      | 5.0000%  | 0.0000% | $4080.00           | $3046.69           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $711.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9592 | 2052-09-01      | 5.0000%  | 0.0000% | $1796112.00        | $1165936.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8907 | 2055-08-01      | 6.0000%  | 0.0000% | $1009188.00        | $1055621.91        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G | 2042-05-01      | 3.5000%  | 0.0000% | $15507344.00       | $3828133.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $6302632.00        | $6412657.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3009 | 2055-02-01      | 6.0000%  | 0.0000% | $52000.00          | $40484.23          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  | 0.0000% | $1256771.00        | $1323969.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  | 0.0000% | $5059896.00        | $4954444.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1532 | 2055-10-01      | 6.5000%  | 0.0000% | $1038900.00        | $1079347.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.36           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01710 G | 2041-07-01      | 5.0000%  | 0.0000% | $1987676.00        | $163965.97         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $30269.00          | $27722.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $6096833.00        | $4784548.23        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V82209 G | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $153.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $772197.00         | $724454.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7940 | 2052-09-01      | 5.0000%  | 0.0000% | $1331810.00        | $927711.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $44190722.00       | $10453322.76       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE5059 | 2051-12-01      | 3.0000%  | 0.0000% | $10499088.00       | $5801104.71        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $1166.00           | $21.18             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $3062276.00        | $2218058.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $1008.00           | $533.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $513.83            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6535 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $678.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA9444 | 2036-03-01      | 2.5000%  | 0.0000% | $8013000.00        | $3438596.25        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $8409699.00        | $6125104.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7234 | 2055-07-01      | 6.0000%  | 0.0000% | $5624480.00        | $5387563.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV9273 | 2052-07-01      | 5.0000%  | 0.0000% | $1004.00           | $802.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  | 0.0000% | $189478.00         | $188507.98         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8248 | 2055-09-01      | 6.5000%  | 0.0000% | $2838630.00        | $2948760.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6729 | 2044-05-01      | 3.5000%  | 0.0000% | $67003.00          | $11370.75          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5872 | 2055-07-01      | 6.5000%  | 0.0000% | $1175976.00        | $1217141.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8211 | 2052-08-01      | 5.0000%  | 0.0000% | $2544900.00        | $1832698.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  | 0.0000% | $16081616.00       | $11945218.44       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4961 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $772.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582 | 2055-10-01      | 5.0000%  | 0.0000% | $9361510.00        | $9380284.93        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $17268937.00       | $13091336.16       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3694 | 2055-01-01      | 6.5000%  | 0.0000% | $6740163.00        | $6152101.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5607 | 2056-02-01      | 5.5000%  | 0.0000% | $7958260.00        | $8163913.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $1000.00           | $715.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA2148 M     | 2044-08-20      | 3.5000%  | 0.0000% | $1994.00           | $143.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5065 | 2053-07-01      | 5.5000%  | 0.0000% | $4574.00           | $4055.22           | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $1000.00           | $371.74            | Agency Mortgage-Backed Securities         |

### Security 707: 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: ARP1FJW25, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJW25
- **C.18 - Value (incl. sponsor support):** $2417000000.00
- **C.18.a - Value (excl. sponsor support):** $2417000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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? 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 MA9305 M       | 2053-11-20      | 5.5000%  | 0.0000% | $1325000.00        | $1010146.22        | Agency Mortgage-Backed Securities  |
| GNII SF AD0709 C       | 2043-05-20      | 3.0000%  | 0.0000% | $1218378.00        | $121756.75         | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C       | 2045-09-20      | 3.5000%  | 0.0000% | $71861.00          | $15776.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $18680123.00       | $12083631.21       | Agency Mortgage-Backed Securities  |
| GNII SF BD3297 C       | 2047-11-20      | 3.5000%  | 0.0000% | $745528.00         | $153084.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9366 M       | 2053-12-20      | 7.5000%  | 0.0000% | $3667193.00        | $719120.82         | Agency Mortgage-Backed Securities  |
| GNII SF AC6285 C       | 2043-02-20      | 3.5000%  | 0.0000% | $16000000.00       | $2376845.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA2833 M       | 2045-05-20      | 7.0000%  | 0.0000% | $30000.00          | $2234.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M       | 2045-02-20      | 3.0000%  | 0.0000% | $678976.00         | $57943.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA1604 M       | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $12128.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA2935 M       | 2030-07-20      | 3.0000%  | 0.0000% | $30000.00          | $1521.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA4656 M       | 2047-08-20      | 5.5000%  | 0.0000% | $1074021.00        | $120614.41         | Agency Mortgage-Backed Securities  |
| GNII SF AC9498 C       | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $27913.52          | Agency Mortgage-Backed Securities  |
| GNII SF MA5112 M       | 2033-04-20      | 4.0000%  | 0.0000% | $274000.00         | $31000.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA4512 M       | 2047-06-20      | 4.5000%  | 0.0000% | $22609254.00       | $1964781.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA1013 M       | 2043-05-20      | 4.0000%  | 0.0000% | $6503279.00        | $509957.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA0467 M       | 2039-07-20      | 6.0000%  | 0.0000% | $25792.00          | $862.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $237623872.00      | $28033640.43       | Agency Mortgage-Backed Securities  |
| GNII SF MA3458 M       | 2046-02-20      | 5.5000%  | 0.0000% | $6000.00           | $503.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA5594 M       | 2048-11-20      | 3.5000%  | 0.0000% | $2400000.00        | $289194.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA7143 M       | 2051-01-20      | 6.0000%  | 0.0000% | $52000.00          | $13907.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA6512 M       | 2035-03-20      | 2.5000%  | 0.0000% | $5902674.00        | $980715.63         | Agency Mortgage-Backed Securities  |
| GNII SF MA7107 M       | 2036-01-20      | 2.5000%  | 0.0000% | $1571249.00        | $556260.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9273 M       | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $81275.02          | Agency Mortgage-Backed Securities  |
| GNII SF BI3167 C       | 2048-07-20      | 5.0000%  | 0.0000% | $445000.00         | $39294.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA1202 M       | 2028-08-20      | 2.5000%  | 0.0000% | $450000.00         | $14843.94          | Agency Mortgage-Backed Securities  |
| GNII SF 763041 C       | 2041-04-20      | 4.5000%  | 0.0000% | $1280156.00        | $423803.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $8663000.00        | $6286454.84        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3352 C       | 2053-12-20      | 7.0000%  | 0.0000% | $2281993.00        | $1214288.98        | Agency Mortgage-Backed Securities  |
| GNII SF CX3264 C       | 2053-12-20      | 6.5000%  | 0.0000% | $10079932.00       | $5199348.95        | Agency Mortgage-Backed Securities  |
| GNII SF MB0936 M       | 2056-02-20      | 5.0000%  | 0.0000% | $248190416.00      | $249999999.87      | Agency Mortgage-Backed Securities  |
| GNII SF CZ6758 C       | 2054-01-20      | 7.5000%  | 0.0000% | $5069031.00        | $2506923.10        | Agency Mortgage-Backed Securities  |
| GNII SF DA7329 C       | 2054-06-20      | 7.0000%  | 0.0000% | $1631941.00        | $1214868.66        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3607 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $551655.20         | Agency Mortgage-Backed Securities  |
| GNII SF DO5774 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1595029.00        | $1656153.26        | Agency Mortgage-Backed Securities  |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $114451136.00      | $116024659.27      | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $620340.00         | $551877.60         | Agency Mortgage-Backed Securities  |
| GNII SF CU2478 C       | 2054-01-20      | 7.5000%  | 0.0000% | $25335611.00       | $18776904.95       | Agency Mortgage-Backed Securities  |
| GNII SF DJ0711 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2332669.04        | Agency Mortgage-Backed Securities  |
| GNII SF DH3464 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2191255.00        | $1716392.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA8644 M       | 2052-11-20      | 3.5000%  | 0.0000% | $11227596.00       | $8134860.63        | Agency Mortgage-Backed Securities  |
| GNII SF DP3223 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2621578.00        | $2649498.58        | Agency Mortgage-Backed Securities  |
| GNII SF MB0815 M       | 2054-12-20      | 6.0000%  | 0.0000% | $114434040.00      | $117002954.71      | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $153885907.00      | $143412649.34      | Agency Mortgage-Backed Securities  |
| GNII SF 004539 M       | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $4872.33           | Agency Mortgage-Backed Securities  |
| GNII SF 004635 M       | 2040-02-20      | 4.0000%  | 0.0000% | $30000.00          | $1278.62           | Agency Mortgage-Backed Securities  |
| GNII SF DI7968 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1271146.00        | $811519.24         | Agency Mortgage-Backed Securities  |
| GNII SF CX6892 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1647408.00        | $694325.09         | Agency Mortgage-Backed Securities  |
| GNII SF 003096 M       | 2031-06-20      | 7.0000%  | 0.0000% | $4430075.00        | $6266.03           | Agency Mortgage-Backed Securities  |
| GNII SF 004557 M       | 2039-10-20      | 4.0000%  | 0.0000% | $120000.00         | $4832.92           | Agency Mortgage-Backed Securities  |
| GNII SF 004371 M       | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $814.87            | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M       | 2055-06-20      | 5.5000%  | 0.0000% | $75233532.00       | $75295075.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA6718 M       | 2038-10-20      | 7.0000%  | 0.0000% | $79451.00          | $21286.75          | Agency Mortgage-Backed Securities  |
| GNII SF CP9423 C       | 2052-11-20      | 5.5000%  | 0.0000% | $300000.00         | $252358.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $67978453.00       | $38246821.74       | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $715000.00         | $161882.59         | Agency Mortgage-Backed Securities  |
| GNII SF DA2088 C       | 2054-03-20      | 6.5000%  | 0.0000% | $2198152.00        | $1541837.69        | Agency Mortgage-Backed Securities  |
| GNII SF DM3494 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1010071.00        | $1068231.57        | Agency Mortgage-Backed Securities  |
| GNII SF DM5753 C       | 2055-10-20      | 6.0000%  | 0.0000% | $3740714.00        | $3850622.05        | Agency Mortgage-Backed Securities  |
| GNII SF DA8574 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1155144.00        | $839091.35         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3946 C       | 2054-02-20      | 6.0000%  | 0.0000% | $7985550.00        | $4219330.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA8573 M       | 2053-01-20      | 7.0000%  | 0.0000% | $6000000.00        | $1634061.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $10900000.00       | $7487874.05        | Agency Mortgage-Backed Securities  |
| GNII SF DA1196 C       | 2054-01-20      | 7.0000%  | 0.0000% | $3646695.00        | $2936912.67        | Agency Mortgage-Backed Securities  |
| GNII SF DK4330 C       | 2055-05-20      | 6.0000%  | 0.0000% | $24731397.00       | $25563589.46       | Agency Mortgage-Backed Securities  |
| GNII SF DO0896 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1057366.00        | $1070629.65        | Agency Mortgage-Backed Securities  |
| GNII SF AT4733 C       | 2046-09-20      | 4.0000%  | 0.0000% | $5493879.00        | $877810.94         | Agency Mortgage-Backed Securities  |
| GNII SF DO5738 C       | 2056-02-20      | 5.5000%  | 0.0000% | $7231443.00        | $7498783.82        | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $759444.00         | $724297.61         | Agency Mortgage-Backed Securities  |
| GNII SF DE9446 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1200028.00        | $1060218.38        | Agency Mortgage-Backed Securities  |
| GNII SF MB0341 M       | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $43351.96          | Agency Mortgage-Backed Securities  |
| GNII SF 004245 M       | 2038-09-20      | 6.0000%  | 0.0000% | $5090000.00        | $43431.25          | Agency Mortgage-Backed Securities  |
| GNII SF DE3758 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1174402.00        | $915718.71         | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M       | 2040-05-20      | 4.5000%  | 0.0000% | $55809457.00       | $1898943.97        | Agency Mortgage-Backed Securities  |
| GNII SF 004699 M       | 2040-05-20      | 6.0000%  | 0.0000% | $222231.00         | $3766.12           | Agency Mortgage-Backed Securities  |
| GNII SF DO3497 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1413805.00        | $1479391.27        | Agency Mortgage-Backed Securities  |
| GNII SF 005081 M       | 2041-06-20      | 4.0000%  | 0.0000% | $202369.00         | $8801.05           | Agency Mortgage-Backed Securities  |
| GNII SF 002987 M       | 2030-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $1369.56           | Agency Mortgage-Backed Securities  |
| GNII SF DI7919 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1073379.00        | $915647.02         | Agency Mortgage-Backed Securities  |
| GNII SF 003610 M       | 2034-09-20      | 5.5000%  | 0.0000% | $1058000.00        | $11750.17          | Agency Mortgage-Backed Securities  |
| GNII SF AJ2723 C       | 2044-08-20      | 4.0000%  | 0.0000% | $547430.00         | $63281.02          | Agency Mortgage-Backed Securities  |
| GNII SF CV8121 C       | 2053-10-20      | 7.0000%  | 0.0000% | $5057973.00        | $1953193.12        | Agency Mortgage-Backed Securities  |
| GNII SF CM5772 C       | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16645.67          | Agency Mortgage-Backed Securities  |
| GNII SF CQ6336 C       | 2052-12-20      | 7.0000%  | 0.0000% | $1103718.00        | $488193.94         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3445 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1912950.00        | $1993860.43        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1881 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1515442.00        | $517572.93         | Agency Mortgage-Backed Securities  |
| GNII SF DO0841 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1588332.00        | $1570474.23        | Agency Mortgage-Backed Securities  |
| GNII SF AQ0550 C       | 2046-11-20      | 4.0000%  | 0.0000% | $4569588.00        | $389606.62         | Agency Mortgage-Backed Securities  |
| GNII SF BD9057 C       | 2037-11-20      | 3.0000%  | 0.0000% | $2468788.00        | $312034.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA7883 M       | 2052-02-20      | 3.5000%  | 0.0000% | $16800000.00       | $11227170.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA8040 M       | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $940399.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA7774 M       | 2051-11-20      | 6.0000%  | 0.0000% | $30000.00          | $15455.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $50940972.00       | $26548411.80       | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $31800000.00       | $15246192.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA4993 M       | 2033-02-20      | 3.0000%  | 0.0000% | $10000000.00       | $881550.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M       | 2049-02-20      | 4.5000%  | 0.0000% | $46896021.00       | $3379410.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA5437 M       | 2033-09-20      | 4.0000%  | 0.0000% | $227874.00         | $25885.23          | Agency Mortgage-Backed Securities  |
| GNII SF CC2143 C       | 2051-03-20      | 2.0000%  | 0.0000% | $1618900.00        | $627796.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $152124870.00      | $86028283.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA9901 M       | 2046-09-20      | 3.0000%  | 0.0000% | $1374777.00        | $1088677.70        | Agency Mortgage-Backed Securities  |
| GNII SF DC9042 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1861709.00        | $1124858.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA7992 M       | 2052-04-20      | 5.0000%  | 0.0000% | $125000.00         | $73680.99          | Agency Mortgage-Backed Securities  |
| GNII SF CY2859 C       | 2053-10-20      | 7.0000%  | 0.0000% | $12473509.00       | $8680029.90        | Agency Mortgage-Backed Securities  |
| GNII SF CT4383 C       | 2053-04-20      | 5.5000%  | 0.0000% | $6066355.00        | $4909161.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $737018.00         | $686086.84         | Agency Mortgage-Backed Securities  |
| GNII SF AD2190 C       | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $63669.67          | Agency Mortgage-Backed Securities  |
| GNII SF MA7656 M       | 2038-07-20      | 6.0000%  | 0.0000% | $45000.00          | $12440.70          | Agency Mortgage-Backed Securities  |
| GNII SF CT7444 C       | 2053-04-20      | 6.0000%  | 0.0000% | $100041.00         | $85268.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA8102 M       | 2052-06-20      | 5.0000%  | 0.0000% | $66000.00          | $46355.64          | Agency Mortgage-Backed Securities  |
| GNII SF AM4385 C       | 2045-05-20      | 3.5000%  | 0.0000% | $40000.00          | $4840.14           | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M       | 2051-06-20      | 2.0000%  | 0.0000% | $2975000.00        | $1607836.47        | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M       | 2056-01-20      | 6.5000%  | 0.0000% | $12970414.00       | $13530386.57       | Agency Mortgage-Backed Securities  |
| GNII SF CW3710 C       | 2053-08-20      | 6.0000%  | 0.0000% | $190000.00         | $177882.19         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1888 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1017026.00        | $664200.56         | Agency Mortgage-Backed Securities  |
| GNII SF DP5955 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1245563.00        | $1310536.03        | Agency Mortgage-Backed Securities  |
| GNII SF 003515 M       | 2034-02-20      | 5.5000%  | 0.0000% | $2420000.00        | $28043.93          | Agency Mortgage-Backed Securities  |
| GNII SF 003556 M       | 2034-05-20      | 5.5000%  | 0.0000% | $401500.00         | $5367.62           | Agency Mortgage-Backed Securities  |
| GNII SF DP3567 C       | 2056-01-20      | 5.0000%  | 0.0000% | $5709760.00        | $5755019.19        | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M       | 2029-09-20      | 7.5000%  | 0.0000% | $700000.00         | $605.35            | Agency Mortgage-Backed Securities  |
| GNII SF DN2328 C       | 2055-11-20      | 6.5000%  | 0.0000% | $9495906.00        | $9971628.29        | Agency Mortgage-Backed Securities  |
| GNII SF DQ2202 C       | 2056-02-20      | 6.5000%  | 0.0000% | $4555873.00        | $4797554.97        | Agency Mortgage-Backed Securities  |
| GNII SF DP3069 C       | 2056-01-20      | 5.5000%  | 0.0000% | $2104303.00        | $2159405.69        | Agency Mortgage-Backed Securities  |
| GNII SF DN5318 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3192643.00        | $3282375.57        | Agency Mortgage-Backed Securities  |
| GNII SF CS7538 C       | 2053-03-20      | 7.0000%  | 0.0000% | $2567316.00        | $1084798.15        | Agency Mortgage-Backed Securities  |
| GNII SF CL5647 C       | 2052-03-20      | 3.0000%  | 0.0000% | $3275995.00        | $1798448.98        | Agency Mortgage-Backed Securities  |
| GNII SF DP8462 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1073090.00        | $1081980.82        | Agency Mortgage-Backed Securities  |
| GNII SF MB0123 M       | 2040-01-20      | 6.0000%  | 0.0000% | $971266.00         | $674914.39         | Agency Mortgage-Backed Securities  |
| GNII SF MB0743 M       | 2055-11-20      | 4.0000%  | 0.0000% | $66727604.00       | $63894056.93       | Agency Mortgage-Backed Securities  |
| GNII SF DN9387 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1017491.00        | $1064878.16        | Agency Mortgage-Backed Securities  |
| GNII SF DP1267 C       | 2056-02-20      | 7.0000%  | 0.0000% | $1401761.00        | $1496258.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA4325 M       | 2034-06-20      | 5.5000%  | 0.0000% | $82009.00          | $8450.95           | Agency Mortgage-Backed Securities  |
| GNII SF BW7419 C       | 2050-08-20      | 3.5000%  | 0.0000% | $125000.00         | $69380.89          | Agency Mortgage-Backed Securities  |
| GNII SF BY0568 C       | 2050-10-20      | 2.5000%  | 0.0000% | $13017907.00       | $7563546.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA9543 M       | 2054-03-20      | 6.5000%  | 0.0000% | $140311.00         | $61591.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA5195 M       | 2048-05-20      | 5.5000%  | 0.0000% | $18810459.00       | $1388005.39        | Agency Mortgage-Backed Securities  |
| GNII SF DN5735 C       | 2055-11-20      | 5.0000%  | 0.0000% | $39551074.00       | $39821822.22       | Agency Mortgage-Backed Securities  |
| GNII SF DP4259 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2421270.00        | $2525862.34        | Agency Mortgage-Backed Securities  |
| GNII SF DM5849 C       | 2055-09-20      | 5.5000%  | 0.0000% | $10582311.00       | $10698053.64       | Agency Mortgage-Backed Securities  |
| GNII SF MB0811 M       | 2055-12-20      | 4.0000%  | 0.0000% | $119299266.00      | $114342417.06      | Agency Mortgage-Backed Securities  |
| GNII SF DN6526 C       | 2056-02-20      | 5.0000%  | 0.0000% | $9172515.00        | $9298839.89        | Agency Mortgage-Backed Securities  |
| GNII SF DP0330 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2033466.00        | $2108804.35        | Agency Mortgage-Backed Securities  |
| GNII SF DN5313 C       | 2055-11-20      | 6.0000%  | 0.0000% | $4623158.00        | $4749707.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA7373 M       | 2048-12-20      | 5.5000%  | 0.0000% | $800000.00         | $269484.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $6276937.00        | $3621826.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA4264 M       | 2047-02-20      | 4.5000%  | 0.0000% | $1736194.00        | $163915.67         | Agency Mortgage-Backed Securities  |
| GNII SF CZ4007 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1139680.00        | $605489.68         | Agency Mortgage-Backed Securities  |
| GNII SF DC0329 C       | 2054-07-20      | 6.0000%  | 0.0000% | $1043506.00        | $851368.31         | Agency Mortgage-Backed Securities  |
| GNII SF BS8420 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1610000.00        | $349786.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA6772 M       | 2050-07-20      | 6.0000%  | 0.0000% | $100000.00         | $15796.00          | Agency Mortgage-Backed Securities  |
| GNII SF CY5639 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2337763.00        | $1458143.92        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0726 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3398066.00        | $3273009.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $14990000.00       | $13221074.31       | Agency Mortgage-Backed Securities  |
| GNII SF DP3063 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1142820.00        | $1208645.77        | Agency Mortgage-Backed Securities  |
| GNII SF DP8500 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1032558.00        | $1086299.77        | Agency Mortgage-Backed Securities  |
| GNII SF MB0530 M       | 2040-07-20      | 6.0000%  | 0.0000% | $297166.00         | $285867.72         | Agency Mortgage-Backed Securities  |
| GNII SF 734414 C       | 2041-05-20      | 4.5000%  | 0.0000% | $4070932.00        | $684426.33         | Agency Mortgage-Backed Securities  |
| GNII SF DN2609 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1246834.00        | $1294146.11        | Agency Mortgage-Backed Securities  |
| GNII SF 004804 M       | 2040-09-20      | 6.0000%  | 0.0000% | $389284.00         | $10148.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $283000.00         | $209577.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $76579637.00       | $40005099.81       | Agency Mortgage-Backed Securities  |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $30000000.00       | $14806020.63       | Agency Mortgage-Backed Securities  |
| GNII SF MA4452 M       | 2047-05-20      | 4.0000%  | 0.0000% | $89528.00          | $8159.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA9267 M       | 2038-11-20      | 3.5000%  | 0.0000% | $165445.00         | $142841.87         | Agency Mortgage-Backed Securities  |
| GNII SF MA8195 M       | 2051-11-20      | 1.5000%  | 0.0000% | $215600.00         | $130551.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA3879 M       | 2038-11-20      | 6.0000%  | 0.0000% | $40000.00          | $3704.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $1000000.00        | $131505.50         | Agency Mortgage-Backed Securities  |
| GNII SF MB0559 M       | 2055-07-20      | 7.0000%  | 0.0000% | $11412060.00       | $11482994.13       | Agency Mortgage-Backed Securities  |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $65541086.00       | $62294620.33       | Agency Mortgage-Backed Securities  |
| GNII SF BE1028 C       | 2047-11-20      | 4.0000%  | 0.0000% | $26907089.00       | $10753500.29       | Agency Mortgage-Backed Securities  |
| GNII SF DP4697 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1476239.00        | $1556335.95        | Agency Mortgage-Backed Securities  |
| GNII SF MB0527 M       | 2040-08-20      | 4.5000%  | 0.0000% | $537500.00         | $524168.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA8345 M       | 2052-10-20      | 3.5000%  | 0.0000% | $500000.00         | $367833.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA2527 M       | 2038-12-20      | 6.5000%  | 0.0000% | $73381.00          | $4979.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA8721 M       | 2053-02-20      | 3.0000%  | 0.0000% | $3285283.00        | $2210390.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA6599 M       | 2050-04-20      | 3.0000%  | 0.0000% | $71348260.00       | $15117981.08       | Agency Mortgage-Backed Securities  |
| GNII SF MA6015 M       | 2034-07-20      | 4.0000%  | 0.0000% | $267220.00         | $37471.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA7191 M       | 2051-02-20      | 1.5000%  | 0.0000% | $71958293.00       | $37788080.73       | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M       | 2052-09-20      | 3.5000%  | 0.0000% | $3536000.00        | $2563017.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M       | 2049-07-20      | 4.5000%  | 0.0000% | $1500000.00        | $202019.77         | Agency Mortgage-Backed Securities  |
| GNII SF DE3752 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1967516.00        | $1007180.62        | Agency Mortgage-Backed Securities  |
| GNII SF DK3296 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1336988.00        | $658984.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA6839 M       | 2035-09-20      | 2.0000%  | 0.0000% | $297136.00         | $91802.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA7985 M       | 2052-04-20      | 1.5000%  | 0.0000% | $9157770.00        | $5358570.11        | Agency Mortgage-Backed Securities  |
| GNII SF DE3733 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1999208.00        | $1257770.40        | Agency Mortgage-Backed Securities  |
| GNII SF BB0185 C       | 2047-06-20      | 4.0000%  | 0.0000% | $824500.00         | $129205.59         | Agency Mortgage-Backed Securities  |
| GNII SF BG5109 C       | 2048-08-20      | 4.5000%  | 0.0000% | $4666973.00        | $422004.15         | Agency Mortgage-Backed Securities  |
| GNII SF 485369 C       | 2041-10-20      | 4.5000%  | 0.0000% | $2048365.00        | $310455.37         | Agency Mortgage-Backed Securities  |
| GNII SF DL4165 C       | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $8830564.65        | Agency Mortgage-Backed Securities  |
| GNII SF MB0623 M       | 2055-04-20      | 5.5000%  | 0.0000% | $249210086.00      | $249999999.69      | Agency Mortgage-Backed Securities  |
| GNII SF DL5711 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4229496.00        | $4435019.24        | Agency Mortgage-Backed Securities  |
| GNII SF DL5477 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1035958.00        | $1066671.10        | Agency Mortgage-Backed Securities  |
| GNII SF DN1240 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2914069.00        | $3012092.64        | Agency Mortgage-Backed Securities  |
| GNII SF DI2234 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1045162.00        | $982762.17         | Agency Mortgage-Backed Securities  |
| GNII SF DL9714 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1057479.00        | $1105896.27        | Agency Mortgage-Backed Securities  |
| GNII SF DM5754 C       | 2055-10-20      | 6.0000%  | 0.0000% | $12583703.00       | $12927042.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA9910 M       | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $563915.07         | Agency Mortgage-Backed Securities  |
| GNII SF DL4092 C       | 2055-08-20      | 6.0000%  | 0.0000% | $6738635.00        | $6830128.90        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9915 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2238581.00        | $2368365.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA7424 M       | 2051-06-20      | 5.5000%  | 0.0000% | $1100000.00        | $483148.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $315021685.00      | $189641302.51      | Agency Mortgage-Backed Securities  |
| GNII SF CZ3603 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1669179.00        | $187862.88         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3953 C       | 2054-02-20      | 6.0000%  | 0.0000% | $2951361.00        | $1791505.96        | Agency Mortgage-Backed Securities  |
| GNII SF CA2457 C       | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4122740.13        | Agency Mortgage-Backed Securities  |
| GNII SF DA7168 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1329774.00        | $1371199.51        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3709 C       | 2054-01-20      | 7.0000%  | 0.0000% | $3059443.00        | $1684729.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA9104 M       | 2053-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1711.43           | Agency Mortgage-Backed Securities  |
| GNII SF MA0827 M       | 2028-03-20      | 3.5000%  | 0.0000% | $381562.00         | $8151.89           | Agency Mortgage-Backed Securities  |
| GNII SF AB9182 C       | 2042-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $84623.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M       | 2044-09-20      | 3.5000%  | 0.0000% | $1598492.00        | $120896.93         | Agency Mortgage-Backed Securities  |
| GNII SF DA2152 C       | 2054-02-20      | 7.0000%  | 0.0000% | $1197090.00        | $642752.21         | Agency Mortgage-Backed Securities  |
| GNII SF DO5382 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1081110.00        | $1110748.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK7847 C       | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8770253.94        | Agency Mortgage-Backed Securities  |
| GNII SF DK3274 C       | 2055-06-20      | 6.0000%  | 0.0000% | $6670479.00        | $6391696.96        | Agency Mortgage-Backed Securities  |
| GNII SF 003502 M       | 2034-01-20      | 6.5000%  | 0.0000% | $450000.00         | $5765.56           | Agency Mortgage-Backed Securities  |
| GNII SF 004293 M       | 2038-11-20      | 7.0000%  | 0.0000% | $550000.00         | $9356.57           | Agency Mortgage-Backed Securities  |
| GNII SF 003151 M       | 2031-10-20      | 7.0000%  | 0.0000% | $992348.00         | $1733.83           | Agency Mortgage-Backed Securities  |
| GNII SF DO1511 C       | 2055-11-20      | 6.0000%  | 0.0000% | $7126220.00        | $7412385.17        | Agency Mortgage-Backed Securities  |
| GNII SF 003736 M       | 2035-07-20      | 5.5000%  | 0.0000% | $160000.00         | $2327.30           | Agency Mortgage-Backed Securities  |
| GNII SF MB0868 M       | 2056-01-20      | 3.5000%  | 0.0000% | $71588627.00       | $66959238.63       | Agency Mortgage-Backed Securities  |
| GNII SF DL2014 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1771896.00        | $1854640.62        | Agency Mortgage-Backed Securities  |
| GNII SF DL3780 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1309691.00        | $1361172.94        | Agency Mortgage-Backed Securities  |
| GNII SF DP7804 C       | 2056-02-20      | 5.5000%  | 0.0000% | $6986498.00        | $7244776.41        | Agency Mortgage-Backed Securities  |
| GNII SF DL3851 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1225841.00        | $1286675.19        | Agency Mortgage-Backed Securities  |
| GNII SF 004853 M       | 2040-11-20      | 4.0000%  | 0.0000% | $40895785.00       | $1976839.46        | Agency Mortgage-Backed Securities  |
| GNII SF DN6144 C       | 2055-12-20      | 7.5000%  | 0.0000% | $8794292.00        | $9488602.04        | Agency Mortgage-Backed Securities  |
| GNII SF BB8656 C       | 2047-08-20      | 3.5000%  | 0.0000% | $1077763.00        | $326543.59         | Agency Mortgage-Backed Securities  |
| GNII SF DN6067 C       | 2055-11-20      | 7.5000%  | 0.0000% | $3529275.00        | $3805212.23        | Agency Mortgage-Backed Securities  |
| GNII SF DN7027 C       | 2055-11-20      | 4.5000%  | 0.0000% | $2105437.00        | $2078019.58        | Agency Mortgage-Backed Securities  |
| GNII SF BE5899 C       | 2048-01-20      | 3.5000%  | 0.0000% | $2350059.00        | $776985.00         | Agency Mortgage-Backed Securities  |
| GNII SF BT0182 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2031010.00        | $107645.73         | Agency Mortgage-Backed Securities  |
| GNII SF CV8159 C       | 2053-10-20      | 7.0000%  | 0.0000% | $3230369.00        | $2314254.72        | Agency Mortgage-Backed Securities  |
| GNII SF CW6992 C       | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $81448.26          | Agency Mortgage-Backed Securities  |
| GNII SF DC2914 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1155240.00        | $1191819.06        | Agency Mortgage-Backed Securities  |
| GNII SF DM6692 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1432597.00        | $1486709.63        | Agency Mortgage-Backed Securities  |
| GNII SF DM7817 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1096766.00        | $1120912.64        | Agency Mortgage-Backed Securities  |
| GNII SF DN6478 C       | 2056-02-20      | 5.0000%  | 0.0000% | $18154269.00       | $18375880.18       | Agency Mortgage-Backed Securities  |
| GNII SF DE9657 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1263739.00        | $654228.00         | Agency Mortgage-Backed Securities  |
| GNII SF CY1465 C       | 2054-01-20      | 7.0000%  | 0.0000% | $10218270.00       | $4072891.43        | Agency Mortgage-Backed Securities  |
| GNII SF 738756 C       | 2041-09-20      | 4.5000%  | 0.0000% | $6789597.00        | $317593.01         | Agency Mortgage-Backed Securities  |
| GNII SF DO5482 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1613574.00        | $1676560.60        | Agency Mortgage-Backed Securities  |
| GNII SF AU0807 C       | 2046-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $1718226.54        | Agency Mortgage-Backed Securities  |
| GNII SF 003227 M       | 2032-04-20      | 6.0000%  | 0.0000% | $14882503.00       | $38868.65          | Agency Mortgage-Backed Securities  |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $2397000.00        | $187857.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA6256 M       | 2034-12-20      | 3.5000%  | 0.0000% | $155000.00         | $26535.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M       | 2051-11-20      | 3.0000%  | 0.0000% | $70950610.00       | $43075573.65       | Agency Mortgage-Backed Securities  |
| GNII SF CY9021 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1133412.00        | $1037598.37        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1499 C       | 2054-02-20      | 7.5000%  | 0.0000% | $10966229.00       | $9437165.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA7934 M       | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7726425.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA7054 M       | 2050-12-20      | 3.5000%  | 0.0000% | $2400000.00        | $823160.98         | Agency Mortgage-Backed Securities  |
| GNII SF BT9612 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5048594.00        | $2105664.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $19410116.00       | $9498577.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M       | 2050-09-20      | 2.5000%  | 0.0000% | $4536000.00        | $1714708.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $60821039.00       | $30920246.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA5333 M       | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1077523.76        | Agency Mortgage-Backed Securities  |
| GNII SF MA6993 M       | 2050-10-20      | 1.5000%  | 0.0000% | $997582.00         | $531532.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA2520 M       | 2045-01-20      | 3.0000%  | 0.0000% | $5052095.00        | $443204.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M       | 2053-07-20      | 3.0000%  | 0.0000% | $707577.00         | $484245.79         | Agency Mortgage-Backed Securities  |
| GNII SF DJ0745 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1977302.00        | $1732102.02        | Agency Mortgage-Backed Securities  |
| GNII SF AO7533 C       | 2045-08-20      | 3.5000%  | 0.0000% | $1152758.00        | $192627.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA3105 M       | 2045-09-20      | 3.5000%  | 0.0000% | $3375000.00        | $309371.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA0220 M       | 2042-07-20      | 3.5000%  | 0.0000% | $2697000.00        | $202678.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA0756 M       | 2028-02-20      | 2.5000%  | 0.0000% | $1868059.00        | $44582.73          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $90380100.00       | $79733250.32       | U.S. Treasuries (including strips) |
| GNII SF BF2644 C       | 2048-05-20      | 5.0000%  | 0.0000% | $53675.00          | $4400.58           | Agency Mortgage-Backed Securities  |
| GNII SF DN3055 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2095012.00        | $2108816.04        | Agency Mortgage-Backed Securities  |
| GNII SF DL6423 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1163633.00        | $1220953.10        | Agency Mortgage-Backed Securities  |
| GNII SF DF8601 C       | 2055-01-20      | 6.0000%  | 0.0000% | $8104944.00        | $8019832.69        | Agency Mortgage-Backed Securities  |
| GNII SF DN2664 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1524913.00        | $1564411.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $90000.00          | $72699.09          | Agency Mortgage-Backed Securities  |
| GNII SF DK7879 C       | 2055-08-20      | 7.5000%  | 0.0000% | $2709457.00        | $2929605.26        | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M       | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $24259.14          | Agency Mortgage-Backed Securities  |
| GNII SF 003786 M       | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1797.92           | Agency Mortgage-Backed Securities  |
| GNII SF 003259 M       | 2032-07-20      | 5.5000%  | 0.0000% | $123000.00         | $876.76            | Agency Mortgage-Backed Securities  |
| GNII SF AS5277 C       | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2227540.18        | Agency Mortgage-Backed Securities  |
| GNII SF DK3335 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1520312.00        | $1439183.82        | Agency Mortgage-Backed Securities  |
| GNII SF 003391 M       | 2033-05-20      | 6.0000%  | 0.0000% | $717500.00         | $3715.20           | Agency Mortgage-Backed Securities  |
| GNII SF DK3242 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2533862.00        | $2617589.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK0788 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1097797.00        | $1117562.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA7994 M       | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $384482.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA1010 M       | 2043-04-20      | 2.5000%  | 0.0000% | $69000.00          | $10856.81          | Agency Mortgage-Backed Securities  |
| GNII SF 764158 C       | 2046-08-20      | 3.5000%  | 0.0000% | $2290256.00        | $477124.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA9847 M       | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $26232057.88       | Agency Mortgage-Backed Securities  |

### Security 708: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 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: ARP1FJWO7, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1FJWO7
- **C.18 - Value (incl. sponsor support):** $544000000.00
- **C.18.a - Value (excl. sponsor support):** $544000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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 | 2027-08-15      | 3.7500%  | 0.0000% | $81854000.00       | $82303549.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $26000000.00       | $26354645.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $23032100.00       | $23003013.89       | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $27652600.00       | $21566771.82       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1123   | 2055-05-01      | 6.0000%  | 0.0000% | $69086720.00       | $65650256.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4536   | 2056-02-01      | 5.5000%  | 0.0000% | $24332890.00       | $25025336.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1060   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $943.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6181   | 2054-08-01      | 5.5000%  | 0.0000% | $57479168.00       | $52592429.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0672   | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $822.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6124.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7054   | 2056-02-01      | 5.0000%  | 0.0000% | $29668213.00       | $30228619.17       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $159100.00         | $159783.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1200.00           | $927.45            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5039   | 2053-06-01      | 5.5000%  | 0.0000% | $20971627.00       | $15806454.14       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $67.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $2427000.00        | $2316847.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $1005.00           | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL2480   | 2055-08-01      | 6.0000%  | 0.0000% | $42637504.00       | $39322741.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3829   | 2056-01-01      | 5.5000%  | 0.0000% | $28943572.00       | $29085170.93       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $15752200.00       | $15855964.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $130.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $82038500.00       | $85533985.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $72.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $12323000.00       | $9476626.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $367.56            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLMA5737   | 2055-06-01      | 6.5000%  | 0.0000% | $42025088.00       | $33625256.04       | Agency Mortgage-Backed Securities  |

### Security 709: 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: ARP1FJWP4, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1FJWP4
- **C.18 - Value (incl. sponsor support):** $2701000000.00
- **C.18.a - Value (excl. sponsor support):** $2701000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CIMA5507   | 2039-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2132.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $3334765.00        | $2934140.31        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $34321705.00       | $35145406.75       | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $71205.00          | $58060.61          | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF       | 2065-03-20      | 4.4615%  | 0.0000% | $115120475.00      | $56791393.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 MF       | 2054-02-20      | 4.6615%  | 0.0000% | $5479056.00        | $3899106.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 JA       | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $3767689.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 GF       | 2065-10-20      | 4.6615%  | 0.0000% | $70414292.00       | $53124024.57       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2345563.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $15733989.00       | $11544859.99       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $21176084.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411   | 2051-05-01      | 2.0000%  | 0.0000% | $6000.00           | $3817.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1065   | 2055-09-01      | 6.5000%  | 0.0000% | $44360684.00       | $42354937.84       | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.5615%  | 0.0000% | $8642982.00        | $4538770.46        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $9749045.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA7881 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1679.00           | $1064.72           | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA       | 2055-11-20      | 4.5615%  | 0.0000% | $13456905.00       | $13390624.18       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRQ0040   | 2055-08-01      | 5.5000%  | 0.0000% | $120608.00         | $113816.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049   | 2055-09-01      | 5.5000%  | 0.0000% | $30774508.00       | $29555791.39       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067   | 2055-11-01      | 7.0000%  | 0.0000% | $193281.00         | $191079.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5070   | 2053-07-01      | 4.5000%  | 0.0000% | $99000.00          | $82539.60          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0062   | 2055-11-01      | 4.5000%  | 0.0000% | $39797565.00       | $38999240.22       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0101   | 2056-02-01      | 4.5000%  | 0.0000% | $3709931.00        | $3677098.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1525   | 2054-05-01      | 6.0000%  | 0.0000% | $10401580.00       | $7709629.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $44144.21          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476   | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $8416704.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3505   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4512   | 2050-04-01      | 3.5000%  | 0.0000% | $8000.00           | $3082.30           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $872.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736   | 2055-06-01      | 6.0000%  | 0.0000% | $3134000.00        | $2728145.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830   | 2040-09-01      | 5.5000%  | 0.0000% | $23218.00          | $20701.38          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $6946053.00        | $6052498.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5970   | 2056-02-01      | 4.5000%  | 0.0000% | $920883.00         | $911184.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316   | 2055-09-01      | 5.5000%  | 0.0000% | $44216127.00       | $44271086.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $3142.00           | $2891.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761   | 2055-07-01      | 6.0000%  | 0.0000% | $3200000.00        | $2830462.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5968   | 2056-02-01      | 3.5000%  | 0.0000% | $1512983.00        | $1421939.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4240   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.36           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151   | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1159.50           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193   | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3284.22           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 4.5672%  | 0.0000% | $76803345.00       | $55677834.41       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CTAK9325   | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $38526.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.2172%  | 0.0000% | $41072683.00       | $18845577.90       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $517.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6589   | 2055-06-01      | 6.5000%  | 0.0000% | $2997203.00        | $2542137.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $659.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9653   | 2047-07-01      | 4.0000%  | 0.0000% | $510000.00         | $68905.68          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE1509   | 2055-06-01      | 7.0000%  | 0.0000% | $1081271.00        | $1140575.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7805   | 2055-08-01      | 6.5000%  | 0.0000% | $4235712.00        | $4396498.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077   | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $183.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3249   | 2056-03-01      | 5.5000%  | 0.0000% | $4970326.00        | $5122369.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046   | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34843404.59       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4579   | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $48.41             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9949   | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $391903.01         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAH0621   | 2041-01-01      | 3.5000%  | 0.0000% | $1028.00           | $58.10             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $288000.00         | $187647.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865   | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12456374.20       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $583.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014   | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2085815.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $168021945.00      | $154352415.52      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5105   | 2055-10-01      | 6.5000%  | 0.0000% | $34636856.00       | $35141178.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0051   | 2055-09-01      | 6.5000%  | 0.0000% | $77144728.00       | $67798056.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $85938474.00       | $80288453.62       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0007   | 2040-07-01      | 4.0000%  | 0.0000% | $266264.00         | $247382.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0055   | 2041-01-01      | 5.5000%  | 0.0000% | $2441332.00        | $2441015.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5363   | 2045-09-01      | 5.0000%  | 0.0000% | $2039233.00        | $1887936.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI3149   | 2054-04-01      | 6.0000%  | 0.0000% | $1093425.00        | $963637.50         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194   | 2052-02-01      | 2.5000%  | 0.0000% | $192000.00         | $126665.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384   | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1251.91           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5350   | 2054-05-01      | 6.0000%  | 0.0000% | $4396788.00        | $2892964.54        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4747.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4587.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3164.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406   | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $78.05             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $55000.00          | $45457.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177   | 2037-09-01      | 3.5000%  | 0.0000% | $6000.00           | $3508.86           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $544.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3967.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $11086326.00       | $9905832.62        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696   | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $338857.06         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $3416000.00        | $2677191.19        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233   | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $10637967.63       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929   | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1331516.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4374   | 2054-10-01      | 5.5000%  | 0.0000% | $1360876.00        | $1397329.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5188   | 2053-11-01      | 4.5000%  | 0.0000% | $36000.00          | $31309.46          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902   | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $5896923.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3171.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2836   | 2054-11-01      | 5.0000%  | 0.0000% | $1400000.00        | $1292140.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326   | 2051-05-01      | 2.5000%  | 0.0000% | $5000.00           | $2778.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $36000.00          | $32820.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3445   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9957   | 2055-02-01      | 5.0000%  | 0.0000% | $35446327.00       | $33873837.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9012   | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $869.59            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5748   | 2032-11-01      | 4.0400%  | 0.0000% | $985786.00         | $986172.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558   | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2892325.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378   | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3497691.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7180   | 2055-07-01      | 6.0000%  | 0.0000% | $3055096.00        | $3120516.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550   | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8198242.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $173.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6299   | 2054-09-01      | 5.5000%  | 0.0000% | $2237.00           | $1792.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058   | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $340.66            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-04-25      | 4.5672%  | 0.0000% | $7615000.00        | $5747540.53        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDB9848   | 2054-10-01      | 7.0000%  | 0.0000% | $1079024.00        | $996613.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $206.61            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.5672%  | 0.0000% | $1464680.00        | $1129312.36        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $3553.95           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04153 G   | 2038-03-01      | 5.5000%  | 0.0000% | $8422.00           | $46.19             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298   | 2054-04-01      | 6.0000%  | 0.0000% | $9965540.00        | $8519279.01        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4808   | 2054-01-01      | 7.0000%  | 0.0000% | $14285000.00       | $10171058.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057   | 2050-04-01      | 3.5000%  | 0.0000% | $19000.00          | $3807.60           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707   | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $8835904.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183   | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $590.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508   | 2049-10-01      | 3.5000%  | 0.0000% | $7000.00           | $2068.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031   | 2051-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1182.55           | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA       | 2054-05-20      | 4.7615%  | 0.0000% | $3242989.00        | $2683137.32        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ1368   | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2291924.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483   | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $705889.83         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412   | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $7150225.89        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6289   | 2035-05-01      | 2.0400%  | 0.0000% | $5000000.00        | $4192961.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313   | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $506963.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5942   | 2056-01-01      | 4.0000%  | 0.0000% | $665395.00         | $645770.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854   | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4797279.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608   | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4194085.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553   | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2151562.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2709   | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $864428.64         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7326   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $759.73            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314   | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $167115.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW9888   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $792.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $134.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503   | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1229293.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760   | 2055-07-01      | 5.5000%  | 0.0000% | $370063.00         | $344170.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324   | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37489.74          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079   | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $850.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893   | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3321181.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $5004.00           | $3489.93           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-03-25      | 4.7672%  | 0.0000% | $43135112.00       | $29237294.68       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA2319   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $366.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431   | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $10914304.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6900   | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $12434463.22       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030   | 2049-12-01      | 3.0000%  | 0.0000% | $3951.00           | $687.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9369   | 2055-09-01      | 6.0000%  | 0.0000% | $4685827.00        | $4804437.21        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182   | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3211.61           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2046-01-25      | 4.5000%  | 0.0000% | $13000000.00       | $12909723.82       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDE3610   | 2055-07-01      | 5.0000%  | 0.0000% | $23100457.00       | $22839945.06       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $744.99            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7772   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $783.45            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 4.9172%  | 0.0000% | $13199929.00       | $6158583.55        | Agency Collateralized Mortgage Obligation |
| FNRM RC059L R25F059    | 2055-08-25      | 5.0000%  | 0.0000% | $19108156.00       | $18433636.05       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $2003.00           | $1457.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6385   | 2053-09-01      | 6.5000%  | 0.0000% | $19202000.00       | $12377661.25       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4864   | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $926859.03         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2809.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32823289.66       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597   | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $47711134.53       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8645   | 2051-01-01      | 4.0000%  | 0.0000% | $8000.00           | $2842.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $687.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860   | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $24151913.28       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8509   | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2841.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5551   | 2054-12-01      | 4.5000%  | 0.0000% | $9046000.00        | $8418220.17        | Agency Mortgage-Backed Securities         |
| GNRM 2018-13 A         | 2046-02-20      | 3.5000%  | 0.0000% | $6130884.00        | $693266.50         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-76 BP        | 2040-01-20      | 2.2500%  | 0.0000% | $18174000.00       | $907091.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-120 MJ       | 2050-10-20      | 5.0000%  | 0.0000% | $29973226.00       | $28398268.86       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFM1534   | 2049-09-01      | 4.5000%  | 0.0000% | $11000.00          | $2152.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $2565.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503   | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $192347.19         | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F        | 2065-06-20      | 4.5615%  | 0.0000% | $137548233.00      | $112900359.36      | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $41749.00          | $32329.90          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750   | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1201.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4009   | 2055-08-01      | 6.0000%  | 0.0000% | $242385.00         | $243090.34         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8193   | 2054-03-01      | 7.0000%  | 0.0000% | $13311000.00       | $11334983.85       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8828   | 2054-07-01      | 5.0000%  | 0.0000% | $173912.00         | $162759.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7567   | 2056-02-01      | 5.5000%  | 0.0000% | $12546363.00       | $12956242.92       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3438600.00        | $3055436.16        | U.S. Treasuries (including strips)        |
| GNRM 2025-194 MP       | 2055-11-20      | 4.5000%  | 0.0000% | $11496000.00       | $11422510.71       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $8462358.97        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8512   | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1841.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $106705.00         | $91729.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $288778.00         | $240723.93         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $661.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357   | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $76196.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $1811.00           | $1578.18           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607   | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1210210.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $708.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9701   | 2055-09-01      | 6.0000%  | 0.0000% | $1919606.00        | $1887474.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417   | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $46513580.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7589   | 2055-04-01      | 6.5000%  | 0.0000% | $1030709.00        | $831523.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $26708738.00       | $8579943.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $772.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $66000.00          | $61301.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1765.36           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $609.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $30635.00          | $27040.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3558.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690   | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $1026.47           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 4.5672%  | 0.0000% | $6071563.00        | $3269662.46        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2042-01-25      | 3.0000%  | 0.0000% | $19384594.00       | $11462605.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-04-25      | 4.7172%  | 0.0000% | $24197433.00       | $16337647.74       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $195.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056   | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2598.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0362   | 2054-08-01      | 5.5000%  | 0.0000% | $1242959.00        | $986596.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2972   | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1052412.19        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182   | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $8663607.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851   | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20227730.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7321   | 2053-10-01      | 4.5000%  | 0.0000% | $39000.00          | $35003.55          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6051   | 2053-04-01      | 4.5000%  | 0.0000% | $30000.00          | $24626.95          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766   | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $575811.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7289   | 2056-03-01      | 5.0000%  | 0.0000% | $2299081.00        | $2330620.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041   | 2055-08-01      | 6.0000%  | 0.0000% | $1937641.00        | $1739510.56        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093   | 2056-02-01      | 4.5000%  | 0.0000% | $49653413.00       | $49088051.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $352368.00         | $331874.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1674   | 2055-04-01      | 6.5000%  | 0.0000% | $1183342.00        | $1234098.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9829   | 2055-08-01      | 6.0000%  | 0.0000% | $25518186.00       | $23254181.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $4002.00           | $3077.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390   | 2054-09-01      | 5.5000%  | 0.0000% | $5930748.00        | $4726463.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3667   | 2056-01-01      | 5.0000%  | 0.0000% | $83879.00          | $84451.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $4426396.00        | $3074471.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $39631345.00       | $5062108.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2964   | 2055-10-01      | 5.0000%  | 0.0000% | $25717071.00       | $25235880.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $16060449.00       | $12528884.54       | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF       | 2065-08-20      | 4.7115%  | 0.0000% | $31470821.00       | $26410972.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 BF       | 2054-01-20      | 4.7115%  | 0.0000% | $70500000.00       | $46471254.70       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI7269   | 2054-06-01      | 6.0000%  | 0.0000% | $3573369.00        | $2704265.58        | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $2630365.00        | $2740723.51        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF9894   | 2053-04-01      | 5.5000%  | 0.0000% | $1180975.00        | $503717.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4565   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $632.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1621.09           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB4207   | 2054-06-01      | 7.0000%  | 0.0000% | $1081224.00        | $1136595.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7751   | 2053-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2586.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $141000.00         | $107048.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2545   | 2055-08-01      | 6.0000%  | 0.0000% | $7828482.00        | $7692309.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3761.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1363.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353   | 2052-11-01      | 4.5000%  | 0.0000% | $527803.00         | $412940.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0693   | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $487867.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1611.14           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5659   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $141.90            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 4.6672%  | 0.0000% | $61352647.00       | $50843101.08       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-05-25      | 4.9672%  | 0.0000% | $25000000.00       | $15307414.14       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS7155   | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $139.71            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427   | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $175287.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1048502.00        | $1046761.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1696.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099   | 2035-08-01      | 2.5000%  | 0.0000% | $5000.00           | $1567.86           | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA       | 2053-12-20      | 4.7615%  | 0.0000% | $123448217.00      | $37718521.94       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLTA3751   | 2056-01-01      | 4.5000%  | 0.0000% | $226477.00         | $224230.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2225   | 2055-08-01      | 6.0000%  | 0.0000% | $4168538.00        | $3693902.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $11435745.00       | $5134210.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $40648000.00       | $29917307.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034   | 2055-06-01      | 5.5000%  | 0.0000% | $8721034.00        | $7908988.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $27014301.00       | $23636180.41       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307   | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $23890381.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540   | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13365060.83       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2686   | 2056-01-01      | 5.0000%  | 0.0000% | $193051.00         | $195661.59         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY0917   | 2055-04-01      | 7.0000%  | 0.0000% | $3619750.00        | $2921837.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355   | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5853689.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282   | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $30028.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2046-01-01      | 5.0000%  | 0.0000% | $676685.00         | $678670.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048   | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1327.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1465   | 2055-11-01      | 6.5000%  | 0.0000% | $32743579.00       | $34331890.58       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4625   | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2207.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4380.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228   | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $11.42             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $543.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8924   | 2052-04-01      | 3.5000%  | 0.0000% | $343540.00         | $244558.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915   | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $21978456.46       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4393   | 2051-03-01      | 2.0000%  | 0.0000% | $5000.00           | $2852.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8178   | 2037-09-01      | 4.0000%  | 0.0000% | $5000.00           | $2752.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876   | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $317746.88         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4371   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $777.32            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $18000.00          | $14091.02          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923   | 2035-08-01      | 6.4270%  | 0.0000% | $8142.00           | $53.11             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2069.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $663000.00         | $519019.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 4.8672%  | 0.0000% | $1597859.00        | $1182876.82        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-09-25      | 4.9672%  | 0.0000% | $2655.00           | $1833.48           | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $548.03            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 4.8172%  | 0.0000% | $33900000.00       | $15752174.60       | Agency Collateralized Mortgage Obligation |
| FNRM CL004HP R25F004   | 2051-02-25      | 5.5000%  | 0.0000% | $12747000.00       | $9805024.96        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQE1754   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $713.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8666   | 2055-09-01      | 6.0000%  | 0.0000% | $4690170.00        | $4824779.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $6002.00           | $3955.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $13114666.00       | $11771819.22       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504   | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $638299.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816   | 2055-09-01      | 6.0000%  | 0.0000% | $107646445.00      | $97824239.63       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5584   | 2055-01-01      | 4.5000%  | 0.0000% | $50000.00          | $46513.90          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076   | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $262.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795   | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4563833.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $277570.00         | $256918.81         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654   | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $101412.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $3366490.00        | $3321118.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612   | 2055-02-01      | 4.5000%  | 0.0000% | $251000.00         | $236443.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306   | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17218807.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3264   | 2056-03-01      | 5.5000%  | 0.0000% | $1893760.00        | $1949868.74        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $8578329.00        | $8529882.85        | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA       | 2054-02-20      | 4.7115%  | 0.0000% | $50861500.00       | $33312936.11       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA3882   | 2055-12-01      | 5.0000%  | 0.0000% | $2508138.00        | $2527145.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343   | 2046-06-01      | 3.0000%  | 0.0000% | $1002.00           | $143.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9635   | 2054-12-01      | 4.5000%  | 0.0000% | $64000.00          | $59485.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697   | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $38983489.49       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879   | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11854290.03       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $351.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7136   | 2050-01-01      | 3.5000%  | 0.0000% | $10000.00          | $4055.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7645   | 2055-09-01      | 6.0000%  | 0.0000% | $2733144.00        | $2795223.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5350   | 2052-10-01      | 4.0000%  | 0.0000% | $3614029.00        | $2687129.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6668   | 2053-12-01      | 5.5000%  | 0.0000% | $5834390.00        | $5080141.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556   | 2051-05-01      | 3.5000%  | 0.0000% | $6000.00           | $2219.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5690762.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961   | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4445914.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699   | 2055-05-01      | 5.0000%  | 0.0000% | $60086.00          | $57406.17          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231   | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $10052605.00       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0029   | 2040-10-01      | 3.5000%  | 0.0000% | $75837.00          | $71591.18          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618   | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $562309.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $29197362.00       | $26328416.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033   | 2040-10-01      | 5.5000%  | 0.0000% | $1143005.00        | $1046031.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5435   | 2055-08-01      | 5.5000%  | 0.0000% | $49680682.00       | $47667913.63       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232   | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $9622604.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026   | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $6238.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973   | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12556091.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5107   | 2055-10-01      | 6.5000%  | 0.0000% | $25588643.00       | $26048279.06       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061   | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $3939.62           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591   | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334   | 2039-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2840.82           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRJ3133   | 2054-10-01      | 7.5000%  | 0.0000% | $12022000.00       | $9613407.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083   | 2056-01-01      | 4.5000%  | 0.0000% | $6509702.00        | $6421518.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3809   | 2056-01-01      | 5.5000%  | 0.0000% | $1894900.00        | $1910513.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1447.87           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $733.74            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1447   | 2052-08-01      | 4.5000%  | 0.0000% | $75880107.00       | $54639050.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1274.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1035   | 2052-05-01      | 4.0000%  | 0.0000% | $7615000.00        | $5765967.40        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.24            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4921   | 2054-01-01      | 7.0000%  | 0.0000% | $13767000.00       | $11607016.90       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $5000.00           | $2396.14           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-10-25      | 4.9672%  | 0.0000% | $50000000.00       | $29915117.53       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $819.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457   | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $301723.22         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484   | 2041-09-01      | 4.5000%  | 0.0000% | $2911.00           | $46.49             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8216   | 2054-06-01      | 5.5000%  | 0.0000% | $184000.00         | $140595.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1516.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758   | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1112106.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2872   | 2043-06-01      | 3.0000%  | 0.0000% | $185589.00         | $12383.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713   | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $304937.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0396   | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $1024139.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB9247   | 2054-08-01      | 4.5000%  | 0.0000% | $1239014.00        | $1145962.99        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244   | 2042-11-01      | 3.5000%  | 0.0000% | $3000007.00        | $430806.60         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-12-25      | 4.6172%  | 0.0000% | $34457268.00       | $32360618.27       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 4.5672%  | 0.0000% | $38931766.00       | $25458337.55       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-06-25      | 4.6672%  | 0.0000% | $64294511.00       | $59198166.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $1775261.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 4.6672%  | 0.0000% | $19075500.00       | $16199052.01       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ6595   | 2054-10-01      | 5.0000%  | 0.0000% | $15355218.00       | $13498702.01       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1909.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8382   | 2053-08-01      | 5.5000%  | 0.0000% | $25503287.00       | $21287283.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349   | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $559866.99         | Agency Mortgage-Backed Securities         |

### Security 710: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO 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: ARP1FJWY5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJWY5
- **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):** 2026-03-06
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $54772096.00       | $41495011.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6621 | 2053-06-01      | 4.5000%  | 0.0000% | $2976000.00        | $2584861.56        | Agency Mortgage-Backed Securities         |
| GNRA 2023-148 FA     | 2053-10-20      | 5.1115%  | 0.0000% | $100000000.00      | $41465370.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG     | 2055-05-20      | 5.0615%  | 0.0000% | $20000000.00       | $15927479.92       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM0040 | 2041-10-01      | 3.0000%  | 0.0000% | $4450000.00        | $966347.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3311 | 2054-09-01      | 5.0000%  | 0.0000% | $8313840.00        | $7244290.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5479 | 2055-12-01      | 5.5000%  | 0.0000% | $3083956.00        | $3139235.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  | 0.0000% | $98913000.00       | $94972366.00       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7417 | 2053-11-01      | 6.0000%  | 0.0000% | $125087872.00      | $96184136.98       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8972 | 2046-11-01      | 4.0000%  | 0.0000% | $8123248.00        | $1300891.25        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $2028534.01        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBT8087 | 2053-04-01      | 6.0000%  | 0.0000% | $10249360.00       | $6004881.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $400538987.00      | $31577256.70       | Agency Mortgage-Backed Securities         |
| GNRM 2023-001 HD     | 2052-01-20      | 3.5000%  | 0.0000% | $4737056.00        | $3314495.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FD     | 2053-05-20      | 4.6815%  | 0.0000% | $102369000.00      | $50768433.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2009-065 PB     | 2039-08-20      | 5.0000%  | 0.0000% | $3558476.00        | $1171395.43        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  | 0.0000% | $117996.00         | $102821.66         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $149901.00         | $20568.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH4397 | 2046-04-01      | 4.5000%  | 0.0000% | $320000.00         | $53512.87          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB5934 | 2043-03-01      | 4.5000%  | 0.0000% | $3553870.00        | $2727003.85        | Agency Mortgage-Backed Securities         |
| GNRA 2023-152 FA     | 2053-10-20      | 4.9615%  | 0.0000% | $25824096.00       | $18067381.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-06 AE      | 2056-12-16      | 2.6000%  | 0.0000% | $740000.00         | $251270.90         | Agency Collateralized Mortgage Obligation |
| GNII SF DQ7900 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1288118.00        | $1356453.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6025 | 2054-03-01      | 5.5000%  | 0.0000% | $59850.00          | $25557.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA6887 | 2035-07-01      | 4.0000%  | 0.0000% | $1037296.00        | $420697.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4561 | 2053-10-01      | 6.0000%  | 0.0000% | $481830.00         | $313790.08         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $2060744.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6051 | 2055-09-01      | 5.5000%  | 0.0000% | $7968464.00        | $8188812.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6227 | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2654079.51        | Agency Mortgage-Backed Securities         |
| GNRA 2025-099 FM     | 2055-06-20      | 7.5115%  | 0.0000% | $12500000.00       | $9964186.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-026 KF     | 2056-02-20      | 4.5579%  | 0.0000% | $65206016.00       | $65653801.92       | Agency Collateralized Mortgage Obligation |

### Security 711: 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: ARP1FJX57, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJX57
- **C.18 - Value (incl. sponsor support):** $98258940.00
- **C.18.a - Value (excl. sponsor support):** $98258940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                          | 2031-07-31      | 4.1250%  | 0.0000% | $8000.00           | $8214.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2047-02-15      | 0.8750%  | 0.0000% | $108900.00         | $109315.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-04-15      | 0.1250%  | 0.0000% | $400.00            | $494.95            | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE-TRADED FD TR  TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $5.00              | $137.90            | Equities                           |
| UNITED STATES TREASURY                          | 2045-05-15      | 5.0000%  | 0.0000% | $800.00            | $853.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2056-02-15      | 2.3750%  | 0.0000% | $11200.00          | $11034.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2046-02-15      | 1.0000%  | 0.0000% | $93774500.00       | $100124701.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $214.17            | U.S. Treasuries (including strips) |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6.00              | $163.86            | Equities                           |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.13              | Equities                           |

### Security 712: 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: ARP1FJXA6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FJXA6
- **C.18 - Value (incl. sponsor support):** $1612000000.00
- **C.18.a - Value (excl. sponsor support):** $1612000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2022-213 FA                                   | 2052-12-20      | 4.5615%  | 0.0000% | $12994709.00       | $8156927.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 4.5615%  | 0.0000% | $35798947.00       | $25959038.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 4.7915%  | 0.0000% | $27064317.00       | $16946136.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-153 YF                                   | 2052-09-20      | 4.6115%  | 0.0000% | $966360.00         | $736857.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.1615%  | 0.0000% | $29129342.00       | $8967383.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 4.7615%  | 0.0000% | $2826865.00        | $2091749.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.3115%  | 0.0000% | $1555670.00        | $979770.70         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8342                               | 2053-07-01      | 5.5000%  | 0.0000% | $304335.00         | $239648.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041                               | 2052-06-01      | 3.0000%  | 0.0000% | $138000.00         | $91591.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $1282.00           | $828.01            | Agency Mortgage-Backed Securities         |
| FMAR 420195 G                                      | 2030-11-01      | 5.4500%  | 0.0000% | $3504.00           | $0.43              | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL7730                               | 2044-04-01      | 6.2870%  | 0.0000% | $5008.00           | $72.37             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN7868                               | 2027-12-01      | 3.0600%  | 0.0000% | $100000.00         | $84338.63          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08807 G                               | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $151.92            | Agency Mortgage-Backed Securities         |
| FMAR 842018 G                                      | 2051-01-01      | 6.2430%  | 0.0000% | $2036.00           | $1892.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3780                               | 2046-01-01      | 3.5000%  | 0.0000% | $20720.00          | $5017.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBM1505                               | 2040-09-01      | 6.5000%  | 0.0000% | $108710.00         | $22248.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE2915                               | 2046-12-01      | 3.5000%  | 0.0000% | $317000.00         | $63995.96          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4560                               | 2048-10-01      | 4.5000%  | 0.0000% | $3454000.00        | $967632.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1045                               | 2055-09-01      | 6.0000%  | 0.0000% | $16280.00          | $16832.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7844                               | 2046-09-01      | 3.0000%  | 0.0000% | $162809.00         | $34814.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0309                               | 2055-09-01      | 6.0000%  | 0.0000% | $2019650.00        | $2068760.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1972                               | 2055-10-01      | 6.5000%  | 0.0000% | $800736.00         | $844167.70         | Agency Mortgage-Backed Securities         |
| FNRM CL068AV R25F068                               | 2036-07-25      | 5.5000%  | 0.0000% | $1045.00           | $1040.33           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-12-25      | 4.6172%  | 0.0000% | $888646.00         | $855242.27         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $20062.03          | Agency Collateralized Mortgage Obligation |
| FNRM RC003CE R26F003                               | 2048-04-25      | 4.5000%  | 0.0000% | $21001878.00       | $20977110.40       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CTRB5368                               | 2045-10-01      | 5.0000%  | 0.0000% | $1438912.00        | $1392462.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6308                               | 2053-07-01      | 6.0000%  | 0.0000% | $904818.00         | $744566.68         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7673                               | 2052-07-01      | 4.5000%  | 0.0000% | $1010.00           | $791.95            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-077       A-M    20280525 FLT | 2028-05-25      | 3.8500%  | 0.0000% | $1000.00           | $1003.84           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.1172%  | 0.0000% | $1000.00           | $654.19            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD2253                               | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5388.47           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities         |
| FMAR 1Q1918 G                                      | 2037-04-01      | 6.2610%  | 0.0000% | $1835926.00        | $1926690.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $58299.00          | $44838.92          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G60528 G                               | 2039-02-01      | 7.0000%  | 0.0000% | $3000000.00        | $355638.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1579                               | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $724.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284                               | 2052-12-01      | 6.0000%  | 0.0000% | $354703.00         | $254309.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5964                               | 2055-12-01      | 5.0000%  | 0.0000% | $1496834.00        | $1503595.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5246                               | 2056-01-01      | 5.0000%  | 0.0000% | $11506821.00       | $11699619.98       | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565727.00        | $131242.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA3249 M                                   | 2037-12-20      | 6.0000%  | 0.0000% | $780000.00         | $56700.20          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1005.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3745                               | 2055-03-01      | 6.0000%  | 0.0000% | $57100.00          | $53176.34          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3827                               | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $151.19            | Agency Mortgage-Backed Securities         |
| GNRA 2022-178 FA                                   | 2052-10-20      | 4.7615%  | 0.0000% | $35588871.00       | $25794709.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.0615%  | 0.0000% | $1062.00           | $896.48            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 FB                                   | 2052-08-20      | 4.6615%  | 0.0000% | $4767448.00        | $3516201.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 4.8115%  | 0.0000% | $10749000.00       | $10118640.39       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFS4834                               | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $537.31            | Agency Mortgage-Backed Securities         |
| GNII SF 004617 M                                   | 2040-01-20      | 4.5000%  | 0.0000% | $30423.00          | $1120.59           | Agency Mortgage-Backed Securities         |
| GNII SF DP2885 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1824500.00        | $1871992.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7982                               | 2054-02-01      | 5.5000%  | 0.0000% | $521592.00         | $446187.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2611                               | 2053-03-01      | 3.0000%  | 0.0000% | $400000.00         | $352923.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3585                               | 2055-11-01      | 6.0000%  | 0.0000% | $121155.00         | $125585.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2526                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $841.83            | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M                                   | 2041-12-20      | 3.5000%  | 0.0000% | $483826.00         | $34170.24          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3426                               | 2052-10-01      | 4.0000%  | 0.0000% | $227000.00         | $171430.97         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2667                               | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1291.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136                               | 2053-04-01      | 5.0000%  | 0.0000% | $698748.00         | $583647.63         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4537                               | 2047-12-01      | 3.0000%  | 0.0000% | $567999.00         | $401747.58         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08800 G                               | 2048-02-01      | 3.5000%  | 0.0000% | $8024.00           | $940.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0359                               | 2035-07-01      | 2.5000%  | 0.0000% | $2854.00           | $1016.68           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18557 G                               | 2030-06-01      | 3.0000%  | 0.0000% | $3006.00           | $226.41            | Agency Mortgage-Backed Securities         |
| FMAR 842112 G                                      | 2056-01-01      | 5.1460%  | 0.0000% | $11443865.00       | $11723284.77       | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05806 G                               | 2038-12-01      | 7.0000%  | 0.0000% | $9951296.00        | $404749.97         | Agency Mortgage-Backed Securities         |
| GNII SF DM1005 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2059.99           | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 FK                                   | 2055-06-20      | 4.7315%  | 0.0000% | $356007.00         | $324120.64         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFS4228                               | 2052-08-01      | 3.5000%  | 0.0000% | $40000.00          | $31085.39          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3057                               | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $109.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3088                               | 2047-08-01      | 4.0000%  | 0.0000% | $2048.00           | $214.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1356                               | 2043-02-01      | 3.5000%  | 0.0000% | $1025.00           | $145.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9940                               | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $907.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3889                               | 2050-07-01      | 3.0000%  | 0.0000% | $96997.00          | $34926.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041                               | 2049-08-01      | 5.5000%  | 0.0000% | $4092000.00        | $979626.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8614                               | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1019.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9879                               | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $939.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9453                               | 2047-04-01      | 4.0000%  | 0.0000% | $17000.00          | $2651.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2479                               | 2048-10-01      | 4.5000%  | 0.0000% | $88382774.00       | $18247968.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY9895                               | 2053-10-01      | 5.5000%  | 0.0000% | $4045.00           | $4009.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5192                               | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $514.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA0918                               | 2034-09-01      | 5.5000%  | 0.0000% | $8591.00           | $160.77            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9849                               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4374                               | 2055-01-01      | 6.0000%  | 0.0000% | $6999.00           | $7135.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA4905 M                                   | 2034-01-20      | 6.0000%  | 0.0000% | $53000.00          | $6723.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA5196 M                                   | 2048-05-20      | 6.0000%  | 0.0000% | $194041.00         | $25025.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA6865 M                                   | 2050-09-20      | 2.5000%  | 0.0000% | $37000.00          | $13986.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA5880 M                                   | 2049-04-20      | 6.0000%  | 0.0000% | $1406668.00        | $172392.88         | Agency Mortgage-Backed Securities         |
| GNII JM MA6990 M                                   | 2050-11-20      | 4.5000%  | 0.0000% | $1007.00           | $204.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAD4850                               | 2035-05-01      | 7.0000%  | 0.0000% | $1001.00           | $77.53             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6811                               | 2053-05-01      | 5.0000%  | 0.0000% | $7835064.00        | $6468990.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA3846                               | 2049-11-01      | 3.0000%  | 0.0000% | $2005.00           | $167.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4929                               | 2053-05-01      | 5.0000%  | 0.0000% | $137076.00         | $105128.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4494                               | 2051-12-01      | 3.0000%  | 0.0000% | $828949.00         | $495705.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $1508.00           | $115.93            | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $11334386.00       | $11341854.18       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5166                               | 2053-10-01      | 6.0000%  | 0.0000% | $1096.00           | $713.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6527                               | 2053-06-01      | 5.5000%  | 0.0000% | $7030.00           | $5599.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6673                               | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1604.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA3598 M                                   | 2046-04-20      | 4.0000%  | 0.0000% | $1000.00           | $89.45             | Agency Mortgage-Backed Securities         |
| GNII SF CZ1150 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M                                   | 2052-02-20      | 2.0000%  | 0.0000% | $49027331.00       | $30542189.55       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.3720%  | 0.0000% | $3787919.00        | $3307988.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $13825818.00       | $9091338.80        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5579                               | 2031-01-01      | 4.5700%  | 0.0000% | $10011000.00       | $10308031.94       | Agency Mortgage-Backed Securities         |
| GNII SF BT3672 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $9012.00           | $1537.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA5710 M                                   | 2049-01-20      | 4.0000%  | 0.0000% | $672203.00         | $53056.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA4008 M                                   | 2046-10-20      | 5.5000%  | 0.0000% | $65000.00          | $7384.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M                                   | 2051-12-20      | 2.0000%  | 0.0000% | $1397739.00        | $845200.21         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1828                               | 2044-02-01      | 4.5000%  | 0.0000% | $243993.00         | $40899.55          | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE                                   | 2054-11-20      | 4.7715%  | 0.0000% | $27875740.00       | $16645219.79       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CJMA2213                               | 2030-02-01      | 2.5000%  | 0.0000% | $1000.00           | $43.08             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1882                               | 2055-05-01      | 6.5000%  | 0.0000% | $730346.00         | $580190.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA0396 M                                   | 2042-09-20      | 5.5000%  | 0.0000% | $3890554.00        | $105514.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $2009.00           | $1364.29           | Agency Mortgage-Backed Securities         |
| GNII SF CZ3118 C                                   | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1094.64           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2053-02-15      | 1.5000%  | 0.0000% | $600.00            | $529.78            | U.S. Treasuries (including strips)        |
| GNII SF DH4044 C                                   | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1025.03           | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 4.6915%  | 0.0000% | $11414836.00       | $6770503.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 4.7615%  | 0.0000% | $25000000.00       | $18119926.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 DY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $1215223.00        | $1248510.12        | Agency Collateralized Mortgage Obligation |
| GNII SF DO1069 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $3723042.00        | $3824317.01        | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.5615%  | 0.0000% | $1629.00           | $1151.10           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 4.9615%  | 0.0000% | $12352301.00       | $8994474.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FB                                   | 2053-02-20      | 4.5415%  | 0.0000% | $1512.00           | $980.41            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0684 M                                   | 2055-10-20      | 4.5000%  | 0.0000% | $2039.00           | $2002.73           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4771 C                                   | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1058.97           | Agency Mortgage-Backed Securities         |
| GNII JM MA7308 M                                   | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $204.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA8096 M                                   | 2052-06-20      | 2.0000%  | 0.0000% | $27000.00          | $17458.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA8426 M                                   | 2052-11-20      | 4.0000%  | 0.0000% | $2204180.00        | $1672055.53        | Agency Mortgage-Backed Securities         |
| GNII SF BT5935 C                                   | 2050-05-20      | 5.0000%  | 0.0000% | $1363.00           | $264.83            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0661                               | 2041-04-01      | 5.1300%  | 0.0000% | $393588.00         | $414449.62         | Agency Mortgage-Backed Securities         |
| GNII RG CE3675 C                                   | 2049-07-20      | 5.0000%  | 0.0000% | $705369.00         | $252355.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M                                   | 2052-10-20      | 5.0000%  | 0.0000% | $5269736.00        | $3850443.42        | Agency Mortgage-Backed Securities         |
| GNMI SF CU0257 X                                   | 2053-07-15      | 7.0000%  | 0.0000% | $2689557.00        | $2741916.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA1158 M                                   | 2043-07-20      | 4.0000%  | 0.0000% | $1000.00           | $86.75             | Agency Mortgage-Backed Securities         |
| GNII SF 760278 C                                   | 2041-03-20      | 4.5000%  | 0.0000% | $1094994.00        | $80086.41          | Agency Mortgage-Backed Securities         |
| GNMI SF AF5077 X                                   | 2043-08-15      | 3.5000%  | 0.0000% | $114087.00         | $6991.69           | Agency Mortgage-Backed Securities         |
| GNII SF BT3675 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $2001.00           | $609.26            | Agency Mortgage-Backed Securities         |
| GNII SF CU6030 C                                   | 2053-05-20      | 7.5000%  | 0.0000% | $622274.00         | $242235.83         | Agency Mortgage-Backed Securities         |
| GNII SF DH1484 C                                   | 2054-12-20      | 7.0000%  | 0.0000% | $2000.00           | $2129.62           | Agency Mortgage-Backed Securities         |
| GNII SF DA6289 C                                   | 2054-05-20      | 7.5000%  | 0.0000% | $3000.00           | $3227.34           | Agency Mortgage-Backed Securities         |
| GNII SF DG1233 C                                   | 2054-12-20      | 6.5000%  | 0.0000% | $1001.00           | $1051.37           | Agency Mortgage-Backed Securities         |
| GNII SF DH8777 C                                   | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1051.44           | Agency Mortgage-Backed Securities         |
| GNII SF DL0279 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $2002.00           | $2109.29           | Agency Mortgage-Backed Securities         |
| GNII SF DA5635 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $13000.00          | $12752.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $1347648.00        | $1138984.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3652                               | 2052-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1412.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3643                               | 2055-11-01      | 5.5000%  | 0.0000% | $1200.00           | $1213.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3800                               | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2697                               | 2054-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1901.10           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $5437762.00        | $4738057.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX0443                               | 2052-11-01      | 4.5000%  | 0.0000% | $164767.00         | $118042.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5139                               | 2052-11-01      | 5.5000%  | 0.0000% | $2128.00           | $1734.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3756                               | 2055-03-01      | 5.5000%  | 0.0000% | $2411215.00        | $2359558.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3462                               | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIFA4613                               | 2040-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3517                               | 2033-11-01      | 3.5000%  | 0.0000% | $98498.00          | $6612.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4486                               | 2055-09-01      | 5.5000%  | 0.0000% | $21551200.00       | $21789154.54       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5304                               | 2053-07-01      | 5.5000%  | 0.0000% | $1696201.00        | $1351782.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3489                               | 2033-10-01      | 3.5000%  | 0.0000% | $1176.00           | $80.13             | Agency Mortgage-Backed Securities         |
| GNII SF MA5767 M                                   | 2049-02-20      | 6.0000%  | 0.0000% | $1225000.00        | $90220.98          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM1943                               | 2048-05-01      | 5.8650%  | 0.0000% | $3768520.00        | $822702.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5687                               | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1725596.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5656                               | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $967.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5126                               | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $284.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM1181                               | 2043-08-01      | 3.0000%  | 0.0000% | $87706.00          | $23136.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $1034.00           | $125.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $1922694.00        | $1866759.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9416                               | 2055-09-01      | 5.0000%  | 0.0000% | $20977.00          | $21055.68          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1833                               | 2055-09-01      | 6.5000%  | 0.0000% | $5009.00           | $5099.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4920                               | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $599.83            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1016.00           | $64.28             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0109                               | 2051-10-01      | 2.0000%  | 0.0000% | $67047.00          | $41294.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1280                               | 2051-11-01      | 3.0000%  | 0.0000% | $60000.00          | $39197.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349                               | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.16           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2038                               | 2050-07-01      | 2.0000%  | 0.0000% | $200000.00         | $136888.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW7063                               | 2052-10-01      | 4.0000%  | 0.0000% | $280523.00         | $221341.09         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY2996                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319632.00        | $1413859.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8375                               | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $612.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5198                               | 2042-12-01      | 4.5000%  | 0.0000% | $145167.00         | $99211.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1153.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0715                               | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1056.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8886                               | 2053-04-01      | 6.0000%  | 0.0000% | $2498000.00        | $1919608.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX3761                               | 2052-12-01      | 6.0000%  | 0.0000% | $733089.00         | $564811.08         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $9314023.00        | $8549587.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3719                               | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2041.77           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844789                               | 2035-11-01      | 5.8090%  | 0.0000% | $6353.00           | $51.57             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL7034                               | 2043-11-01      | 5.8930%  | 0.0000% | $8665668.00        | $951128.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3623                               | 2055-10-01      | 6.0000%  | 0.0000% | $2001.00           | $2089.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5331                               | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $803.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0713                               | 2055-09-01      | 6.0000%  | 0.0000% | $6999.00           | $7184.74           | Agency Mortgage-Backed Securities         |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $1871234.00        | $1523896.59        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8056                               | 2033-07-01      | 4.0000%  | 0.0000% | $3644515.00        | $575849.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3611                               | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1416.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZT0304                               | 2041-05-01      | 5.5000%  | 0.0000% | $57997.00          | $10271.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3647                               | 2052-05-01      | 5.0000%  | 0.0000% | $2007.00           | $1398.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9617                               | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $570.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1125                               | 2042-06-01      | 4.0000%  | 0.0000% | $2000.00           | $164.51            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2056-02-15      | 2.3750%  | 0.0000% | $40023100.00       | $39431897.51       | U.S. Treasuries (including strips)        |
| GNII SF DP0884 C                                   | 2056-01-20      | 7.0000%  | 0.0000% | $8000.00           | $8532.96           | Agency Mortgage-Backed Securities         |
| GNII SF DP3111 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $3968062.00        | $4070799.24        | Agency Mortgage-Backed Securities         |
| GNII SF DN6048 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.29           | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M                                   | 2056-01-20      | 5.0000%  | 0.0000% | $38444858.00       | $38657368.36       | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M                                   | 2055-12-20      | 4.5000%  | 0.0000% | $8500000.00        | $8405172.23        | Agency Mortgage-Backed Securities         |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.8615%  | 0.0000% | $129481.00         | $49625.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 KF                                   | 2054-10-20      | 4.6815%  | 0.0000% | $28126179.00       | $22773589.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 TF                                   | 2053-07-20      | 4.7115%  | 0.0000% | $7294609.00        | $2478644.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-218 FA                                   | 2055-12-20      | 4.6615%  | 0.0000% | $18971.00          | $18851.43          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBY8146                               | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $980.42            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5550                               | 2032-12-01      | 4.3000%  | 0.0000% | $22251076.00       | $22594088.71       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1926                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $714.84            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6641.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0181                               | 2054-07-01      | 6.5000%  | 0.0000% | $3629504.00        | $2586910.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1975                               | 2055-11-01      | 6.5000%  | 0.0000% | $847600.00         | $896296.80         | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1704                               | 2035-09-01      | 4.4000%  | 0.0000% | $1000.00           | $1006.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5182                               | 2050-02-01      | 4.5000%  | 0.0000% | $66024.00          | $14586.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $48000.00          | $5059.72           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1403                               | 2052-01-01      | 2.0000%  | 0.0000% | $33644.00          | $23499.54          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1840517.29        | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $5043704.00        | $5262151.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9556                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $527.21            | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8070495.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5696                               | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $148.69            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5000%  | 0.0000% | $288404.00         | $14127.45          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS313783                               | 2036-05-01      | 4.3680%  | 0.0000% | $3336.00           | $5.91              | Agency Mortgage-Backed Securities         |
| FMAR 781222 G                                      | 2034-02-01      | 5.8750%  | 0.0000% | $4650000.00        | $19866.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8924                               | 2055-01-01      | 6.5000%  | 0.0000% | $2042340.00        | $1882469.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO4635                               | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $491.46            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $6013620.00        | $5520546.59        | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.5410%  | 0.0000% | $7966321.00        | $5839210.09        | Agency Mortgage-Backed Securities         |
| FMAR 1N1433 G                                      | 2037-02-01      | 5.6770%  | 0.0000% | $8774.00           | $81.29             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180                               | 2053-06-01      | 6.5000%  | 0.0000% | $655000.00         | $493944.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6242                               | 2053-06-01      | 5.0000%  | 0.0000% | $241408.00         | $189772.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8201                               | 2052-03-01      | 3.0000%  | 0.0000% | $75641.00          | $50837.54          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1516                               | 2045-03-01      | 4.0000%  | 0.0000% | $15969808.00       | $3926988.54        | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.2860%  | 0.0000% | $8073207.00        | $86475.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5331                               | 2054-03-01      | 6.0000%  | 0.0000% | $2865868.00        | $2340926.24        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G15171 G                               | 2026-09-01      | 4.5000%  | 0.0000% | $1082470.00        | $8.61              | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4495                               | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $499.87            | Agency Mortgage-Backed Securities         |
| GNMI SP 781553 X                                   | 2032-11-15      | 6.5000%  | 0.0000% | $1110.00           | $3.33              | Agency Mortgage-Backed Securities         |
| GNII SF MB0811 M                                   | 2055-12-20      | 4.0000%  | 0.0000% | $72338.00          | $69332.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M                                   | 2054-10-20      | 4.5000%  | 0.0000% | $7173.00           | $6596.46           | Agency Mortgage-Backed Securities         |
| GNII SF 004834 M                                   | 2040-10-20      | 4.5000%  | 0.0000% | $4810.00           | $212.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4110                               | 2049-09-01      | 3.0000%  | 0.0000% | $3624957.00        | $985147.60         | Agency Mortgage-Backed Securities         |
| GNII JM MA7643 M                                   | 2051-08-20      | 4.5000%  | 0.0000% | $1000.00           | $903.62            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4785 C                                   | 2055-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1073.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M                                   | 2051-07-20      | 2.5000%  | 0.0000% | $136000.00         | $76909.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600                               | 2052-05-01      | 3.5000%  | 0.0000% | $121000.00         | $86580.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4540                               | 2049-07-01      | 2.5000%  | 0.0000% | $1891930.00        | $1428227.28        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3768                               | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4156                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870                               | 2049-12-01      | 2.5000%  | 0.0000% | $172001.00         | $40263.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $3542916.00        | $3014437.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586                               | 2053-05-01      | 6.0000%  | 0.0000% | $1002.00           | $866.95            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $16514056.00       | $9367958.65        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $2053004.00        | $1468693.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4791                               | 2054-07-01      | 6.0000%  | 0.0000% | $101221.00         | $65937.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $1258490.00        | $635531.32         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV9262                               | 2052-05-01      | 3.0000%  | 0.0000% | $11001.00          | $9233.54           | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M                                   | 2047-07-20      | 4.5000%  | 0.0000% | $1003.00           | $76.85             | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M                                   | 2053-07-20      | 6.0000%  | 0.0000% | $16920008.00       | $9549720.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA2967 M                                   | 2038-12-20      | 6.5000%  | 0.0000% | $214000.00         | $20293.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ9192                               | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.21            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $231062.00         | $153473.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3884                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS8487                               | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $855.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9973                               | 2051-08-01      | 3.0000%  | 0.0000% | $550887.00         | $340546.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3898                               | 2055-12-01      | 5.0000%  | 0.0000% | $545000.00         | $548378.59         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3834                               | 2052-09-01      | 4.5000%  | 0.0000% | $78056.00          | $57126.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4000                               | 2041-07-01      | 6.0000%  | 0.0000% | $1976980.00        | $1301449.22        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.4080%  | 0.0000% | $33404163.00       | $263100.35         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4932                               | 2053-01-01      | 3.0000%  | 0.0000% | $132333.00         | $104054.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5687                               | 2052-05-01      | 2.0000%  | 0.0000% | $2457000.00        | $1732936.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599                               | 2052-09-01      | 3.5000%  | 0.0000% | $94541.00          | $76757.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA4771                               | 2032-10-01      | 3.0000%  | 0.0000% | $2000.00           | $824.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.2615%  | 0.0000% | $35453179.00       | $22159127.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6615%  | 0.0000% | $19921072.00       | $12419745.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF                                   | 2053-01-20      | 4.6115%  | 0.0000% | $20513946.00       | $15427207.86       | Agency Collateralized Mortgage Obligation |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.1250%  | 0.0000% | $313977.00         | $11147.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353                               | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $801.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $9590866.00        | $6391865.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $99173.00          | $66094.18          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8012                               | 2055-11-01      | 4.0000%  | 0.0000% | $4744384.00        | $4602235.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $8360.00           | $761.74            | Agency Mortgage-Backed Securities         |
| GNAR AF MB0695 M                                   | 2055-10-20      | 4.5000%  | 0.0000% | $1004.00           | $1012.78           | Agency Mortgage-Backed Securities         |
| GNII SF MB0553 M                                   | 2055-07-20      | 4.0000%  | 0.0000% | $9191243.00        | $8735970.49        | Agency Mortgage-Backed Securities         |
| GNII SF DO5062 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1375077.00        | $1412483.52        | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M                                   | 2055-01-20      | 5.5000%  | 0.0000% | $61101069.00       | $49928281.23       | Agency Mortgage-Backed Securities         |
| GNII SF DQ4579 C                                   | 2053-02-20      | 6.0000%  | 0.0000% | $1121199.00        | $1163303.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA5820 M                                   | 2049-03-20      | 5.5000%  | 0.0000% | $1519990.00        | $118000.35         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4380                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $506.19            | Agency Mortgage-Backed Securities         |
| FKAR WG9011                                        | 2035-05-01      | 4.5000%  | 0.0000% | $3686020.00        | $3721254.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4151                               | 2056-01-01      | 5.5000%  | 0.0000% | $1003.00           | $1040.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5761                               | 2056-02-01      | 5.5000%  | 0.0000% | $1143935.00        | $1181305.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7294                               | 2056-03-01      | 5.5000%  | 0.0000% | $5332385.00        | $5463072.28        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4491                               | 2051-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1271.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6282                               | 2056-02-01      | 5.5000%  | 0.0000% | $2216450.00        | $2287472.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107                               | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $768.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4774                               | 2037-10-01      | 3.0000%  | 0.0000% | $881155.00         | $567958.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5175                               | 2043-10-01      | 5.5000%  | 0.0000% | $1991000.00        | $1313682.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888890                               | 2037-10-01      | 6.5000%  | 0.0000% | $5217000.00        | $34290.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0136                               | 2055-01-25      | 6.5000%  | 0.0000% | $1024.00           | $847.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038                               | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1621.09           | Agency Mortgage-Backed Securities         |
| GNII SF BR8836 C                                   | 2050-02-20      | 4.0000%  | 0.0000% | $2000.00           | $620.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M                                   | 2051-02-20      | 2.0000%  | 0.0000% | $61077.00          | $30513.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA9607 M                                   | 2054-04-20      | 6.5000%  | 0.0000% | $2018.00           | $883.51            | Agency Mortgage-Backed Securities         |
| GNII SF DJ2915 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $1007.00           | $1054.07           | Agency Mortgage-Backed Securities         |
| GNII SF CT6580 C                                   | 2054-09-20      | 7.5000%  | 0.0000% | $1002.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| GNII SF DH3156 C                                   | 2055-03-20      | 6.0000%  | 0.0000% | $8956936.00        | $6848568.39        | Agency Mortgage-Backed Securities         |
| GNII SF MB0421 M                                   | 2055-06-20      | 4.0000%  | 0.0000% | $9615379.00        | $9130448.51        | Agency Mortgage-Backed Securities         |
| GNII SF DM1117 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $10071.00          | $10431.96          | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1015.00           | $997.60            | Agency Mortgage-Backed Securities         |
| GNII SF CZ3119 C                                   | 2053-12-20      | 7.5000%  | 0.0000% | $7817.00           | $8405.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M                                   | 2052-01-20      | 2.0000%  | 0.0000% | $16952654.00       | $10458461.60       | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M                                   | 2050-04-20      | 3.5000%  | 0.0000% | $2164.00           | $430.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $4129.00           | $2037.80           | Agency Mortgage-Backed Securities         |
| GNII SF MA5822 M                                   | 2049-03-20      | 6.5000%  | 0.0000% | $348000.00         | $40522.20          | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FA                                   | 2054-08-20      | 4.7715%  | 0.0000% | $28633469.00       | $17642033.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-013 FD                                   | 2054-01-20      | 4.7215%  | 0.0000% | $46677338.00       | $17824085.23       | Agency Collateralized Mortgage Obligation |
| GNAR AF 893497 C                                   | 2039-08-20      | 5.3750%  | 0.0000% | $1497056.00        | $39759.84          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6516                               | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $882.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7561                               | 2047-04-01      | 3.5000%  | 0.0000% | $1020.00           | $810.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6761                               | 2052-06-01      | 3.0000%  | 0.0000% | $455000.00         | $341026.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0724                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $830.28            | Agency Mortgage-Backed Securities         |
| GNII SF DM1129 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1006.00           | $1035.92           | Agency Mortgage-Backed Securities         |
| GNAR AR 080641 M                                   | 2032-10-20      | 5.1250%  | 0.0000% | $11874195.00       | $36786.51          | Agency Mortgage-Backed Securities         |
| GNII SF 004519 M                                   | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $35.30             | Agency Mortgage-Backed Securities         |
| GNII SF DO1864 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $11850.00          | $12254.26          | Agency Mortgage-Backed Securities         |
| GNII SF DM3388 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $4000.00           | $4203.02           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ6038                               | 2034-01-01      | 4.6300%  | 0.0000% | $1000.00           | $1023.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU8246                               | 2052-02-01      | 2.0000%  | 0.0000% | $1804000.00        | $1096639.07        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0385                               | 2034-02-01      | 4.7600%  | 0.0000% | $5000.00           | $5224.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO9169                               | 2049-12-01      | 3.0000%  | 0.0000% | $1445400.00        | $414124.80         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.3960%  | 0.0000% | $218000.00         | $41354.98          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9590%  | 0.0000% | $243953.00         | $165575.10         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT7274                               | 2051-09-01      | 2.5000%  | 0.0000% | $1091890.00        | $553624.87         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447                               | 2054-07-01      | 6.0000%  | 0.0000% | $8583380.00        | $5774688.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714                               | 2046-10-01      | 3.0000%  | 0.0000% | $438001.00         | $100677.00         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.2360%  | 0.0000% | $2478297.00        | $19510.99          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5508                               | 2055-06-01      | 6.0000%  | 0.0000% | $16002.00          | $16525.12          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1430%  | 0.0000% | $3396941.00        | $63571.91          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 5.9240%  | 0.0000% | $19415310.00       | $170944.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0507                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $703.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1885                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.9172%  | 0.0000% | $264038.00         | $214152.57         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB5026                               | 2052-11-01      | 5.5000%  | 0.0000% | $2597715.00        | $1950655.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0495                               | 2050-03-01      | 2.5000%  | 0.0000% | $1032.00           | $609.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7694                               | 2051-06-01      | 3.0000%  | 0.0000% | $55571.00          | $31103.21          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $668.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0377                               | 2052-02-01      | 2.5000%  | 0.0000% | $416000.00         | $269399.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7398                               | 2051-06-01      | 2.5000%  | 0.0000% | $420000.00         | $245286.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9138                               | 2050-03-01      | 4.0000%  | 0.0000% | $64854.00          | $31625.42          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1393                               | 2052-04-01      | 3.5000%  | 0.0000% | $2959000.00        | $2091221.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2692                               | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1418.81           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $100346.89         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.0330%  | 0.0000% | $4500000.00        | $33185.44          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL8484                               | 2046-04-01      | 4.7640%  | 0.0000% | $1096156.00        | $89388.82          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 5.9800%  | 0.0000% | $1000000.00        | $22272.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0887                               | 2035-07-01      | 5.0000%  | 0.0000% | $1573000.00        | $12357.97          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453                               | 2054-08-01      | 5.5000%  | 0.0000% | $2368100.00        | $1927603.35        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544                               | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1156.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3559                               | 2054-09-01      | 6.5000%  | 0.0000% | $1003932.00        | $830783.06         | Agency Mortgage-Backed Securities         |
| FMAR 2B2779 G                                      | 2044-06-01      | 6.2450%  | 0.0000% | $166000.00         | $7355.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9327                               | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7094                               | 2053-02-01      | 5.0000%  | 0.0000% | $10836000.00       | $8435934.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2180                               | 2052-10-01      | 6.0000%  | 0.0000% | $44000.00          | $32140.89          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $17338.00          | $2021.34           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4936                               | 2047-11-01      | 3.5000%  | 0.0000% | $373052.00         | $62552.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0821                               | 2052-01-01      | 3.5000%  | 0.0000% | $1499000.00        | $911926.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI5075                               | 2036-07-01      | 5.0000%  | 0.0000% | $1913398.00        | $7967.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4764                               | 2043-01-01      | 3.0000%  | 0.0000% | $5695.00           | $1020.14           | Agency Mortgage-Backed Securities         |
| GNII SF DJ9506 C                                   | 2055-11-20      | 6.5000%  | 0.0000% | $7088.00           | $7528.17           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0804 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1659609.00        | $1718928.96        | Agency Mortgage-Backed Securities         |
| GNII ET DL3451 C                                   | 2065-08-20      | 7.0000%  | 0.0000% | $17756918.00       | $15826988.02       | Agency Mortgage-Backed Securities         |
| GNII SF MB0817 M                                   | 2055-10-20      | 7.0000%  | 0.0000% | $11168.00          | $11642.65          | Agency Mortgage-Backed Securities         |
| GNII SF DM9686 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $2006.00           | $2085.23           | Agency Mortgage-Backed Securities         |
| GNII SF BU3341 C                                   | 2050-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1786.94           | Agency Mortgage-Backed Securities         |
| GNII SF DJ3045 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $4006.00           | $4121.71           | Agency Mortgage-Backed Securities         |
| GNAR AF 082906 M                                   | 2041-08-20      | 5.3750%  | 0.0000% | $985000.00         | $25082.42          | Agency Mortgage-Backed Securities         |
| GNMI SP 783653 X                                   | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $67.12             | Agency Mortgage-Backed Securities         |
| GNRA 2023-079 FG                                   | 2053-06-20      | 4.8115%  | 0.0000% | $2711049.00        | $1023501.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 4.7715%  | 0.0000% | $20956.00          | $8713.81           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 4.9615%  | 0.0000% | $720199.00         | $214294.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 4.5715%  | 0.0000% | $5457347.00        | $3873445.68        | Agency Collateralized Mortgage Obligation |
| GNII SF 004746 M                                   | 2040-07-20      | 4.5000%  | 0.0000% | $10001.00          | $356.05            | Agency Mortgage-Backed Securities         |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.0615%  | 0.0000% | $66093884.00       | $20042820.51       | Agency Collateralized Mortgage Obligation |
| GNII SF 005082 M                                   | 2041-06-20      | 4.5000%  | 0.0000% | $1166.00           | $46.30             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3225                               | 2055-05-01      | 5.0000%  | 0.0000% | $248532.00         | $249672.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0200                               | 2029-10-01      | 4.5000%  | 0.0000% | $1002.00           | $11.66             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $147000.00         | $9543.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3637                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0236                               | 2055-08-01      | 5.5000%  | 0.0000% | $4180992.00        | $4268864.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4038                               | 2056-01-01      | 5.5000%  | 0.0000% | $12518.00          | $12846.64          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5282                               | 2055-06-01      | 6.0000%  | 0.0000% | $3496206.00        | $3044132.77        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4464                               | 2051-11-01      | 1.5000%  | 0.0000% | $1000.00           | $638.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1466                               | 2055-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0282                               | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $870.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3986                               | 2035-04-01      | 3.5000%  | 0.0000% | $145000.00         | $19716.26          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306                               | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1106.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4516                               | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $564.94            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $11420.00          | $7032.74           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3930                               | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $172.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9637                               | 2055-08-01      | 6.0000%  | 0.0000% | $308060.00         | $263138.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $325128.00         | $236559.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M                                   | 2053-02-20      | 5.0000%  | 0.0000% | $2653918.00        | $1981008.88        | Agency Mortgage-Backed Securities         |
| GNII SF MA9106 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1715530.00        | $1257011.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1338                               | 2052-02-01      | 2.0000%  | 0.0000% | $127372.00         | $87004.32          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ2883                               | 2050-09-01      | 2.5000%  | 0.0000% | $69000.00          | $31476.16          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $101472.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6031                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9482                               | 2051-11-01      | 3.0000%  | 0.0000% | $41000.00          | $26763.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3783                               | 2056-03-01      | 5.5000%  | 0.0000% | $3776877.00        | $3880870.37        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9441                               | 2051-04-01      | 2.0000%  | 0.0000% | $1324353.00        | $808933.97         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $650.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2023                               | 2052-05-01      | 4.0000%  | 0.0000% | $199000.00         | $152498.27         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0118                               | 2054-05-01      | 6.0000%  | 0.0000% | $50553856.00       | $44263579.56       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4950%  | 0.0000% | $14991259.00       | $12043.08          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $7297000.00        | $7778130.12        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS181812                               | 2029-09-01      | 5.5000%  | 0.0000% | $43.00             | $0.00              | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FA                                   | 2053-05-20      | 4.6615%  | 0.0000% | $71540463.00       | $26185995.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 4.6615%  | 0.0000% | $71784990.00       | $28036931.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 4.5715%  | 0.0000% | $40000000.00       | $26532661.12       | Agency Collateralized Mortgage Obligation |
| GNII SF DP0886 C                                   | 2056-01-20      | 7.5000%  | 0.0000% | $1001.00           | $1090.57           | Agency Mortgage-Backed Securities         |
| GNII SF DN6359 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $9845119.00        | $10101541.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1219                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.08           | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6615%  | 0.0000% | $20907783.00       | $14999115.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3179930.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FA                                   | 2054-10-20      | 4.7615%  | 0.0000% | $2730817.00        | $1719736.61        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCC1838                               | 2056-01-01      | 5.0000%  | 0.0000% | $5018364.00        | $5052552.93        | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7234.06           | Agency Mortgage-Backed Securities         |
| GNRA 2021-140 GF                                   | 2051-08-20      | 2.5000%  | 0.0000% | $500000.00         | $300999.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 4.8115%  | 0.0000% | $32741000.00       | $22306155.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-128 F                                    | 2053-08-20      | 4.7615%  | 0.0000% | $6322048.00        | $4475846.77        | Agency Collateralized Mortgage Obligation |
| GNII SP 785360 C                                   | 2051-03-20      | 2.0000%  | 0.0000% | $3126808.00        | $1856730.05        | Agency Mortgage-Backed Securities         |
| GNAR FT 082415 M                                   | 2039-10-20      | 5.1250%  | 0.0000% | $21067.00          | $330.95            | Agency Mortgage-Backed Securities         |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $5948877.18        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1974418.00        | $2026147.16        | Agency Mortgage-Backed Securities         |
| GNII SF CR9734 C                                   | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $970.37            | Agency Mortgage-Backed Securities         |
| GNII SF CZ1645 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $2004.00           | $2007.31           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $68135.00          | $50979.55          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08726 G                               | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $471.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570                               | 2054-05-01      | 6.0000%  | 0.0000% | $58366550.00       | $48814061.05       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0033                               | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $5809.27           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G06448 G                               | 2032-08-01      | 8.0000%  | 0.0000% | $4964380.00        | $169872.36         | Agency Mortgage-Backed Securities         |
| FMAR 842106 G                                      | 2043-10-01      | 6.4390%  | 0.0000% | $51229856.00       | $53846440.82       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4659                               | 2046-04-01      | 3.5000%  | 0.0000% | $4430.00           | $461.07            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08721 G                               | 2046-09-01      | 3.0000%  | 0.0000% | $8811.00           | $1363.09           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G                               | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $595.12            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08599 G                               | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $602.18            | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2690%  | 0.0000% | $164258.00         | $145007.93         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $1155.00           | $81.84             | Agency Mortgage-Backed Securities         |
| GNII JM MA7528 M                                   | 2049-04-20      | 4.5000%  | 0.0000% | $3000.00           | $2735.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M                                   | 2049-01-20      | 4.5000%  | 0.0000% | $1120860.00        | $72230.09          | Agency Mortgage-Backed Securities         |
| GNII JM MA7468 M                                   | 2051-06-20      | 4.5000%  | 0.0000% | $1970.00           | $540.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0548                               | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $699.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                                   | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $718.04            | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $689.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M                                   | 2054-07-20      | 6.5000%  | 0.0000% | $7773859.00        | $3727098.98        | Agency Mortgage-Backed Securities         |
| GNII SF DO7689 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $5291618.00        | $5429899.57        | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M                                   | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $950.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9207                               | 2054-09-01      | 5.0000%  | 0.0000% | $454540.00         | $396310.60         | Agency Mortgage-Backed Securities         |
| GNII SF CZ2469 C                                   | 2054-01-20      | 7.5000%  | 0.0000% | $2001.00           | $1341.07           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08767 G                               | 2047-06-01      | 4.0000%  | 0.0000% | $12111.00          | $1227.88           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A45751 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $11076050.00       | $106440.08         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08605 G                               | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1505.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6836                               | 2053-10-01      | 2.5000%  | 0.0000% | $784000.00         | $616084.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314                               | 2053-04-01      | 4.5000%  | 0.0000% | $63006.00          | $52074.57          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1026                               | 2036-03-01      | 5.5000%  | 0.0000% | $1512064.00        | $12915.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9847                               | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $2018031.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9565                               | 2053-08-01      | 5.5000%  | 0.0000% | $52042809.00       | $42390578.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $7216830.00        | $6071353.25        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18659 G                               | 2032-09-01      | 3.0000%  | 0.0000% | $20584.00          | $2240.46           | Agency Mortgage-Backed Securities         |
| FMAR 1R0014 G                                      | 2035-03-01      | 4.1700%  | 0.0000% | $623900.00         | $13862.66          | Agency Mortgage-Backed Securities         |
| FMAR 1L1443 G                                      | 2034-08-01      | 6.5690%  | 0.0000% | $3598864.00        | $29813.58          | Agency Mortgage-Backed Securities         |
| FMAR 1A0001 G                                      | 2035-04-01      | 6.1310%  | 0.0000% | $3068.00           | $38.65             | Agency Mortgage-Backed Securities         |
| FMAR 1Q1914 G                                      | 2037-08-01      | 6.3390%  | 0.0000% | $1956618.00        | $1699124.79        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07961 G                               | 2045-03-01      | 3.5000%  | 0.0000% | $7094.00           | $896.33            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G                               | 2048-02-01      | 3.0000%  | 0.0000% | $3000.00           | $416.41            | Agency Mortgage-Backed Securities         |
| FMAR 847271 G                                      | 2030-03-01      | 6.3050%  | 0.0000% | $2379.00           | $1.38              | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08791 G                               | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $148.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4597                               | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $674.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4356                               | 2051-06-01      | 2.5000%  | 0.0000% | $5441504.00        | $3165010.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7848                               | 2052-06-01      | 3.0000%  | 0.0000% | $311000.00         | $234709.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8653                               | 2055-12-01      | 5.5000%  | 0.0000% | $5973400.00        | $6150137.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1718                               | 2055-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2068.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0863                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $975.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0288                               | 2055-04-01      | 6.5000%  | 0.0000% | $1004.00           | $869.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7278                               | 2053-11-01      | 5.0000%  | 0.0000% | $1527000.00        | $1351281.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8970                               | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1112.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICB5178                               | 2037-11-01      | 4.5000%  | 0.0000% | $2069303.00        | $937480.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9324                               | 2054-10-01      | 5.5000%  | 0.0000% | $33083.00          | $30784.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8541                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9484                               | 2054-11-01      | 5.5000%  | 0.0000% | $29000.00          | $27382.55          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7331                               | 2050-10-01      | 2.0000%  | 0.0000% | $2004.00           | $1014.76           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0396                               | 2034-01-01      | 4.6900%  | 0.0000% | $23670.00          | $24098.00          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.2290%  | 0.0000% | $3576109.00        | $3230966.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1504                               | 2055-04-01      | 6.0000%  | 0.0000% | $15267487.00       | $14347043.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $1830197.00        | $697010.30         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4425                               | 2035-08-01      | 4.7300%  | 0.0000% | $2830206.00        | $2936177.72        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6324                               | 2031-01-01      | 3.8200%  | 0.0000% | $732500.00         | $732001.09         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB762328                               | 2034-03-01      | 6.1970%  | 0.0000% | $4655670.00        | $12510.36          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY387969                               | 2028-08-01      | 3.6500%  | 0.0000% | $5135.00           | $5142.68           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS795297                               | 2044-07-01      | 5.1720%  | 0.0000% | $43472.00          | $201.33            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6413                               | 2054-02-01      | 7.5000%  | 0.0000% | $159268.00         | $170753.82         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0030%  | 0.0000% | $1521.00           | $1.05              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-12-25      | 4.5000%  | 0.0000% | $52993501.00       | $49548880.92       | Agency Collateralized Mortgage Obligation |
| FNRM CL011AL R16M011                               | 2039-07-25      | 2.9440%  | 0.0000% | $1521.00           | $77.28             | Agency Collateralized Mortgage Obligation |
| FNRM CL043DV R25F043                               | 2036-06-25      | 5.0000%  | 0.0000% | $1000.00           | $966.12            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD6144                               | 2042-10-01      | 3.5000%  | 0.0000% | $1178564.00        | $957040.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745875                               | 2036-09-01      | 6.5000%  | 0.0000% | $2249456.00        | $13565.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4703                               | 2047-02-01      | 3.0000%  | 0.0000% | $2003569.00        | $413983.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4671                               | 2046-08-01      | 3.0000%  | 0.0000% | $354000.00         | $54887.06          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6069                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $980.02            | Agency Mortgage-Backed Securities         |
| FKAR 03.470 WAWA2502                               | 2045-11-01      | 3.4700%  | 0.0000% | $1143496.00        | $866169.60         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090                               | 2050-09-01      | 2.0000%  | 0.0000% | $294140.00         | $141433.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $1152.00           | $841.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M                                   | 2051-08-20      | 2.0000%  | 0.0000% | $3136790.00        | $1764856.99        | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $781.28            | Agency Mortgage-Backed Securities         |
| GNII JM MA7131 M                                   | 2050-12-20      | 4.5000%  | 0.0000% | $1000.00           | $449.06            | Agency Mortgage-Backed Securities         |
| GNII SF DA9884 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $1002.00           | $883.00            | Agency Mortgage-Backed Securities         |
| GNII SF DA7708 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $2027.00           | $1986.15           | Agency Mortgage-Backed Securities         |
| GNMI MH 558959 X                                   | 2029-04-15      | 6.5000%  | 0.0000% | $4208317.00        | $35685.74          | Agency Mortgage-Backed Securities         |
| GNII SF DO1072 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $6468819.00        | $6644785.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5615                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $767.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4851                               | 2042-11-01      | 5.0000%  | 0.0000% | $1000.00           | $650.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $771.58            | Agency Mortgage-Backed Securities         |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.0615%  | 0.0000% | $29338131.00       | $29283912.16       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CVMA2008                               | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $50.09             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1591                               | 2043-08-01      | 4.5000%  | 0.0000% | $296978.00         | $46748.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CKMA0185                               | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $37.10             | Agency Mortgage-Backed Securities         |
| GNII SF DO2447 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $177165.00         | $186563.50         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2035-07-15      | 1.8750%  | 0.0000% | $1705000.00        | $1756816.21        | U.S. Treasuries (including strips)        |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $4042829.57        | Agency Collateralized Mortgage Obligation |
| GNAR AF MB0754 M                                   | 2055-11-20      | 4.0000%  | 0.0000% | $482871.00         | $475411.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1386                               | 2051-10-01      | 3.0000%  | 0.0000% | $427173.00         | $264486.32         | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF                                   | 2053-03-20      | 4.6615%  | 0.0000% | $33961801.00       | $13026617.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 4.6615%  | 0.0000% | $20783660.00       | $10856885.77       | Agency Collateralized Mortgage Obligation |
| GNII SF DO3282 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $1001.00           | $1033.53           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0354                               | 2051-12-01      | 2.0000%  | 0.0000% | $15006.00          | $10528.20          | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $7024.00           | $6814.69           | Agency Mortgage-Backed Securities         |
| GNII SF DI8308 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $791.56            | Agency Mortgage-Backed Securities         |
| GNII SF DI1014 C                                   | 2055-07-20      | 5.5000%  | 0.0000% | $6000.00           | $6117.28           | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M                                   | 2055-04-20      | 5.0000%  | 0.0000% | $4032.00           | $3853.52           | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $2001.00           | $2114.82           | Agency Mortgage-Backed Securities         |
| GNII SF DA5736 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $5001.00           | $4184.73           | Agency Mortgage-Backed Securities         |
| GNII SF 004678 M                                   | 2040-04-20      | 4.5000%  | 0.0000% | $40000.00          | $1365.44           | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $7264.00           | $7257.73           | Agency Mortgage-Backed Securities         |
| GNII SF DO1865 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $1074.00           | $1108.35           | Agency Mortgage-Backed Securities         |
| GNII SF MB0557 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $1295216.00        | $1300384.88        | Agency Mortgage-Backed Securities         |
| GNMI SP 784925 X                                   | 2047-10-15      | 4.5000%  | 0.0000% | $1028.00           | $281.99            | Agency Mortgage-Backed Securities         |
| GNII SF MB0488 M                                   | 2055-07-20      | 7.0000%  | 0.0000% | $43003.00          | $41328.74          | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M                                   | 2055-09-20      | 5.5000%  | 0.0000% | $1014080.00        | $1020948.07        | Agency Mortgage-Backed Securities         |
| GNII SF DM1026 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1010.00           | $1061.02           | Agency Mortgage-Backed Securities         |
| GNII SF DA1869 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $5001.00           | $3979.76           | Agency Mortgage-Backed Securities         |
| GNRA 2025-064 FG                                   | 2055-04-20      | 4.9615%  | 0.0000% | $32586988.00       | $23095251.14       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0256 M                                   | 2050-10-20      | 4.0000%  | 0.0000% | $6160852.00        | $5775653.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888832                               | 2037-11-01      | 6.5000%  | 0.0000% | $5794481.00        | $67466.73          | Agency Mortgage-Backed Securities         |
| GNRA 2023-069 FC                                   | 2053-05-20      | 4.7215%  | 0.0000% | $50000000.00       | $19601515.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 FL                                   | 2055-06-20      | 4.8115%  | 0.0000% | $7586241.00        | $6996714.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-188 BA                                   | 2047-09-20      | 5.5000%  | 0.0000% | $22199.00          | $3742.18           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 4.6615%  | 0.0000% | $19757626.00       | $10803840.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF                                   | 2054-10-20      | 4.7115%  | 0.0000% | $946000.00         | $677785.48         | Agency Collateralized Mortgage Obligation |
| GNMI SP 783236 X                                   | 2033-12-15      | 6.5000%  | 0.0000% | $1175109.00        | $28201.34          | Agency Mortgage-Backed Securities         |
| GNRA 2023-101 LF                                   | 2053-07-20      | 4.6815%  | 0.0000% | $6565498.00        | $5027561.62        | Agency Collateralized Mortgage Obligation |
| GNII SF DQ4580 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1530383.00        | $1585087.05        | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M                                   | 2054-12-20      | 5.0000%  | 0.0000% | $7000.00           | $6523.59           | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FB                                   | 2054-10-20      | 4.6615%  | 0.0000% | $93939.00          | $76008.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 4.9115%  | 0.0000% | $3576362.00        | $1512360.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 5.5615%  | 0.0000% | $57017747.00       | $17640988.34       | Agency Collateralized Mortgage Obligation |
| GNII SF DP7409 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $2726005.00        | $2800166.57        | Agency Mortgage-Backed Securities         |
| GNII SF DH6358 C                                   | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.92           | Agency Mortgage-Backed Securities         |
| GNII SF DH4052 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $3717984.00        | $3875434.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M                                   | 2052-09-20      | 4.0000%  | 0.0000% | $10489.00          | $7826.67           | Agency Mortgage-Backed Securities         |
| GNII SF DL7883 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $19859312.00       | $19362557.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7752                               | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $524.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4418                               | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $660.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M                                   | 2052-08-20      | 5.0000%  | 0.0000% | $931000.00         | $675596.15         | Agency Mortgage-Backed Securities         |
| GNII SF CZ1712 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $1001.00           | $1073.00           | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M                                   | 2055-02-20      | 5.0000%  | 0.0000% | $26008064.00       | $24301046.99       | Agency Mortgage-Backed Securities         |
| GNII SF DO1863 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $3070.00           | $3181.52           | Agency Mortgage-Backed Securities         |
| GNII SF MB0936 M                                   | 2056-02-20      | 5.0000%  | 0.0000% | $15347654.00       | $15459555.45       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0271                               | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1026.94           | Agency Mortgage-Backed Securities         |
| GNII SF 004696 M                                   | 2040-05-20      | 4.5000%  | 0.0000% | $107593.00         | $3660.90           | Agency Mortgage-Backed Securities         |
| GNII SF DA6320 C                                   | 2054-03-20      | 7.5000%  | 0.0000% | $2000.00           | $1698.09           | Agency Mortgage-Backed Securities         |
| GNII SF CU0261 C                                   | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $995.86            | Agency Mortgage-Backed Securities         |
| GNII SF MB0934 M                                   | 2056-01-20      | 4.0000%  | 0.0000% | $9879727.00        | $9506953.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073                               | 2053-07-01      | 6.0000%  | 0.0000% | $2080.00           | $1416.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $825.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164                               | 2053-10-01      | 5.0000%  | 0.0000% | $63000.00          | $53548.52          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8982                               | 2055-09-01      | 6.5000%  | 0.0000% | $38448.00          | $38422.12          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7347                               | 2051-09-01      | 2.0000%  | 0.0000% | $868172.00         | $511479.81         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7766                               | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6860.10           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2042-11-15      | 4.3548%  | 0.0000% | $3332295.00        | $775651.43         | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HY387801                               | 2030-07-01      | 3.6200%  | 0.0000% | $9965424.00        | $9839907.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV0940                               | 2052-07-01      | 4.5000%  | 0.0000% | $2763746.00        | $2318285.71        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4165                               | 2052-03-01      | 2.5000%  | 0.0000% | $788840.00         | $452166.43         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15642209.05       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $98885.94          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $389490.00         | $356239.93         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1338                               | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $6710.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $883.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0714                               | 2055-04-01      | 6.5000%  | 0.0000% | $1048.00           | $1098.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410                               | 2055-09-01      | 6.5000%  | 0.0000% | $1003.00           | $954.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $861.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2895                               | 2047-02-01      | 3.0000%  | 0.0000% | $168000.00         | $35281.02          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942595                               | 2037-08-01      | 6.0000%  | 0.0000% | $2006000.00        | $23399.12          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.3420%  | 0.0000% | $55977213.00       | $109927.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995018                               | 2038-06-01      | 5.5000%  | 0.0000% | $14553000.00       | $92639.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CL932846                               | 2040-12-01      | 3.0000%  | 0.0000% | $439989.00         | $135972.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4868                               | 2050-11-01      | 2.0000%  | 0.0000% | $21130.00          | $11350.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GL932168                               | 2039-09-01      | 4.0000%  | 0.0000% | $2005.00           | $114.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5165                               | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $766.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6178                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.60            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.2930%  | 0.0000% | $2600000.00        | $21708.31          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCC0546                               | 2055-06-01      | 7.0000%  | 0.0000% | $1024.00           | $855.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888956                               | 2036-03-01      | 6.0000%  | 0.0000% | $1039.00           | $8.78              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7064                               | 2053-09-01      | 3.0000%  | 0.0000% | $271518.00         | $213512.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M                                   | 2048-05-20      | 3.5000%  | 0.0000% | $1000.00           | $119.14            | Agency Mortgage-Backed Securities         |
| GNII SF MA4625 M                                   | 2032-08-20      | 3.5000%  | 0.0000% | $28884.00          | $3079.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0985                               | 2052-10-01      | 5.0000%  | 0.0000% | $1513952.00        | $1341257.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M                                   | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4673                               | 2055-06-01      | 4.5000%  | 0.0000% | $380198.00         | $373397.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA2680 M                                   | 2045-03-20      | 4.5000%  | 0.0000% | $1004.00           | $64.17             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198                               | 2053-09-01      | 7.0000%  | 0.0000% | $4694998.00        | $1927759.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4701                               | 2052-08-01      | 4.5000%  | 0.0000% | $16772867.00       | $12694329.87       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4357                               | 2051-06-01      | 3.0000%  | 0.0000% | $60780.00          | $30199.76          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2246                               | 2055-12-01      | 6.5000%  | 0.0000% | $420717.00         | $441829.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7651                               | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $755.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1404                               | 2052-09-01      | 3.0000%  | 0.0000% | $45000.00          | $38280.38          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3210                               | 2037-03-01      | 2.5000%  | 0.0000% | $494611.00         | $325482.03         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0290                               | 2051-04-01      | 2.0000%  | 0.0000% | $16483.00          | $9849.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3101                               | 2052-03-01      | 2.0000%  | 0.0000% | $1914149.00        | $1229530.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9225                               | 2051-02-01      | 2.0000%  | 0.0000% | $1373160.00        | $775264.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6815                               | 2052-02-01      | 2.5000%  | 0.0000% | $365753.00         | $232321.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8016                               | 2055-09-01      | 6.5000%  | 0.0000% | $1566695.00        | $1633810.63        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA8814                               | 2050-04-01      | 2.5000%  | 0.0000% | $15517211.00       | $7899191.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8810                               | 2055-09-01      | 6.0000%  | 0.0000% | $3902876.00        | $4029462.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU0525                               | 2051-10-01      | 3.0000%  | 0.0000% | $1098.00           | $772.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA7057                               | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $485.23            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $249084.23         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7851                               | 2044-02-01      | 6.2830%  | 0.0000% | $4354209.00        | $4295955.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1241                               | 2052-10-01      | 4.0000%  | 0.0000% | $555964.00         | $449388.68         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9704                               | 2055-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2111.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV7717                               | 2052-04-01      | 2.5000%  | 0.0000% | $97620.00          | $66281.66          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW3383                               | 2052-07-01      | 4.5000%  | 0.0000% | $524999.00         | $412437.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1915                               | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $871.65            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 5.8150%  | 0.0000% | $63892636.00       | $531972.80         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.4440%  | 0.0000% | $6022000.00        | $49239.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4591                               | 2055-10-01      | 5.5000%  | 0.0000% | $1984.00           | $2026.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4020                               | 2055-09-01      | 5.5000%  | 0.0000% | $6936350.00        | $7129381.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0699                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0573                               | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3171                               | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9845                               | 2036-11-01      | 2.0000%  | 0.0000% | $1001.00           | $536.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB3414                               | 2041-08-01      | 3.5000%  | 0.0000% | $3996000.00        | $506254.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL984277                               | 2038-06-01      | 5.5000%  | 0.0000% | $17596.00          | $540.06            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844237                               | 2035-11-01      | 5.5550%  | 0.0000% | $1756000.00        | $9433.58           | Agency Mortgage-Backed Securities         |
| GNII JM MA6813 M                                   | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $139.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA9539 M                                   | 2054-03-20      | 4.5000%  | 0.0000% | $85474.00          | $78019.36          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807                               | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5166.07           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WZ889911                               | 2036-05-01      | 4.4520%  | 0.0000% | $1450000.00        | $17023.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2032                               | 2054-07-01      | 6.0000%  | 0.0000% | $1034.00           | $918.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL890858                               | 2048-06-01      | 4.0000%  | 0.0000% | $47153024.00       | $6201154.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9482                               | 2055-07-01      | 6.0000%  | 0.0000% | $278951.00         | $274201.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3737                               | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $118.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889656                               | 2038-06-01      | 6.0000%  | 0.0000% | $2205.00           | $105.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153710.00       | $449504.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA5267 M                                   | 2048-06-20      | 5.5000%  | 0.0000% | $147000.00         | $12504.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191                               | 2053-11-01      | 6.0000%  | 0.0000% | $38104.00          | $25732.43          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040                               | 2053-06-01      | 6.0000%  | 0.0000% | $2207529.00        | $1416974.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M                                   | 2047-12-20      | 3.5000%  | 0.0000% | $1024.00           | $125.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445                               | 2054-08-01      | 6.0000%  | 0.0000% | $1301.00           | $903.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA3805 M                                   | 2046-07-20      | 4.5000%  | 0.0000% | $78285.00          | $6325.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3313                               | 2055-01-01      | 6.5000%  | 0.0000% | $2232216.00        | $1842917.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7153                               | 2056-02-01      | 5.5000%  | 0.0000% | $1015100.00        | $1046986.55        | Agency Mortgage-Backed Securities         |
| GNII SF CE3259 C                                   | 2051-08-20      | 4.0000%  | 0.0000% | $2001.00           | $1537.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA8041 M                                   | 2052-05-20      | 2.0000%  | 0.0000% | $10480843.00       | $6689944.44        | Agency Mortgage-Backed Securities         |
| GNII SF MA8492 M                                   | 2052-12-20      | 6.0000%  | 0.0000% | $5913008.00        | $2946337.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6774                               | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2032.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4866                               | 2053-01-01      | 4.0000%  | 0.0000% | $1133928.00        | $891757.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350                               | 2053-08-01      | 6.0000%  | 0.0000% | $15000.00          | $10183.88          | Agency Mortgage-Backed Securities         |
| FMAR 1K1233 G                                      | 2036-05-01      | 6.2450%  | 0.0000% | $3212.00           | $13.32             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4100                               | 2053-09-01      | 5.5000%  | 0.0000% | $450009.00         | $373111.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507                               | 2055-02-01      | 6.0000%  | 0.0000% | $4919330.00        | $3746596.64        | Agency Mortgage-Backed Securities         |
| FMAR 781541 G                                      | 2034-04-01      | 6.5000%  | 0.0000% | $2403.00           | $13.48             | Agency Mortgage-Backed Securities         |
| MNRA RC0052A2 R24M00                               | 2033-10-25      | 4.7154%  | 0.0000% | $1067.00           | $1096.24           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-10-25      | 4.8172%  | 0.0000% | $1000.00           | $580.50            | Agency Collateralized Mortgage Obligation |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $260091.86         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA9058                               | 2053-05-01      | 5.5000%  | 0.0000% | $1473600.00        | $1184237.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2095                               | 2052-02-25      | 2.5000%  | 0.0000% | $32000.00          | $23296.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2044-03-01      | 3.8300%  | 0.0000% | $26306.00          | $20071.22          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $267500.00         | $179276.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $174.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $656.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9343                               | 2041-08-01      | 4.5000%  | 0.0000% | $2223030.00        | $145956.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6727                               | 2042-03-01      | 3.5000%  | 0.0000% | $15859400.00       | $2242873.77        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM0414                               | 2027-09-01      | 2.8700%  | 0.0000% | $111000.00         | $104579.77         | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R18M013                               | 2030-09-25      | 3.7513%  | 0.0000% | $2410.00           | $1668.07           | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CNRD5120                               | 2032-10-01      | 3.5000%  | 0.0000% | $215995.00         | $90727.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6215                               | 2051-11-01      | 2.5000%  | 0.0000% | $861995.00         | $517110.77         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $454454.22         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $307244.00         | $245758.51         | Agency Mortgage-Backed Securities         |
| FMAR 1B7420 G                                      | 2035-07-01      | 6.5440%  | 0.0000% | $781324.00         | $12166.87          | Agency Mortgage-Backed Securities         |

### Security 713: 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: ARP1FJXG3, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1FJXG3
- **C.18 - Value (incl. sponsor support):** $402000000.00
- **C.18.a - Value (excl. sponsor support):** $402000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-101 AG | 2050-07-20      | 1.5000%  | 0.0000% | $457281529.00      | $171533847.02      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FC | 2055-05-20      | 5.0115%  | 0.0000% | $53449087.00       | $44165672.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $460320399.00      | $202801107.20      | Agency Collateralized Mortgage Obligation |

### Security 714: 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: ARP1FJXK4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1FJXK4
- **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:** 3.6600%
- **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? 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 | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $80.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1142100.00        | $1019078.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $67.49             | U.S. Treasuries (including strips) |

### Security 715: 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: ARP1FJXU2, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1FJXU2
- **C.18 - Value (incl. sponsor support):** $1047000000.00
- **C.18.a - Value (excl. sponsor support):** $1047000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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? 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 MA5762 M         | 2049-02-20      | 3.5000%  | 0.0000% | $3000.00           | $307.17            | Agency Mortgage-Backed Securities         |
| GNPL PN CU4637           | 2058-11-15      | 5.7400%  | 0.0000% | $1000.00           | $1052.92           | Agency Mortgage-Backed Securities         |
| GNII SF CJ9477 C         | 2052-01-20      | 3.0000%  | 0.0000% | $2000.00           | $1336.42           | Agency Mortgage-Backed Securities         |
| GNII SP 786904 C         | 2053-08-20      | 6.0000%  | 0.0000% | $2000.00           | $1499.76           | Agency Mortgage-Backed Securities         |
| GNII SF DP1593 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.06           | Agency Mortgage-Backed Securities         |
| GNII SP 787097 C         | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $69976.13          | Agency Mortgage-Backed Securities         |
| GNII SP 783368 M         | 2041-07-20      | 4.5000%  | 0.0000% | $400000.00         | $16995.35          | Agency Mortgage-Backed Securities         |
| GNMI SF 646027 X         | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8207.15           | Agency Mortgage-Backed Securities         |
| GNMI SP 781904 X         | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $58486.01          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867     | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $820.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $31000.00          | $23918.83          | Agency Mortgage-Backed Securities         |
| GNII AP 786236 M         | 2052-01-20      | 2.5000%  | 0.0000% | $2000.00           | $1297.94           | Agency Mortgage-Backed Securities         |
| GNII SP 785587 M         | 2044-12-20      | 3.5000%  | 0.0000% | $2001.00           | $984.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439     | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $864.50            | Agency Mortgage-Backed Securities         |
| GNII SF DO5762 C         | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2052.38           | Agency Mortgage-Backed Securities         |
| GNII SF DO4245 C         | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3103.18           | Agency Mortgage-Backed Securities         |
| GNII SF DN8137 C         | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2064.60           | Agency Mortgage-Backed Securities         |
| GNII SF DO5025 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2002.00           | $2084.39           | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $12177.91          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91295 G     | 2030-04-01      | 4.5000%  | 0.0000% | $1000.00           | $13.38             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P51408 G     | 2027-11-01      | 6.0000%  | 0.0000% | $9367366.00        | $595.60            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-10-28      | 1.1200%  | 0.0000% | $40000.00          | $39488.97          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-09-23      | 1.0100%  | 0.0000% | $15000.00          | $14842.43          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-27      | 1.5000%  | 0.0000% | $30000.00          | $29478.57          | Agency Debentures and Agency Strips       |
| 04.000 FGPC D98784 G     | 2031-09-01      | 4.0000%  | 0.0000% | $16947.00          | $205.09            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2030-03-27      | 4.5000%  | 0.0000% | $20000.00          | $20383.08          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-03-10      | 0.8000%  | 0.0000% | $30000.00          | $30092.16          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-27      | 1.5400%  | 0.0000% | $25000.00          | $24575.11          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2056-02-25      | 4.5172%  | 0.0000% | $93265000.00       | $93173165.67       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 K2253973     | 2031-07-01      | 6.5000%  | 0.0000% | $10339.00          | $5.94              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0494     | 2054-07-01      | 6.0000%  | 0.0000% | $33115603.00       | $33672033.74       | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $27347973.00       | $24787148.19       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2026-12-18      | 0.8750%  | 0.0000% | $25000.00          | $24503.55          | Agency Debentures and Agency Strips       |
| FNMS 03.000 CLBC2817     | 2046-09-01      | 3.0000%  | 0.0000% | $398000.00         | $88411.03          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0026     | 2052-07-01      | 4.0000%  | 0.0000% | $7003.00           | $5881.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIBV6437     | 2040-12-01      | 5.5000%  | 0.0000% | $1266029.00        | $776383.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4707     | 2054-07-01      | 6.0000%  | 0.0000% | $6765000.00        | $4040225.10        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1273     | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $61525.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3775     | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $668.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1780     | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0395     | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.98           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2622     | 2052-01-01      | 2.5000%  | 0.0000% | $5608000.00        | $3518194.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1849     | 2056-02-01      | 6.0000%  | 0.0000% | $1707750.00        | $1777426.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3536     | 2056-02-01      | 6.0000%  | 0.0000% | $3670350.00        | $3808741.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8116     | 2056-01-01      | 5.0000%  | 0.0000% | $1174866.00        | $1192086.07        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5970     | 2050-06-01      | 2.5000%  | 0.0000% | $27642.00          | $15678.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1290     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $745.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9602     | 2054-09-01      | 5.5000%  | 0.0000% | $94701.00          | $81744.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDG2234     | 2041-02-01      | 4.5000%  | 0.0000% | $1906003.00        | $1922623.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1637     | 2056-02-01      | 5.0000%  | 0.0000% | $1462765.00        | $1491205.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1144     | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9962     | 2056-01-01      | 5.5000%  | 0.0000% | $1482189.00        | $1533492.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696     | 2037-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1870.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1254     | 2056-02-01      | 5.0000%  | 0.0000% | $1160800.00        | $1172937.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8108     | 2052-01-01      | 2.5000%  | 0.0000% | $98000.00          | $74719.85          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4635     | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1074.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1672     | 2056-02-01      | 5.0000%  | 0.0000% | $3001.00           | $3038.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1790     | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $5066.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1696     | 2056-03-01      | 5.0000%  | 0.0000% | $4010.00           | $4101.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1808     | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1029.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1318     | 2056-03-01      | 5.0000%  | 0.0000% | $1271308.00        | $1293208.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7033     | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $780.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0132     | 2055-02-25      | 6.5000%  | 0.0000% | $119946.00         | $96076.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1294     | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3480     | 2050-06-01      | 2.5000%  | 0.0000% | $302678.00         | $130276.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098     | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $1.33              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890101     | 2039-02-01      | 6.0000%  | 0.0000% | $5146000.00        | $78617.52          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4916     | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4831.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC7042     | 2054-12-01      | 4.5000%  | 0.0000% | $85545.00          | $76490.83          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0841     | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $5478.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0174     | 2057-02-01      | 3.0000%  | 0.0000% | $2000.00           | $652.71            | Agency Mortgage-Backed Securities         |
| GNMI SF 777247 X         | 2043-02-15      | 2.5000%  | 0.0000% | $49183.00          | $12445.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0191     | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $27667.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4618     | 2052-04-01      | 4.0000%  | 0.0000% | $26000.00          | $17107.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M         | 2042-11-20      | 4.0000%  | 0.0000% | $8264.00           | $658.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530     | 2054-11-01      | 5.0000%  | 0.0000% | $24000.00          | $21880.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5994     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $820.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1493     | 2043-05-01      | 2.5000%  | 0.0000% | $29787.00          | $6692.24           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00063 G     | 2034-02-01      | 5.0000%  | 0.0000% | $5112.00           | $91.25             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-02-25      | 2.0000%  | 0.0000% | $75000.00          | $73884.76          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-14      | 1.5000%  | 0.0000% | $25000.00          | $24590.02          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-10-29      | 0.8000%  | 0.0000% | $50000.00          | $47880.71          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-11-23      | 1.5000%  | 0.0000% | $25000.00          | $24715.77          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-03-23      | 1.3000%  | 0.0000% | $19000.00          | $18660.15          | Agency Debentures and Agency Strips       |
| 03.500 FGPC U99094 G     | 2044-03-01      | 3.5000%  | 0.0000% | $1000.00           | $171.97            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-03-25      | 2.6000%  | 0.0000% | $35000.00          | $35042.80          | Agency Debentures and Agency Strips       |
| FEPC 02.500 CISB1692     | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $916.07            | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0562 X         | 2046-12-15      | 4.0000%  | 0.0000% | $2017.00           | $186.05            | Agency Mortgage-Backed Securities         |
| GNII SF AQ8311 C         | 2045-11-20      | 3.5000%  | 0.0000% | $1000.00           | $175.90            | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X         | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $908.88            | Agency Mortgage-Backed Securities         |
| GNII SF DO7322 C         | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $980.41            | Agency Mortgage-Backed Securities         |
| GNII SF DO7227 C         | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $2014.48           | Agency Mortgage-Backed Securities         |
| GNII SF DO5751 C         | 2055-12-20      | 6.0000%  | 0.0000% | $3003.00           | $3103.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA8874 M         | 2051-05-20      | 3.0000%  | 0.0000% | $74000.00          | $50393.00          | Agency Mortgage-Backed Securities         |
| GNII SF MA8198 M         | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1286.34           | Agency Mortgage-Backed Securities         |
| GNII SF BR4602 C         | 2050-01-20      | 4.5000%  | 0.0000% | $2001.00           | $247.50            | Agency Mortgage-Backed Securities         |
| GNCL CL DC7252           | 2067-10-15      | 5.3000%  | 0.0000% | $3000.00           | $3082.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 575495 X         | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $111.60            | Agency Mortgage-Backed Securities         |
| GNII SF AH6627 C         | 2044-05-20      | 4.0000%  | 0.0000% | $2000.00           | $211.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA7883 M         | 2052-02-20      | 3.5000%  | 0.0000% | $1000.00           | $668.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW9191     | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $372.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA5654 M         | 2048-12-20      | 5.5000%  | 0.0000% | $2001.00           | $144.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M         | 2049-03-20      | 5.0000%  | 0.0000% | $3127.00           | $231.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA7588 M         | 2051-09-20      | 2.0000%  | 0.0000% | $2006.00           | $1157.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M         | 2047-03-20      | 3.5000%  | 0.0000% | $238000.00         | $27947.21          | Agency Mortgage-Backed Securities         |
| GNII SF 003829 M         | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $740.85            | Agency Mortgage-Backed Securities         |
| GNII SF 004882 M         | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $49.73             | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M         | 2040-12-20      | 4.0000%  | 0.0000% | $2000.00           | $32.36             | Agency Mortgage-Backed Securities         |
| GNMI SP 780498 X         | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $1.81              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113     | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11714.36          | Agency Mortgage-Backed Securities         |
| GNPL PN DE5570           | 2055-02-15      | 5.7100%  | 0.0000% | $2000.00           | $2132.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X         | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $235.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1286     | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 411081 X         | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6448.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2204     | 2056-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2064.04           | Agency Mortgage-Backed Securities         |
| GNII SF 005018 M         | 2041-04-20      | 5.0000%  | 0.0000% | $3000.00           | $94.37             | Agency Mortgage-Backed Securities         |
| GNII SF 005238 M         | 2041-11-20      | 5.5000%  | 0.0000% | $2000.00           | $66.82             | Agency Mortgage-Backed Securities         |
| GNII SP 784295 C         | 2047-03-20      | 3.5000%  | 0.0000% | $2000.00           | $390.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG1298     | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2109.32           | Agency Mortgage-Backed Securities         |
| GNII SF 005116 M         | 2041-07-20      | 5.0000%  | 0.0000% | $1000.00           | $37.54             | Agency Mortgage-Backed Securities         |
| GNII SF AU0334 C         | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $97356.71          | Agency Mortgage-Backed Securities         |
| GNII SF AX4343 C         | 2046-10-20      | 3.5000%  | 0.0000% | $9171.00           | $2428.82           | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X         | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $129.12            | Agency Mortgage-Backed Securities         |
| GNII SF 004696 M         | 2040-05-20      | 4.5000%  | 0.0000% | $200000.00         | $6805.10           | Agency Mortgage-Backed Securities         |
| GNII SF DO5276 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.71           | Agency Mortgage-Backed Securities         |
| GNPL PN DD4704           | 2060-03-15      | 6.1700%  | 0.0000% | $1000.00           | $1093.73           | Agency Mortgage-Backed Securities         |
| GNII JM 004310 M         | 2038-12-20      | 6.0000%  | 0.0000% | $9007.00           | $16.05             | Agency Mortgage-Backed Securities         |
| GNMI SP 783353 X         | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14151.40          | Agency Mortgage-Backed Securities         |
| GNMI SP 785690 X         | 2050-04-15      | 4.5000%  | 0.0000% | $1001.00           | $369.18            | Agency Mortgage-Backed Securities         |
| GNMI SP 781969 X         | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $9783.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 689876 X         | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4035.43           | Agency Mortgage-Backed Securities         |
| GNII SP 785805 C         | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $81643.33          | Agency Mortgage-Backed Securities         |
| GNMI SF 660623 X         | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $302.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 697656 X         | 2038-10-15      | 6.5000%  | 0.0000% | $5679.00           | $9.99              | Agency Mortgage-Backed Securities         |
| GNII SF DO0040 C         | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2116.07           | Agency Mortgage-Backed Securities         |
| GNII SF DO7123 C         | 2055-12-20      | 5.5000%  | 0.0000% | $4001.00           | $4100.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2369     | 2036-11-01      | 2.0000%  | 0.0000% | $2812891.00        | $1731965.59        | Agency Mortgage-Backed Securities         |
| GNMI SF 705406 X         | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2058.68           | Agency Mortgage-Backed Securities         |
| GNMI SF 699306 X         | 2038-10-15      | 6.0000%  | 0.0000% | $11000000.00       | $28722.43          | Agency Mortgage-Backed Securities         |
| GNMI SF 677202 X         | 2038-08-15      | 6.5000%  | 0.0000% | $3461153.00        | $88371.62          | Agency Mortgage-Backed Securities         |
| GNII SP 786843 C         | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $690.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB7941     | 2043-02-01      | 3.0000%  | 0.0000% | $166547.00         | $45455.11          | Agency Mortgage-Backed Securities         |
| GNMI SF 624207 X         | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $449.07            | Agency Mortgage-Backed Securities         |
| GNMI SP 783292 X         | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $16388.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 709797 X         | 2039-09-15      | 5.5000%  | 0.0000% | $70155.00          | $2292.37           | Agency Mortgage-Backed Securities         |
| GNII SF 763450 C         | 2031-05-20      | 5.0000%  | 0.0000% | $2000.00           | $67.33             | Agency Mortgage-Backed Securities         |
| GNMI SF 764579 X         | 2041-08-15      | 5.0000%  | 0.0000% | $119000.00         | $7204.55           | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X         | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $566.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 722793 X         | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $287.91            | Agency Mortgage-Backed Securities         |
| GNII SF DH6333 C         | 2055-03-20      | 6.5000%  | 0.0000% | $2000.00           | $532.93            | Agency Mortgage-Backed Securities         |
| GNII SF 003251 M         | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $301.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 723434 X         | 2039-11-15      | 5.0000%  | 0.0000% | $103653.00         | $1785.03           | Agency Mortgage-Backed Securities         |
| GNMI SF 485528 X         | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $55.30             | Agency Mortgage-Backed Securities         |
| GNII SP 786238 C         | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $657.41            | Agency Mortgage-Backed Securities         |
| GNII JM MA6533 M         | 2050-01-20      | 4.0000%  | 0.0000% | $2000.00           | $186.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M         | 2050-01-20      | 4.5000%  | 0.0000% | $100000.00         | $12529.07          | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M         | 2050-05-20      | 2.5000%  | 0.0000% | $1000.00           | $194.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M         | 2049-07-20      | 3.0000%  | 0.0000% | $2000.00           | $269.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5050     | 2033-04-01      | 5.5000%  | 0.0000% | $108055.00         | $32238.44          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4628     | 2037-06-01      | 2.5000%  | 0.0000% | $38000.00          | $23328.39          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8018     | 2055-12-01      | 5.5000%  | 0.0000% | $1334520.00        | $1396226.27        | Agency Mortgage-Backed Securities         |
| GNII SF MA1012 M         | 2043-05-20      | 3.5000%  | 0.0000% | $3000.00           | $297.84            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0067     | 2041-02-01      | 5.0000%  | 0.0000% | $1006.00           | $1024.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598     | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12552.57          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4568     | 2037-03-01      | 2.5000%  | 0.0000% | $2402489.00        | $1395071.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M         | 2046-01-20      | 3.5000%  | 0.0000% | $1002000.00        | $98008.41          | Agency Mortgage-Backed Securities         |
| GNII SF MA0850 M         | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $42161.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA3603 M         | 2039-10-20      | 6.5000%  | 0.0000% | $1000000.00        | $65518.99          | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M         | 2046-08-20      | 3.0000%  | 0.0000% | $3007.00           | $365.15            | Agency Mortgage-Backed Securities         |
| GNMI SF AA5471 X         | 2041-12-15      | 4.0000%  | 0.0000% | $84675.00          | $8310.76           | Agency Mortgage-Backed Securities         |
| GNII JM MA5640 M         | 2048-11-20      | 3.5000%  | 0.0000% | $6076.00           | $107.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0065     | 2041-02-01      | 4.0000%  | 0.0000% | $1008.00           | $1000.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW9903     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $696.29            | Agency Mortgage-Backed Securities         |
| GNII JM MA5865 M         | 2049-04-20      | 3.5000%  | 0.0000% | $2000.00           | $44.80             | Agency Mortgage-Backed Securities         |
| GNII SF MA5653 M         | 2048-12-20      | 5.0000%  | 0.0000% | $1000.00           | $60.23             | Agency Mortgage-Backed Securities         |
| GNII SF MA5594 M         | 2048-11-20      | 3.5000%  | 0.0000% | $1000.00           | $120.50            | Agency Mortgage-Backed Securities         |
| GNII RG CO7322 C         | 2047-04-20      | 3.0000%  | 0.0000% | $1000.00           | $584.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4314     | 2050-08-01      | 2.5000%  | 0.0000% | $38922.00          | $18447.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3689     | 2029-05-01      | 4.0000%  | 0.0000% | $398000.00         | $53739.94          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA4017     | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $9737.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5460     | 2040-10-01      | 4.0000%  | 0.0000% | $2305.00           | $147.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531     | 2054-11-01      | 5.5000%  | 0.0000% | $11000.00          | $9391.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZLFP0019     | 2050-03-25      | 3.0000%  | 0.0000% | $4000.00           | $2782.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3638     | 2049-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $85459.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CKMA5571     | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1727.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4513     | 2052-01-01      | 3.0000%  | 0.0000% | $12000.00          | $7368.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $396000.00         | $42249.66          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378     | 2051-07-01      | 2.0000%  | 0.0000% | $86000.00          | $52657.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA6004     | 2041-02-01      | 5.0000%  | 0.0000% | $31015924.00       | $31608052.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1146     | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $92.64             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2007     | 2055-07-01      | 6.0000%  | 0.0000% | $1246905.00        | $1283886.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0573     | 2046-05-01      | 2.5000%  | 0.0000% | $271000.00         | $177073.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2434     | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $701.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBO7592     | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $335.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5269     | 2054-12-01      | 4.5000%  | 0.0000% | $1004.00           | $939.32            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR6496     | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $50247.57          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU9074     | 2052-01-01      | 2.0000%  | 0.0000% | $175000.00         | $117484.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1378     | 2052-12-01      | 5.0000%  | 0.0000% | $9189.00           | $7451.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1667     | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2034.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3529     | 2056-03-01      | 5.5000%  | 0.0000% | $5799480.00        | $5983632.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3851     | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $28786.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2576     | 2049-12-01      | 3.5000%  | 0.0000% | $2022.00           | $1837.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3500     | 2056-02-01      | 6.0000%  | 0.0000% | $1900327.00        | $1998544.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG2795     | 2056-02-01      | 6.5000%  | 0.0000% | $1648650.00        | $1733068.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3122     | 2056-03-01      | 5.5000%  | 0.0000% | $2567517.00        | $2644568.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3108     | 2056-02-01      | 6.0000%  | 0.0000% | $2073539.00        | $2172893.31        | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL323703     | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $15.71             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7274     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $737.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-07-25      | 0.1250%  | 0.0000% | $12776326.00       | $6848665.54        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $28278359.17       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-07-25      | 5.5000%  | 0.0000% | $2829111.00        | $2832253.37        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 I4BF0148     | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29058.39          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU5836     | 2051-11-01      | 2.0000%  | 0.0000% | $1414000.00        | $866209.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE6735     | 2055-08-01      | 4.5000%  | 0.0000% | $3038626.00        | $2999725.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT2304     | 2052-03-01      | 2.0000%  | 0.0000% | $558503.00         | $370756.89         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60989 G     | 2046-12-01      | 3.0000%  | 0.0000% | $29000.00          | $6746.30           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBR1789     | 2036-01-01      | 2.5000%  | 0.0000% | $21491.00          | $7600.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9330     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4811     | 2042-09-01      | 5.0000%  | 0.0000% | $1000.00           | $589.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106     | 2053-08-01      | 5.0000%  | 0.0000% | $63004.00          | $52005.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5207     | 2053-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6885.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655     | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3788.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108     | 2053-08-01      | 6.0000%  | 0.0000% | $19753.00          | $13235.05          | Agency Mortgage-Backed Securities         |
| GNII JM MA6648 M         | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1167.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M         | 2047-10-20      | 3.5000%  | 0.0000% | $2000.00           | $239.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8950     | 2056-01-01      | 5.5000%  | 0.0000% | $1486820.00        | $1538120.08        | Agency Mortgage-Backed Securities         |
| GNII SF 002631 M         | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $5624.25           | Agency Mortgage-Backed Securities         |
| GNII SF DO4008 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.11           | Agency Mortgage-Backed Securities         |
| GNII SF 003841 M         | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1292.71           | Agency Mortgage-Backed Securities         |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $42.47             | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X         | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1633.87           | Agency Mortgage-Backed Securities         |
| GNII SF CZ3707 C         | 2054-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1184.02           | Agency Mortgage-Backed Securities         |
| GNII SF DO0038 C         | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.27           | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M         | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1031.40           | Agency Mortgage-Backed Securities         |
| GNII SF DO0188 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.16           | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M         | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $53863.93          | Agency Mortgage-Backed Securities         |
| GNII JM 004796 M         | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1985.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8203     | 2056-01-01      | 5.5000%  | 0.0000% | $1071894.00        | $1107362.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0574     | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA8566 M         | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3079.03           | Agency Mortgage-Backed Securities         |
| GNII SF AJ6281 C         | 2044-09-20      | 4.0000%  | 0.0000% | $1784136.00        | $91859.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2767     | 2052-01-01      | 2.0000%  | 0.0000% | $500000.00         | $337264.71         | Agency Mortgage-Backed Securities         |
| GNII SP 786594 M         | 2050-03-20      | 3.5000%  | 0.0000% | $1000.00           | $717.51            | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X         | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $408.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6619     | 2036-03-01      | 2.0000%  | 0.0000% | $17000.00          | $7153.69           | Agency Mortgage-Backed Securities         |
| GNII AP 787362 M         | 2051-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1517.45           | Agency Mortgage-Backed Securities         |
| GNII SP 787405 C         | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $44217.00          | Agency Mortgage-Backed Securities         |
| GNMI SP 782034 X         | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $950.09            | Agency Mortgage-Backed Securities         |
| GNII SF DP1789 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.93           | Agency Mortgage-Backed Securities         |
| GNII SF MB0148 M         | 2055-01-20      | 6.0000%  | 0.0000% | $3000.00           | $1908.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 615294 X         | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $46279.01          | Agency Mortgage-Backed Securities         |
| GNII SP 783356 C         | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1468.06           | Agency Mortgage-Backed Securities         |
| GNMI SF 759807 X         | 2041-03-15      | 4.0000%  | 0.0000% | $40705.00          | $2574.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 673009 X         | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8447.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 682229 X         | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1688.81           | Agency Mortgage-Backed Securities         |
| GNII SP 783389 C         | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $23020.51          | Agency Mortgage-Backed Securities         |
| GNMI SP 782939 X         | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $60225.12          | Agency Mortgage-Backed Securities         |
| GNMI SF 697594 X         | 2038-11-15      | 6.5000%  | 0.0000% | $2026606.00        | $13282.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL5119     | 2034-04-01      | 4.0000%  | 0.0000% | $305000.00         | $37256.24          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555677     | 2033-07-01      | 5.5000%  | 0.0000% | $133000.00         | $501.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5458     | 2040-07-01      | 3.5000%  | 0.0000% | $12798800.00       | $1668017.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0490     | 2052-06-01      | 4.0000%  | 0.0000% | $760000.00         | $536412.52         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV8546     | 2052-05-01      | 3.5000%  | 0.0000% | $98000.00          | $62365.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM1948     | 2041-07-01      | 6.0000%  | 0.0000% | $724000.00         | $154924.28         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60985 G     | 2047-05-01      | 3.0000%  | 0.0000% | $31268339.00       | $8637780.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2028-12-29      | 1.0000%  | 0.0000% | $24000.00          | $22512.46          | Agency Debentures and Agency Strips       |
| FNMS 05.500 CL555424     | 2033-05-01      | 5.5000%  | 0.0000% | $4001.00           | $14.97             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAO9662     | 2042-06-01      | 3.5000%  | 0.0000% | $12579836.00       | $997373.31         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 RE668366     | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $10725.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-12-07      | 0.7500%  | 0.0000% | $50000.00          | $49003.28          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-12-30      | 0.7000%  | 0.0000% | $30000.00          | $29372.74          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLSD8533     | 2055-05-01      | 5.5000%  | 0.0000% | $92488.00          | $82338.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7346     | 2038-04-01      | 5.5000%  | 0.0000% | $13003.00          | $82.03             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638     | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $112.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-09-09      | 1.0000%  | 0.0000% | $35000.00          | $34672.74          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $34194.88          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-06-15      | 1.2500%  | 0.0000% | $120000.00         | $58473.18          | Agency Debentures and Agency Strips       |
| 05.000 FGPC H09181 G     | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1.67              | Agency Mortgage-Backed Securities         |
| GNII SF MA6220 M         | 2049-10-20      | 4.0000%  | 0.0000% | $300000.00         | $35339.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA2827 M         | 2045-05-20      | 4.0000%  | 0.0000% | $2000.00           | $171.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071     | 2053-07-01      | 5.0000%  | 0.0000% | $46000.00          | $37898.49          | Agency Mortgage-Backed Securities         |
| GNII SF MA3662 M         | 2046-05-20      | 3.0000%  | 0.0000% | $1024.00           | $113.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5806     | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7370     | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA6341 M         | 2049-11-20      | 4.5000%  | 0.0000% | $2046.00           | $263.32            | Agency Mortgage-Backed Securities         |
| GNII SF BS7613 C         | 2050-05-20      | 4.5000%  | 0.0000% | $2000.00           | $388.67            | Agency Mortgage-Backed Securities         |
| GNII SF BZ6216 C         | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $969.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M         | 2050-05-20      | 3.0000%  | 0.0000% | $2998.00           | $722.62            | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X         | 2047-10-15      | 4.0000%  | 0.0000% | $1793.00           | $768.30            | Agency Mortgage-Backed Securities         |
| GNII SF MA6864 M         | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $76764.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA3804 M         | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $76006.53          | Agency Mortgage-Backed Securities         |
| GNII JM MA5517 M         | 2048-09-20      | 3.5000%  | 0.0000% | $1000.00           | $31.43             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4917     | 2053-02-01      | 4.5000%  | 0.0000% | $7000.00           | $5662.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA4722 M         | 2047-09-20      | 5.0000%  | 0.0000% | $439000.00         | $38289.74          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA7000     | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CNMA5457     | 2034-07-01      | 6.0000%  | 0.0000% | $101387.00         | $47159.57          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4316     | 2036-04-01      | 2.5000%  | 0.0000% | $14000.00          | $6157.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5956     | 2046-01-01      | 5.5000%  | 0.0000% | $120412.00         | $118973.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT928005     | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $4482.48           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936     | 2050-02-01      | 2.5000%  | 0.0000% | $8000.00           | $1799.08           | Agency Mortgage-Backed Securities         |
| GNII SF BX4959 C         | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4314.79           | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M         | 2052-05-20      | 2.5000%  | 0.0000% | $90154.00          | $57323.07          | Agency Mortgage-Backed Securities         |
| GNPL PN CV1944           | 2065-12-15      | 5.7400%  | 0.0000% | $1007.00           | $1083.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844834     | 2036-03-01      | 5.5000%  | 0.0000% | $10074414.00       | $5064.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4393     | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2060     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $869.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3267     | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $866.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1848     | 2056-02-01      | 5.5000%  | 0.0000% | $1935750.00        | $1997216.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3914     | 2052-06-01      | 4.0000%  | 0.0000% | $115370.00         | $84588.73          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4403     | 2055-12-01      | 6.5000%  | 0.0000% | $1021.00           | $1049.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2573     | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $958.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0658     | 2054-10-01      | 4.5000%  | 0.0000% | $98000.00          | $90619.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761     | 2055-07-01      | 6.0000%  | 0.0000% | $12000.00          | $10614.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1769     | 2052-05-01      | 3.0000%  | 0.0000% | $7187.00           | $6168.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3276     | 2055-10-01      | 6.5000%  | 0.0000% | $5205.00           | $5413.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFS2928     | 2037-09-01      | 4.0000%  | 0.0000% | $16000.00          | $9517.27           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBW1149     | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18919.63          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2743     | 2056-02-01      | 6.0000%  | 0.0000% | $2001.00           | $2103.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF3960     | 2041-01-01      | 5.5000%  | 0.0000% | $1719944.00        | $1743699.61        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV7709     | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $735.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG3131     | 2041-03-01      | 5.0000%  | 0.0000% | $1423936.00        | $1455120.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4020     | 2052-07-01      | 4.0000%  | 0.0000% | $40000.00          | $28846.23          | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X         | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3339.06           | Agency Mortgage-Backed Securities         |
| GNMI SF CF8177 X         | 2051-08-15      | 3.5000%  | 0.0000% | $1000.00           | $858.85            | Agency Mortgage-Backed Securities         |
| GNII SF DP8656 C         | 2056-02-20      | 5.5000%  | 0.0000% | $1008.00           | $1035.42           | Agency Mortgage-Backed Securities         |
| GNII SF DN7172 C         | 2055-11-20      | 5.5000%  | 0.0000% | $2016.00           | $2077.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4053     | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $7865.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M         | 2048-06-20      | 4.0000%  | 0.0000% | $2000.00           | $176.38            | Agency Mortgage-Backed Securities         |
| GNII JM MA5976 M         | 2049-06-20      | 3.5000%  | 0.0000% | $2000.00           | $46.60             | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M         | 2048-11-20      | 4.0000%  | 0.0000% | $2000.00           | $182.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7371     | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $1033.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2463     | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1385.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785     | 2052-10-01      | 5.0000%  | 0.0000% | $945673.00         | $688170.35         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5825     | 2055-09-01      | 7.0000%  | 0.0000% | $1250000.00        | $1131793.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4931     | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $703.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3679.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3277     | 2055-10-01      | 6.5000%  | 0.0000% | $6183.00           | $5897.23           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7140     | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1445.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4835     | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $709.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4056     | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $665.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4533     | 2052-03-01      | 2.5000%  | 0.0000% | $500000.00         | $334887.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4389     | 2056-01-01      | 5.5000%  | 0.0000% | $1013.00           | $1043.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3024     | 2052-09-01      | 4.0000%  | 0.0000% | $370000.00         | $288560.72         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3898     | 2055-12-01      | 5.0000%  | 0.0000% | $23947726.00       | $24096183.69       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3557     | 2055-11-01      | 6.5000%  | 0.0000% | $21980476.00       | $22968326.69       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4428     | 2036-11-01      | 2.5000%  | 0.0000% | $116328.00         | $72221.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA2374 M         | 2044-11-20      | 5.0000%  | 0.0000% | $3000.00           | $132.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA4385 M         | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $20404.17          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3022     | 2052-02-01      | 2.0000%  | 0.0000% | $103459.00         | $66704.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA5931 M         | 2049-05-20      | 4.0000%  | 0.0000% | $3069.00           | $249.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA0782 M         | 2043-02-20      | 3.0000%  | 0.0000% | $100216.00         | $10845.11          | Agency Mortgage-Backed Securities         |
| GNII JM MA7979 M         | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $695.87            | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M         | 2047-07-20      | 4.5000%  | 0.0000% | $2000.00           | $153.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA7610     | 2056-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1067.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF7582     | 2056-02-01      | 6.0000%  | 0.0000% | $1380955.00        | $1442994.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107     | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $71786.68          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4470     | 2036-11-01      | 2.0000%  | 0.0000% | $914859.00         | $505437.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5177     | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $841.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAB5692     | 2042-06-01      | 4.0000%  | 0.0000% | $169000.00         | $16965.16          | Agency Mortgage-Backed Securities         |
| GNII SF CA4755 C         | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $583.66            | Agency Mortgage-Backed Securities         |
| GNPL PN DC7261           | 2060-09-15      | 5.6000%  | 0.0000% | $1000.00           | $1079.26           | Agency Mortgage-Backed Securities         |
| GNII SF CA4754 C         | 2051-01-20      | 2.0000%  | 0.0000% | $4000.00           | $2694.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GLCA3795     | 2049-04-01      | 4.5000%  | 0.0000% | $2545834.00        | $1200068.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016     | 2049-08-01      | 3.0000%  | 0.0000% | $250000.00         | $58679.68          | Agency Mortgage-Backed Securities         |
| GNII SF DK3193 C         | 2055-08-20      | 6.0000%  | 0.0000% | $2001.00           | $2060.31           | Agency Mortgage-Backed Securities         |
| GNII SF CZ0782 C         | 2054-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1161.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4794     | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13501.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M         | 2050-11-20      | 3.5000%  | 0.0000% | $2000.00           | $626.52            | Agency Mortgage-Backed Securities         |
| GNII SF DP7941 C         | 2056-02-20      | 5.5000%  | 0.0000% | $2004.00           | $2058.52           | Agency Mortgage-Backed Securities         |
| GNII SF DP3469 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 687924 X         | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1527.10           | Agency Mortgage-Backed Securities         |
| GNII SF DM4056 C         | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1052.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 664352 X         | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1410.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 717242 X         | 2039-04-15      | 5.0000%  | 0.0000% | $1000.00           | $48.70             | Agency Mortgage-Backed Securities         |
| GNMI SF 668415 X         | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $94351.96          | Agency Mortgage-Backed Securities         |
| GNII SF 004422 M         | 2039-04-20      | 4.0000%  | 0.0000% | $3000.00           | $92.43             | Agency Mortgage-Backed Securities         |
| GNMI SF 748670 X         | 2040-10-15      | 4.0000%  | 0.0000% | $752000.00         | $65211.65          | Agency Mortgage-Backed Securities         |
| GNII SF 004837 M         | 2040-10-20      | 6.0000%  | 0.0000% | $1001.00           | $18.20             | Agency Mortgage-Backed Securities         |
| GNMI SF 716461 X         | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2154.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4624     | 2053-01-01      | 4.0000%  | 0.0000% | $22033083.00       | $21805302.54       | Agency Mortgage-Backed Securities         |
| GNMI SF 700933 X         | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1882.67           | Agency Mortgage-Backed Securities         |
| GNII SF 004923 M         | 2041-01-20      | 4.5000%  | 0.0000% | $100000.00         | $4853.30           | Agency Mortgage-Backed Securities         |
| GNII SF DM6587 C         | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.10           | Agency Mortgage-Backed Securities         |
| GNII SF DN2082 C         | 2055-12-20      | 6.0000%  | 0.0000% | $3000.00           | $3106.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8505     | 2054-05-01      | 6.5000%  | 0.0000% | $3578568.00        | $2715580.03        | Agency Mortgage-Backed Securities         |
| GNII SF DP3757 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1008.00           | $1033.06           | Agency Mortgage-Backed Securities         |
| GNII SF DN4026 C         | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.57           | Agency Mortgage-Backed Securities         |
| GNII SF AX4344 C         | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6161.96           | Agency Mortgage-Backed Securities         |
| GNII SF DP6323 C         | 2056-01-20      | 5.5000%  | 0.0000% | $2048.00           | $2101.48           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4394     | 2056-01-01      | 5.5000%  | 0.0000% | $52516344.00       | $54031521.04       | Agency Mortgage-Backed Securities         |
| GNMI SF 737442 X         | 2040-09-15      | 4.0000%  | 0.0000% | $2000.00           | $121.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 738324 X         | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $4942.59           | Agency Mortgage-Backed Securities         |
| GNMI SF 696528 X         | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $222.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3340     | 2035-05-01      | 3.5000%  | 0.0000% | $121000.00         | $13202.86          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874     | 2050-11-01      | 2.5000%  | 0.0000% | $139766.00         | $70953.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9121     | 2054-08-01      | 5.5000%  | 0.0000% | $535000.00         | $486063.61         | Agency Mortgage-Backed Securities         |
| GNMI SP 781043 X         | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $71.63             | Agency Mortgage-Backed Securities         |
| GNII SF BP3637 C         | 2049-08-20      | 4.5000%  | 0.0000% | $2000.00           | $611.08            | Agency Mortgage-Backed Securities         |
| GNMI SF BN9283 X         | 2049-07-15      | 4.5000%  | 0.0000% | $1000.00           | $52.68             | Agency Mortgage-Backed Securities         |
| GNII SF DL9935 C         | 2055-08-20      | 6.0000%  | 0.0000% | $3000.00           | $3098.14           | Agency Mortgage-Backed Securities         |
| GNII SF BV9801 C         | 2036-03-20      | 5.5000%  | 0.0000% | $1000.00           | $382.73            | Agency Mortgage-Backed Securities         |
| GNII SF DP3249 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1003.00           | $1028.16           | Agency Mortgage-Backed Securities         |
| GNII SF MB0812 M         | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $987.28            | Agency Mortgage-Backed Securities         |
| GNII SF MB0785 M         | 2040-11-20      | 5.0000%  | 0.0000% | $2000.00           | $2015.22           | Agency Mortgage-Backed Securities         |
| GNII SF MB0208 M         | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $5424.30           | Agency Mortgage-Backed Securities         |
| GNII SF DN1387 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.82           | Agency Mortgage-Backed Securities         |
| GNII SF DP3229 C         | 2056-01-20      | 5.5000%  | 0.0000% | $2016.00           | $2068.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAL4741     | 2044-01-01      | 4.5000%  | 0.0000% | $700000.00         | $88863.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAS0070     | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $42519.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-07-25      | 5.0000%  | 0.0000% | $23855000.00       | $17446582.74       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLAY7607     | 2045-04-01      | 2.5000%  | 0.0000% | $1027858.00        | $298535.11         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $480694.62         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-03-25      | 5.0000%  | 0.0000% | $40426493.00       | $27923544.65       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 I4BF0118     | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $74313.99          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX6441     | 2053-02-01      | 6.5000%  | 0.0000% | $98000.00          | $51937.23          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-04-28      | 1.2000%  | 0.0000% | $60000.00          | $58613.98          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-09-21      | 0.7500%  | 0.0000% | $25000.00          | $24028.58          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2054-02-25      | 5.1172%  | 0.0000% | $35000000.00       | $20518327.34       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLCB0737     | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $28459.04          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129     | 2052-07-01      | 4.5000%  | 0.0000% | $36868057.00       | $27164639.70       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2205     | 2048-08-01      | 4.5000%  | 0.0000% | $1014960.00        | $71588.63          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $220560.20         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-02-25      | 5.5000%  | 0.0000% | $12190930.00       | $5256100.45        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2052-01-25      | 5.0000%  | 0.0000% | $10730000.00       | $7282722.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7366314.15        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL254548     | 2032-12-01      | 5.5000%  | 0.0000% | $5881000.00        | $16636.04          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6801     | 2050-08-01      | 2.5000%  | 0.0000% | $287000.00         | $116291.36         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-10-28      | 0.8000%  | 0.0000% | $30000.00          | $29596.09          | Agency Debentures and Agency Strips       |
| FNMS 02.500 CLCA5419     | 2050-03-01      | 2.5000%  | 0.0000% | $1020000.00        | $287802.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDG0312     | 2041-01-01      | 5.5000%  | 0.0000% | $1235221.00        | $1276958.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3946     | 2049-01-01      | 4.0000%  | 0.0000% | $261000.00         | $68652.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8262     | 2056-01-01      | 5.5000%  | 0.0000% | $2022600.00        | $2065387.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4311     | 2050-08-01      | 3.0000%  | 0.0000% | $18631.00          | $9431.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1280     | 2056-02-01      | 5.5000%  | 0.0000% | $1579752.00        | $1611742.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0551     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7203     | 2051-05-01      | 2.0000%  | 0.0000% | $2125000.00        | $1253944.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3206     | 2056-02-01      | 5.5000%  | 0.0000% | $3992.00           | $4116.47           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5940     | 2051-02-01      | 2.0000%  | 0.0000% | $80000.00          | $47138.19          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3511     | 2056-03-01      | 6.0000%  | 0.0000% | $1910348.00        | $2003321.45        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1317     | 2056-02-01      | 5.0000%  | 0.0000% | $1095055.00        | $1110430.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1450     | 2052-01-01      | 2.0000%  | 0.0000% | $23425496.00       | $15671844.13       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBV0318     | 2037-02-01      | 2.5000%  | 0.0000% | $1138.00           | $767.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6135     | 2049-02-01      | 4.0000%  | 0.0000% | $498000.00         | $38060.08          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3111     | 2049-04-01      | 4.0000%  | 0.0000% | $2010.00           | $103.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0029     | 2037-09-01      | 6.0000%  | 0.0000% | $797000.00         | $94770.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8462     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $260.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF5224     | 2056-01-01      | 4.5000%  | 0.0000% | $44805.00          | $44294.07          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB4377     | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $931.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2411     | 2043-05-01      | 3.0000%  | 0.0000% | $5270751.00        | $627093.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714     | 2046-10-01      | 3.0000%  | 0.0000% | $139000.00         | $31949.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0183     | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $32616.73          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 R3BF0206     | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $96859.38          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1509     | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $239.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA2753 M         | 2045-04-20      | 3.0000%  | 0.0000% | $4586.00           | $405.32            | Agency Mortgage-Backed Securities         |
| GNII SF CT7506 C         | 2053-05-20      | 7.0000%  | 0.0000% | $1683.00           | $375.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0770     | 2047-11-01      | 3.5000%  | 0.0000% | $7494000.00        | $1227253.28        | Agency Mortgage-Backed Securities         |
| GNII SF MA5190 M         | 2048-05-20      | 3.0000%  | 0.0000% | $1000.00           | $156.84            | Agency Mortgage-Backed Securities         |
| GNII JM MA7638 M         | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $621.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA7940 M         | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $87579.74          | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M         | 2049-05-20      | 3.5000%  | 0.0000% | $2000.00           | $34.96             | Agency Mortgage-Backed Securities         |
| GNII SF MA5531 M         | 2048-10-20      | 5.5000%  | 0.0000% | $120164.00         | $9433.27           | Agency Mortgage-Backed Securities         |
| GNII JM MA8309 M         | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $620.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M         | 2050-06-20      | 3.0000%  | 0.0000% | $3020.00           | $754.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA7191 M         | 2051-02-20      | 1.5000%  | 0.0000% | $1000.00           | $525.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR9104     | 2051-05-01      | 2.5000%  | 0.0000% | $99000.00          | $46494.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA5933 M         | 2049-05-20      | 5.0000%  | 0.0000% | $90003.00          | $7872.90           | Agency Mortgage-Backed Securities         |
| GNII SF MA5081 M         | 2048-03-20      | 5.5000%  | 0.0000% | $417400.00         | $47494.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M         | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $70203.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5300     | 2039-03-01      | 5.5000%  | 0.0000% | $11000.00          | $5830.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS9513     | 2037-08-01      | 2.5000%  | 0.0000% | $44477.00          | $35778.31          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8248     | 2051-08-01      | 2.5000%  | 0.0000% | $118000.00         | $60807.55          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600     | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5724.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4537     | 2037-02-01      | 2.5000%  | 0.0000% | $15098.00          | $8064.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM9193     | 2050-06-01      | 5.0000%  | 0.0000% | $239000.00         | $96110.37          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654     | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1631     | 2051-02-01      | 2.5000%  | 0.0000% | $97000.00          | $62824.03          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497     | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $8978.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294     | 2054-03-01      | 5.0000%  | 0.0000% | $17000.00          | $14894.98          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4471     | 2036-11-01      | 2.5000%  | 0.0000% | $200000.00         | $98152.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297     | 2054-03-01      | 6.5000%  | 0.0000% | $89209.00          | $44056.20          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDF0563     | 2041-02-01      | 4.5000%  | 0.0000% | $5001.00           | $5052.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5529     | 2054-11-01      | 4.5000%  | 0.0000% | $18991.00          | $17460.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA6002     | 2041-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1985.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2270     | 2045-05-01      | 3.0000%  | 0.0000% | $5800000.00        | $436446.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5886     | 2040-11-01      | 5.0000%  | 0.0000% | $396450.00         | $385874.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0068     | 2041-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510     | 2043-07-01      | 4.0000%  | 0.0000% | $7000.00           | $999.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5824     | 2055-09-01      | 6.5000%  | 0.0000% | $68211.00          | $61406.59          | Agency Mortgage-Backed Securities         |
| GNII SF 004679 M         | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $2981.64           | Agency Mortgage-Backed Securities         |
| GNII SF 004835 M         | 2040-10-20      | 5.0000%  | 0.0000% | $50000.00          | $1955.49           | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M         | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $457.86            | Agency Mortgage-Backed Securities         |
| GNII SF 004922 M         | 2041-01-20      | 4.0000%  | 0.0000% | $3000.00           | $149.17            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099     | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $940.72            | Agency Mortgage-Backed Securities         |
| GNMI SP 781038 X         | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $21.55             | Agency Mortgage-Backed Securities         |
| GNII SP 787406 C         | 2052-03-20      | 2.5000%  | 0.0000% | $50000.00          | $36678.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 658701 X         | 2037-05-15      | 6.0000%  | 0.0000% | $1000.00           | $11.95             | Agency Mortgage-Backed Securities         |
| GNII SF 003797 M         | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $933.47            | Agency Mortgage-Backed Securities         |
| GNMI SP 782615 X         | 2035-06-15      | 7.0000%  | 0.0000% | $2000.00           | $53.84             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4407     | 2056-01-01      | 5.0000%  | 0.0000% | $53357939.00       | $54373913.19       | Agency Mortgage-Backed Securities         |
| GNII JM 004631 M         | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1014.81           | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M         | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3550.14           | Agency Mortgage-Backed Securities         |
| GNMI SF 758872 X         | 2033-03-15      | 3.0000%  | 0.0000% | $420000.00         | $87967.11          | Agency Mortgage-Backed Securities         |
| GNII SF DL6687 C         | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.09           | Agency Mortgage-Backed Securities         |
| GNII SP 784119 M         | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9644.79           | Agency Mortgage-Backed Securities         |
| GNII SF 002457 M         | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $64.40             | Agency Mortgage-Backed Securities         |
| GNII JM 004829 M         | 2040-10-20      | 5.0000%  | 0.0000% | $2002.00           | $9.56              | Agency Mortgage-Backed Securities         |
| GNMI SF 701568 X         | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1157.46           | Agency Mortgage-Backed Securities         |
| GNMI SP 780994 X         | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $90.09             | Agency Mortgage-Backed Securities         |
| GNMI SF 699281 X         | 2038-09-15      | 6.5000%  | 0.0000% | $1000.00           | $24.98             | Agency Mortgage-Backed Securities         |
| GNMI SF 487238 X         | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $67.57             | Agency Mortgage-Backed Securities         |
| GNMI SF 689791 X         | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9074.03           | Agency Mortgage-Backed Securities         |
| GNMI SF 697488 X         | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3146.98           | Agency Mortgage-Backed Securities         |
| GNII SF 005141 M         | 2041-08-20      | 5.0000%  | 0.0000% | $125000.00         | $4616.27           | Agency Mortgage-Backed Securities         |
| GNMI SF 697489 X         | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $883.22            | Agency Mortgage-Backed Securities         |
| GNII SF BG7731 C         | 2048-04-20      | 4.5000%  | 0.0000% | $2000.00           | $73.04             | Agency Mortgage-Backed Securities         |
| GNII SF DM5629 C         | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.74           | Agency Mortgage-Backed Securities         |
| GNII SF 003796 M         | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $778.19            | Agency Mortgage-Backed Securities         |
| GNMI SF 662584 X         | 2037-09-15      | 6.5000%  | 0.0000% | $1005.00           | $8.71              | Agency Mortgage-Backed Securities         |
| GNMI SF 698465 X         | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $15784.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 609025 X         | 2036-08-15      | 6.5000%  | 0.0000% | $1000.00           | $7.93              | Agency Mortgage-Backed Securities         |
| GNII SF DL0474 C         | 2055-08-20      | 6.0000%  | 0.0000% | $1003.00           | $1029.94           | Agency Mortgage-Backed Securities         |
| GNMI SF BU5340 X         | 2050-04-15      | 3.0000%  | 0.0000% | $2000.00           | $314.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-04-29      | 3.0000%  | 0.0000% | $30000.00          | $30140.44          | Agency Debentures and Agency Strips       |
| FEPC 01.500 CISB8157     | 2037-06-01      | 1.5000%  | 0.0000% | $1000.00           | $628.79            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91288 G     | 2030-02-01      | 4.5000%  | 0.0000% | $12692.00          | $152.22            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05394 G     | 2035-05-01      | 7.0000%  | 0.0000% | $2263.00           | $103.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1456     | 2040-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1486.15           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-12-29      | 1.3900%  | 0.0000% | $25000.00          | $24604.76          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-11-30      | 1.4600%  | 0.0000% | $25000.00          | $24690.08          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-04-02      | 4.5800%  | 0.0000% | $39000.00          | $39726.42          | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLDB1042     | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $94891.78          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99186 G     | 2047-01-01      | 3.5000%  | 0.0000% | $96000.00          | $19733.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH6198     | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $312.29            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6216     | 2051-11-01      | 2.0000%  | 0.0000% | $1009.00           | $624.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745588     | 2033-06-01      | 5.5000%  | 0.0000% | $64999.00          | $463.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA3811     | 2049-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $121460.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA4822     | 2032-10-01      | 4.0000%  | 0.0000% | $113000.00         | $45544.04          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB4716     | 2054-05-01      | 6.5000%  | 0.0000% | $25050.00          | $20642.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4114     | 2053-03-01      | 4.5000%  | 0.0000% | $20000.00          | $15293.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5387     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $755.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA3297     | 2040-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2910.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2831     | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1422.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4400     | 2056-01-01      | 6.0000%  | 0.0000% | $60397339.00       | $62209005.79       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1101     | 2051-07-01      | 2.0000%  | 0.0000% | $883230.00         | $536174.27         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0273     | 2051-12-01      | 2.5000%  | 0.0000% | $279000.00         | $174570.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4054     | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $7231.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0840     | 2052-03-01      | 3.0000%  | 0.0000% | $25002.00          | $15653.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8114     | 2051-06-01      | 2.0000%  | 0.0000% | $43355.00          | $28300.69          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2479     | 2051-01-01      | 2.5000%  | 0.0000% | $150901.00         | $96440.60          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3694     | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1004.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1833     | 2052-05-01      | 4.0000%  | 0.0000% | $18657000.00       | $13060566.96       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS0945     | 2052-03-01      | 4.0000%  | 0.0000% | $5100000.00        | $2975500.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3327     | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6750.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3525     | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $16667.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-03-25      | 4.4602%  | 0.0000% | $35635482.00       | $35697658.39       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDA4360     | 2054-01-01      | 6.0000%  | 0.0000% | $294718.00         | $156536.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0169     | 2057-01-01      | 3.5000%  | 0.0000% | $2400000.00        | $695735.65         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0614     | 2050-01-01      | 3.0000%  | 0.0000% | $130000.00         | $26614.68          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2752     | 2036-08-01      | 2.0000%  | 0.0000% | $169000.00         | $74091.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2404     | 2056-01-01      | 5.0000%  | 0.0000% | $2001.00           | $2046.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5827     | 2049-04-01      | 5.0000%  | 0.0000% | $1175000.00        | $95604.77          | Agency Mortgage-Backed Securities         |
| GNII SF DO3682 C         | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2088.13           | Agency Mortgage-Backed Securities         |
| GNII SF DO5759 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1001.00           | $1026.06           | Agency Mortgage-Backed Securities         |
| GNII SF DP8530 C         | 2052-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.19           | Agency Mortgage-Backed Securities         |
| GNII SF DM8055 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2067.68           | Agency Mortgage-Backed Securities         |
| GNMI SF AF7905 X         | 2043-10-15      | 2.4900%  | 0.0000% | $1000.00           | $277.81            | Agency Mortgage-Backed Securities         |
| GNII SF DN0760 C         | 2055-10-20      | 5.5000%  | 0.0000% | $2016.00           | $2057.95           | Agency Mortgage-Backed Securities         |
| GNMI SP 782451 X         | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $7995.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 617710 X         | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2205.21           | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M         | 2040-11-20      | 4.5000%  | 0.0000% | $1000.00           | $11.84             | Agency Mortgage-Backed Securities         |
| GNMI SP 782539 X         | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $47143.66          | Agency Mortgage-Backed Securities         |
| GNII SP 787236 C         | 2054-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1133.20           | Agency Mortgage-Backed Securities         |
| GNII SF 004945 M         | 2041-02-20      | 4.0000%  | 0.0000% | $2002.00           | $101.65            | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $1630.70           | Agency Mortgage-Backed Securities         |
| GNII JM 004918 M         | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.71             | Agency Mortgage-Backed Securities         |
| GNII SF 004770 M         | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $687.19            | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X         | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $53186.33          | Agency Mortgage-Backed Securities         |
| GNMI SF 617572 X         | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2172.04           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA4620     | 2052-04-01      | 2.5000%  | 0.0000% | $2106.00           | $1858.53           | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X         | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $189.11            | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M         | 2041-05-20      | 5.5000%  | 0.0000% | $2000.00           | $75.55             | Agency Mortgage-Backed Securities         |
| GNMI SF 655321 X         | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38150.15          | Agency Mortgage-Backed Securities         |
| GNII SP 783637 M         | 2042-06-20      | 3.0000%  | 0.0000% | $1000.00           | $94.10             | Agency Mortgage-Backed Securities         |
| GNMI SP 782517 X         | 2038-12-15      | 6.0000%  | 0.0000% | $335317.00         | $6188.87           | Agency Mortgage-Backed Securities         |
| GNII SF DM0538 C         | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2080.04           | Agency Mortgage-Backed Securities         |
| GNII SF DN0444 C         | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2057.85           | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M         | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $4396.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7624     | 2054-03-01      | 6.5000%  | 0.0000% | $300000.00         | $200891.18         | Agency Mortgage-Backed Securities         |
| GNII SF 004745 M         | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9592.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 513655 X         | 2029-08-15      | 6.5000%  | 0.0000% | $65070.00          | $237.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 651861 X         | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $14897.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3991     | 2050-04-01      | 3.0000%  | 0.0000% | $375000.00         | $72595.35          | Agency Mortgage-Backed Securities         |
| GNII SF 737730 C         | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $123.14            | Agency Mortgage-Backed Securities         |
| GNII SP 784106 M         | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $98.01             | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X         | 2041-03-15      | 4.0000%  | 0.0000% | $3000.00           | $115.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA3734 M         | 2046-06-20      | 2.5000%  | 0.0000% | $2000.00           | $376.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA4004 M         | 2046-10-20      | 3.5000%  | 0.0000% | $1000.00           | $123.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M         | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.41             | Agency Mortgage-Backed Securities         |
| GNII SF MA1759 M         | 2044-03-20      | 3.0000%  | 0.0000% | $1000.00           | $118.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA4452 M         | 2047-05-20      | 4.0000%  | 0.0000% | $680000.00         | $61973.38          | Agency Mortgage-Backed Securities         |
| GNMI SF BC5919 X         | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18682.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA5136 M         | 2048-04-20      | 3.5000%  | 0.0000% | $1000.00           | $119.37            | Agency Mortgage-Backed Securities         |
| GNCL CL DF4994           | 2067-04-15      | 6.2400%  | 0.0000% | $3000.00           | $3237.29           | Agency Mortgage-Backed Securities         |
| GNII JM MA6400 M         | 2050-01-20      | 3.5000%  | 0.0000% | $2000.00           | $134.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA5874 M         | 2049-04-20      | 3.0000%  | 0.0000% | $2000.00           | $265.96            | Agency Mortgage-Backed Securities         |
| GNII SF DN3362 C         | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.30           | Agency Mortgage-Backed Securities         |
| GNII SF DM1025 C         | 2055-08-20      | 5.5000%  | 0.0000% | $2010.00           | $2056.65           | Agency Mortgage-Backed Securities         |
| GNII SF DL9924 C         | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.82           | Agency Mortgage-Backed Securities         |
| GNCL CL DN3159           | 2068-07-15      | 5.7000%  | 0.0000% | $2000.00           | $2137.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA5265 M         | 2048-05-20      | 4.5000%  | 0.0000% | $4560.00           | $326.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M         | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $269.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA5764 M         | 2049-02-20      | 4.5000%  | 0.0000% | $1000.00           | $72.06             | Agency Mortgage-Backed Securities         |
| GNII SF CW1889 C         | 2054-02-20      | 7.0000%  | 0.0000% | $2001.00           | $1464.51           | Agency Mortgage-Backed Securities         |
| GNII JM MA6647 M         | 2050-05-20      | 3.5000%  | 0.0000% | $1001.00           | $94.34             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2333     | 2048-09-01      | 4.0000%  | 0.0000% | $3107.00           | $1016.68           | Agency Mortgage-Backed Securities         |
| GNII JM MA6080 M         | 2049-08-20      | 3.0000%  | 0.0000% | $4000.00           | $204.40            | Agency Mortgage-Backed Securities         |
| GNMI SF BC1137 X         | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $427.15            | Agency Mortgage-Backed Securities         |
| GNII JM MA5253 M         | 2048-06-20      | 3.5000%  | 0.0000% | $3000.00           | $104.26            | Agency Mortgage-Backed Securities         |
| GNMI SF BE4664 X         | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24266.37          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1543     | 2052-04-01      | 2.5000%  | 0.0000% | $146000.00         | $86100.51          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4359     | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $3883.93           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CZ913249     | 2047-03-01      | 7.0000%  | 0.0000% | $2092.00           | $23.76             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747     | 2049-08-01      | 4.5000%  | 0.0000% | $191323.00         | $18246.46          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3097     | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $108.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2777     | 2046-10-01      | 3.0000%  | 0.0000% | $500000.00         | $46231.05          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4684     | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $49169.18          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0061     | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $997.38            | Agency Mortgage-Backed Securities         |
| GNII SF DJ3110 C         | 2055-08-20      | 5.5000%  | 0.0000% | $1009.00           | $1031.26           | Agency Mortgage-Backed Securities         |
| GNII JM MA6921 M         | 2050-10-20      | 2.0000%  | 0.0000% | $3000.00           | $1449.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA7703 M         | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13841.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA8428 M         | 2052-11-20      | 5.0000%  | 0.0000% | $1000.00           | $752.81            | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $80.00             | Agency Mortgage-Backed Securities         |
| GNMI SP 780931 X         | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $3361.94           | Agency Mortgage-Backed Securities         |
| GNII JM MA6702 M         | 2050-06-20      | 4.0000%  | 0.0000% | $1000.00           | $194.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA7592 M         | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $530.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M         | 2045-08-20      | 4.0000%  | 0.0000% | $3000.00           | $206.99            | Agency Mortgage-Backed Securities         |
| GNII SF AB9233 C         | 2042-11-20      | 4.0000%  | 0.0000% | $2000.00           | $248.30            | Agency Mortgage-Backed Securities         |
| GNII SF MA1091 M         | 2043-06-20      | 4.0000%  | 0.0000% | $850000.00         | $85206.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4218     | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1064.85           | Agency Mortgage-Backed Securities         |
| GNCL CL CW0775           | 2066-12-15      | 5.8100%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities         |
| GNII RG CK9415 C         | 2047-09-20      | 3.0000%  | 0.0000% | $1000.00           | $678.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M         | 2051-12-20      | 2.0000%  | 0.0000% | $135000.00         | $81633.29          | Agency Mortgage-Backed Securities         |
| GNII JM MA6081 M         | 2049-08-20      | 3.5000%  | 0.0000% | $2000.00           | $93.78             | Agency Mortgage-Backed Securities         |
| GNII SF MA2223 M         | 2044-09-20      | 3.5000%  | 0.0000% | $299717.00         | $22668.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M         | 2045-07-20      | 3.0000%  | 0.0000% | $308363.00         | $33313.27          | Agency Mortgage-Backed Securities         |
| GNII SF DL9919 C         | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2064.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6149     | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $13021.40          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB7728     | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $56040.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3118     | 2052-10-01      | 5.5000%  | 0.0000% | $9825056.00        | $7180825.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3216     | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $805.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2842     | 2046-12-01      | 3.0000%  | 0.0000% | $13346000.00       | $1358556.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4627     | 2050-04-01      | 4.0000%  | 0.0000% | $12031674.00       | $11860570.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5125     | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $726.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076     | 2050-03-01      | 3.0000%  | 0.0000% | $136000.00         | $43166.44          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1847.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6779     | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $666.24            | Agency Mortgage-Backed Securities         |
| GNII SF MA3034 M         | 2045-08-20      | 3.5000%  | 0.0000% | $2000.00           | $184.43            | Agency Mortgage-Backed Securities         |
| GNII JM MA6464 M         | 2050-02-20      | 3.0000%  | 0.0000% | $2000.00           | $144.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789     | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $944.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA6819 M         | 2050-08-20      | 2.5000%  | 0.0000% | $1000.00           | $345.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA6476 M         | 2050-02-20      | 4.0000%  | 0.0000% | $157000.00         | $21873.41          | Agency Mortgage-Backed Securities         |
| GNII JM MA4708 M         | 2047-09-20      | 2.5000%  | 0.0000% | $1001.00           | $239.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4632     | 2055-11-01      | 6.0000%  | 0.0000% | $1009.00           | $1048.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9830     | 2055-12-01      | 5.5000%  | 0.0000% | $1771723.00        | $1799057.18        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6147     | 2036-02-01      | 2.0000%  | 0.0000% | $48000.00          | $17101.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2870     | 2050-03-01      | 3.0000%  | 0.0000% | $27000.00          | $9972.60           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2029-12-07      | 1.1000%  | 0.0000% | $35000.00          | $32066.98          | Agency Debentures and Agency Strips       |
| FNMS 04.000 CLCA4119     | 2049-09-01      | 4.0000%  | 0.0000% | $95144.00          | $24603.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3503     | 2049-05-01      | 4.0000%  | 0.0000% | $462000.00         | $43651.59          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3622     | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6860.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1368     | 2048-03-01      | 4.0000%  | 0.0000% | $1745575.00        | $362855.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3695     | 2055-05-01      | 6.5000%  | 0.0000% | $25874272.00       | $25852011.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3275     | 2055-10-01      | 6.5000%  | 0.0000% | $3108766.00        | $3192356.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4112     | 2052-07-01      | 3.5000%  | 0.0000% | $72000.00          | $52154.20          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1009     | 2048-01-01      | 4.0000%  | 0.0000% | $396698.00         | $80169.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1258     | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 DLBW8184     | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $298.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495     | 2041-07-01      | 6.0000%  | 0.0000% | $127000.00         | $33734.13          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1443     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6905     | 2054-07-01      | 6.0000%  | 0.0000% | $144000.00         | $111273.97         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRBM6849     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $578.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2901     | 2045-11-01      | 3.5000%  | 0.0000% | $25753207.00       | $2989914.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3609     | 2052-05-01      | 3.5000%  | 0.0000% | $3500000.00        | $2552734.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0844     | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $699.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 GLBM5227     | 2039-12-01      | 5.5000%  | 0.0000% | $85000.00          | $28448.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9303     | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $691.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX0849     | 2053-01-01      | 5.5000%  | 0.0000% | $103000.00         | $102001.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1917     | 2051-10-01      | 3.0000%  | 0.0000% | $2173000.00        | $1494199.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854     | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $72873.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5073     | 2052-11-01      | 4.0000%  | 0.0000% | $1008.00           | $772.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX7702     | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $55853.41          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-04-27      | 0.9800%  | 0.0000% | $75000.00          | $73079.98          | Agency Debentures and Agency Strips       |
| 04.500 FGPC T65238 G     | 2044-08-01      | 4.5000%  | 0.0000% | $1000.00           | $35.39             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-02-24      | 2.2500%  | 0.0000% | $25000.00          | $24689.36          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-04-06      | 2.6000%  | 0.0000% | $30000.00          | $30270.70          | Agency Debentures and Agency Strips       |
| FNMS 02.500 CIMA4603     | 2037-05-01      | 2.5000%  | 0.0000% | $213000.00         | $129624.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ946397     | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2647.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5220     | 2038-12-01      | 6.0000%  | 0.0000% | $4000.00           | $1764.24           | Agency Mortgage-Backed Securities         |
| GNII SF MA0851 M         | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $18905.96          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3799     | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $284.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M         | 2049-04-20      | 4.5000%  | 0.0000% | $3001.00           | $252.65            | Agency Mortgage-Backed Securities         |
| GNII JM MA6330 M         | 2049-12-20      | 3.5000%  | 0.0000% | $2000.00           | $217.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA3939 M         | 2046-09-20      | 4.5000%  | 0.0000% | $768203.00         | $71950.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA5986 M         | 2049-06-20      | 4.0000%  | 0.0000% | $2000.00           | $169.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA0391 M         | 2042-09-20      | 3.0000%  | 0.0000% | $2000.00           | $205.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M         | 2049-01-20      | 5.5000%  | 0.0000% | $2003.00           | $150.80            | Agency Mortgage-Backed Securities         |
| GNII SF AG4152 C         | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $84605.23          | Agency Mortgage-Backed Securities         |
| GNII SF BH3672 C         | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2711.13           | Agency Mortgage-Backed Securities         |
| GNII JM MA5699 M         | 2049-01-20      | 3.5000%  | 0.0000% | $2000.00           | $59.40             | Agency Mortgage-Backed Securities         |
| GNII JM MA0529 M         | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $60.02             | Agency Mortgage-Backed Securities         |
| GNII SF MA2891 M         | 2045-06-20      | 3.0000%  | 0.0000% | $1000.00           | $96.92             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA3913     | 2052-03-01      | 2.0000%  | 0.0000% | $2016.00           | $1667.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1015     | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $127419.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3239     | 2050-08-01      | 3.5000%  | 0.0000% | $4610000.00        | $3161466.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CQMA1789     | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $136.17            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2878     | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1609.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4375     | 2056-01-01      | 5.0000%  | 0.0000% | $55830152.00       | $56661130.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8171     | 2056-01-01      | 5.0000%  | 0.0000% | $1220.00           | $1206.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3270     | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $915.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3106     | 2056-02-01      | 6.0000%  | 0.0000% | $1023.00           | $1073.06           | Agency Mortgage-Backed Securities         |
| GNMI SF 735811 X         | 2040-12-15      | 3.5000%  | 0.0000% | $40560.00          | $5155.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA9326 M         | 2038-11-20      | 4.5000%  | 0.0000% | $2008.00           | $1416.59           | Agency Mortgage-Backed Securities         |
| GNII SF DN7173 C         | 2055-11-20      | 5.5000%  | 0.0000% | $3000.00           | $3082.93           | Agency Mortgage-Backed Securities         |
| GNII SF DM1778 C         | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5202     | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $701.02            | Agency Mortgage-Backed Securities         |
| GNII SF DN4840 C         | 2055-10-20      | 6.0000%  | 0.0000% | $2016.00           | $2096.35           | Agency Mortgage-Backed Securities         |
| GNII SF DN1379 C         | 2055-10-20      | 6.0000%  | 0.0000% | $3000.00           | $3124.05           | Agency Mortgage-Backed Securities         |
| GNII SF BG0317 C         | 2048-02-20      | 3.0000%  | 0.0000% | $2000.00           | $97.72             | Agency Mortgage-Backed Securities         |
| GNII SF BV3232 C         | 2040-08-20      | 5.5000%  | 0.0000% | $3000.00           | $968.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA7366 M         | 2051-05-20      | 2.0000%  | 0.0000% | $1000.00           | $533.24            | Agency Mortgage-Backed Securities         |
| GNII SF MA1158 M         | 2043-07-20      | 4.0000%  | 0.0000% | $1106832.00        | $96020.33          | Agency Mortgage-Backed Securities         |
| GNMI SP 783346 X         | 2040-12-15      | 6.0000%  | 0.0000% | $1000.00           | $26.90             | Agency Mortgage-Backed Securities         |
| GNII SF DO6612 C         | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1773     | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $935.02            | Agency Mortgage-Backed Securities         |
| GNII JM 004488 M         | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2474.84           | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M         | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $65.29             | Agency Mortgage-Backed Securities         |
| GNII SF AW2406 C         | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $89.98             | Agency Mortgage-Backed Securities         |
| GNII SF AT4176 C         | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4924.63           | Agency Mortgage-Backed Securities         |
| GNII SF DO8718 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2002.00           | $2067.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3884     | 2056-01-01      | 5.5000%  | 0.0000% | $1344712.00        | $1398428.16        | Agency Mortgage-Backed Securities         |
| GNII SF 002592 M         | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $31.32             | Agency Mortgage-Backed Securities         |
| GNII SP 784789 M         | 2046-02-20      | 3.0000%  | 0.0000% | $1000.00           | $243.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1631     | 2056-02-01      | 6.0000%  | 0.0000% | $1533220.00        | $1600262.13        | Agency Mortgage-Backed Securities         |
| GNII SP 786150 C         | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $660.63            | Agency Mortgage-Backed Securities         |
| GNII SF 002713 M         | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $26.90             | Agency Mortgage-Backed Securities         |
| GNMI SF AT2378 X         | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $9144.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1074     | 2052-03-01      | 3.0000%  | 0.0000% | $4448000.00        | $2841774.93        | Agency Mortgage-Backed Securities         |
| GNII SF AS9216 C         | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6558.11           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3312     | 2037-03-01      | 2.0000%  | 0.0000% | $20000.00          | $11501.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0408     | 2052-01-01      | 3.0000%  | 0.0000% | $398000.00         | $244386.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3026     | 2051-11-01      | 2.5000%  | 0.0000% | $148248.00         | $97986.04          | Agency Mortgage-Backed Securities         |
| GNMI SF BF1120 X         | 2048-01-15      | 3.5000%  | 0.0000% | $490000.00         | $87029.64          | Agency Mortgage-Backed Securities         |
| GNII SF DL5446 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.75           | Agency Mortgage-Backed Securities         |
| GNII SF DN0733 C         | 2055-10-20      | 5.5000%  | 0.0000% | $2000.00           | $2055.85           | Agency Mortgage-Backed Securities         |
| GNII SF DN2079 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.21           | Agency Mortgage-Backed Securities         |
| GNMI SP 784315 X         | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $17125.18          | Agency Mortgage-Backed Securities         |
| GNMI SF 697713 X         | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $303.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 617332 X         | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2698.50           | Agency Mortgage-Backed Securities         |
| GNMI SP 781607 X         | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1367.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 677019 X         | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16044.19          | Agency Mortgage-Backed Securities         |
| GNII SP 786134 C         | 2052-04-20      | 3.0000%  | 0.0000% | $100000.00         | $53190.10          | Agency Mortgage-Backed Securities         |
| GNII JM 004767 M         | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7307.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X         | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $743.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 683944 X         | 2038-02-15      | 5.5000%  | 0.0000% | $3000.00           | $18.84             | Agency Mortgage-Backed Securities         |
| GNMI SF 673101 X         | 2038-09-15      | 6.0000%  | 0.0000% | $2002.00           | $121.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 618677 X         | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $1961.56           | Agency Mortgage-Backed Securities         |
| GNMI SF 661590 X         | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $12993.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M         | 2046-07-20      | 4.0000%  | 0.0000% | $4000.00           | $390.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0056     | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $157.89            | Agency Mortgage-Backed Securities         |
| GNII SF MA9851 M         | 2054-08-20      | 5.5000%  | 0.0000% | $2000.00           | $1563.99           | Agency Mortgage-Backed Securities         |
| GNMI SF BT3502 X         | 2050-02-15      | 3.5000%  | 0.0000% | $13692.00          | $986.91            | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M         | 2048-07-20      | 4.0000%  | 0.0000% | $4795.00           | $114.55            | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M         | 2048-06-20      | 4.5000%  | 0.0000% | $1000.00           | $39.37             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55056 G     | 2048-03-01      | 3.5000%  | 0.0000% | $135000.00         | $22300.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-01-27      | 2.0500%  | 0.0000% | $65000.00          | $64134.29          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-08-26      | 0.9000%  | 0.0000% | $25000.00          | $24052.88          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-03-18      | 0.7500%  | 0.0000% | $50000.00          | $50100.03          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-10-29      | 1.2000%  | 0.0000% | $50000.00          | $49395.52          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2032-06-02      | 5.1250%  | 0.0000% | $25000.00          | $25358.37          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-12-30      | 0.7500%  | 0.0000% | $48000.00          | $47001.00          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2054-02-25      | 4.8772%  | 0.0000% | $50000000.00       | $27143798.80       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLAL4555     | 2038-10-01      | 6.5000%  | 0.0000% | $5090655.00        | $342283.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $1020902.09        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2028-10-27      | 1.0000%  | 0.0000% | $5000.00           | $4706.26           | Agency Debentures and Agency Strips       |
| FNMS 07.000 CL251569     | 2028-03-01      | 7.0000%  | 0.0000% | $4137.00           | $1.34              | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2053-09-25      | 4.8672%  | 0.0000% | $75000000.00       | $42114775.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2056-03-25      | 4.0000%  | 0.0000% | $39976867.00       | $37704937.23       | Agency Collateralized Mortgage Obligation |
| FNMS 05.750 CL524571     | 2029-11-01      | 5.7500%  | 0.0000% | $121185.00         | $1797.81           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-03-25      | 4.6672%  | 0.0000% | $28277856.00       | $27128280.48       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CISB8149     | 2037-04-01      | 2.5000%  | 0.0000% | $19774.00          | $11389.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF2952     | 2055-11-01      | 4.5000%  | 0.0000% | $1187380.00        | $1177755.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9795     | 2047-06-01      | 3.5000%  | 0.0000% | $71901169.00       | $15100210.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5076     | 2055-11-01      | 5.0000%  | 0.0000% | $2192450.00        | $2209845.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAP9766     | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2731     | 2056-02-01      | 5.0000%  | 0.0000% | $5252067.00        | $5331872.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF7213     | 2055-12-01      | 6.0000%  | 0.0000% | $1294631.00        | $1354577.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5142     | 2055-12-01      | 6.5000%  | 0.0000% | $1256751.00        | $1337294.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-11-17      | 0.8750%  | 0.0000% | $40000.00          | $38379.42          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-03-29      | 2.3500%  | 0.0000% | $50000.00          | $49760.11          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2052-02-25      | 5.0000%  | 0.0000% | $22425000.00       | $15767174.91       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1454563.95        | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank | 2026-03-02      | 4.9700%  | 0.0000% | $27702000.00       | $28371272.62       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-07-30      | 1.1200%  | 0.0000% | $5000.00           | $4619.18           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-04-27      | 0.7900%  | 0.0000% | $27000.00          | $26234.34          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-03-05      | 4.7000%  | 0.0000% | $25000.00          | $25561.39          | Agency Debentures and Agency Strips       |
| FEPC 06.500 CLZJ6573     | 2032-06-01      | 6.5000%  | 0.0000% | $7901.00           | $1.15              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00635 G     | 2028-07-01      | 6.0000%  | 0.0000% | $189390.00         | $79.86             | Agency Mortgage-Backed Securities         |
| GNMI SF 643705 X         | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4136.49           | Agency Mortgage-Backed Securities         |
| GNII SF 003691 M         | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1163.29           | Agency Mortgage-Backed Securities         |
| GNII SF 004636 M         | 2040-02-20      | 4.5000%  | 0.0000% | $79000.00          | $2940.09           | Agency Mortgage-Backed Securities         |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $50021.00          | $172.43            | Agency Mortgage-Backed Securities         |
| GNII JM 004461 M         | 2039-06-20      | 4.5000%  | 0.0000% | $1000.00           | $4.95              | Agency Mortgage-Backed Securities         |
| GNII FS 004436 M         | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $37243.95          | Agency Mortgage-Backed Securities         |
| GNII SF 004853 M         | 2040-11-20      | 4.0000%  | 0.0000% | $1008.00           | $48.73             | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M         | 2039-10-20      | 5.0000%  | 0.0000% | $2001.00           | $53.44             | Agency Mortgage-Backed Securities         |
| GNII SF 005312 M         | 2041-11-20      | 3.0000%  | 0.0000% | $25000.00          | $1756.22           | Agency Mortgage-Backed Securities         |
| GNII SF 003093 M         | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $2680.13           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS4794     | 2037-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1336.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 608989 X         | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $73287.48          | Agency Mortgage-Backed Securities         |
| GNII SF 005189 M         | 2039-04-20      | 6.0000%  | 0.0000% | $693357.00         | $15524.53          | Agency Mortgage-Backed Securities         |
| GNII SF DO7576 C         | 2055-12-20      | 5.5000%  | 0.0000% | $2002.00           | $2051.93           | Agency Mortgage-Backed Securities         |
| GNII SF 003998 M         | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1045.31           | Agency Mortgage-Backed Securities         |
| GNMI SF 577470 X         | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $280.56            | Agency Mortgage-Backed Securities         |
| GNII SF 004697 M         | 2040-05-20      | 5.0000%  | 0.0000% | $1000.00           | $33.20             | Agency Mortgage-Backed Securities         |
| GNMI SP 782365 X         | 2038-07-15      | 6.0000%  | 0.0000% | $4001.00           | $28.06             | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M         | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1271.25           | Agency Mortgage-Backed Securities         |
| GNII SF 004976 M         | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1583.53           | Agency Mortgage-Backed Securities         |
| GNII SF 004577 M         | 2039-11-20      | 4.5000%  | 0.0000% | $20000.00          | $698.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 609093 X         | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $60275.17          | Agency Mortgage-Backed Securities         |
| GNMI SF 723437 X         | 2039-11-15      | 5.0000%  | 0.0000% | $36327.00          | $1139.17           | Agency Mortgage-Backed Securities         |
| GNII SF 005259 M         | 2041-12-20      | 4.0000%  | 0.0000% | $2001.00           | $100.40            | Agency Mortgage-Backed Securities         |
| GNII SF DO7609 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2024.00           | $2085.79           | Agency Mortgage-Backed Securities         |
| GNMI SF 579210 X         | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $505.50            | Agency Mortgage-Backed Securities         |
| GNII SF 673979 C         | 2046-09-20      | 3.0000%  | 0.0000% | $3073.00           | $815.73            | Agency Mortgage-Backed Securities         |
| GNII SF 003736 M         | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $509.10            | Agency Mortgage-Backed Securities         |
| GNII SF 003899 M         | 2036-09-20      | 6.0000%  | 0.0000% | $955230.00         | $7644.59           | Agency Mortgage-Backed Securities         |
| GNII SF 004495 M         | 2039-07-20      | 4.5000%  | 0.0000% | $167000.00         | $5428.90           | Agency Mortgage-Backed Securities         |
| GNII SF DP6325 C         | 2056-01-20      | 6.0000%  | 0.0000% | $3024.00           | $3128.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4345     | 2052-08-01      | 4.5000%  | 0.0000% | $1624210.00        | $1223922.51        | Agency Mortgage-Backed Securities         |
| GNII SF DL5423 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2016.00           | $2083.91           | Agency Mortgage-Backed Securities         |
| GNII SF DP3235 C         | 2056-01-20      | 5.0000%  | 0.0000% | $3024.00           | $3049.25           | Agency Mortgage-Backed Securities         |
| GNII SF DM3664 C         | 2055-10-20      | 6.5000%  | 0.0000% | $3001.00           | $3153.25           | Agency Mortgage-Backed Securities         |
| GNII SF DM4511 C         | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $935.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M         | 2042-05-20      | 3.0000%  | 0.0000% | $2282.00           | $183.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $730.73            | Agency Mortgage-Backed Securities         |
| 2.875 TVBD 27 A          | 2027-02-01      | 2.8750%  | 0.0000% | $964000.00         | $960092.32         | Agency Debentures and Agency Strips       |
| GNII SF MA9541 M         | 2054-03-20      | 5.5000%  | 0.0000% | $14695.00          | $10967.96          | Agency Mortgage-Backed Securities         |
| GNII SF DK9832 C         | 2055-08-20      | 6.0000%  | 0.0000% | $1001.00           | $1030.85           | Agency Mortgage-Backed Securities         |
| GNII SF DM2799 C         | 2055-10-20      | 6.0000%  | 0.0000% | $1010.00           | $1041.79           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91385 G     | 2031-08-01      | 4.0000%  | 0.0000% | $1049.00           | $38.28             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T65099 G     | 2042-10-01      | 3.0000%  | 0.0000% | $8777.00           | $469.57            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-12-30      | 1.5500%  | 0.0000% | $25000.00          | $24638.40          | Agency Debentures and Agency Strips       |

### Security 716: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 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: ARP1FJXY4, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1FJXY4
- **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:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAS8296 | 2046-11-01      | 3.0000%  | 0.0000% | $204959802.00      | $58637261.87       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4740 | 2049-12-01      | 3.0000%  | 0.0000% | $199984855.00      | $60129156.38       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0691 | 2047-11-01      | 3.5000%  | 0.0000% | $11516216.00       | $1526970.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $180269860.00      | $29505256.33       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7231 | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $59291355.14       | Agency Mortgage-Backed Securities |

### Security 717: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 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: ARP1FJY56, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1FJY56
- **C.18 - Value (incl. sponsor support):** $596000000.00
- **C.18.a - Value (excl. sponsor support):** $596000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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? 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 | 2026-06-30      | 0.8750%  | 0.0000% | $4660000.00        | $4622668.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $2477300.00        | $2396155.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $2279900.00        | $2280836.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $6674600.00        | $5286396.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $4423900.00        | $3825704.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $411400.00         | $390960.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $790900.00         | $737734.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $349800.00         | $344951.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $102900.00         | $111802.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $14499900.00       | $15218329.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $335600.00         | $353553.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1122800.00        | $1176684.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $499600.00         | $427985.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $33900.00          | $37273.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $13015400.00       | $11550863.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $508500.00         | $419535.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $16144800.00       | $10835149.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $1046100.00        | $575217.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $2717000.00        | $2758144.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $17245700.00       | $13057362.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $63100.00          | $49050.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $838900.00         | $619167.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $25043200.00       | $20162024.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $2841800.00        | $1845509.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $3829100.00        | $2928639.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $7248600.00        | $5384561.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $102.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $108363100.00      | $103560048.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1110100.00        | $1010604.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $300000.00         | $201500.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $173200.00         | $124386.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $5573200.00        | $4030927.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1849000.00        | $1408684.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $172000.00         | $182568.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $5796500.00        | $5510978.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $144937400.00      | $136864510.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $10190400.00       | $10581752.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $406600.00         | $419499.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $469700.00         | $363439.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $282000.00         | $299140.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $357100.00         | $373474.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1559800.00        | $1504340.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $9036500.00        | $8007963.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $181000.00         | $178763.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $900500.00         | $898090.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $4999900.00        | $4808784.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $6598700.00        | $6868544.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $472400.00         | $345245.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $1578800.00        | $1215550.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $609500.00         | $581193.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $10658500.00       | $8192469.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $1645200.00        | $1287784.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $20650500.00       | $16637378.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $47984500.00       | $42219698.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $23029500.00       | $22134368.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $196.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $5998000.00        | $5327876.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $826400.00         | $791050.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $1817600.00        | $1809117.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $5444700.00        | $5644934.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $24900.00          | $24904.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $25382400.00       | $25204295.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $12415500.00       | $12175015.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $2606000.00        | $2406585.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $2000.00           | $2039.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $658600.00         | $739068.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $16823900.00       | $16441613.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $9900.00           | $9870.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1195500.00        | $1214923.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $9192700.00        | $9180703.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $5256500.00        | $4564217.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $20514000.00       | $15610507.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $21174000.00       | $19750659.15       | U.S. Treasuries (including strips) |

### Security 718: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO 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: ARP1FJYU1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJYU1
- **C.18 - Value (incl. sponsor support):** $2416900000.00
- **C.18.a - Value (excl. sponsor support):** $2416900000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DE5565           | 2060-01-15      | 6.2000%  | 0.0000% | $4950000.00        | $5413654.84        | Agency Mortgage-Backed Securities         |
| GNMI SF AB1786 X         | 2042-09-15      | 3.2500%  | 0.0000% | $2668230.00        | $412895.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA1731 M         | 2029-01-20      | 3.0000%  | 0.0000% | $538458.00         | $13801.56          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4419     | 2036-09-01      | 2.5000%  | 0.0000% | $69553.00          | $34576.31          | Agency Mortgage-Backed Securities         |
| GNRA 2022-156 KA         | 2064-09-16      | 2.9719%  | 0.0000% | $54488768.00       | $47087425.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-147 PF         | 2040-05-20      | 4.1317%  | 0.0000% | $109951488.00      | $958927.47         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD          | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303009.09         | Agency Collateralized Mortgage Obligation |
| GNII SF DJ8207 C         | 2055-06-20      | 6.5000%  | 0.0000% | $1080866.00        | $1130736.64        | Agency Mortgage-Backed Securities         |
| GNII JM MA2512 M         | 2045-01-20      | 4.0000%  | 0.0000% | $20301024.00       | $406074.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M         | 2054-08-20      | 6.5000%  | 0.0000% | $617790.00         | $302323.08         | Agency Mortgage-Backed Securities         |
| GNRM 2025-030 CT         | 2055-02-20      | 5.0000%  | 0.0000% | $28000000.00       | $23551543.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-186 AB         | 2062-02-16      | 3.2500%  | 0.0000% | $90670592.00       | $83062564.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-024 GA         | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1102801.66        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS1386     | 2051-10-01      | 3.0000%  | 0.0000% | $36124.00          | $22366.36          | Agency Mortgage-Backed Securities         |
| GNII SF DG6818 C         | 2055-02-20      | 6.5000%  | 0.0000% | $1219114.00        | $1042948.80        | Agency Mortgage-Backed Securities         |
| GNII SP 786378 C         | 2049-06-20      | 5.0000%  | 0.0000% | $10173568.00       | $6300059.78        | Agency Mortgage-Backed Securities         |
| GNII SF DI3434 C         | 2055-04-20      | 6.5000%  | 0.0000% | $1703606.00        | $1585678.76        | Agency Mortgage-Backed Securities         |
| GNII SF MB0557 M         | 2053-01-20      | 6.0000%  | 0.0000% | $23424280.00       | $23517760.32       | Agency Mortgage-Backed Securities         |
| GNII SF 759449 C         | 2041-01-20      | 4.0000%  | 0.0000% | $580000.00         | $64414.33          | Agency Mortgage-Backed Securities         |
| GNPL PN CE1130           | 2063-11-15      | 2.9800%  | 0.0000% | $331283.00         | $284652.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M         | 2053-10-20      | 6.5000%  | 0.0000% | $357000.00         | $152462.95         | Agency Mortgage-Backed Securities         |
| GNPL PN DF4295           | 2041-04-15      | 5.4500%  | 0.0000% | $2836400.00        | $2894713.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M         | 2054-02-20      | 6.0000%  | 0.0000% | $101843328.00      | $59025890.04       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4540     | 2050-02-01      | 3.0000%  | 0.0000% | $16000000.00       | $15069770.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7133     | 2040-07-01      | 5.0000%  | 0.0000% | $5008488.00        | $273623.74         | Agency Mortgage-Backed Securities         |
| GNII JM MA6144 M         | 2049-09-20      | 3.0000%  | 0.0000% | $150000.00         | $9378.61           | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C         | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $530076.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5148     | 2046-10-01      | 4.0000%  | 0.0000% | $90000.00          | $23772.13          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5235     | 2048-09-01      | 5.0000%  | 0.0000% | $374000.00         | $34820.08          | Agency Mortgage-Backed Securities         |
| GNII FS MA2740 M         | 2045-02-20      | 4.0000%  | 0.0000% | $854412.00         | $136084.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4309     | 2031-04-01      | 2.0000%  | 0.0000% | $140000.00         | $43705.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7193     | 2052-04-01      | 3.5000%  | 0.0000% | $2066000.00        | $1459355.50        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQO0110     | 2037-04-01      | 2.0000%  | 0.0000% | $488215.00         | $298567.08         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0652     | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $124186.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAS5494     | 2035-06-01      | 3.0000%  | 0.0000% | $1986238.00        | $130627.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI6912     | 2054-06-01      | 6.5000%  | 0.0000% | $55763.00          | $34994.02          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7154     | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $273367.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM5919     | 2043-08-01      | 3.5000%  | 0.0000% | $110000.00         | $27490.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1990     | 2052-10-01      | 4.5000%  | 0.0000% | $106000.00         | $67543.24          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U80254 G     | 2033-03-01      | 3.0000%  | 0.0000% | $1200000.00        | $123637.73         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U60496 G     | 2041-03-01      | 4.5000%  | 0.0000% | $13700000.00       | $676202.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0126     | 2043-03-01      | 3.0000%  | 0.0000% | $168000.00         | $36128.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2807     | 2055-12-01      | 6.5000%  | 0.0000% | $2226548.00        | $2373933.59        | Agency Mortgage-Backed Securities         |
| GNII SF DK4929 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1584778.00        | $1649697.53        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4081           | 2057-04-15      | 2.8500%  | 0.0000% | $744493.00         | $645420.13         | Agency Mortgage-Backed Securities         |
| GNCL CL DL4293           | 2067-06-15      | 5.4700%  | 0.0000% | $2023324.00        | $2110324.01        | Agency Mortgage-Backed Securities         |
| GNII SF DN6528 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1039956.00        | $1079021.25        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3632           | 2057-10-15      | 4.3000%  | 0.0000% | $1783900.00        | $1717180.61        | Agency Mortgage-Backed Securities         |
| GNPL PN CN2455           | 2057-08-15      | 4.0000%  | 0.0000% | $10105632.00       | $9492156.08        | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M         | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $186628.59         | Agency Mortgage-Backed Securities         |
| GNRA 2024-184 JF         | 2054-11-20      | 4.8615%  | 0.0000% | $14525776.00       | $13248926.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-198 FC         | 2054-12-20      | 5.0915%  | 0.0000% | $100000000.00      | $67962454.26       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 HB         | 2055-11-20      | 5.0000%  | 0.0000% | $21428544.00       | $21553131.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-026 FA         | 2056-02-20      | 4.4400%  | 0.0000% | $47500000.00       | $47613920.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 FP         | 2056-01-20      | 4.5615%  | 0.0000% | $25000000.00       | $25025390.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-129 AF         | 2041-10-20      | 4.0858%  | 0.0000% | $20000000.00       | $1414974.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-11 AD          | 2043-11-16      | 2.2500%  | 0.0000% | $20000000.00       | $1165748.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 GA         | 2052-07-20      | 5.0000%  | 0.0000% | $839100.00         | $599867.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-37 JA          | 2044-12-20      | 3.0000%  | 0.0000% | $31000000.00       | $1606996.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-169 JW         | 2053-11-20      | 6.5000%  | 0.0000% | $5000000.00        | $5266982.22        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZM4417     | 2047-10-01      | 3.5000%  | 0.0000% | $55000.00          | $8909.63           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2044-11-15      | 4.6250%  | 0.0000% | $148343400.00      | $150986477.80      | U.S. Treasuries (including strips)        |
| GNPL PN DM0334           | 2060-09-15      | 5.5700%  | 0.0000% | $2879984.00        | $3000220.46        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-10-15      | 2.3750%  | 0.0000% | $50000000.00       | $55450218.35       | U.S. Treasuries (including strips)        |
| GNMI SP 784370 X         | 2045-07-15      | 4.0000%  | 0.0000% | $17587808.00       | $3948359.75        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7702           | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5756985.87        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CVAT5931     | 2028-06-01      | 2.5000%  | 0.0000% | $2175000.00        | $84323.17          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663886     | 2032-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $35338.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1776     | 2053-05-01      | 5.5000%  | 0.0000% | $1104118.00        | $589585.44         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5575     | 2051-08-01      | 2.5000%  | 0.0000% | $87971.00          | $54597.02          | Agency Mortgage-Backed Securities         |
| GNRA 2014-107 WX         | 2039-07-20      | 6.4896%  | 0.0000% | $13406832.00       | $1003099.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-39 AG          | 2043-01-16      | 2.3000%  | 0.0000% | $15000000.00       | $1610519.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-024 AG         | 2051-02-20      | 1.5000%  | 0.0000% | $28500000.00       | $15632625.48       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZL3961     | 2042-10-01      | 3.0000%  | 0.0000% | $120200.00         | $9288.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ0119     | 2040-06-01      | 5.5000%  | 0.0000% | $1296620.00        | $78925.83          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2040-10-22      | 5.3000%  | 0.0000% | $52440000.00       | $53420773.67       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2045-07-03      | 5.9300%  | 0.0000% | $10000000.00       | $10131940.00       | Agency Debentures and Agency Strips       |
| FEPC 04.000 CLZT1633     | 2047-03-01      | 4.0000%  | 0.0000% | $29000.00          | $6048.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-01-15      | 0.1250%  | 0.0000% | $148000.00         | $179639.41         | U.S. Treasuries (including strips)        |
| GNPL LM CG3706           | 2056-10-15      | 2.9600%  | 0.0000% | $2049528.00        | $1794244.81        | Agency Mortgage-Backed Securities         |
| GNII SF DP4386 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1097138.00        | $1151669.42        | Agency Mortgage-Backed Securities         |
| GNRM 2022-127 QM         | 2052-07-20      | 4.0000%  | 0.0000% | $891000.00         | $778019.32         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-93 YE          | 2046-07-20      | 3.0000%  | 0.0000% | $125000.00         | $113426.46         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 BE         | 2050-08-20      | 1.3750%  | 0.0000% | $75000000.00       | $33950671.35       | Agency Collateralized Mortgage Obligation |
| GNII SF DN6250 C         | 2056-01-20      | 6.5000%  | 0.0000% | $4204320.00        | $4420948.68        | Agency Mortgage-Backed Securities         |
| GNRM 2021-031 AC         | 2061-01-16      | 1.1000%  | 0.0000% | $3000000.00        | $1964246.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-058 A          | 2039-09-16      | 2.0000%  | 0.0000% | $2829372.00        | $2193244.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-124 GE         | 2064-01-16      | 3.2500%  | 0.0000% | $97515392.00       | $85088967.78       | Agency Collateralized Mortgage Obligation |
| GNII SF DN6457 C         | 2056-02-20      | 6.0000%  | 0.0000% | $3273980.00        | $3404540.86        | Agency Mortgage-Backed Securities         |
| GNII SF DP1574 C         | 2056-02-20      | 5.5000%  | 0.0000% | $1082796.00        | $1114895.73        | Agency Mortgage-Backed Securities         |
| GNRM 2015-178 CP         | 2044-12-20      | 3.0000%  | 0.0000% | $24561920.00       | $2663105.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-047 KH         | 2060-04-16      | 1.2500%  | 0.0000% | $50000000.00       | $33627014.27       | Agency Collateralized Mortgage Obligation |
| GNPL PN CM8627           | 2052-06-15      | 3.6100%  | 0.0000% | $7968920.00        | $7157428.44        | Agency Mortgage-Backed Securities         |
| GNII JM MA6760 M         | 2050-07-20      | 4.5000%  | 0.0000% | $648045.00         | $83041.38          | Agency Mortgage-Backed Securities         |
| GNPL PN CP1211           | 2057-11-15      | 3.9000%  | 0.0000% | $12865632.00       | $12025618.40       | Agency Mortgage-Backed Securities         |
| GNII SF MA7311 M         | 2051-04-20      | 2.0000%  | 0.0000% | $75896000.00       | $39553981.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0125     | 2056-07-01      | 4.0000%  | 0.0000% | $2670000.00        | $738532.50         | Agency Mortgage-Backed Securities         |
| GNII SF MA9016 M         | 2053-07-20      | 5.0000%  | 0.0000% | $204992.00         | $168998.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9486     | 2054-11-01      | 5.5000%  | 0.0000% | $76078464.00       | $71404814.26       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4972     | 2038-02-01      | 2.0000%  | 0.0000% | $510614.00         | $315765.68         | Agency Mortgage-Backed Securities         |
| GNII JM MA5752 M         | 2049-02-20      | 3.5000%  | 0.0000% | $1012330.00        | $10884.82          | Agency Mortgage-Backed Securities         |
| GNPL PN CA1768           | 2057-06-15      | 3.2300%  | 0.0000% | $30145760.00       | $26830237.81       | Agency Mortgage-Backed Securities         |
| GNRA 2023-170 FB         | 2053-11-20      | 5.1115%  | 0.0000% | $100000000.00      | $42416383.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 FM         | 2053-12-20      | 4.9615%  | 0.0000% | $50000000.00       | $29765064.19       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBY2601     | 2053-07-01      | 5.5000%  | 0.0000% | $527425.00         | $521374.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7748     | 2053-08-01      | 5.0000%  | 0.0000% | $298666.00         | $274182.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3726     | 2055-01-01      | 6.5000%  | 0.0000% | $3440490.00        | $3267155.93        | Agency Mortgage-Backed Securities         |
| GNII RG CF0493 C         | 2049-09-20      | 5.0000%  | 0.0000% | $3776180.00        | $718232.29         | Agency Mortgage-Backed Securities         |
| GNPL PN CH2684           | 2057-04-15      | 2.7700%  | 0.0000% | $3327684.00        | $2869147.24        | Agency Mortgage-Backed Securities         |
| GNII SF DP1573 C         | 2056-02-20      | 5.5000%  | 0.0000% | $2575480.00        | $2645543.93        | Agency Mortgage-Backed Securities         |
| GNII JM 004463 M         | 2039-06-20      | 5.5000%  | 0.0000% | $1382780.00        | $17286.85          | Agency Mortgage-Backed Securities         |
| GNMI SF 550045 X         | 2031-06-15      | 7.0000%  | 0.0000% | $4753024.00        | $8054.46           | Agency Mortgage-Backed Securities         |
| GNII SF MB0552 M         | 2055-07-20      | 3.5000%  | 0.0000% | $726889.00         | $672584.98         | Agency Mortgage-Backed Securities         |
| GNRA 2024-105 FK         | 2054-06-20      | 4.8115%  | 0.0000% | $133333248.00      | $87498652.98       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 R3BF0206     | 2047-02-01      | 4.0000%  | 0.0000% | $1720246.00        | $359971.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC4754     | 2046-10-01      | 4.0000%  | 0.0000% | $55000.00          | $13895.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6220     | 2056-03-01      | 5.0000%  | 0.0000% | $58720576.00       | $59829755.48       | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769           | 2057-07-15      | 2.5700%  | 0.0000% | $15129296.00       | $12870178.75       | Agency Mortgage-Backed Securities         |
| GNPL LM CJ2570           | 2036-06-15      | 2.8400%  | 0.0000% | $1941880.00        | $1417845.12        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4449           | 2057-05-15      | 2.9300%  | 0.0000% | $3060160.00        | $2491035.98        | Agency Mortgage-Backed Securities         |
| GNPL PN CK5793           | 2057-10-15      | 4.2100%  | 0.0000% | $1750000.00        | $1664153.32        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7028           | 2057-12-15      | 4.3600%  | 0.0000% | $724600.00         | $696743.27         | Agency Mortgage-Backed Securities         |
| GNPL PN CL5345           | 2057-07-15      | 4.2300%  | 0.0000% | $2379200.00        | $2259387.99        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4457           | 2062-07-15      | 3.1500%  | 0.0000% | $5427100.00        | $4864921.69        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7214           | 2057-10-15      | 3.6400%  | 0.0000% | $3106256.00        | $2848406.83        | Agency Mortgage-Backed Securities         |
| GNPL PN CT8116           | 2058-09-15      | 5.4300%  | 0.0000% | $2200000.00        | $2274162.92        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4941           | 2057-08-15      | 3.2700%  | 0.0000% | $5741160.00        | $5131922.61        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3781           | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11585567.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2902     | 2056-01-01      | 5.5000%  | 0.0000% | $2115050.00        | $2171294.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1463     | 2051-05-01      | 4.0000%  | 0.0000% | $360355.00         | $223872.85         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ0368           | 2060-12-15      | 5.3200%  | 0.0000% | $5576400.00        | $5860713.04        | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458           | 2064-06-15      | 3.7800%  | 0.0000% | $866940.00         | $813858.82         | Agency Mortgage-Backed Securities         |
| GNII SF DF2431 C         | 2054-10-20      | 5.0000%  | 0.0000% | $1326030.00        | $1300185.40        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3371     | 2049-04-01      | 3.5000%  | 0.0000% | $446878.00         | $105185.10         | Agency Mortgage-Backed Securities         |
| GNMI SP 784208 X         | 2046-07-15      | 4.0000%  | 0.0000% | $379862.00         | $177095.81         | Agency Mortgage-Backed Securities         |
| GNMI SP 788014 X         | 2045-07-15      | 4.0000%  | 0.0000% | $18673888.00       | $17039051.34       | Agency Mortgage-Backed Securities         |
| GNII JM 004513 M         | 2039-08-20      | 5.0000%  | 0.0000% | $1965000.00        | $30503.28          | Agency Mortgage-Backed Securities         |
| GNRM 2009-047 LT         | 2039-06-20      | 5.0000%  | 0.0000% | $2000000.00        | $546285.44         | Agency Collateralized Mortgage Obligation |
| GNII SF DI3435 C         | 2055-04-20      | 6.5000%  | 0.0000% | $1745936.00        | $1362123.57        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633           | 2057-05-15      | 2.4800%  | 0.0000% | $7397896.00        | $6252744.15        | Agency Mortgage-Backed Securities         |
| GNPL PN CI1777           | 2062-06-15      | 3.1800%  | 0.0000% | $11277700.00       | $10138188.66       | Agency Mortgage-Backed Securities         |
| GNPL PN CM8623           | 2057-06-15      | 2.9200%  | 0.0000% | $5825272.00        | $5076495.27        | Agency Mortgage-Backed Securities         |
| GNII SF DN6458 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1001438.00        | $1040615.59        | Agency Mortgage-Backed Securities         |
| GNPL PN DN3171           | 2061-01-15      | 5.3900%  | 0.0000% | $13759740.00       | $14514353.63       | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8158           | 2064-09-15      | 3.5000%  | 0.0000% | $22137472.00       | $20334470.03       | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8159           | 2057-05-15      | 2.6900%  | 0.0000% | $1892086.00        | $1622695.78        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8131           | 2064-03-15      | 2.7200%  | 0.0000% | $21604960.00       | $18716958.53       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2748           | 2057-07-15      | 2.6900%  | 0.0000% | $9983408.00        | $8575817.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8010     | 2054-07-01      | 6.5000%  | 0.0000% | $2018936.00        | $2027663.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3555     | 2037-07-01      | 2.0000%  | 0.0000% | $2159568.00        | $1475540.93        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578     | 2052-04-01      | 2.5000%  | 0.0000% | $415000.00         | $282871.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS0180     | 2036-12-01      | 2.0000%  | 0.0000% | $354982.00         | $217844.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3121     | 2034-02-01      | 3.5000%  | 0.0000% | $115933.00         | $8968.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQAQ8677     | 2032-12-01      | 3.5000%  | 0.0000% | $4352016.00        | $241558.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0972     | 2035-06-01      | 6.0000%  | 0.0000% | $17162000.00       | $168420.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM6285     | 2048-04-01      | 4.5000%  | 0.0000% | $1512280.00        | $186652.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4709     | 2052-07-01      | 5.0000%  | 0.0000% | $25000000.00       | $18033583.89       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9966     | 2043-08-01      | 3.5000%  | 0.0000% | $56714496.00       | $33038900.41       | Agency Mortgage-Backed Securities         |
| GNII SP 788234 M         | 2052-05-20      | 3.0000%  | 0.0000% | $200309248.00      | $178114096.64      | Agency Mortgage-Backed Securities         |
| GNRM 2013-86 V           | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2592374.74        | Agency Collateralized Mortgage Obligation |
| GNII SF DP1514 C         | 2056-02-20      | 6.0000%  | 0.0000% | $1063676.00        | $1107508.31        | Agency Mortgage-Backed Securities         |
| GNPL PN DC7240           | 2060-04-15      | 5.5200%  | 0.0000% | $7900750.00        | $8292701.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK1512     | 2042-05-01      | 3.0000%  | 0.0000% | $300000.00         | $189335.81         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3882     | 2050-11-01      | 2.0000%  | 0.0000% | $18745248.00       | $10186952.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU7347     | 2051-12-01      | 3.5000%  | 0.0000% | $2465736.00        | $2011284.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL974321     | 2033-01-01      | 6.0000%  | 0.0000% | $35907200.00       | $126683.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL889117     | 2035-10-01      | 5.0000%  | 0.0000% | $11357776.00       | $132398.62         | Agency Mortgage-Backed Securities         |
| GNPL PN CP7949           | 2052-11-15      | 4.1400%  | 0.0000% | $5604032.00        | $5235543.44        | Agency Mortgage-Backed Securities         |
| GNPL PN BN6676           | 2064-09-15      | 3.0700%  | 0.0000% | $41297152.00       | $36789985.07       | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977           | 2057-08-15      | 3.1800%  | 0.0000% | $5935800.00        | $5273771.97        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0065     | 2041-02-01      | 4.0000%  | 0.0000% | $350288.00         | $347797.06         | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M         | 2043-02-20      | 2.5000%  | 0.0000% | $5000000.00        | $659421.62         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730           | 2057-06-15      | 2.6600%  | 0.0000% | $3460316.00        | $2979227.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CM1438           | 2064-09-15      | 3.7400%  | 0.0000% | $13744720.00       | $12860070.50       | Agency Mortgage-Backed Securities         |
| GNPL PN CM3786           | 2057-07-15      | 3.6800%  | 0.0000% | $14498096.00       | $13302163.87       | Agency Mortgage-Backed Securities         |
| GNPL PN DD2253           | 2059-10-15      | 5.3400%  | 0.0000% | $3731800.00        | $3876700.11        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2726           | 2057-06-15      | 3.2000%  | 0.0000% | $7105160.00        | $6317400.20        | Agency Mortgage-Backed Securities         |
| GNPL PN DA4279           | 2059-05-15      | 5.5200%  | 0.0000% | $9366300.00        | $9783441.89        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8624           | 2057-06-15      | 2.8000%  | 0.0000% | $4853328.00        | $4200053.27        | Agency Mortgage-Backed Securities         |
| GNRM 2025-215 CM         | 2053-03-20      | 5.0000%  | 0.0000% | $25625000.00       | $25837510.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 FB         | 2054-11-20      | 4.8615%  | 0.0000% | $5000000.00        | $3114260.47        | Agency Collateralized Mortgage Obligation |
| GNII SF DI0809 C         | 2055-04-20      | 6.5000%  | 0.0000% | $1276458.00        | $1039037.45        | Agency Mortgage-Backed Securities         |
| GNII SF DO3406 C         | 2055-10-20      | 6.0000%  | 0.0000% | $13984180.00       | $14548512.93       | Agency Mortgage-Backed Securities         |
| GNMI SF AL1752 X         | 2045-01-15      | 4.0000%  | 0.0000% | $723466.00         | $41264.43          | Agency Mortgage-Backed Securities         |
| GNII SF DH3120 C         | 2055-03-20      | 6.5000%  | 0.0000% | $3361832.00        | $2591455.75        | Agency Mortgage-Backed Securities         |
| GNCL CL DF8955           | 2067-09-15      | 5.5500%  | 0.0000% | $6588856.00        | $7003547.61        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756           | 2060-03-15      | 5.7700%  | 0.0000% | $4412288.00        | $4713358.42        | Agency Mortgage-Backed Securities         |
| GNRM 2025-169 BT         | 2055-10-20      | 5.0000%  | 0.0000% | $1250000.00        | $1256860.69        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ8094     | 2055-11-01      | 5.5000%  | 0.0000% | $10245056.00       | $10459552.53       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2723           | 2057-06-15      | 3.2000%  | 0.0000% | $5224160.00        | $4644949.40        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1396           | 2057-05-15      | 2.6900%  | 0.0000% | $9679440.00        | $8158906.75        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3807           | 2059-09-15      | 5.3300%  | 0.0000% | $3690050.00        | $3830806.03        | Agency Mortgage-Backed Securities         |
| GNPL LM CG6120           | 2050-10-15      | 3.4000%  | 0.0000% | $5950144.00        | $5471719.41        | Agency Mortgage-Backed Securities         |
| GNPL LM CJ6472           | 2057-07-15      | 2.7400%  | 0.0000% | $1676148.00        | $1449712.56        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2042-05-15      | 3.2500%  | 0.0000% | $171027000.00      | $147900902.92      | U.S. Treasuries (including strips)        |
| GNRA 2023-073 GA         | 2055-09-16      | 3.2500%  | 0.0000% | $22938496.00       | $20036348.61       | Agency Collateralized Mortgage Obligation |
| GNII SP 786615 C         | 2048-04-20      | 4.0000%  | 0.0000% | $15780112.00       | $10869752.14       | Agency Mortgage-Backed Securities         |
| GNII SF DN7963 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1918422.00        | $2016573.18        | Agency Mortgage-Backed Securities         |
| GNRM 2025-099 KT         | 2055-06-20      | 5.0000%  | 0.0000% | $16550240.00       | $15056005.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FD         | 2053-05-20      | 4.6815%  | 0.0000% | $9115000.00        | $4520453.15        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2029-12-31      | 3.8750%  | 0.0000% | $68705300.00       | $69990265.24       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQF7405     | 2053-02-01      | 6.0000%  | 0.0000% | $1260748.00        | $968230.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV0541     | 2052-02-01      | 3.5000%  | 0.0000% | $25000.00          | $15210.02          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB3736     | 2041-02-01      | 3.0000%  | 0.0000% | $266775.00         | $9642.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2599     | 2040-09-01      | 4.5000%  | 0.0000% | $2008360.00        | $76721.13          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6483     | 2047-02-01      | 3.0000%  | 0.0000% | $2225728.00        | $1685264.03        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3160           | 2057-09-15      | 4.2000%  | 0.0000% | $3267184.00        | $3101316.76        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158           | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24618185.38       | Agency Mortgage-Backed Securities         |
| GNPL PN CP3614           | 2057-09-15      | 3.3400%  | 0.0000% | $10280160.00       | $9235656.86        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3711           | 2065-03-15      | 5.3700%  | 0.0000% | $4218248.00        | $4418142.79        | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C         | 2041-07-20      | 4.0000%  | 0.0000% | $530000.00         | $25204.87          | Agency Mortgage-Backed Securities         |
| GNPL PN CH0470           | 2057-09-15      | 3.8200%  | 0.0000% | $2907140.00        | $2698106.81        | Agency Mortgage-Backed Securities         |
| GNPL LM CI8937           | 2060-05-15      | 3.0200%  | 0.0000% | $5190760.00        | $4596506.02        | Agency Mortgage-Backed Securities         |
| GNPL PN AG8330           | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5187833.68        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8621           | 2057-05-15      | 2.8000%  | 0.0000% | $3013370.00        | $2603982.82        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2721           | 2057-08-15      | 3.7000%  | 0.0000% | $1611206.00        | $1482838.24        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0176     | 2051-04-01      | 2.5000%  | 0.0000% | $537000.00         | $340733.09         | Agency Mortgage-Backed Securities         |
| GNPL LM CF7691           | 2061-06-15      | 3.4400%  | 0.0000% | $15007840.00       | $13677582.51       | Agency Mortgage-Backed Securities         |
| GNPL PN CI3582           | 2057-05-15      | 2.5300%  | 0.0000% | $3350660.00        | $2964681.34        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2690           | 2057-07-15      | 3.3000%  | 0.0000% | $10829600.00       | $9696722.11        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3954 C         | 2056-02-20      | 6.0000%  | 0.0000% | $4016580.00        | $4179168.48        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4390           | 2057-08-15      | 3.6400%  | 0.0000% | $7437528.00        | $6828226.91        | Agency Mortgage-Backed Securities         |
| GNII SF DP6011 C         | 2056-02-20      | 6.0000%  | 0.0000% | $4329272.00        | $4484018.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1665     | 2034-04-01      | 5.0000%  | 0.0000% | $1600000.00        | $24144.52          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2045-10-23      | 5.3700%  | 0.0000% | $23000000.00       | $23385932.33       | Agency Debentures and Agency Strips       |
| FEPC 03.000 CLQA7075     | 2050-02-01      | 3.0000%  | 0.0000% | $616711.00         | $208904.28         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3751     | 2050-10-01      | 2.0000%  | 0.0000% | $2689736.00        | $1616873.28        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8705     | 2033-07-01      | 3.5000%  | 0.0000% | $183000.00         | $14409.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5488     | 2054-05-01      | 5.5000%  | 0.0000% | $9548384.00        | $7466855.91        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKBD8965     | 2036-11-01      | 3.0000%  | 0.0000% | $500000.00         | $68470.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3670     | 2056-03-01      | 5.5000%  | 0.0000% | $7036512.00        | $7222073.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL835760     | 2035-09-01      | 4.5000%  | 0.0000% | $2569300.00        | $15975.75          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7815     | 2036-05-01      | 2.0000%  | 0.0000% | $389738.00         | $167155.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9988     | 2036-12-01      | 2.0000%  | 0.0000% | $784248.00         | $479369.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAB0110     | 2035-02-01      | 5.0000%  | 0.0000% | $3333750.00        | $41678.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889529     | 2038-03-01      | 6.0000%  | 0.0000% | $1052300.00        | $15168.17          | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116           | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2421008.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CN0093           | 2064-07-15      | 5.7200%  | 0.0000% | $4191472.00        | $4483613.64        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9348           | 2057-04-15      | 2.5400%  | 0.0000% | $1747028.00        | $1454154.75        | Agency Mortgage-Backed Securities         |
| GNPL PN CN2441           | 2057-06-15      | 3.4100%  | 0.0000% | $6648600.00        | $5989218.23        | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463           | 2062-06-15      | 4.9500%  | 0.0000% | $14275248.00       | $14498539.74       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2695           | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $24163727.79       | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8165           | 2064-01-15      | 2.8600%  | 0.0000% | $17530600.00       | $15368533.93       | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794           | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13967271.86       | Agency Mortgage-Backed Securities         |
| GNPL PN CN7017           | 2057-12-15      | 4.2500%  | 0.0000% | $5520100.00        | $5267602.91        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1967           | 2057-08-15      | 3.7000%  | 0.0000% | $4525670.00        | $4162860.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4303     | 2036-04-01      | 2.0000%  | 0.0000% | $1469656.00        | $710753.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4977     | 2053-04-01      | 4.5000%  | 0.0000% | $1180510.00        | $961461.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0695     | 2033-03-01      | 6.0000%  | 0.0000% | $108144800.00      | $196353.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7655     | 2044-01-01      | 3.5000%  | 0.0000% | $43032.00          | $7638.64           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC K35036 G     | 2047-11-01      | 5.5000%  | 0.0000% | $4269176.00        | $236715.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0930     | 2040-12-01      | 4.0000%  | 0.0000% | $1890146.00        | $149472.46         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL794230     | 2034-09-01      | 6.0000%  | 0.0000% | $9850112.00        | $82156.51          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32030 G     | 2030-06-01      | 3.5000%  | 0.0000% | $121064.00         | $8236.10           | Agency Mortgage-Backed Securities         |

### Security 719: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES 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: ARP1FK3O6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FK3O6
- **C.18 - Value (incl. sponsor support):** $1577000000.00
- **C.18.a - Value (excl. sponsor support):** $1577000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $25000000.00       | $26298078.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $246926000.00      | $249833683.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $245755300.00      | $249999953.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $33595000.00       | $34057881.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $5277600.00        | $5603774.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $387400.00         | $373547.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $209.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $495000.00         | $492099.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $19194600.00       | $24570407.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $230207600.00      | $203126982.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $150000.00         | $132889.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $8386000.00        | $8060536.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $25000000.00       | $24355546.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $180500.00         | $171532.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $16528200.00       | $15417155.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $44284400.00       | $42801758.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $400.00            | $406.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $140.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $25224200.00       | $25815566.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $11112900.00       | $10620335.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $43700.00          | $33254.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $2283100.00        | $1929657.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $778400.00         | $578227.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $256600.00         | $209349.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $9498900.00        | $9654006.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $690300.00         | $708778.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $58201000.00       | $60489645.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $1200.00           | $1092.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $321.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $3170000.00        | $3177634.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $852000.00         | $847288.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $32823100.00       | $32710812.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $150000.00         | $149062.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $11000.00          | $10995.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $12381800.00       | $12507071.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $112500.00         | $114742.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47537119.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $6180000.00        | $6101878.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $3635500.00        | $4412696.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $80000.00          | $77731.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $47626800.00       | $63707292.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $15342800.00       | $15395433.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $170800.00         | $170458.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $221000.00         | $219475.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $16223500.00       | $16498958.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $1761000.00        | $1549435.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $177100.00         | $169524.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $18000.00          | $17300.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $32016200.00       | $31288701.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $26376100.00       | $35834149.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $24704000.00       | $25609971.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $12721600.00       | $13240878.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $9286400.00        | $9444858.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $79200.00          | $80920.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $23229000.00       | $23066005.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $41893900.00       | $42725380.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $19328400.00       | $19437166.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $421500.00         | $419459.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $19250000.00       | $19224878.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $535000.00         | $534679.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $2801000.00        | $2774110.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $5175100.00        | $5074859.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $600.00            | $606.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $41870100.00       | $30584000.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | 0.0000% | $10699700.00       | $10743424.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $45924700.00       | $48622380.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $8200000.00        | $8239385.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $79696300.00       | $81372586.18       | U.S. Treasuries (including strips) |

### Security 720: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20XWW1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20XWW1
- **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):** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 721: 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: ATD20YSM6, C.3 - LEI: N/A, C.5 - Other ID: ATD20YSM6
- **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):** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 722: 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: ATD20YSN4, C.3 - LEI: N/A, C.5 - Other ID: ATD20YSN4
- **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):** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 723: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YSO2, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD20YSO2
- **C.18 - Value (incl. sponsor support):** $488000000.00
- **C.18.a - Value (excl. sponsor support):** $488000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 724: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YSP9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20YSP9
- **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):** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 725: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YSQ7, C.3 - LEI: N/A, C.5 - Other ID: ATD20YSQ7
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 726: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YSS3, C.3 - LEI: N/A, C.5 - Other ID: ATD20YSS3
- **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):** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 727: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YST1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20YST1
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: 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: ATD20ZOS4, C.3 - LEI: N/A, C.5 - Other ID: ATD20ZOS4
- **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):** 2026-03-04
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 729: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20ZOT2, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD20ZOT2
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 730: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20ZOU9, C.3 - LEI: N/A, C.5 - Other ID: ATD20ZOU9
- **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):** 2026-03-04
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 731: 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: ATD210K70, C.3 - LEI: N/A, C.5 - Other ID: ATD210K70
- **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):** 2026-03-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 732: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210K88, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD210K88
- **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:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 733: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210K96, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD210K96
- **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:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 734: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KB1, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD210KB1
- **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):** 2026-03-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 735: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KC9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD210KC9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 736: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KD7, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD210KD7
- **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):** 2026-03-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 737: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KE5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD210KE5
- **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:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 738: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KF2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD210KF2
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 739: NRW BANK

- **C.1 - Title:** NRW BANK 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD210KG0, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ATD210KG0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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: ATD211GH1, C.3 - LEI: N/A, C.5 - Other ID: ATD211GH1
- **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):** 2026-03-06
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD211GJ7, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD211GJ7
- **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:** 3.6800%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD211GK4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD211GK4
- **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:** 3.6900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD211GL2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD211GL2
- **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:** 3.6900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD211GM0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD211GM0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD211GN8, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD211GN8
- **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):** 2026-03-06
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: ATD211GO6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD211GO6
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-03-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO