# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-050825
**Filing Date:** 2025-8
**Character Count:** 3741846
**Document Hash:** 99ff37fb1669859319ad6f728a8281b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050825.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050825

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251193054

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 27 days

- **WAL:** 52 days

- **Total Value of Portfolio Securities:** $362690501268.57

- **Amortized Cost of Portfolio Securities:** $362698718148.26

- **Cash:** $13118000000.10

- **Total Other Assets:** $894353933.65

- **Total Liabilities:** $1904700009.45

- **Net Assets of Series:** $374806372072.56

- **Number of Shares Outstanding (Series):** 374803303607.0400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $165833282039.40          | $204840953924.75           | 44.5500%                  | 55.0300%                   |
| 2025-07-02 | $152675409698.74          | $204348703792.15           | 41.0900%                  | 55.0000%                   |
| 2025-07-03 | $162668654270.19          | $206016691495.08           | 43.6100%                  | 55.2300%                   |
| 2025-07-07 | $167476179655.77          | $205925512808.54           | 44.7900%                  | 55.0800%                   |
| 2025-07-08 | $171215184370.10          | $205744203735.96           | 45.8200%                  | 55.0600%                   |
| 2025-07-09 | $160742933040.35          | $206130687787.60           | 42.9200%                  | 55.0400%                   |
| 2025-07-10 | $157399461083.79          | $205724679095.65           | 42.0900%                  | 55.0100%                   |
| 2025-07-11 | $165887751722.88          | $205974156838.99           | 44.3200%                  | 55.0300%                   |
| 2025-07-14 | $167830110721.97          | $207385077347.02           | 44.7200%                  | 55.2600%                   |
| 2025-07-15 | $168576749486.82          | $207492171030.80           | 44.9000%                  | 55.2700%                   |
| 2025-07-16 | $158920651224.56          | $207586321612.13           | 42.2700%                  | 55.2100%                   |
| 2025-07-17 | $160182787561.85          | $207075511241.77           | 42.6000%                  | 55.0700%                   |
| 2025-07-18 | $166284468463.76          | $207075071353.83           | 44.2000%                  | 55.0400%                   |
| 2025-07-21 | $168490493227.23          | $206921871999.41           | 44.8100%                  | 55.0300%                   |
| 2025-07-22 | $164803010596.99          | $207034502529.64           | 43.8100%                  | 55.0400%                   |
| 2025-07-23 | $157062425611.53          | $207333963217.31           | 41.7300%                  | 55.0900%                   |
| 2025-07-24 | $155166019349.85          | $208298943639.67           | 41.2300%                  | 55.3500%                   |
| 2025-07-25 | $164751888104.62          | $208057400839.53           | 43.7000%                  | 55.1900%                   |
| 2025-07-28 | $165572721255.27          | $209300987495.02           | 43.8600%                  | 55.4400%                   |
| 2025-07-29 | $158416294909.40          | $208593016470.68           | 42.0300%                  | 55.3400%                   |
| 2025-07-30 | $150192075220.23          | $209895290250.12           | 39.7700%                  | 55.5800%                   |
| 2025-07-31 | $143424406182.83          | $208740262060.22           | 38.0700%                  | 55.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.5100%             |
| 2025-07-02 | 4.5100%             |
| 2025-07-03 | 4.5000%             |
| 2025-07-07 | 4.5000%             |
| 2025-07-08 | 4.4900%             |
| 2025-07-09 | 4.4900%             |
| 2025-07-10 | 4.4800%             |
| 2025-07-11 | 4.4700%             |
| 2025-07-14 | 4.4700%             |
| 2025-07-15 | 4.4700%             |
| 2025-07-16 | 4.4700%             |
| 2025-07-17 | 4.4800%             |
| 2025-07-18 | 4.4800%             |
| 2025-07-21 | 4.4800%             |
| 2025-07-22 | 4.4800%             |
| 2025-07-23 | 4.4700%             |
| 2025-07-24 | 4.4700%             |
| 2025-07-25 | 4.4700%             |
| 2025-07-28 | 4.4800%             |
| 2025-07-29 | 4.4800%             |
| 2025-07-30 | 4.4800%             |
| 2025-07-31 | 4.4900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $241683981604.83

- **Number of Shares Outstanding:** 241682168896.8400

- **Expense Reimbursement/Waiver:** 951176.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1910434474.81            | $1502173426.92          |
| 2025-07-02 | $1197998084.96            | $1194242293.92          |
| 2025-07-03 | $1115525691.23            | $971820287.42           |
| 2025-07-07 | $948247936.77             | $607151828.94           |
| 2025-07-08 | $1451535918.42            | $1431909643.70          |
| 2025-07-09 | $980505459.70             | $916465772.83           |
| 2025-07-10 | $893321245.14             | $903525245.43           |
| 2025-07-11 | $982336516.39             | $871076430.36           |
| 2025-07-14 | $1000138604.60            | $784362780.87           |
| 2025-07-15 | $1026311129.42            | $1037248539.08          |
| 2025-07-16 | $980729058.90             | $965990207.73           |
| 2025-07-17 | $928116559.35             | $869731656.46           |
| 2025-07-18 | $943006825.69             | $858237122.88           |
| 2025-07-21 | $883970195.45             | $823218216.80           |
| 2025-07-22 | $1071602361.66            | $1079307228.12          |
| 2025-07-23 | $953528481.30             | $891952956.52           |
| 2025-07-24 | $885911858.20             | $920212530.43           |
| 2025-07-25 | $928180373.34             | $930264089.81           |
| 2025-07-28 | $925436983.75             | $797897797.42           |
| 2025-07-29 | $1015442425.09            | $1168248004.76          |
| 2025-07-30 | $915831515.63             | $926805544.97           |
| 2025-07-31 | $888096959.87             | $841426523.91           |

**Total Gross Subscriptions (Month):** $22826208659.67

**Total Gross Redemptions (Month):** $21293268129.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1700%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1600%           |
| 2025-07-08 | 4.1500%           |
| 2025-07-09 | 4.1500%           |
| 2025-07-10 | 4.1400%           |
| 2025-07-11 | 4.1300%           |
| 2025-07-14 | 4.1300%           |
| 2025-07-15 | 4.1300%           |
| 2025-07-16 | 4.1300%           |
| 2025-07-17 | 4.1400%           |
| 2025-07-18 | 4.1400%           |
| 2025-07-21 | 4.1400%           |
| 2025-07-22 | 4.1400%           |
| 2025-07-23 | 4.1300%           |
| 2025-07-24 | 4.1300%           |
| 2025-07-25 | 4.1300%           |
| 2025-07-28 | 4.1400%           |
| 2025-07-29 | 4.1400%           |
| 2025-07-30 | 4.1400%           |
| 2025-07-31 | 4.1500%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $133122390467.73

- **Number of Shares Outstanding:** 133121134710.2000

- **Expense Reimbursement/Waiver:** 522348.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1299530755.00            | $610809964.90           |
| 2025-07-02 | $802284399.31             | $537216884.51           |
| 2025-07-03 | $1483753242.11            | $648365415.24           |
| 2025-07-07 | $626196280.44             | $363582283.64           |
| 2025-07-08 | $790327148.50             | $760877743.97           |
| 2025-07-09 | $668197516.28             | $471949577.54           |
| 2025-07-10 | $595321502.42             | $469284371.33           |
| 2025-07-11 | $669575579.27             | $474305889.03           |
| 2025-07-14 | $676868386.98             | $425450677.98           |
| 2025-07-15 | $508153468.97             | $578790201.79           |
| 2025-07-16 | $589638301.01             | $586400689.89           |
| 2025-07-17 | $671289170.32             | $532493957.97           |
| 2025-07-18 | $706184631.28             | $511446553.54           |
| 2025-07-21 | $568168294.91             | $486334085.32           |
| 2025-07-22 | $613048507.79             | $599086170.18           |
| 2025-07-23 | $516439747.77             | $517226545.72           |
| 2025-07-24 | $601386233.73             | $480919228.20           |
| 2025-07-25 | $600805626.48             | $586880893.06           |
| 2025-07-28 | $674515605.02             | $430477183.25           |
| 2025-07-29 | $562406147.80             | $873806171.70           |
| 2025-07-30 | $477034020.08             | $490681008.06           |
| 2025-07-31 | $540499981.23             | $550827316.34           |

**Total Gross Subscriptions (Month):** $15241624546.70

**Total Gross Redemptions (Month):** $11987212813.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.3200%           |
| 2025-07-02 | 4.3200%           |
| 2025-07-03 | 4.3100%           |
| 2025-07-07 | 4.3100%           |
| 2025-07-08 | 4.3000%           |
| 2025-07-09 | 4.3000%           |
| 2025-07-10 | 4.2900%           |
| 2025-07-11 | 4.2800%           |
| 2025-07-14 | 4.2800%           |
| 2025-07-15 | 4.2800%           |
| 2025-07-16 | 4.2800%           |
| 2025-07-17 | 4.2900%           |
| 2025-07-18 | 4.2900%           |
| 2025-07-21 | 4.2900%           |
| 2025-07-22 | 4.2900%           |
| 2025-07-23 | 4.2800%           |
| 2025-07-24 | 4.2800%           |
| 2025-07-25 | 4.2800%           |
| 2025-07-28 | 4.2900%           |
| 2025-07-29 | 4.2900%           |
| 2025-07-30 | 4.2900%           |
| 2025-07-31 | 4.3000%           |

**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: 03664AV13, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $24996982.50
- **C.18.a - Value (excl. sponsor support):** $24996982.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AV47, C.4 - ISIN: US03664AV477, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49975760.00
- **C.18.a - Value (excl. sponsor support):** $49975760.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW20, C.4 - ISIN: US03664AW202, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $219215484.13
- **C.18.a - Value (excl. sponsor support):** $219215484.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW38, C.4 - ISIN: US03664AW384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99585830.00
- **C.18.a - Value (excl. sponsor support):** $99585830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW46, C.4 - ISIN: US03664AW467, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49786760.00
- **C.18.a - Value (excl. sponsor support):** $49786760.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AXU7, C.4 - ISIN: US03664AXU77, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $65278910.40
- **C.18.a - Value (excl. sponsor support):** $65278910.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 04821TVB8, C.4 - ISIN: US04821TVB87, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $153395681.28
- **C.18.a - Value (excl. sponsor support):** $153395681.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX67, C.4 - ISIN: US04821TX676, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49592200.00
- **C.18.a - Value (excl. sponsor support):** $49592200.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXE0, C.4 - ISIN: US04821TXE09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99086460.00
- **C.18.a - Value (excl. sponsor support):** $99086460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49158795.00
- **C.18.a - Value (excl. sponsor support):** $49158795.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $186780906.00
- **C.18.a - Value (excl. sponsor support):** $186780906.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZV0, C.4 - ISIN: US04821TZV06, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $98175700.00
- **C.18.a - Value (excl. sponsor support):** $98175700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYA6, C.4 - ISIN: US05253MYA60, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $185008917.00
- **C.18.a - Value (excl. sponsor support):** $185008917.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 14: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.460000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYC2, C.4 - ISIN: US05253MYC27, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $350019775.00
- **C.18.a - Value (excl. sponsor support):** $350019775.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 15: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.510000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZK3, C.4 - ISIN: US05253MZK34, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $500036300.00
- **C.18.a - Value (excl. sponsor support):** $500036300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV42, C.4 - ISIN: US05571BV421, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $538742142.40
- **C.18.a - Value (excl. sponsor support):** $538742142.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, 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: 05571BV59, C.4 - ISIN: US05571BV595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $234859423.00
- **C.18.a - Value (excl. sponsor support):** $234859423.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, 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: 05571BV67, C.4 - ISIN: US05571BV678, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $620554059.90
- **C.18.a - Value (excl. sponsor support):** $620554059.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CA92, C.4 - ISIN: US05571CA928, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $490199000.00
- **C.18.a - Value (excl. sponsor support):** $490199000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CAL5, C.4 - ISIN: US05571CAL54, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $783338160.00
- **C.18.a - Value (excl. sponsor support):** $783338160.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDU8, C.4 - ISIN: US05571EDU82, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $700084560.00
- **C.18.a - Value (excl. sponsor support):** $700084560.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 22: BPCE SA

- **C.1 - Title:** BPCE SA 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDX2, C.4 - ISIN: US05571EDX22, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $500164550.00
- **C.18.a - Value (excl. sponsor support):** $500164550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDY0, C.4 - ISIN: US05571EDY05, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $600167220.00
- **C.18.a - Value (excl. sponsor support):** $600167220.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BPCE SA

- **C.1 - Title:** BPCE SA 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDZ7, C.4 - ISIN: US05571EDZ79, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $200055900.00
- **C.18.a - Value (excl. sponsor support):** $200055900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DEL3, C.4 - ISIN: US05593DEL38, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $139001403.90
- **C.18.a - Value (excl. sponsor support):** $139001403.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFN8, C.4 - ISIN: US05593DFN84, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $203991921.60
- **C.18.a - Value (excl. sponsor support):** $203991921.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 27: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGL1, C.4 - ISIN: US05593DGL10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200005080.00
- **C.18.a - Value (excl. sponsor support):** $200005080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 28: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGV9, C.4 - ISIN: US05593DGV91, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $350008995.00
- **C.18.a - Value (excl. sponsor support):** $350008995.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHG1, C.4 - ISIN: US05593DHG16, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600051840.00
- **C.18.a - Value (excl. sponsor support):** $600051840.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHP1, C.4 - ISIN: US05593DHP15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $499834950.00
- **C.18.a - Value (excl. sponsor support):** $499834950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCN3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300002760.00
- **C.18.a - Value (excl. sponsor support):** $300002760.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCP8, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300006570.00
- **C.18.a - Value (excl. sponsor support):** $300006570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCT0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300001530.00
- **C.18.a - Value (excl. sponsor support):** $300001530.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCV5, C.4 - ISIN: US05971MCV54, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $249988825.00
- **C.18.a - Value (excl. sponsor support):** $249988825.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCW3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $249989200.00
- **C.18.a - Value (excl. sponsor support):** $249989200.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCX1, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $299999910.00
- **C.18.a - Value (excl. sponsor support):** $299999910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCY9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300001500.00
- **C.18.a - Value (excl. sponsor support):** $300001500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCZ6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300064200.00
- **C.18.a - Value (excl. sponsor support):** $300064200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050F7M8, C.4 - ISIN: US06050F7M89, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200067020.00
- **C.18.a - Value (excl. sponsor support):** $200067020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMX7, C.4 - ISIN: US06050FMX77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300002100.00
- **C.18.a - Value (excl. sponsor support):** $300002100.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000020640.00
- **C.18.a - Value (excl. sponsor support):** $1000020640.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500138345.00
- **C.18.a - Value (excl. sponsor support):** $500138345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600188250.00
- **C.18.a - Value (excl. sponsor support):** $600188250.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNV0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $513957403.10
- **C.18.a - Value (excl. sponsor support):** $513957403.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499306090.00
- **C.18.a - Value (excl. sponsor support):** $499306090.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WPX6, C.4 - ISIN: US06051WPX64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99934260.00
- **C.18.a - Value (excl. sponsor support):** $99934260.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSP0, C.4 - ISIN: US06051WSP04, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $439964932.00
- **C.18.a - Value (excl. sponsor support):** $439964932.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $599904000.00
- **C.18.a - Value (excl. sponsor support):** $599904000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSS4, C.4 - ISIN: US06051WSS43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $599898000.00
- **C.18.a - Value (excl. sponsor support):** $599898000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WTA2, C.4 - ISIN: US06051WTA26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499946000.00
- **C.18.a - Value (excl. sponsor support):** $499946000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $249609350.00
- **C.18.a - Value (excl. sponsor support):** $249609350.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499976250.00
- **C.18.a - Value (excl. sponsor support):** $499976250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RAD5, C.4 - ISIN: US06053RAD52, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200027200.00
- **C.18.a - Value (excl. sponsor support):** $200027200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 54: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **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):** $500087550.00
- **C.18.a - Value (excl. sponsor support):** $500087550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.710000%
- **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):** $500610495.00
- **C.18.a - Value (excl. sponsor support):** $500610495.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCA9, C.4 - ISIN: US06053RCA95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300198330.00
- **C.18.a - Value (excl. sponsor support):** $300198330.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CHU2, C.4 - ISIN: US06054CHU27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $342002120.40
- **C.18.a - Value (excl. sponsor support):** $342002120.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJC0, C.4 - ISIN: US06054CJC01, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250057575.00
- **C.18.a - Value (excl. sponsor support):** $250057575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJJ5, C.4 - ISIN: US06054CJJ53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $280008260.00
- **C.18.a - Value (excl. sponsor support):** $280008260.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJK2, C.4 - ISIN: US06054CJK27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500045900.00
- **C.18.a - Value (excl. sponsor support):** $500045900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJP1, C.4 - ISIN: US06054CJP14, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $83001975.40
- **C.18.a - Value (excl. sponsor support):** $83001975.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJS5, C.4 - ISIN: US06054CJS52, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250015125.00
- **C.18.a - Value (excl. sponsor support):** $250015125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.770000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKL8, C.4 - ISIN: US06054CKL80, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300264810.00
- **C.18.a - Value (excl. sponsor support):** $300264810.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKS3, C.4 - ISIN: US06054CKS34, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350289695.00
- **C.18.a - Value (excl. sponsor support):** $350289695.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NVL2, C.4 - ISIN: US06054NVL27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $698304600.00
- **C.18.a - Value (excl. sponsor support):** $698304600.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 66: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NW23, C.4 - ISIN: US06054NW230, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $248993275.00
- **C.18.a - Value (excl. sponsor support):** $248993275.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 67: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NWB3, C.4 - ISIN: US06054NWB36, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $248716075.00
- **C.18.a - Value (excl. sponsor support):** $248716075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? No, 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: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NXL0, C.4 - ISIN: US06054NXL09, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $495035400.00
- **C.18.a - Value (excl. sponsor support):** $495035400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PAC0, C.4 - ISIN: US06054PAC05, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $489951050.00
- **C.18.a - Value (excl. sponsor support):** $489951050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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):** $314163265.00
- **C.18.a - Value (excl. sponsor support):** $314163265.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 71: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600368784.00
- **C.18.a - Value (excl. sponsor support):** $600368784.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400096748.00
- **C.18.a - Value (excl. sponsor support):** $400096748.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500107040.00
- **C.18.a - Value (excl. sponsor support):** $500107040.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500527415.00
- **C.18.a - Value (excl. sponsor support):** $500527415.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500134190.00
- **C.18.a - Value (excl. sponsor support):** $500134190.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $472785707.35
- **C.18.a - Value (excl. sponsor support):** $472785707.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 77: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBM3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $91989686.80
- **C.18.a - Value (excl. sponsor support):** $91989686.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $53987043.78
- **C.18.a - Value (excl. sponsor support):** $53987043.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 79: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DPA7, C.4 - ISIN: US06367DPA71, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250001975.00
- **C.18.a - Value (excl. sponsor support):** $250001975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 80: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DRX5, C.4 - ISIN: US06367DRX56, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $149988195.00
- **C.18.a - Value (excl. sponsor support):** $149988195.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LA64, C.4 - ISIN: US06417LA643, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1000056100.00
- **C.18.a - Value (excl. sponsor support):** $1000056100.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 82: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDT6, C.4 - ISIN: US06418NDT63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299006607.90
- **C.18.a - Value (excl. sponsor support):** $299006607.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 83: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDU3, C.4 - ISIN: US06418NDU37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500253100.00
- **C.18.a - Value (excl. sponsor support):** $500253100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFY3, C.4 - ISIN: US06418NFY31, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700068880.00
- **C.18.a - Value (excl. sponsor support):** $700068880.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.600000%
- **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):** $700296730.00
- **C.18.a - Value (excl. sponsor support):** $700296730.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 06741EA75, C.4 - ISIN: US06741EA757, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100018048.20
- **C.18.a - Value (excl. sponsor support):** $100018048.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EAL4, C.4 - ISIN: US06741EAL48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $288812198.00
- **C.18.a - Value (excl. sponsor support):** $288812198.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EAP5, C.4 - ISIN: US06741EAP51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $293600610.00
- **C.18.a - Value (excl. sponsor support):** $293600610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741FV87, C.4 - ISIN: US06741FV875, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199806280.00
- **C.18.a - Value (excl. sponsor support):** $199806280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 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: 06741FVJ3, C.4 - ISIN: US06741FVJ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99780820.00
- **C.18.a - Value (excl. sponsor support):** $99780820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 91: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FXU6, C.4 - ISIN: US06741FXU64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98914380.00
- **C.18.a - Value (excl. sponsor support):** $98914380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FXV4, C.4 - ISIN: US06741FXV48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197804800.00
- **C.18.a - Value (excl. sponsor support):** $197804800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $138342680.00
- **C.18.a - Value (excl. sponsor support):** $138342680.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FZV2, C.4 - ISIN: US06741FZV20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196328300.00
- **C.18.a - Value (excl. sponsor support):** $196328300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HMV2, C.4 - ISIN: US06741HMV23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230049220.00
- **C.18.a - Value (excl. sponsor support):** $230049220.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPL1, C.4 - ISIN: US06741HPL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $135016051.50
- **C.18.a - Value (excl. sponsor support):** $135016051.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **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 97: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPM9, C.4 - ISIN: US06741HPM96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100011760.00
- **C.18.a - Value (excl. sponsor support):** $100011760.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 98: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.670000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPU1, C.4 - ISIN: US06741HPU13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171087432.30
- **C.18.a - Value (excl. sponsor support):** $171087432.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPY3, C.4 - ISIN: US06741HPY35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345109054.50
- **C.18.a - Value (excl. sponsor support):** $345109054.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQD8, C.4 - ISIN: US06741HQD88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450103635.00
- **C.18.a - Value (excl. sponsor support):** $450103635.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120027528.00
- **C.18.a - Value (excl. sponsor support):** $120027528.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QV15, C.4 - ISIN: US06744QV157, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $34995761.50
- **C.18.a - Value (excl. sponsor support):** $34995761.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QV49, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $806609250.60
- **C.18.a - Value (excl. sponsor support):** $806609250.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 104: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QV56, C.4 - ISIN: US06744QV561, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $679588464.00
- **C.18.a - Value (excl. sponsor support):** $679588464.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 105: 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: 06744QV64, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $865815874.29
- **C.18.a - Value (excl. sponsor support):** $865815874.29
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 106: 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: 06744QV72, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $379278440.84
- **C.18.a - Value (excl. sponsor support):** $379278440.84
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDG3, C.4 - ISIN: US06745GDG38, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750367350.00
- **C.18.a - Value (excl. sponsor support):** $750367350.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDM0, C.4 - ISIN: US06745GDM06, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000512400.00
- **C.18.a - Value (excl. sponsor support):** $1000512400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368094318.40
- **C.18.a - Value (excl. sponsor support):** $368094318.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDX6, C.4 - ISIN: US06745GDX60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $332085456.80
- **C.18.a - Value (excl. sponsor support):** $332085456.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346078957.20
- **C.18.a - Value (excl. sponsor support):** $346078957.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEB3, C.4 - ISIN: US06745GEB32, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500107700.00
- **C.18.a - Value (excl. sponsor support):** $500107700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVF2, C.4 - ISIN: US06945LVF20, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99818460.00
- **C.18.a - Value (excl. sponsor support):** $99818460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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: 06945LVL9, C.4 - ISIN: US06945LVL97, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49878855.00
- **C.18.a - Value (excl. sponsor support):** $49878855.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVT2, C.4 - ISIN: US06945LVT24, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49836225.00
- **C.18.a - Value (excl. sponsor support):** $49836225.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 116: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LW46, C.4 - ISIN: US06945LW464, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99574170.00
- **C.18.a - Value (excl. sponsor support):** $99574170.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 117: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LW95, C.4 - ISIN: US06945LW951, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49756110.00
- **C.18.a - Value (excl. sponsor support):** $49756110.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 118: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LWA2, C.4 - ISIN: US06945LWA24, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49749900.00
- **C.18.a - Value (excl. sponsor support):** $49749900.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 119: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LWS3, C.4 - ISIN: US06945LWS32, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49654835.00
- **C.18.a - Value (excl. sponsor support):** $49654835.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 120: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXM5, C.4 - ISIN: US06945LXM52, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148508745.00
- **C.18.a - Value (excl. sponsor support):** $148508745.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXQ6, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49484490.00
- **C.18.a - Value (excl. sponsor support):** $49484490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXX1, C.4 - ISIN: US06945LXX18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49441270.00
- **C.18.a - Value (excl. sponsor support):** $49441270.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MAM8, C.4 - ISIN: US06945MAM82, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $70484112.00
- **C.18.a - Value (excl. sponsor support):** $70484112.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFD2, C.4 - ISIN: US0727MDFD27, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $300016560.00
- **C.18.a - Value (excl. sponsor support):** $300016560.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 125: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFS9, C.4 - ISIN: US0727MDFS95, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $150000060.00
- **C.18.a - Value (excl. sponsor support):** $150000060.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 126: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AVM3, C.4 - ISIN: US07644AVM34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99746120.00
- **C.18.a - Value (excl. sponsor support):** $99746120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 127: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWJ9, C.4 - ISIN: US07644AWJ95, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $149105340.00
- **C.18.a - Value (excl. sponsor support):** $149105340.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 128: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWK6, C.4 - ISIN: US07644AWK68, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99391670.00
- **C.18.a - Value (excl. sponsor support):** $99391670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWN0, C.4 - ISIN: US07644AWN08, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $129162865.00
- **C.18.a - Value (excl. sponsor support):** $129162865.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 130: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AYJ7, C.4 - ISIN: US07644AYJ77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $295997220.00
- **C.18.a - Value (excl. sponsor support):** $295997220.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA69, C.4 - ISIN: US07644BA691, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98081400.00
- **C.18.a - Value (excl. sponsor support):** $98081400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA93, C.4 - ISIN: US07644BA931, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98046100.00
- **C.18.a - Value (excl. sponsor support):** $98046100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BAU6, C.4 - ISIN: US07644BAU61, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $195646840.00
- **C.18.a - Value (excl. sponsor support):** $195646840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBL5, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97558430.00
- **C.18.a - Value (excl. sponsor support):** $97558430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDA7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $179424858.50
- **C.18.a - Value (excl. sponsor support):** $179424858.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 136: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.520000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPJ1, C.4 - ISIN: US07644DPJ18, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200025400.00
- **C.18.a - Value (excl. sponsor support):** $200025400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 137: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.520000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPK8, C.4 - ISIN: US07644DPK80, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119016207.80
- **C.18.a - Value (excl. sponsor support):** $119016207.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPP7, C.4 - ISIN: US07644DPP77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200053260.00
- **C.18.a - Value (excl. sponsor support):** $200053260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200021040.00
- **C.18.a - Value (excl. sponsor support):** $200021040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFF8, C.4 - ISIN: US07645RFF82, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $249997425.00
- **C.18.a - Value (excl. sponsor support):** $249997425.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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: 08224LV60, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $266473627.14
- **C.18.a - Value (excl. sponsor support):** $266473627.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 142: 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: 08224LV78, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $42963798.30
- **C.18.a - Value (excl. sponsor support):** $42963798.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 143: 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: 08224LVE3, C.4 - ISIN: US08224LVE37, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $8802011.98
- **C.18.a - Value (excl. sponsor support):** $8802011.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 144: 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: 08224LVF0, C.4 - ISIN: US08224LVF02, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $272573998.59
- **C.18.a - Value (excl. sponsor support):** $272573998.59
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 145: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWB3, C.4 - ISIN: US09660EWB37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $298479810.00
- **C.18.a - Value (excl. sponsor support):** $298479810.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? No, 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: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWC1, C.4 - ISIN: US09660EWC10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $348183885.00
- **C.18.a - Value (excl. sponsor support):** $348183885.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 147: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660YQJ9, C.4 - ISIN: US09660YQJ90, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $435060900.00
- **C.18.a - Value (excl. sponsor support):** $435060900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.560000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2V19, C.4 - ISIN: US1247P2V195, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $1999759.20
- **C.18.a - Value (excl. sponsor support):** $1999759.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VN1, C.4 - ISIN: US1247P2VN13, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99733370.00
- **C.18.a - Value (excl. sponsor support):** $99733370.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 151: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VS0, C.4 - ISIN: US1247P2VS00, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49842320.00
- **C.18.a - Value (excl. sponsor support):** $49842320.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 152: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2WG5, C.4 - ISIN: US1247P2WG52, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99428520.00
- **C.18.a - Value (excl. sponsor support):** $99428520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 153: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2XH2, C.4 - ISIN: US1247P2XH27, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $74289547.50
- **C.18.a - Value (excl. sponsor support):** $74289547.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YH1, C.4 - ISIN: US1247P2YH18, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $98678470.00
- **C.18.a - Value (excl. sponsor support):** $98678470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YL2, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $73982512.50
- **C.18.a - Value (excl. sponsor support):** $73982512.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YM0, C.4 - ISIN: US1247P2YM03, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $24657912.50
- **C.18.a - Value (excl. sponsor support):** $24657912.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TV19, C.4 - ISIN: US12619TV199, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $3699554.52
- **C.18.a - Value (excl. sponsor support):** $3699554.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVR2, C.4 - ISIN: US12619TVR21, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74772622.50
- **C.18.a - Value (excl. sponsor support):** $74772622.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 159: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVS0, C.4 - ISIN: US12619TVS04, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $149526960.00
- **C.18.a - Value (excl. sponsor support):** $149526960.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 160: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVV3, C.4 - ISIN: US12619TVV33, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $124560050.00
- **C.18.a - Value (excl. sponsor support):** $124560050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 161: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TXH2, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $99050570.00
- **C.18.a - Value (excl. sponsor support):** $99050570.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYH1, C.4 - ISIN: US12619TYH12, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74005980.00
- **C.18.a - Value (excl. sponsor support):** $74005980.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYM0, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $73970130.00
- **C.18.a - Value (excl. sponsor support):** $73970130.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAM1, C.4 - ISIN: US12710CAM10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $225051142.50
- **C.18.a - Value (excl. sponsor support):** $225051142.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GV15, C.4 - ISIN: US12710GV151, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $54993394.50
- **C.18.a - Value (excl. sponsor support):** $54993394.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GV56, C.4 - ISIN: US12710GV565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74954850.00
- **C.18.a - Value (excl. sponsor support):** $74954850.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 167: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVB3, C.4 - ISIN: US12710GVB30, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99867130.00
- **C.18.a - Value (excl. sponsor support):** $99867130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 168: 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: 12710GVT4, C.4 - ISIN: US12710GVT48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79737560.00
- **C.18.a - Value (excl. sponsor support):** $79737560.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 169: 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: 12710GVV9, C.4 - ISIN: US12710GVV93, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $89682597.00
- **C.18.a - Value (excl. sponsor support):** $89682597.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 170: 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: 12710GWA4, C.4 - ISIN: US12710GWA48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $81590959.40
- **C.18.a - Value (excl. sponsor support):** $81590959.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 171: 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: 12710GWJ5, C.4 - ISIN: US12710GWJ56, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $149106300.00
- **C.18.a - Value (excl. sponsor support):** $149106300.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 172: 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: 12710GWS5, C.4 - ISIN: US12710GWS55, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $148961655.00
- **C.18.a - Value (excl. sponsor support):** $148961655.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 173: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXV7, C.4 - ISIN: US12710GXV75, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69235250.00
- **C.18.a - Value (excl. sponsor support):** $69235250.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXW5, C.4 - ISIN: US12710GXW58, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69226871.00
- **C.18.a - Value (excl. sponsor support):** $69226871.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZG8, C.4 - ISIN: US12710GZG80, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $83200090.93
- **C.18.a - Value (excl. sponsor support):** $83200090.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA65, C.4 - ISIN: US12710HA658, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98084490.00
- **C.18.a - Value (excl. sponsor support):** $98084490.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA99, C.4 - ISIN: US12710HA997, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98048800.00
- **C.18.a - Value (excl. sponsor support):** $98048800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAG3, C.4 - ISIN: US12710HAG39, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $244913950.00
- **C.18.a - Value (excl. sponsor support):** $244913950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024B 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHS6, C.4 - ISIN: US13057EHS63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71000000.00
- **C.18.a - Value (excl. sponsor support):** $71000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEY4, C.4 - ISIN: US13606DEY40, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499997500.00
- **C.18.a - Value (excl. sponsor support):** $499997500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 182: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFR8, C.4 - ISIN: US13606DFR89, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $99996000.00
- **C.18.a - Value (excl. sponsor support):** $99996000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 183: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGN6, C.4 - ISIN: US13606DGN66, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $419091216.30
- **C.18.a - Value (excl. sponsor support):** $419091216.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 184: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJH6, C.4 - ISIN: US13606DJH61, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500350900.00
- **C.18.a - Value (excl. sponsor support):** $500350900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: CARGILL INC

- **C.1 - Title:** CARGILL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14178LV49, C.3 - LEI: QXZYQNMR4JZ5RIRN4T31
- **C.18 - Value (incl. sponsor support):** $108747710.72
- **C.18.a - Value (excl. sponsor support):** $108747710.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 186: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2038-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM41, C.4 - ISIN: US15963WM415, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $225011171.25
- **C.18.a - Value (excl. sponsor support):** $225011171.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM66, C.4 - ISIN: US15963WM662, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100011298.00
- **C.18.a - Value (excl. sponsor support):** $100011298.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM82, C.4 - ISIN: US15963WM829, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100011423.00
- **C.18.a - Value (excl. sponsor support):** $100011423.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM90, C.4 - ISIN: US15963WM902, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100013371.00
- **C.18.a - Value (excl. sponsor support):** $100013371.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN24, C.4 - ISIN: US15963WN249, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240002707.20
- **C.18.a - Value (excl. sponsor support):** $240002707.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN73, C.4 - ISIN: US15963WN736, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100010606.00
- **C.18.a - Value (excl. sponsor support):** $100010606.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN81, C.4 - ISIN: US15963WN819, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $150017049.00
- **C.18.a - Value (excl. sponsor support):** $150017049.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP22, C.4 - ISIN: US15963WP228, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $131012462.03
- **C.18.a - Value (excl. sponsor support):** $131012462.03
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP48, C.4 - ISIN: US15963WP483, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $80007677.60
- **C.18.a - Value (excl. sponsor support):** $80007677.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ39, C.4 - ISIN: US15963WQ390, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $330016288.80
- **C.18.a - Value (excl. sponsor support):** $330016288.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VV14, C.4 - ISIN: US16115VV141, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $26596800.02
- **C.18.a - Value (excl. sponsor support):** $26596800.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVJ5, C.4 - ISIN: US16115VVJ50, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $74835015.00
- **C.18.a - Value (excl. sponsor support):** $74835015.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 199: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVR7, C.4 - ISIN: US16115VVR76, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99694670.00
- **C.18.a - Value (excl. sponsor support):** $99694670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 200: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVS5, C.4 - ISIN: US16115VVS59, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49841275.00
- **C.18.a - Value (excl. sponsor support):** $49841275.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 201: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVV8, C.4 - ISIN: US16115VVV88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $124557812.50
- **C.18.a - Value (excl. sponsor support):** $124557812.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 202: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWB1, C.4 - ISIN: US16115VWB16, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99488770.00
- **C.18.a - Value (excl. sponsor support):** $99488770.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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 203: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWJ4, C.4 - ISIN: US16115VWJ42, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99404200.00
- **C.18.a - Value (excl. sponsor support):** $99404200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 204: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VXH7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49525285.00
- **C.18.a - Value (excl. sponsor support):** $49525285.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYA1, C.4 - ISIN: US16115VYA15, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $26264804.46
- **C.18.a - Value (excl. sponsor support):** $26264804.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYE3, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98710530.00
- **C.18.a - Value (excl. sponsor support):** $98710530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYH6, C.4 - ISIN: US16115VYH67, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49337320.00
- **C.18.a - Value (excl. sponsor support):** $49337320.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYM5, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $172596970.00
- **C.18.a - Value (excl. sponsor support):** $172596970.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WA98, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98043400.00
- **C.18.a - Value (excl. sponsor support):** $98043400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAC1, C.4 - ISIN: US16115WAC10, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49004270.00
- **C.18.a - Value (excl. sponsor support):** $49004270.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAN7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $24473177.50
- **C.18.a - Value (excl. sponsor support):** $24473177.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: 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: 16537HV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339959064.00
- **C.18.a - Value (excl. sponsor support):** $339959064.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: 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: 16537HV56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99939660.00
- **C.18.a - Value (excl. sponsor support):** $99939660.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 214: 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: 16538AV19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69991572.00
- **C.18.a - Value (excl. sponsor support):** $69991572.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: 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: 16538AV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279831048.00
- **C.18.a - Value (excl. sponsor support):** $279831048.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 216: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBN6, C.4 - ISIN: US1730QPBN65, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500129600.00
- **C.18.a - Value (excl. sponsor support):** $500129600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 217: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCD7, C.4 - ISIN: US1730QPCD74, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500050050.00
- **C.18.a - Value (excl. sponsor support):** $500050050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AWA1, C.4 - ISIN: US17327AWA14, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $188059139.10
- **C.18.a - Value (excl. sponsor support):** $188059139.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 219: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHM2, C.4 - ISIN: US17330QHM24, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $749828400.00
- **C.18.a - Value (excl. sponsor support):** $749828400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHW0, C.4 - ISIN: US17330QHW06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $300078570.00
- **C.18.a - Value (excl. sponsor support):** $300078570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHX8, C.4 - ISIN: US17330QHX88, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $399956440.00
- **C.18.a - Value (excl. sponsor support):** $399956440.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.750000%
- **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):** $500392350.00
- **C.18.a - Value (excl. sponsor support):** $500392350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJH1, C.4 - ISIN: US17330QJH11, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500154950.00
- **C.18.a - Value (excl. sponsor support):** $500154950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJM0, C.4 - ISIN: US17330QJM06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $675114345.00
- **C.18.a - Value (excl. sponsor support):** $675114345.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLC1, C.4 - ISIN: US19423RLC15, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $300002877.00
- **C.18.a - Value (excl. sponsor support):** $300002877.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLD9, C.4 - ISIN: US19423RLD97, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $194055297.76
- **C.18.a - Value (excl. sponsor support):** $194055297.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLE7, C.4 - ISIN: US19423RLE70, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $435003806.25
- **C.18.a - Value (excl. sponsor support):** $435003806.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLJ6, C.4 - ISIN: US19423RLJ67, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245046645.55
- **C.18.a - Value (excl. sponsor support):** $245046645.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLP2, C.4 - ISIN: US19423RLP28, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365030035.85
- **C.18.a - Value (excl. sponsor support):** $365030035.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLT4, C.4 - ISIN: US19423RLT40, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $500028495.00
- **C.18.a - Value (excl. sponsor support):** $500028495.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLW7, C.4 - ISIN: US19423RLW78, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263015175.10
- **C.18.a - Value (excl. sponsor support):** $263015175.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLY3, C.4 - ISIN: US19423RLY35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130011612.90
- **C.18.a - Value (excl. sponsor support):** $130011612.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RM97, C.4 - ISIN: US19423RM978, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $299740950.00
- **C.18.a - Value (excl. sponsor support):** $299740950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RME6, C.4 - ISIN: US19423RME61, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $200011398.00
- **C.18.a - Value (excl. sponsor support):** $200011398.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMJ5, C.4 - ISIN: US19423RMJ58, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $250022142.50
- **C.18.a - Value (excl. sponsor support):** $250022142.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2019L2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480CY1, C.4 - ISIN: US196480CY11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $12350000.00
- **C.18.a - Value (excl. sponsor support):** $12350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.350000%
- **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):** $9600000.00
- **C.18.a - Value (excl. sponsor support):** $9600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: Colorado Housing & Finance Auth

- **C.1 - Title:** SF MORTGAGE BONDS SERIES 2023M2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.350000%
- **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):** $18380000.00
- **C.18.a - Value (excl. sponsor support):** $18380000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.350000%
- **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):** $30490000.00
- **C.18.a - Value (excl. sponsor support):** $30490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.350000%
- **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):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YJB8, C.4 - ISIN: US20259YJB83, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1555000933.00
- **C.18.a - Value (excl. sponsor support):** $1555000933.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 249: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YJD4, C.4 - ISIN: US20259YJD40, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $318000954.00
- **C.18.a - Value (excl. sponsor support):** $318000954.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 250: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBD6, C.4 - ISIN: US20272FBD69, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200011160.00
- **C.18.a - Value (excl. sponsor support):** $200011160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 251: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBE4, C.4 - ISIN: US20272FBE43, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200012260.00
- **C.18.a - Value (excl. sponsor support):** $200012260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 252: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBF1, C.4 - ISIN: US20272FBF18, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $75004642.50
- **C.18.a - Value (excl. sponsor support):** $75004642.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 253: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBR7, C.4 - ISIN: US20632CBR79, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86005910.78
- **C.18.a - Value (excl. sponsor support):** $86005910.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCM7, C.4 - ISIN: US20632CCM73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50008861.00
- **C.18.a - Value (excl. sponsor support):** $50008861.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCU9, C.4 - ISIN: US20632CCU99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58019256.00
- **C.18.a - Value (excl. sponsor support):** $58019256.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCX3, C.4 - ISIN: US20632CCX39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58000000.00
- **C.18.a - Value (excl. sponsor support):** $58000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: COOK CNTY

- **C.1 - Title:** TAXABLE GO BONDS SERIES 2004D 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 213185FW6, C.4 - ISIN: US213185FW60, C.3 - LEI: 5493004UMR7OX4YITE10
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-11-01
- **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 258: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2E5, C.4 - ISIN: US21684X2E50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99989540.00
- **C.18.a - Value (excl. sponsor support):** $99989540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2M7, C.4 - ISIN: US21684X2M76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249953075.00
- **C.18.a - Value (excl. sponsor support):** $249953075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2P0, C.4 - ISIN: US21684X2P08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990230.00
- **C.18.a - Value (excl. sponsor support):** $99990230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2Q8, C.4 - ISIN: US21684X2Q80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99995040.00
- **C.18.a - Value (excl. sponsor support):** $99995040.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 262: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Y0, C.4 - ISIN: US21684X3Y06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249825850.00
- **C.18.a - Value (excl. sponsor support):** $249825850.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: 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):** $249695675.00
- **C.18.a - Value (excl. sponsor support):** $249695675.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 264: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536H4E6, C.4 - ISIN: US22536H4E60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $225001710.00
- **C.18.a - Value (excl. sponsor support):** $225001710.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 265: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JDF9, C.4 - ISIN: US22536JDF93, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $460995067.30
- **C.18.a - Value (excl. sponsor support):** $460995067.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 266: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JKV6, C.4 - ISIN: US22536JKV60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $599089156.29
- **C.18.a - Value (excl. sponsor support):** $599089156.29
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JLA1, C.4 - ISIN: US22536JLA15, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $360004536.00
- **C.18.a - Value (excl. sponsor support):** $360004536.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 268: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JTJ4, C.4 - ISIN: US22536JTJ42, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $120961885.00
- **C.18.a - Value (excl. sponsor support):** $120961885.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWA9, C.4 - ISIN: US22536JWA95, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $249979575.00
- **C.18.a - Value (excl. sponsor support):** $249979575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWE1, C.4 - ISIN: US22536JWE18, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $249967175.00
- **C.18.a - Value (excl. sponsor support):** $249967175.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWJ0, C.4 - ISIN: US22536JWJ05, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $249967400.00
- **C.18.a - Value (excl. sponsor support):** $249967400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWK7, C.4 - ISIN: US22536JWK77, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $249954650.00
- **C.18.a - Value (excl. sponsor support):** $249954650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWT8, C.4 - ISIN: US22536JWT86, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $149965200.00
- **C.18.a - Value (excl. sponsor support):** $149965200.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DV44, C.4 - ISIN: US23305DV444, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $43479189.60
- **C.18.a - Value (excl. sponsor support):** $43479189.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 276: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DVB8, C.4 - ISIN: US23305DVB80, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $299604600.00
- **C.18.a - Value (excl. sponsor support):** $299604600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 277: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DWS0, C.4 - ISIN: US23305DWS07, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $198620920.00
- **C.18.a - Value (excl. sponsor support):** $198620920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 278: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VC3, C.4 - ISIN: US2332K0VC34, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $198715927.50
- **C.18.a - Value (excl. sponsor support):** $198715927.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 279: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VN9, C.4 - ISIN: US2332K0VN98, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $198742048.93
- **C.18.a - Value (excl. sponsor support):** $198742048.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 280: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VR0, C.4 - ISIN: US2332K0VR03, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $219343344.00
- **C.18.a - Value (excl. sponsor support):** $219343344.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 281: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VS8, C.4 - ISIN: US2332K0VS85, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $123714669.50
- **C.18.a - Value (excl. sponsor support):** $123714669.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 282: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZC9, C.4 - ISIN: US2332K0ZC97, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $246003600.00
- **C.18.a - Value (excl. sponsor support):** $246003600.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZV7, C.4 - ISIN: US2332K0ZV78, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $491021450.00
- **C.18.a - Value (excl. sponsor support):** $491021450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1B33, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $488873600.00
- **C.18.a - Value (excl. sponsor support):** $488873600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQR2, C.4 - ISIN: US23345HQR20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500019850.00
- **C.18.a - Value (excl. sponsor support):** $500019850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 286: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HTM0, C.4 - ISIN: US23345HTM06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499899000.00
- **C.18.a - Value (excl. sponsor support):** $499899000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: DZ BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821LV10, C.4 - ISIN: US26821LV101, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $1119865824.00
- **C.18.a - Value (excl. sponsor support):** $1119865824.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.370000%
- **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):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.560000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.560000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: EQUINOR ASA

- **C.1 - Title:** EQUINOR ASA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447LV18, C.3 - LEI: OW6OFBNCKXC4US5C7523
- **C.18 - Value (incl. sponsor support):** $447546019.44
- **C.18.a - Value (excl. sponsor support):** $447546019.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 29604GFJ7, C.4 - ISIN: US29604GFJ76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $984997537.50
- **C.18.a - Value (excl. sponsor support):** $984997537.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 293: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2V18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499939900.00
- **C.18.a - Value (excl. sponsor support):** $499939900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2V59, C.4 - ISIN: US2960E2V597, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $824505495.00
- **C.18.a - Value (excl. sponsor support):** $824505495.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 295: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601VXP1, C.4 - ISIN: US30601VXP11, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $64333275.50
- **C.18.a - Value (excl. sponsor support):** $64333275.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBK0, C.4 - ISIN: US30608HBK05, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $224444143.06
- **C.18.a - Value (excl. sponsor support):** $224444143.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBP9, C.4 - ISIN: US30608HBP91, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $250018760.00
- **C.18.a - Value (excl. sponsor support):** $250018760.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBQ7, C.4 - ISIN: US30608HBQ74, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $292024177.60
- **C.18.a - Value (excl. sponsor support):** $292024177.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBS3, C.4 - ISIN: US30608HBS31, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $123908949.30
- **C.18.a - Value (excl. sponsor support):** $123908949.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBT1, C.4 - ISIN: US30608HBT14, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $150008926.50
- **C.18.a - Value (excl. sponsor support):** $150008926.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBZ7, C.4 - ISIN: US30608HBZ73, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $200010546.00
- **C.18.a - Value (excl. sponsor support):** $200010546.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCF0, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100004956.00
- **C.18.a - Value (excl. sponsor support):** $100004956.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: 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: 31428FVC6, C.4 - ISIN: US31428FVC66, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99854940.00
- **C.18.a - Value (excl. sponsor support):** $99854940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 304: 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: 31428FVR3, C.4 - ISIN: US31428FVR36, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $299092560.00
- **C.18.a - Value (excl. sponsor support):** $299092560.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 305: 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: 31428FVV4, C.4 - ISIN: US31428FVV48, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $298946550.00
- **C.18.a - Value (excl. sponsor support):** $298946550.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 306: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAL7, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $195864980.00
- **C.18.a - Value (excl. sponsor support):** $195864980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAS2, C.4 - ISIN: US31428GAS21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $195723560.00
- **C.18.a - Value (excl. sponsor support):** $195723560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAV5, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $97826670.00
- **C.18.a - Value (excl. sponsor support):** $97826670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAW3, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $146722530.00
- **C.18.a - Value (excl. sponsor support):** $146722530.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2074-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV52, C.4 - ISIN: US38346LV527, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99939660.00
- **C.18.a - Value (excl. sponsor support):** $99939660.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 312: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV86, C.4 - ISIN: US38346LV865, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99903310.00
- **C.18.a - Value (excl. sponsor support):** $99903310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 313: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LVN3, C.4 - ISIN: US38346LVN36, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $124666712.50
- **C.18.a - Value (excl. sponsor support):** $124666712.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 314: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWH5, C.4 - ISIN: US38346LWH58, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99416270.00
- **C.18.a - Value (excl. sponsor support):** $99416270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWJ1, C.4 - ISIN: US38346LWJ15, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $198808400.00
- **C.18.a - Value (excl. sponsor support):** $198808400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 316: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWK8, C.4 - ISIN: US38346LWK87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $139148982.00
- **C.18.a - Value (excl. sponsor support):** $139148982.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LX76, C.4 - ISIN: US38346LX762, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49586775.00
- **C.18.a - Value (excl. sponsor support):** $49586775.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LXT8, C.4 - ISIN: US38346LXT87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49463605.00
- **C.18.a - Value (excl. sponsor support):** $49463605.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY34, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $494212050.00
- **C.18.a - Value (excl. sponsor support):** $494212050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: 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: 39014HV19, C.4 - ISIN: US39014HV197, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $69991558.00
- **C.18.a - Value (excl. sponsor support):** $69991558.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: 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: 39014HV43, C.4 - ISIN: US39014HV437, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $315847403.60
- **C.18.a - Value (excl. sponsor support):** $315847403.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 322: 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: 39014HV50, C.4 - ISIN: US39014HV502, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $560661268.20
- **C.18.a - Value (excl. sponsor support):** $560661268.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 323: 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: 39014HV68, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $282794881.60
- **C.18.a - Value (excl. sponsor support):** $282794881.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 324: 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: 39014HV76, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99915420.00
- **C.18.a - Value (excl. sponsor support):** $99915420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 325: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2072-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFZ6, C.4 - ISIN: US44988GFZ63, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300089700.00
- **C.18.a - Value (excl. sponsor support):** $300089700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGA0, C.4 - ISIN: US44988GGA04, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500044900.00
- **C.18.a - Value (excl. sponsor support):** $500044900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLS6, C.4 - ISIN: US44988KLS68, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500185000.00
- **C.18.a - Value (excl. sponsor support):** $500185000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMD8, C.4 - ISIN: US44988KMD80, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500040900.00
- **C.18.a - Value (excl. sponsor support):** $500040900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2048-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $10465000.00
- **C.18.a - Value (excl. sponsor support):** $10465000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2052-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.350000%
- **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:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2050-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 334: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 335: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $33500000.00
- **C.18.a - Value (excl. sponsor support):** $33500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 336: 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: 45685QVU0, C.4 - ISIN: US45685QVU02, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $249148900.00
- **C.18.a - Value (excl. sponsor support):** $249148900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 337: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $50115000.00
- **C.18.a - Value (excl. sponsor support):** $50115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 338: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2072-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 339: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGM8, C.4 - ISIN: US46656HGM88, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315071901.90
- **C.18.a - Value (excl. sponsor support):** $315071901.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGN6, C.4 - ISIN: US46656HGN61, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315071901.90
- **C.18.a - Value (excl. sponsor support):** $315071901.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.450000%
- **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:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 342: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.450000%
- **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):** $12175000.00
- **C.18.a - Value (excl. sponsor support):** $12175000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 343: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 344: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.550000%
- **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:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 345: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501Y5J7, C.4 - ISIN: US51501Y5J75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $324999577.50
- **C.18.a - Value (excl. sponsor support):** $324999577.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 346: 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: 53127TV75, C.4 - ISIN: US53127TV755, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124894275.00
- **C.18.a - Value (excl. sponsor support):** $124894275.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 347: 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: 53127TVD2, C.4 - ISIN: US53127TVD26, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $199685460.00
- **C.18.a - Value (excl. sponsor support):** $199685460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 348: 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: 53127TVT7, C.4 - ISIN: US53127TVT77, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $224263012.50
- **C.18.a - Value (excl. sponsor support):** $224263012.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 349: 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: 53127TVU4, C.4 - ISIN: US53127TVU41, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $249150625.00
- **C.18.a - Value (excl. sponsor support):** $249150625.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 350: 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: 53127TVV2, C.4 - ISIN: US53127TVV24, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99648040.00
- **C.18.a - Value (excl. sponsor support):** $99648040.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 351: 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: 53127TW58, C.4 - ISIN: US53127TW589, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $199125200.00
- **C.18.a - Value (excl. sponsor support):** $199125200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 352: 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: 53127TWR0, C.4 - ISIN: US53127TWR03, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49660475.00
- **C.18.a - Value (excl. sponsor support):** $49660475.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 353: 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: 53127TWV1, C.4 - ISIN: US53127TWV15, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99005292.01
- **C.18.a - Value (excl. sponsor support):** $99005292.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 354: 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: 53127TWW9, C.4 - ISIN: US53127TWW97, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99261050.00
- **C.18.a - Value (excl. sponsor support):** $99261050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 355: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYS6, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $246421750.00
- **C.18.a - Value (excl. sponsor support):** $246421750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ14, C.4 - ISIN: US53127TZ145, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $196036253.20
- **C.18.a - Value (excl. sponsor support):** $196036253.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZV8, C.4 - ISIN: US53127TZV87, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $73631775.00
- **C.18.a - Value (excl. sponsor support):** $73631775.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 358: 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: 53619XV14, C.4 - ISIN: US53619XV142, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $135983666.40
- **C.18.a - Value (excl. sponsor support):** $135983666.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 359: 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: 53619XV55, C.4 - ISIN: US53619XV555, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $99939800.00
- **C.18.a - Value (excl. sponsor support):** $99939800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 360: 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: 53619XV63, C.4 - ISIN: US53619XV639, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149891565.00
- **C.18.a - Value (excl. sponsor support):** $149891565.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 361: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVJ6, C.4 - ISIN: US53944QVJ65, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49890760.00
- **C.18.a - Value (excl. sponsor support):** $49890760.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 362: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVL1, C.4 - ISIN: US53944QVL12, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49878575.00
- **C.18.a - Value (excl. sponsor support):** $49878575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 363: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWK2, C.4 - ISIN: US53944QWK20, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $27382022.14
- **C.18.a - Value (excl. sponsor support):** $27382022.14
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWN6, C.4 - ISIN: US53944QWN68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49677290.00
- **C.18.a - Value (excl. sponsor support):** $49677290.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 365: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWP1, C.4 - ISIN: US53944QWP17, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49671350.00
- **C.18.a - Value (excl. sponsor support):** $49671350.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 366: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX70, C.4 - ISIN: US53944QX706, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49586775.00
- **C.18.a - Value (excl. sponsor support):** $49586775.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX88, C.4 - ISIN: US53944QX888, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49580635.00
- **C.18.a - Value (excl. sponsor support):** $49580635.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX96, C.4 - ISIN: US53944QX961, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $33214908.30
- **C.18.a - Value (excl. sponsor support):** $33214908.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXE5, C.4 - ISIN: US53944QXE50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $45183900.00
- **C.18.a - Value (excl. sponsor support):** $45183900.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXF2, C.4 - ISIN: US53944QXF26, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49537595.00
- **C.18.a - Value (excl. sponsor support):** $49537595.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXQ8, C.4 - ISIN: US53944QXQ80, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50224361.95
- **C.18.a - Value (excl. sponsor support):** $50224361.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAD0, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $48996005.00
- **C.18.a - Value (excl. sponsor support):** $48996005.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAE8, C.4 - ISIN: US53944RAE80, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50263775.91
- **C.18.a - Value (excl. sponsor support):** $50263775.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 374: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BED6, C.4 - ISIN: US55381BED64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $340006256.00
- **C.18.a - Value (excl. sponsor support):** $340006256.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 375: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEK0, C.4 - ISIN: US55381BEK08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $91003485.30
- **C.18.a - Value (excl. sponsor support):** $91003485.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 376: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEV6, C.4 - ISIN: US55381BEV62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500015600.00
- **C.18.a - Value (excl. sponsor support):** $500015600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 377: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEX2, C.4 - ISIN: US55381BEX29, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $277055178.40
- **C.18.a - Value (excl. sponsor support):** $277055178.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEY0, C.4 - ISIN: US55381BEY02, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $166012483.20
- **C.18.a - Value (excl. sponsor support):** $166012483.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 379: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFK9, C.4 - ISIN: US55381BFK98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $104008590.40
- **C.18.a - Value (excl. sponsor support):** $104008590.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFN3, C.4 - ISIN: US55381BFN38, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $354036780.60
- **C.18.a - Value (excl. sponsor support):** $354036780.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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 381: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFT0, C.4 - ISIN: US55381BFT08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $586065514.80
- **C.18.a - Value (excl. sponsor support):** $586065514.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? No, 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: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGG7, C.4 - ISIN: US55381BGG77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100001430.00
- **C.18.a - Value (excl. sponsor support):** $100001430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 383: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGS1, C.4 - ISIN: US55381BGS16, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $450207585.00
- **C.18.a - Value (excl. sponsor support):** $450207585.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGX0, C.4 - ISIN: US55381BGX01, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $227975307.60
- **C.18.a - Value (excl. sponsor support):** $227975307.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHQ4, C.4 - ISIN: US55381BHQ41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600129840.00
- **C.18.a - Value (excl. sponsor support):** $600129840.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHU5, C.4 - ISIN: US55381BHU52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500079950.00
- **C.18.a - Value (excl. sponsor support):** $500079950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJC3, C.4 - ISIN: US55381BJC37, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $260026624.00
- **C.18.a - Value (excl. sponsor support):** $260026624.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJH2, C.4 - ISIN: US55381BJH24, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $365033872.00
- **C.18.a - Value (excl. sponsor support):** $365033872.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJS8, C.4 - ISIN: US55381BJS88, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500042850.00
- **C.18.a - Value (excl. sponsor support):** $500042850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJU3, C.4 - ISIN: US55381BJU35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500034850.00
- **C.18.a - Value (excl. sponsor support):** $500034850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJV1, C.4 - ISIN: US55381BJV18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500033350.00
- **C.18.a - Value (excl. sponsor support):** $500033350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJW9, C.4 - ISIN: US55381BJW90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499974850.00
- **C.18.a - Value (excl. sponsor support):** $499974850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKD9, C.4 - ISIN: US55381BKD90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500042450.00
- **C.18.a - Value (excl. sponsor support):** $500042450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKH0, C.4 - ISIN: US55381BKH05, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $199919740.00
- **C.18.a - Value (excl. sponsor support):** $199919740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKN7, C.4 - ISIN: US55381BKN72, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500042400.00
- **C.18.a - Value (excl. sponsor support):** $500042400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKX5, C.4 - ISIN: US55381BKX54, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $249991900.00
- **C.18.a - Value (excl. sponsor support):** $249991900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLD8, C.4 - ISIN: US55381BLD81, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499973000.00
- **C.18.a - Value (excl. sponsor support):** $499973000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLE6, C.4 - ISIN: US55381BLE64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $194971452.00
- **C.18.a - Value (excl. sponsor support):** $194971452.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLP1, C.4 - ISIN: US55381BLP12, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $302915493.30
- **C.18.a - Value (excl. sponsor support):** $302915493.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036AAW7, C.4 - ISIN: US56036AAW71, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200037576.00
- **C.18.a - Value (excl. sponsor support):** $200037576.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 401: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABA4, C.4 - ISIN: US56036ABA43, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192028041.60
- **C.18.a - Value (excl. sponsor support):** $192028041.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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 402: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BV68, C.4 - ISIN: US56037BV686, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $16987710.70
- **C.18.a - Value (excl. sponsor support):** $16987710.70
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 403: 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: 56274LV43, C.4 - ISIN: US56274LV437, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $149927640.00
- **C.18.a - Value (excl. sponsor support):** $149927640.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 404: 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: 56274LVF8, C.4 - ISIN: US56274LVF83, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $49909230.00
- **C.18.a - Value (excl. sponsor support):** $49909230.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 405: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 406: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AV17, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $179978328.00
- **C.18.a - Value (excl. sponsor support):** $179978328.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 407: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UAV2, C.4 - ISIN: US59157UAV26, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $162488142.34
- **C.18.a - Value (excl. sponsor support):** $162488142.34
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.350000%
- **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:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 409: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** TAXABLE WATER REFUNDING RB SERIES 2022C2 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUV1, C.4 - ISIN: US59266TUV15, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $38115000.00
- **C.18.a - Value (excl. sponsor support):** $38115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2046-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 410: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 411: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D2X6, C.4 - ISIN: US60683D2X61, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $480082560.00
- **C.18.a - Value (excl. sponsor support):** $480082560.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D3Q0, C.4 - ISIN: US60683D3Q02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $245099568.00
- **C.18.a - Value (excl. sponsor support):** $245099568.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4L0, C.4 - ISIN: US60683D4L06, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $44006600.00
- **C.18.a - Value (excl. sponsor support):** $44006600.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391631328.00
- **C.18.a - Value (excl. sponsor support):** $391631328.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DFL8, C.4 - ISIN: US60683DFL82, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $775054870.00
- **C.18.a - Value (excl. sponsor support):** $775054870.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 416: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DS42, C.4 - ISIN: US60683DS428, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $345014421.00
- **C.18.a - Value (excl. sponsor support):** $345014421.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 417: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DW39, C.4 - ISIN: US60683DW396, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $595057953.00
- **C.18.a - Value (excl. sponsor support):** $595057953.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 418: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DX53, C.4 - ISIN: US60683DX535, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $426040384.80
- **C.18.a - Value (excl. sponsor support):** $426040384.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 419: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ44, C.4 - ISIN: US60683DZ449, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $300035850.00
- **C.18.a - Value (excl. sponsor support):** $300035850.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 420: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ51, C.4 - ISIN: US60683DZ514, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $138016491.00
- **C.18.a - Value (excl. sponsor support):** $138016491.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 421: 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: 60689PVB9, C.4 - ISIN: US60689PVB92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $399467920.00
- **C.18.a - Value (excl. sponsor support):** $399467920.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 422: 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: 60689PVN3, C.4 - ISIN: US60689PVN31, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $498666500.00
- **C.18.a - Value (excl. sponsor support):** $498666500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 423: 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: 60689PVS2, C.4 - ISIN: US60689PVS28, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $498421200.00
- **C.18.a - Value (excl. sponsor support):** $498421200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 424: 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: 60689PVV5, C.4 - ISIN: US60689PVV56, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $498236650.00
- **C.18.a - Value (excl. sponsor support):** $498236650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 425: 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: 60689PW36, C.4 - ISIN: US60689PW363, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $323653525.00
- **C.18.a - Value (excl. sponsor support):** $323653525.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 426: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PYL4, C.4 - ISIN: US60689PYL48, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $221921392.50
- **C.18.a - Value (excl. sponsor support):** $221921392.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB34, C.4 - ISIN: US60710TB348, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $62999949.60
- **C.18.a - Value (excl. sponsor support):** $62999949.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 428: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TE23, C.4 - ISIN: US60710TE235, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $762198557.18
- **C.18.a - Value (excl. sponsor support):** $762198557.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 429: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TG39, C.4 - ISIN: US60710TG396, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $414047278.80
- **C.18.a - Value (excl. sponsor support):** $414047278.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TJ44, C.4 - ISIN: US60710TJ440, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $59990958.00
- **C.18.a - Value (excl. sponsor support):** $59990958.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 431: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TK67, C.4 - ISIN: US60710TK679, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155022599.00
- **C.18.a - Value (excl. sponsor support):** $155022599.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TQ61, C.4 - ISIN: US60710TQ619, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $185059514.50
- **C.18.a - Value (excl. sponsor support):** $185059514.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TT68, C.4 - ISIN: US60710TT688, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $463051300.40
- **C.18.a - Value (excl. sponsor support):** $463051300.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TV24, C.4 - ISIN: US60710TV247, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $531938075.20
- **C.18.a - Value (excl. sponsor support):** $531938075.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY21, C.4 - ISIN: US60710TY217, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $204970931.00
- **C.18.a - Value (excl. sponsor support):** $204970931.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 437: NRW BANK

- **C.1 - Title:** NRW BANK 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWN5, C.4 - ISIN: US62939LWN53, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $298087590.00
- **C.18.a - Value (excl. sponsor support):** $298087590.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 438: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EXT2, C.4 - ISIN: US63254EXT27, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $197876600.00
- **C.18.a - Value (excl. sponsor support):** $197876600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854EX90, C.4 - ISIN: US63854EX909, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $198305740.00
- **C.18.a - Value (excl. sponsor support):** $198305740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0VS9, C.4 - ISIN: US6385E0VS90, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $99684960.00
- **C.18.a - Value (excl. sponsor support):** $99684960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 441: 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: 63873JV56, C.4 - ISIN: US63873JV563, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $469718987.00
- **C.18.a - Value (excl. sponsor support):** $469718987.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 442: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCU0, C.4 - ISIN: US63873TCU07, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500102150.00
- **C.18.a - Value (excl. sponsor support):** $500102150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDM7, C.4 - ISIN: US63873TDM71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $415995049.60
- **C.18.a - Value (excl. sponsor support):** $415995049.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDZ8, C.4 - ISIN: US63873TDZ84, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500037800.00
- **C.18.a - Value (excl. sponsor support):** $500037800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEN4, C.4 - ISIN: US63873TEN46, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $499916150.00
- **C.18.a - Value (excl. sponsor support):** $499916150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: NIEUW AMSTERDAM RECEIVABLES CORPORATION BV

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409RXX3, C.4 - ISIN: US65409RXX33, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $163149442.50
- **C.18.a - Value (excl. sponsor support):** $163149442.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGL6, C.4 - ISIN: US65558WGL63, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $300000720.00
- **C.18.a - Value (excl. sponsor support):** $300000720.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 448: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGU6, C.4 - ISIN: US65558WGU62, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $199988820.00
- **C.18.a - Value (excl. sponsor support):** $199988820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 449: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMN5, C.4 - ISIN: US65558WMN55, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100008220.00
- **C.18.a - Value (excl. sponsor support):** $100008220.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42998000.00
- **C.18.a - Value (excl. sponsor support):** $42998000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 451: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 452: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 453: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 455: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.510000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2034-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 456: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.490000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 457: 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: 67983TWJ1, C.4 - ISIN: US67983TWJ14, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $198802940.00
- **C.18.a - Value (excl. sponsor support):** $198802940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 458: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TZ41, C.4 - ISIN: US67983TZ418, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $98483100.00
- **C.18.a - Value (excl. sponsor support):** $98483100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UA94, C.4 - ISIN: US67983UA948, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $98055100.00
- **C.18.a - Value (excl. sponsor support):** $98055100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UDA8, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $48499765.00
- **C.18.a - Value (excl. sponsor support):** $48499765.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 461: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFF7, C.4 - ISIN: US69033NFF78, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298029740.40
- **C.18.a - Value (excl. sponsor support):** $298029740.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFG5, C.4 - ISIN: US69033NFG51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200007700.00
- **C.18.a - Value (excl. sponsor support):** $200007700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFS9, C.4 - ISIN: US69033NFS99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400055120.00
- **C.18.a - Value (excl. sponsor support):** $400055120.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFU4, C.4 - ISIN: US69033NFU46, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200027260.00
- **C.18.a - Value (excl. sponsor support):** $200027260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGL3, C.4 - ISIN: US69033NGL38, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125041300.00
- **C.18.a - Value (excl. sponsor support):** $125041300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGM1, C.4 - ISIN: US69033NGM11, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250094325.00
- **C.18.a - Value (excl. sponsor support):** $250094325.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGP4, C.4 - ISIN: US69033NGP42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300003990.00
- **C.18.a - Value (excl. sponsor support):** $300003990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 468: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGW9, C.4 - ISIN: US69033NGW92, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199990500.00
- **C.18.a - Value (excl. sponsor support):** $199990500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 469: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGZ2, C.4 - ISIN: US69033NGZ24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199989400.00
- **C.18.a - Value (excl. sponsor support):** $199989400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHA6, C.4 - ISIN: US69033NHA63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $399973680.00
- **C.18.a - Value (excl. sponsor support):** $399973680.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: 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):** $139891094.00
- **C.18.a - Value (excl. sponsor support):** $139891094.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: 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: 69034AV74, C.4 - ISIN: US69034AV748, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149874105.00
- **C.18.a - Value (excl. sponsor support):** $149874105.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 473: 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: 69034AVB5, C.4 - ISIN: US69034AVB50, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299602620.00
- **C.18.a - Value (excl. sponsor support):** $299602620.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 474: 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: 69034AVC3, C.4 - ISIN: US69034AVC34, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299566050.00
- **C.18.a - Value (excl. sponsor support):** $299566050.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 475: 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: 69034AVK5, C.4 - ISIN: US69034AVK59, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $287335440.00
- **C.18.a - Value (excl. sponsor support):** $287335440.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 476: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AX64, C.4 - ISIN: US69034AX645, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297534420.00
- **C.18.a - Value (excl. sponsor support):** $297534420.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CRU4, C.4 - ISIN: US69034CRU44, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $145008758.00
- **C.18.a - Value (excl. sponsor support):** $145008758.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 478: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSH2, C.4 - ISIN: US69034CSH24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200010540.00
- **C.18.a - Value (excl. sponsor support):** $200010540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NAL8, C.4 - ISIN: US69901NAL82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141968891.00
- **C.18.a - Value (excl. sponsor support):** $141968891.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: 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):** $145501290.00
- **C.18.a - Value (excl. sponsor support):** $145501290.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 481: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2C0, C.4 - ISIN: US69901Q2C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180050274.00
- **C.18.a - Value (excl. sponsor support):** $180050274.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 482: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2X4, C.4 - ISIN: US69901Q2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300025740.00
- **C.18.a - Value (excl. sponsor support):** $300025740.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 484: PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 71816TAA9, C.4 - ISIN: US71816TAA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5410000.00
- **C.18.a - Value (excl. sponsor support):** $5410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2072-08-01
- **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 485: 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: 71838LV17, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499939950.00
- **C.18.a - Value (excl. sponsor support):** $499939950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 486: 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: 71838LV41, C.4 - ISIN: US71838LV414, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $299855610.00
- **C.18.a - Value (excl. sponsor support):** $299855610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 487: 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: 71838LV58, C.4 - ISIN: US71838LV588, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399759200.00
- **C.18.a - Value (excl. sponsor support):** $399759200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 488: 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: 71838LV66, C.4 - ISIN: US71838LV661, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499638550.00
- **C.18.a - Value (excl. sponsor support):** $499638550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 489: 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: 71838LV74, C.4 - ISIN: US71838LV745, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399662440.00
- **C.18.a - Value (excl. sponsor support):** $399662440.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 490: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDJ6, C.4 - ISIN: US73044BDJ61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124013131.60
- **C.18.a - Value (excl. sponsor support):** $124013131.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 491: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEB2, C.4 - ISIN: US73044BEB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150006570.00
- **C.18.a - Value (excl. sponsor support):** $150006570.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 492: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEC0, C.4 - ISIN: US73044BEC00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252013104.00
- **C.18.a - Value (excl. sponsor support):** $252013104.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 493: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DV78, C.4 - ISIN: US73044DV786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149872545.00
- **C.18.a - Value (excl. sponsor support):** $149872545.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 494: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DWF9, C.4 - ISIN: US73044DWF94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39775860.00
- **C.18.a - Value (excl. sponsor support):** $39775860.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 495: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX19, C.4 - ISIN: US73044DX196, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99243940.00
- **C.18.a - Value (excl. sponsor support):** $99243940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX27, C.4 - ISIN: US73044DX279, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238156200.00
- **C.18.a - Value (excl. sponsor support):** $238156200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DXU5, C.4 - ISIN: US73044DXU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74186017.50
- **C.18.a - Value (excl. sponsor support):** $74186017.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DZK5, C.4 - ISIN: US73044DZK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71757123.90
- **C.18.a - Value (excl. sponsor support):** $71757123.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAD1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $116613062.30
- **C.18.a - Value (excl. sponsor support):** $116613062.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAG4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $83264232.00
- **C.18.a - Value (excl. sponsor support):** $83264232.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAN9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97885420.00
- **C.18.a - Value (excl. sponsor support):** $97885420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154EY36, C.4 - ISIN: US74154EY362, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77099139.00
- **C.18.a - Value (excl. sponsor support):** $77099139.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAM3, C.4 - ISIN: US74154HAM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25002733.00
- **C.18.a - Value (excl. sponsor support):** $25002733.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 504: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 4.350000%
- **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):** $23700000.00
- **C.18.a - Value (excl. sponsor support):** $23700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 505: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 506: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMX0, C.4 - ISIN: US76582EMX03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $275000935.00
- **C.18.a - Value (excl. sponsor support):** $275000935.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 507: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMZ5, C.4 - ISIN: US76582EMZ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310003844.00
- **C.18.a - Value (excl. sponsor support):** $310003844.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 508: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENA9, C.4 - ISIN: US76582ENA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103999968.80
- **C.18.a - Value (excl. sponsor support):** $103999968.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 509: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENL5, C.4 - ISIN: US76582ENL55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73993258.60
- **C.18.a - Value (excl. sponsor support):** $73993258.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 510: 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: 76582JWV2, C.4 - ISIN: US76582JWV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339509111.40
- **C.18.a - Value (excl. sponsor support):** $339509111.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 511: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYR9, C.4 - ISIN: US76582JYR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79925912.66
- **C.18.a - Value (excl. sponsor support):** $79925912.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 512: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX31, C.4 - ISIN: US78013VX313, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $818330099.67
- **C.18.a - Value (excl. sponsor support):** $818330099.67
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX72, C.4 - ISIN: US78013VX727, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $396721400.00
- **C.18.a - Value (excl. sponsor support):** $396721400.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $977914200.00
- **C.18.a - Value (excl. sponsor support):** $977914200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: 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):** $484860000.00
- **C.18.a - Value (excl. sponsor support):** $484860000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 516: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675396090.00
- **C.18.a - Value (excl. sponsor support):** $675396090.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPM3, C.4 - ISIN: US78014XPM38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750073950.00
- **C.18.a - Value (excl. sponsor support):** $750073950.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.590000%
- **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):** $1000279900.00
- **C.18.a - Value (excl. sponsor support):** $1000279900.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.640000%
- **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):** $12304022.10
- **C.18.a - Value (excl. sponsor support):** $12304022.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK89, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249911775.00
- **C.18.a - Value (excl. sponsor support):** $249911775.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 521: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JKC0, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $499755250.00
- **C.18.a - Value (excl. sponsor support):** $499755250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 522: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JXK8, C.4 - ISIN: US78015JXK86, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000042300.00
- **C.18.a - Value (excl. sponsor support):** $1000042300.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 523: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NJW0, C.4 - ISIN: US80168NJW02, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 524: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 525: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PV17, C.4 - ISIN: US80285PV178, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $599928000.00
- **C.18.a - Value (excl. sponsor support):** $599928000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 526: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PW40, C.4 - ISIN: US80285PW408, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $995778900.00
- **C.18.a - Value (excl. sponsor support):** $995778900.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 527: 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: 82124LV58, C.4 - ISIN: US82124LV580, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $249849150.00
- **C.18.a - Value (excl. sponsor support):** $249849150.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 528: 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: 82124LVE9, C.4 - ISIN: US82124LVE90, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $109813286.00
- **C.18.a - Value (excl. sponsor support):** $109813286.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 529: 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: 82124LVJ8, C.4 - ISIN: US82124LVJ87, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99781520.00
- **C.18.a - Value (excl. sponsor support):** $99781520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 530: 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: 82124LW32, C.4 - ISIN: US82124LW323, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99586080.00
- **C.18.a - Value (excl. sponsor support):** $99586080.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 531: 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: 82124LW99, C.4 - ISIN: US82124LW992, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $199025180.00
- **C.18.a - Value (excl. sponsor support):** $199025180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 532: 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: 82124LWJ7, C.4 - ISIN: US82124LWJ78, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $74552400.00
- **C.18.a - Value (excl. sponsor support):** $74552400.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 533: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LXQ0, C.4 - ISIN: US82124LXQ03, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $123709012.50
- **C.18.a - Value (excl. sponsor support):** $123709012.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LY63, C.4 - ISIN: US82124LY634, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $327055473.00
- **C.18.a - Value (excl. sponsor support):** $327055473.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 535: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB25, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $195516700.00
- **C.18.a - Value (excl. sponsor support):** $195516700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 536: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 537: 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):** $95679019.42
- **C.18.a - Value (excl. sponsor support):** $95679019.42
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 538: 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):** $194162280.00
- **C.18.a - Value (excl. sponsor support):** $194162280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 539: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDD7, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $387764120.00
- **C.18.a - Value (excl. sponsor support):** $387764120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 540: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAU4, C.4 - ISIN: US83050YAU47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74989912.50
- **C.18.a - Value (excl. sponsor support):** $74989912.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAZ3, C.4 - ISIN: US83050YAZ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74998267.50
- **C.18.a - Value (excl. sponsor support):** $74998267.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 542: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BV60, C.4 - ISIN: US83369BV607, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $99927890.00
- **C.18.a - Value (excl. sponsor support):** $99927890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 543: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVS2, C.4 - ISIN: US83369BVS23, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $240986384.28
- **C.18.a - Value (excl. sponsor support):** $240986384.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 544: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVT0, C.4 - ISIN: US83369BVT06, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $199343600.00
- **C.18.a - Value (excl. sponsor support):** $199343600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 545: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYC4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $197463560.00
- **C.18.a - Value (excl. sponsor support):** $197463560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 547: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LV77, C.4 - ISIN: US85520LV776, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $299746260.00
- **C.18.a - Value (excl. sponsor support):** $299746260.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 548: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVB8, C.4 - ISIN: US85520LVB88, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $199733960.00
- **C.18.a - Value (excl. sponsor support):** $199733960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 549: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVC6, C.4 - ISIN: US85520LVC61, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $69898402.00
- **C.18.a - Value (excl. sponsor support):** $69898402.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 550: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LXL4, C.4 - ISIN: US85520LXL43, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $198027200.00
- **C.18.a - Value (excl. sponsor support):** $198027200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZ81, C.4 - ISIN: US85520LZ819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $113186622.50
- **C.18.a - Value (excl. sponsor support):** $113186622.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZA6, C.4 - ISIN: US85520LZA69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $216478086.00
- **C.18.a - Value (excl. sponsor support):** $216478086.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 553: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PND4, C.4 - ISIN: US85520PND41, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $205013940.00
- **C.18.a - Value (excl. sponsor support):** $205013940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 554: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNK8, C.4 - ISIN: US85520PNK83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $250011950.00
- **C.18.a - Value (excl. sponsor support):** $250011950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6J5, C.4 - ISIN: US86564P6J53, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500005950.00
- **C.18.a - Value (excl. sponsor support):** $500005950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 556: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6K2, C.4 - ISIN: US86564P6K27, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $380005662.00
- **C.18.a - Value (excl. sponsor support):** $380005662.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 557: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6Z9, C.4 - ISIN: US86564P6Z95, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $225007852.50
- **C.18.a - Value (excl. sponsor support):** $225007852.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 558: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7A3, C.4 - ISIN: US86564P7A36, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $400012720.00
- **C.18.a - Value (excl. sponsor support):** $400012720.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 559: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7L9, C.4 - ISIN: US86564P7L90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $297005880.60
- **C.18.a - Value (excl. sponsor support):** $297005880.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 560: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YV66, C.4 - ISIN: US86564YV669, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $19286210.15
- **C.18.a - Value (excl. sponsor support):** $19286210.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 561: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJX9, C.4 - ISIN: US86565GJX97, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $711017917.20
- **C.18.a - Value (excl. sponsor support):** $711017917.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 562: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKZ2, C.4 - ISIN: US86565GKZ27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200008680.00
- **C.18.a - Value (excl. sponsor support):** $200008680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 563: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLA6, C.4 - ISIN: US86565GLA66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200007820.00
- **C.18.a - Value (excl. sponsor support):** $200007820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 564: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLD0, C.4 - ISIN: US86565GLD06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375025537.50
- **C.18.a - Value (excl. sponsor support):** $375025537.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 565: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLE8, C.4 - ISIN: US86565GLE88, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250018000.00
- **C.18.a - Value (excl. sponsor support):** $250018000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 566: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLF5, C.4 - ISIN: US86565GLF53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500034400.00
- **C.18.a - Value (excl. sponsor support):** $500034400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 567: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMB3, C.4 - ISIN: US86565GMB31, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $569063329.70
- **C.18.a - Value (excl. sponsor support):** $569063329.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 568: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMC1, C.4 - ISIN: US86565GMC14, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500057250.00
- **C.18.a - Value (excl. sponsor support):** $500057250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 569: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMK3, C.4 - ISIN: US86565GMK30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $425081175.00
- **C.18.a - Value (excl. sponsor support):** $425081175.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMY3, C.4 - ISIN: US86565GMY34, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250119750.00
- **C.18.a - Value (excl. sponsor support):** $250119750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 571: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNC0, C.4 - ISIN: US86565GNC05, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500279300.00
- **C.18.a - Value (excl. sponsor support):** $500279300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNH9, C.4 - ISIN: US86565GNH91, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165096805.50
- **C.18.a - Value (excl. sponsor support):** $165096805.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNJ5, C.4 - ISIN: US86565GNJ57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300135120.00
- **C.18.a - Value (excl. sponsor support):** $300135120.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNK2, C.4 - ISIN: US86565GNK21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300133800.00
- **C.18.a - Value (excl. sponsor support):** $300133800.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNS5, C.4 - ISIN: US86565GNS56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500183800.00
- **C.18.a - Value (excl. sponsor support):** $500183800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260051168.00
- **C.18.a - Value (excl. sponsor support):** $260051168.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200038180.00
- **C.18.a - Value (excl. sponsor support):** $200038180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GQK9, C.4 - ISIN: US86565GQK93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $316064211.20
- **C.18.a - Value (excl. sponsor support):** $316064211.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $222038006.40
- **C.18.a - Value (excl. sponsor support):** $222038006.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRH5, C.4 - ISIN: US86565GRH55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $420053634.00
- **C.18.a - Value (excl. sponsor support):** $420053634.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 581: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332086154.00
- **C.18.a - Value (excl. sponsor support):** $332086154.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.450000%
- **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):** $14600000.00
- **C.18.a - Value (excl. sponsor support):** $14600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 583: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLL8, C.4 - ISIN: US86959TLL88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $299975730.00
- **C.18.a - Value (excl. sponsor support):** $299975730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 584: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMG8, C.4 - ISIN: US86959TMG84, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249982425.00
- **C.18.a - Value (excl. sponsor support):** $249982425.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMJ2, C.4 - ISIN: US86959TMJ24, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150016110.00
- **C.18.a - Value (excl. sponsor support):** $150016110.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 586: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TQD1, C.4 - ISIN: US86959TQD18, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $199949120.00
- **C.18.a - Value (excl. sponsor support):** $199949120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZW8, C.4 - ISIN: US86960JZW88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $294562440.00
- **C.18.a - Value (excl. sponsor support):** $294562440.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KA77, C.4 - ISIN: US86960KA779, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $245220700.00
- **C.18.a - Value (excl. sponsor support):** $245220700.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 589: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LLH1, C.4 - ISIN: US86960LLH14, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $350019425.00
- **C.18.a - Value (excl. sponsor support):** $350019425.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 590: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WD85, C.4 - ISIN: US87019WD855, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $50001320.00
- **C.18.a - Value (excl. sponsor support):** $50001320.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 591: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP74, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $199966720.00
- **C.18.a - Value (excl. sponsor support):** $199966720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP82, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500001600.00
- **C.18.a - Value (excl. sponsor support):** $500001600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 593: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVC3, C.4 - ISIN: US87020WVC36, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $397426959.60
- **C.18.a - Value (excl. sponsor support):** $397426959.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 594: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVR0, C.4 - ISIN: US87020WVR05, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99701310.00
- **C.18.a - Value (excl. sponsor support):** $99701310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 595: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WWH1, C.4 - ISIN: US87020WWH14, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99423150.00
- **C.18.a - Value (excl. sponsor support):** $99423150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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? No, 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: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WZV7, C.4 - ISIN: US87020WZV70, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $441848970.00
- **C.18.a - Value (excl. sponsor support):** $441848970.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 597: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEG9, C.4 - ISIN: US87020YEG98, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500040700.00
- **C.18.a - Value (excl. sponsor support):** $500040700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 598: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.510000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEK0, C.4 - ISIN: US87020YEK01, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500035750.00
- **C.18.a - Value (excl. sponsor support):** $500035750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 599: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEN4, C.4 - ISIN: US87020YEN40, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250021075.00
- **C.18.a - Value (excl. sponsor support):** $250021075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 600: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEP9, C.4 - ISIN: US87020YEP97, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $75011242.50
- **C.18.a - Value (excl. sponsor support):** $75011242.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YES3, C.4 - ISIN: US87020YES37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250032200.00
- **C.18.a - Value (excl. sponsor support):** $250032200.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 602: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YET1, C.4 - ISIN: US87020YET10, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200026360.00
- **C.18.a - Value (excl. sponsor support):** $200026360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 603: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.560000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 604: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 605: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2075-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 606: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.450000%
- **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):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2064-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 607: 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: 88602TVM2, C.4 - ISIN: US88602TVM25, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $99746710.00
- **C.18.a - Value (excl. sponsor support):** $99746710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 608: 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: 88602TWJ8, C.4 - ISIN: US88602TWJ86, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $198813840.00
- **C.18.a - Value (excl. sponsor support):** $198813840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 609: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TXP3, C.4 - ISIN: US88602TXP38, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98977530.00
- **C.18.a - Value (excl. sponsor support):** $98977530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 610: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BWH9, C.4 - ISIN: US89115BWH94, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $32001916.80
- **C.18.a - Value (excl. sponsor support):** $32001916.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 611: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $953477971.20
- **C.18.a - Value (excl. sponsor support):** $953477971.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750684847.50
- **C.18.a - Value (excl. sponsor support):** $750684847.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 613: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000491200.00
- **C.18.a - Value (excl. sponsor support):** $1000491200.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 614: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900391230.00
- **C.18.a - Value (excl. sponsor support):** $900391230.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 615: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEK8, C.4 - ISIN: US89115DEK81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $120788913.56
- **C.18.a - Value (excl. sponsor support):** $120788913.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 616: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **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):** $225150547.50
- **C.18.a - Value (excl. sponsor support):** $225150547.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 617: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF43, C.4 - ISIN: US89115DF433, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515184833.50
- **C.18.a - Value (excl. sponsor support):** $515184833.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 618: 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):** $1049099320.50
- **C.18.a - Value (excl. sponsor support):** $1049099320.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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 619: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJP2, C.4 - ISIN: US89115DJP24, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $191863249.77
- **C.18.a - Value (excl. sponsor support):** $191863249.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 620: 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):** $399836948.00
- **C.18.a - Value (excl. sponsor support):** $399836948.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 621: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMB9, C.4 - ISIN: US89115DMB90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $273976655.20
- **C.18.a - Value (excl. sponsor support):** $273976655.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 622: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.750000%
- **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):** $231117331.83
- **C.18.a - Value (excl. sponsor support):** $231117331.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 623: 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):** $1016660830.50
- **C.18.a - Value (excl. sponsor support):** $1016660830.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 624: 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):** $997457587.00
- **C.18.a - Value (excl. sponsor support):** $997457587.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 625: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR73, C.4 - ISIN: US89115DR735, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $200021380.00
- **C.18.a - Value (excl. sponsor support):** $200021380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 626: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28799371.15
- **C.18.a - Value (excl. sponsor support):** $28799371.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 627: 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):** $293762859.60
- **C.18.a - Value (excl. sponsor support):** $293762859.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 628: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX94, C.4 - ISIN: US89119AX947, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $674710714.30
- **C.18.a - Value (excl. sponsor support):** $674710714.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 629: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.780000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120F3W2, C.4 - ISIN: US89120F3W25, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $822682062.72
- **C.18.a - Value (excl. sponsor support):** $822682062.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 630: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.660000%
- **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):** $560172032.00
- **C.18.a - Value (excl. sponsor support):** $560172032.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 631: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV47, C.4 - ISIN: US89152EV472, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99951810.00
- **C.18.a - Value (excl. sponsor support):** $99951810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 632: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXH6, C.4 - ISIN: US89152EXH60, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $507456049.81
- **C.18.a - Value (excl. sponsor support):** $507456049.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: 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: 89232CVR4, C.4 - ISIN: US89232CVR41, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49846295.00
- **C.18.a - Value (excl. sponsor support):** $49846295.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 634: 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: 89232CW28, C.4 - ISIN: US89232CW284, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49796040.00
- **C.18.a - Value (excl. sponsor support):** $49796040.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 635: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HAP9, C.4 - ISIN: US89233HAP91, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $48950155.00
- **C.18.a - Value (excl. sponsor support):** $48950155.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $63970000.00
- **C.18.a - Value (excl. sponsor support):** $63970000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 637: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEL4, C.4 - ISIN: US89788LEL45, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499825300.00
- **C.18.a - Value (excl. sponsor support):** $499825300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 638: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.351000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LET7, C.4 - ISIN: US89788LET70, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499829250.00
- **C.18.a - Value (excl. sponsor support):** $499829250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 639: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFK5, C.4 - ISIN: US89788LFK52, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499990700.00
- **C.18.a - Value (excl. sponsor support):** $499990700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 640: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFP4, C.4 - ISIN: US89788LFP40, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $899640810.00
- **C.18.a - Value (excl. sponsor support):** $899640810.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 641: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFU3, C.4 - ISIN: US89788LFU35, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750021750.00
- **C.18.a - Value (excl. sponsor support):** $750021750.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 642: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DUQ1, C.4 - ISIN: US90275DUQ14, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $500255350.00
- **C.18.a - Value (excl. sponsor support):** $500255350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 643: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYG5, C.4 - ISIN: US90276JYG56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200014764.00
- **C.18.a - Value (excl. sponsor support):** $200014764.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 644: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYJ9, C.4 - ISIN: US90276JYJ95, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200052300.00
- **C.18.a - Value (excl. sponsor support):** $200052300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 645: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYQ3, C.4 - ISIN: US90276JYQ39, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500025455.00
- **C.18.a - Value (excl. sponsor support):** $500025455.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 646: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WVT9, C.4 - ISIN: US90351WVT97, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $98377448.40
- **C.18.a - Value (excl. sponsor support):** $98377448.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 647: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHB6, C.4 - ISIN: US91127RHB69, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300043500.00
- **C.18.a - Value (excl. sponsor support):** $300043500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 648: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHE0, C.4 - ISIN: US91127RHE09, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300055227.00
- **C.18.a - Value (excl. sponsor support):** $300055227.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 649: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 650: 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: 92512LVN8, C.4 - ISIN: US92512LVN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99732830.00
- **C.18.a - Value (excl. sponsor support):** $99732830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 651: 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: 92512LW31, C.4 - ISIN: US92512LW319, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199174060.00
- **C.18.a - Value (excl. sponsor support):** $199174060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 652: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LX71, C.4 - ISIN: US92512LX713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $184448518.20
- **C.18.a - Value (excl. sponsor support):** $184448518.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 653: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LY39, C.4 - ISIN: US92512LY398, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239168817.80
- **C.18.a - Value (excl. sponsor support):** $239168817.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 654: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KV66, C.4 - ISIN: US92646KV665, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $299782650.00
- **C.18.a - Value (excl. sponsor support):** $299782650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 655: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVN9, C.4 - ISIN: US92646KVN98, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $99733230.00
- **C.18.a - Value (excl. sponsor support):** $99733230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 656: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVT6, C.4 - ISIN: US92646KVT68, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $199342900.00
- **C.18.a - Value (excl. sponsor support):** $199342900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 657: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KW57, C.4 - ISIN: US92646KW572, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $149341500.00
- **C.18.a - Value (excl. sponsor support):** $149341500.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 658: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWH1, C.4 - ISIN: US92646KWH12, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $248538000.00
- **C.18.a - Value (excl. sponsor support):** $248538000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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 659: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWJ7, C.4 - ISIN: US92646KWJ77, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $115307712.00
- **C.18.a - Value (excl. sponsor support):** $115307712.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 660: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAS9, C.4 - ISIN: US92646LAS97, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $78277488.00
- **C.18.a - Value (excl. sponsor support):** $78277488.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 661: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 662: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.590000%
- **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):** $500055000.00
- **C.18.a - Value (excl. sponsor support):** $500055000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 663: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51450000.00
- **C.18.a - Value (excl. sponsor support):** $51450000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 664: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TH4Z1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TH4Z1
- **C.18 - Value (incl. sponsor support):** $599996334.00
- **C.18.a - Value (excl. sponsor support):** $599996334.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 665: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TK0W5, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TK0W5
- **C.18 - Value (incl. sponsor support):** $749988345.00
- **C.18.a - Value (excl. sponsor support):** $749988345.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 666: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TKZ49, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TKZ49
- **C.18 - Value (incl. sponsor support):** $999988800.00
- **C.18.a - Value (excl. sponsor support):** $999988800.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 667: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TZQ04, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TZQ04
- **C.18 - Value (incl. sponsor support):** $344992092.60
- **C.18.a - Value (excl. sponsor support):** $344992092.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 668: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCB65, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI2VCB65
- **C.18 - Value (incl. sponsor support):** $499915135.00
- **C.18.a - Value (excl. sponsor support):** $499915135.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 669: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCHK8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2VCHK8
- **C.18 - Value (incl. sponsor support):** $199974728.00
- **C.18.a - Value (excl. sponsor support):** $199974728.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 670: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VN360, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VN360
- **C.18 - Value (incl. sponsor support):** $749885962.50
- **C.18.a - Value (excl. sponsor support):** $749885962.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 671: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VZJX7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VZJX7
- **C.18 - Value (incl. sponsor support):** $892871836.64
- **C.18.a - Value (excl. sponsor support):** $892871836.64
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 672: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVC46, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVC46
- **C.18 - Value (incl. sponsor support):** $150000451.50
- **C.18.a - Value (excl. sponsor support):** $150000451.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 673: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVF50, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVF50
- **C.18 - Value (incl. sponsor support):** $200000150.00
- **C.18.a - Value (excl. sponsor support):** $200000150.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 674: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WX4W9, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2WX4W9
- **C.18 - Value (incl. sponsor support):** $159999547.20
- **C.18.a - Value (excl. sponsor support):** $159999547.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 675: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XJ8K1, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XJ8K1
- **C.18 - Value (incl. sponsor support):** $400020188.00
- **C.18.a - Value (excl. sponsor support):** $400020188.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 676: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XKL31, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XKL31
- **C.18 - Value (incl. sponsor support):** $200010486.00
- **C.18.a - Value (excl. sponsor support):** $200010486.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 677: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XQSY3, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XQSY3
- **C.18 - Value (incl. sponsor support):** $200010104.00
- **C.18.a - Value (excl. sponsor support):** $200010104.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 678: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Y3MZ6, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2Y3MZ6
- **C.18 - Value (incl. sponsor support):** $105004866.75
- **C.18.a - Value (excl. sponsor support):** $105004866.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 679: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YRGT4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YRGT4
- **C.18 - Value (incl. sponsor support):** $56003314.64
- **C.18.a - Value (excl. sponsor support):** $56003314.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 680: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YVQC1, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YVQC1
- **C.18 - Value (incl. sponsor support):** $250027075.00
- **C.18.a - Value (excl. sponsor support):** $250027075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 681: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YVS39, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YVS39
- **C.18 - Value (incl. sponsor support):** $249026448.78
- **C.18.a - Value (excl. sponsor support):** $249026448.78
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 682: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Z3ZV0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2Z3ZV0
- **C.18 - Value (incl. sponsor support):** $649893367.50
- **C.18.a - Value (excl. sponsor support):** $649893367.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 683: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Z6ND6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2Z6ND6
- **C.18 - Value (incl. sponsor support):** $498975588.92
- **C.18.a - Value (excl. sponsor support):** $498975588.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 684: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XR1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XR1
- **C.18 - Value (incl. sponsor support):** $304763265.10
- **C.18.a - Value (excl. sponsor support):** $304763265.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 5.0200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TENNESSEE GAS PIPELINE CO      SR DEB 7%27         | 2027-03-15      | 7.0000%  | 0.0000% | $3000.00           | $3192.61           | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $195000.00         | $123386.47         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 28       | 2028-11-07      | 4.5500%  | 0.0000% | $4000.00           | $4030.51           | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.7667%  | 0.0000% | $4508000.00        | $4756.85           | Asset-Backed Securities                           |
| REYNOLDS AMERICAN INC          SR GLBL NT 43       | 2043-09-15      | 6.1500%  | 0.0000% | $3000.00           | $3087.37           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.192%041731     | 2031-04-17      | 5.1920%  | 0.0000% | $19674000.00       | $20396018.31       | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40    | 2040-09-02      | 3.3000%  | 0.0000% | $10000.00          | $7610.87           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 27      | 2027-08-01      | 6.2200%  | 0.0000% | $3000.00           | $3202.53           | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 17.5778% | 0.0000% | $1750000.00        | $1783694.05        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT1.6%28    | 2028-08-12      | 1.6000%  | 0.0000% | $30000.00          | $27742.53          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $2000.00           | $2153.33           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 27       | 2027-03-30      | 3.8500%  | 0.0000% | $3000.00           | $2999.32           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-08-01      | 4.6250%  | 0.0000% | $3000.00           | $3052.66           | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1399.89           | Asset-Backed Securities                           |
| SOUTHWESTERN PUB SVC CO        1M GLBL -9 BD 52    | 2052-06-01      | 5.1500%  | 0.0000% | $5000.00           | $4274.57           | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR -2020A BD 50     | 2050-08-15      | 3.3610%  | 0.0000% | $3457000.00        | $2415813.63        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3594.95           | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-3          M1     20580525 FLT | 2058-05-25      | 3.8750%  | 0.0000% | $326951.00         | $296377.54         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 3.05%011128      | 2028-01-11      | 3.0500%  | 0.0000% | $4000.00           | $3891.54           | Corporate Debt Securities                         |
| TRANSOCEAN POSEIDON LTD        SR SEC GLBL 27      | 2027-02-01      | 6.8750%  | 0.0000% | $3000.00           | $1575.62           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.35%25     | 2025-10-15      | 5.3500%  | 0.0000% | $22000.00          | $22358.88          | Corporate Debt Securities                         |
| AFFIRM ASSET SEC TR 2024-X2    A      20291217 5.2 | 2029-12-17      | 5.2200%  | 0.0000% | $500000.00         | $193656.96         | Asset-Backed Securities                           |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $380.87            | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB NT  6.605%25    | 2025-10-01      | 6.6050%  | 0.0000% | $3000.00           | $3072.71           | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $676.15            | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $950000.00         | $992856.08         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR REGS NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $3000.00           | $3269.65           | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL REGS 29     | 2029-08-01      | 9.1250%  | 0.0000% | $4000.00           | $4367.98           | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.4%44    | 2044-03-04      | 5.4000%  | 0.0000% | $2000.00           | $1913.60           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49    | 2049-09-01      | 3.3000%  | 0.0000% | $3000.00           | $2080.32           | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT3.5%49    | 2049-12-01      | 3.5000%  | 0.0000% | $965000.00         | $664289.92         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR REGS NT 30       | 2030-03-17      | 5.1500%  | 0.0000% | $2000.00           | $2039.89           | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $3000.00           | $3090.00           | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.362%50    | 2050-02-15      | 3.3620%  | 0.0000% | $343000.00         | $241445.44         | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           FR 3.65%073029      | 2029-07-30      | 3.6500%  | 0.0000% | $445000.00         | $428236.85         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $22000.00          | $15066.99          | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT47    | 2047-06-15      | 5.5000%  | 0.0000% | $3000.00           | $2788.34           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 29       | 2029-09-15      | 2.9500%  | 0.0000% | $4000.00           | $3806.82           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 3.05%50     | 2050-03-01      | 3.0500%  | 0.0000% | $59000.00          | $40222.56          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.1%32    | 2032-11-15      | 4.1000%  | 0.0000% | $2000.00           | $1943.95           | Corporate Debt Securities                         |
| CWABS INC 2004-ECC1            M-1    20341125 FLT | 2034-11-25      | 5.4117%  | 0.0000% | $7804000.00        | $541700.05         | Asset-Backed Securities                           |
| CSX CORP                       SR GLBL NT2.5%51    | 2051-05-15      | 2.5000%  | 0.0000% | $4000.00           | $2304.39           | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 1.85%073026      | 2026-07-30      | 1.8500%  | 0.0000% | $4000.00           | $3905.16           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.8%45    | 2045-12-15      | 4.8000%  | 0.0000% | $3000.00           | $2603.08           | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT0.9%25    | 2025-12-03      | 0.9000%  | 0.0000% | $7000.00           | $6920.83           | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-3    20511225 FLT | 2051-12-25      | 3.2011%  | 0.0000% | $149000.00         | $112159.19         | Private Label Collateralized Mortgage Obligations |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $999.91            | Asset-Backed Securities                           |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 29       | 2029-12-15      | 3.5500%  | 0.0000% | $5000.00           | $4795.03           | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $4000.00           | $3625.74           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1063.53           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%092827     | 2037-12-01      | 6.6250%  | 0.0000% | $1000.00           | $1121.19           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1059.84           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3005.30           | Corporate Debt Securities                         |
| INTERPUBLIC GROUP COS INC      SR GLBL NT2.4%31    | 2031-03-01      | 2.4000%  | 0.0000% | $5000.00           | $4482.50           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 5.2617%  | 0.0000% | $4000000.00        | $3546.32           | Asset-Backed Securities                           |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $5000.00           | $4746.36           | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2022-4     A-3    20270615 6.3 | 2027-06-15      | 6.3200%  | 0.0000% | $15000.00          | $1648.43           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.4917%  | 0.0000% | $2999000.00        | $3273.65           | Asset-Backed Securities                           |
| NEW YORK LIFE INS              JR SB GLBL 69       | 2069-05-15      | 4.4500%  | 0.0000% | $67000.00          | $52292.46          | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 5.0667%  | 0.0000% | $942000.00         | $4958.89           | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.7867%  | 0.0000% | $338000.00         | $1867.09           | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2013-2     A      20430625 FLT | 2043-06-25      | 4.9145%  | 0.0000% | $375000.00         | $65070.51          | Asset-Backed Securities                           |
| INTERSTATE PWR & LT CO         SR GLBL DB3.1%51    | 2051-11-30      | 3.1000%  | 0.0000% | $17000.00          | $10768.76          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.2480%  | 0.0000% | $2000.00           | $2025.08           | 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 |
| NNN REIT INC                   SR NT 3.5%27        | 2027-10-15      | 3.5000%  | 0.0000% | $3000.00           | $2969.30           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 96      | 2096-12-01      | 7.1250%  | 0.0000% | $1000.00           | $1203.60           | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 29     | 2029-03-12      | 4.8750%  | 0.0000% | $4000.00           | $4108.45           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 29       | 2029-03-29      | 4.8500%  | 0.0000% | $4000.00           | $4100.09           | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT4.2%46    | 2046-09-15      | 4.2000%  | 0.0000% | $2000.00           | $1588.25           | Corporate Debt Securities                         |
| BROADSTREET PARTNERS INC       SR 144A NT 29       | 2029-04-15      | 5.8750%  | 0.0000% | $2000.00           | $2020.34           | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 31       | 2031-03-15      | 2.3750%  | 0.0000% | $2000.00           | $1772.06           | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-8   A-2    20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $5570000.00        | $5624396.62        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   A-9-A  20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $29000000.00       | $29174464.00       | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $1000.00           | $966.30            | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      SR GLBL NT3.6%32    | 2032-04-07      | 3.6000%  | 0.0000% | $3000.00           | $2819.49           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 26     | 2026-10-02      | 5.5966%  | 0.0000% | $2000.00           | $2027.40           | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.283%111930     | 2030-11-19      | 5.2830%  | 0.0000% | $8274000.00        | $8511457.59        | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS      SR GLBL NT2.8%50    | 2050-09-15      | 2.8000%  | 0.0000% | $4000.00           | $2421.59           | Corporate Debt Securities                         |
| PACIFIC LIFE INS CO            SUB GLBL 144A 67    | 2067-10-24      | 4.3000%  | 0.0000% | $1018000.00        | $808420.38         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26    | 2026-12-09      | 5.1524%  | 0.0000% | $1000.00           | $1008.21           | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 2.25%31     | 2031-10-14      | 2.2500%  | 0.0000% | $2000.00           | $1750.17           | Corporate Debt Securities                         |
| RTX CORPORATION                NT 7%28             | 2028-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2142.64           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-04-22      | 3.2100%  | 0.0000% | $8000.00           | $6028.06           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1067.50           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $86000.00          | $50855.07          | Corporate Debt Securities                         |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3617.59           | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR NT 5.3%44        | 2044-04-01      | 5.3000%  | 0.0000% | $3000.00           | $2730.71           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4581.72           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-2          M1     20550825 FLT | 2055-08-25      | 3.0000%  | 0.0000% | $301000.00         | $171244.78         | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY MIAMI FLA           AMRTZ 2022 BD 52    | 2052-04-01      | 4.0630%  | 0.0000% | $3000.00           | $2380.45           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 32     | 2032-05-14      | 3.0910%  | 0.0000% | $6000000.00        | $5486132.66        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-3          M2     20580525 FLT | 2058-05-25      | 3.8750%  | 0.0000% | $267000.00         | $230397.28         | Private Label Collateralized Mortgage Obligations |
| XCEL ENERGY INC                SR GLBL NT 4%28     | 2028-06-15      | 4.0000%  | 0.0000% | $2000.00           | $1989.80           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.6%27    | 2027-04-15      | 4.6000%  | 0.0000% | $4000.00           | $4066.78           | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 28       | 2028-06-01      | 4.3500%  | 0.0000% | $4000.00           | $4017.60           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-5          A2     20561025 FLT | 2056-10-25      | 3.2500%  | 0.0000% | $185000.00         | $86863.16          | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT 60       | 2060-05-15      | 3.1250%  | 0.0000% | $9000.00           | $5330.49           | Corporate Debt Securities                         |
| TEXAS CAP BANCSHARES INC       LW TIER II 31       | 2031-05-06      | 4.0000%  | 0.0000% | $3000.00           | $2967.61           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $5037000.00        | $4928954.67        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-INV3     B-2    20500525 FLT | 2050-05-25      | 4.3557%  | 0.0000% | $505000.00         | $411208.32         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR NT 6.25%41       | 2041-02-01      | 6.2500%  | 0.0000% | $90000.00          | $95957.42          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 5%35     | 2035-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1974.07           | Corporate Debt Securities                         |
| ARBOR MUL MTG SEC TR 2022-MF4  A-5    20550218 FLT | 2055-02-18      | 3.2841%  | 0.0000% | $600000.00         | $552794.86         | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC            GLBL NT 4.75%30     | 2030-02-15      | 4.7500%  | 0.0000% | $4000.00           | $4105.93           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.204%093035     | 2035-09-30      | 5.2040%  | 0.0000% | $1019000.00        | $1017284.68        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 26       | 2026-09-08      | 5.2500%  | 0.0000% | $2000.00           | $2060.40           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT4.3%48    | 2048-10-01      | 4.3000%  | 0.0000% | $2000.00           | $1672.07           | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $25000.00          | $18792.67          | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $4000.00           | $4265.25           | Corporate Debt Securities                         |
| ECMC GRP STUDENT LN TR 2018-1  A      20680227 FLT | 2068-02-27      | 5.2145%  | 0.0000% | $600000.00         | $221826.68         | Asset-Backed Securities                           |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $45000.00          | $32629.80          | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 29       | 2029-02-15      | 4.3750%  | 0.0000% | $3000.00           | $3028.24           | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $4000.00           | $3450.95           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $25000.00          | $21208.58          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 29     | 2029-01-12      | 3.8690%  | 0.0000% | $429000.00         | $422721.37         | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR NT 6.95%29       | 2029-04-15      | 6.9500%  | 0.0000% | $4000.00           | $4437.98           | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $340000.00         | $359667.21         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 28    | 2028-01-20      | 3.8240%  | 0.0000% | $5000.00           | $4952.79           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT31    | 2031-06-07      | 2.6730%  | 0.0000% | $5000.00           | $4390.70           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-07-15      | 5.0500%  | 0.0000% | $3000.00           | $3019.57           | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT6.5%28    | 2028-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2059.81           | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.335%061229     | 2029-06-12      | 5.3350%  | 0.0000% | $440000.00         | $451903.47         | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2021-ESH D      20380715 FLT | 2038-07-15      | 6.7065%  | 0.0000% | $10100000.00       | $8699698.73        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30       | 2030-03-15      | 4.8500%  | 0.0000% | $3000.00           | $3133.88           | Corporate Debt Securities                         |
| DUKE UNIVERSITY                SR GLBL SINK 46     | 2046-10-01      | 3.2990%  | 0.0000% | $396000.00         | $285403.80         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $975000.00         | $731305.25         | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE TR 2022-3   A-1    20670125 FLT | 2067-01-25      | 4.0000%  | 0.0000% | $470000.00         | $337494.31         | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT2.7%60    | 2060-06-03      | 2.7000%  | 0.0000% | $170000.00         | $97758.50          | Corporate Debt Securities                         |
| ALLTEL CORP                    SR DEB 6.8%29       | 2029-05-01      | 6.8000%  | 0.0000% | $1000.00           | $1060.89           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 50       | 2050-05-01      | 3.4500%  | 0.0000% | $2996000.00        | $2134664.98        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR NT7%39    | 2039-10-15      | 7.0000%  | 0.0000% | $11000.00          | $12340.20          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2019A 49    | 2049-10-01      | 3.4500%  | 0.0000% | $8000.00           | $5758.72           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $75000.00          | $46963.00          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $2000.00           | $2151.36           | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 28       | 2028-06-01      | 2.8500%  | 0.0000% | $3000.00           | $2900.01           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41      | 2041-06-15      | 3.3000%  | 0.0000% | $74000.00          | $55575.97          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $596000.00         | $572789.77         | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        GLBL NT 3.125%52    | 2052-10-15      | 3.1250%  | 0.0000% | $16000.00          | $10034.42          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%51    | 2051-01-31      | 3.7000%  | 0.0000% | $3135000.00        | $2241775.80        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-04-06      | 3.1250%  | 0.0000% | $1000.00           | $957.14            | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AD BD 50    | 2050-07-01      | 2.9000%  | 0.0000% | $95000.00          | $60318.98          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 28       | 2028-09-01      | 3.7500%  | 0.0000% | $15000.00          | $14996.03          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.3%54    | 2054-02-26      | 5.3000%  | 0.0000% | $2000.00           | $1965.40           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $5013000.00        | $4305234.86        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE GLBL -AK BD 33      | 2033-04-01      | 4.9500%  | 0.0000% | $4000.00           | $4074.92           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-06-03      | 2.5720%  | 0.0000% | $6000.00           | $5463.68           | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT 3%29     | 2029-11-15      | 3.0000%  | 0.0000% | $3000.00           | $2837.23           | Corporate Debt Securities                         |
| ENACT HLDGS INC                SR GLBL NT 29       | 2029-05-28      | 6.2500%  | 0.0000% | $2000.00           | $2086.28           | Corporate Debt Securities                         |
| DIGITAL RLTY TR LP             SR GLBL NT3.7%27    | 2027-08-15      | 3.7000%  | 0.0000% | $2000.00           | $2003.42           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.5167%  | 0.0000% | $4078000.00        | $3788.79           | Asset-Backed Securities                           |
| FLOWSERVE CORP                 SR GLBL NT2.8%32    | 2032-01-15      | 2.8000%  | 0.0000% | $2000.00           | $1743.05           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $2876.55           | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2665.51           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $3456.32           | Asset-Backed Securities                           |
| NUTRIEN LTD                    SR GLBL NT 50       | 2050-05-13      | 3.9500%  | 0.0000% | $6000.00           | $4504.85           | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $4000.00           | $4164.59           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.4%30    | 2030-01-15      | 3.4000%  | 0.0000% | $3000.00           | $2869.32           | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 30       | 2030-06-15      | 3.1500%  | 0.0000% | $2000.00           | $1876.19           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $2000.00           | $1939.36           | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT3.7%49    | 2049-10-01      | 3.7000%  | 0.0000% | $75000.00          | $54977.50          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $4000.00           | $3649.49           | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 60       | 2060-06-15      | 3.1250%  | 0.0000% | $305000.00         | $188652.58         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT5.8%35    | 2035-04-01      | 5.8000%  | 0.0000% | $69000.00          | $72558.48          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 36       | 2036-11-21      | 6.8750%  | 0.0000% | $10000.00          | $11018.67          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   B-3    20511225 FLT | 2051-12-25      | 3.2157%  | 0.0000% | $382000.00         | $287167.26         | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $4282.90           | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $3000.00           | $3109.99           | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $3000.00           | $2834.68           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.4%34    | 2034-04-15      | 5.4000%  | 0.0000% | $2000.00           | $2069.74           | Corporate Debt Securities                         |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.7779%  | 0.0000% | $450000.00         | $465525.00         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 36       | 2036-01-15      | 5.8500%  | 0.0000% | $4000.00           | $4153.04           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $2000.00           | $1798.15           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1094.32           | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2020-1     A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $754999.00         | $284488.81         | Asset-Backed Securities                           |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.4%42    | 2042-08-15      | 3.4000%  | 0.0000% | $3000.00           | $2327.15           | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.8278% | 0.0000% | $3000000.00        | $3043200.00        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34       | 2034-05-09      | 4.8750%  | 0.0000% | $273000.00         | $277593.00         | Corporate Debt Securities                         |
| MANHATTAN WEST 2020-1MW MTG TR A      20390912 FLT | 2039-09-12      | 2.1300%  | 0.0000% | $13755040.00       | $12996215.71       | Private Label Collateralized Mortgage Obligations |
| MASCO CORP                     SR NT 6.5%32        | 2032-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1094.57           | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $3000.00           | $3493.93           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $919.00            | $935.90            | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT2.5%60    | 2060-09-15      | 2.5000%  | 0.0000% | $4000.00           | $2203.30           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          LW TIER II 66       | 2066-05-17      | 6.9435%  | 0.0000% | $29000.00          | $25432.01          | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $3000.00           | $1639.30           | Asset-Backed Securities                           |
| HESS CORP                      SR GLBL NT5.8%47    | 2047-04-01      | 5.8000%  | 0.0000% | $3000.00           | $3092.35           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2917.58           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT3.7%49    | 2049-08-15      | 3.7000%  | 0.0000% | $310000.00         | $227050.54         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR NT 5.7%43        | 2043-09-30      | 5.7000%  | 0.0000% | $2000.00           | $1978.92           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT2.7%32    | 2032-02-15      | 2.7000%  | 0.0000% | $5000.00           | $4466.00           | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR 144A NT5.5%34    | 2034-09-10      | 5.5000%  | 0.0000% | $2410000.00        | $2410696.22        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $50000.00          | $46023.33          | Corporate Debt Securities                         |
| SATURN OIL & GAS INC           2LIEN SNK 144A29    | 2029-06-15      | 9.6250%  | 0.0000% | $2000.00           | $1995.86           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 27       | 2027-06-15      | 3.3750%  | 0.0000% | $4000.00           | $3947.41           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 6.1401%  | 0.0000% | $9705000.00        | $4064.79           | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  D      20370415 FLT | 2037-04-15      | 6.7583%  | 0.0000% | $34300000.00       | $32710198.48       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C23 A-5    20470917 3.9 | 2047-09-17      | 3.9342%  | 0.0000% | $320000.00         | $1318.13           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022-7        1-A-2  20521225 FLT | 2052-12-25      | 3.0000%  | 0.0000% | $1500000.00        | $1097904.94        | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT2.9%28    | 2028-01-15      | 2.9000%  | 0.0000% | $2000.00           | $1950.40           | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT5.3%45    | 2045-12-15      | 5.3000%  | 0.0000% | $3000.00           | $2913.34           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 45     | 2045-11-23      | 4.7600%  | 0.0000% | $2000.00           | $1779.14           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 5.1324%  | 0.0000% | $2000.00           | $2016.71           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $4000.00           | $3954.65           | Corporate Debt Securities                         |
| CLAREMONT MCKENNA COLLEGE      -2022 BD3.775%22    | 2122-01-01      | 3.7750%  | 0.0000% | $373000.00         | $238599.09         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-03-25      | 3.4500%  | 0.0000% | $4000.00           | $3906.42           | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      GLBL NT 1.85%32     | 2032-09-01      | 1.8500%  | 0.0000% | $1500000.00        | $1231780.42        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $1000.00           | $876.06            | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 5.25%37       | 2037-06-15      | 5.2500%  | 0.0000% | $2000.00           | $1885.38           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-11-05      | 2.9760%  | 0.0000% | $10000.00          | $9409.99           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 081123-081125    | 2025-08-11      | 4.7972%  | 0.0000% | $3000.00           | $3032.50           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $2000.00           | $2130.21           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT3.4%46    | 2046-11-15      | 3.4000%  | 0.0000% | $65000.00          | $47044.91          | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4774.76           | Corporate Debt Securities                         |
| MFA TRUST 2023-NQM1            A-1    20671125 FLT | 2067-11-25      | 5.7500%  | 0.0000% | $860000.00         | $605315.47         | Asset-Backed Securities                           |
| UNION PAC CORP                 SR NT 4.1%67        | 2067-09-15      | 4.1000%  | 0.0000% | $93000.00          | $69518.33          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   A-9    20520125 FLT | 2052-01-25      | 5.0000%  | 0.0000% | $575400.00         | $423876.36         | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   SR GLBL COCO 45     | 2045-09-06      | 5.3790%  | 0.0000% | $3220000.00        | $3162542.32        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL REGS 29     | 2029-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2925.52           | Corporate Debt Securities                         |
| XCEL ENERGY INC                GLBL NT 4.6%32      | 2032-06-01      | 4.6000%  | 0.0000% | $5000.00           | $4913.28           | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 25     | 2025-08-01      | 4.1250%  | 0.0000% | $2000.00           | $2040.97           | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ SR 144A NT 61       | 2061-09-13      | 3.6930%  | 0.0000% | $19420000.00       | $12722118.06       | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 87 REGS NT 34    | 2034-09-22      | 6.3010%  | 0.0000% | $800000.00         | $875938.84         | Corporate Debt Securities                         |
| CHILE ELECTRICITY LUX MPC II S SR SEC GLBL 35      | 2035-10-20      | 5.5800%  | 0.0000% | $250000.00         | $249945.58         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $385000.00         | $366002.82         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR SEC GLBL 28      | 2028-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3964.56           | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $3000.00           | $3242.33           | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 29       | 2029-01-15      | 6.0500%  | 0.0000% | $87000.00          | $91313.36          | Corporate Debt Securities                         |
| AXA                            SB GLBL NT8.6%30    | 2030-12-15      | 8.6000%  | 0.0000% | $20000.00          | $23894.00          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.734%092540     | 2040-09-25      | 3.7340%  | 0.0000% | $79000.00          | $62927.37          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.875%080125     | 2025-08-01      | 3.8750%  | 0.0000% | $2000.00           | $2038.49           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-04-21      | 3.1250%  | 0.0000% | $3000.00           | $2992.53           | Corporate Debt Securities                         |
| BACARDI LTD                    SR 144A NT 38       | 2038-05-15      | 5.1500%  | 0.0000% | $1823000.00        | $1708368.24        | Corporate Debt Securities                         |
| BX TR 2022-CLS                 A      20391014 5.7 | 2039-10-14      | 5.7600%  | 0.0000% | $6130000.00        | $6203970.71        | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $50000.00          | $37269.72          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $698999.00         | $4641.04           | Private Label Collateralized Mortgage Obligations |
| MARATHON PETE CORP             SR GLBL NT 5%54     | 2054-09-15      | 5.0000%  | 0.0000% | $4000.00           | $3321.72           | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT2.7%27    | 2027-02-15      | 2.7000%  | 0.0000% | $3000.00           | $2963.28           | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 1.7%30      | 2030-06-01      | 1.7000%  | 0.0000% | $5000.00           | $4418.72           | Corporate Debt Securities                         |
| GUARDIAN LIFE INS CO AMER      GLBL 144A NT 70     | 2070-01-22      | 3.7000%  | 0.0000% | $87000.00          | $57706.67          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 25       | 2025-08-18      | 3.5500%  | 0.0000% | $370000.00         | $375732.64         | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7.625%37     | 2037-04-01      | 7.6250%  | 0.0000% | $2000.00           | $2374.53           | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2020A 30    | 2030-04-30      | 3.7000%  | 0.0000% | $4000.00           | $3887.96           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 47       | 2047-12-01      | 3.7500%  | 0.0000% | $6000.00           | $4405.92           | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 29       | 2029-09-15      | 3.2500%  | 0.0000% | $5000.00           | $4789.74           | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 41       | 2041-06-01      | 2.8500%  | 0.0000% | $71000.00          | $51997.56          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $3000.00           | $3209.02           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1ST MTG BD3.8%42    | 2042-12-15      | 3.8000%  | 0.0000% | $1000.00           | $819.62            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-03-09      | 5.1724%  | 0.0000% | $2000.00           | $2019.31           | Corporate Debt Securities                         |
| KENTUCKY PWR CO                SR J 144A NT7%33    | 2033-11-15      | 7.0000%  | 0.0000% | $4000.00           | $4338.75           | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 55       | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $286591.67         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $650000.00         | $814601.67         | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 50     | 2050-05-07      | 4.7000%  | 0.0000% | $1202000.00        | $983784.25         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 28     | 2028-02-15      | 1.9500%  | 0.0000% | $2000.00           | $1903.02           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 34      | 2034-12-15      | 4.8500%  | 0.0000% | $5000.00           | $4249.34           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 37       | 2037-06-15      | 6.3750%  | 0.0000% | $3000.00           | $3227.66           | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 44       | 2044-09-15      | 4.7500%  | 0.0000% | $5000.00           | $4252.12           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $311000.00         | $229276.72         | Corporate Debt Securities                         |
| LEGACY MTG ASST TR 2020-RPL1   A-2    20590925 FLT | 2059-09-25      | 3.2500%  | 0.0000% | $515000.00         | $462962.51         | Asset-Backed Securities                           |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $475.00            | $472.16            | Corporate Debt Securities                         |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $5000.00           | $2813.46           | Asset-Backed Securities                           |
| SUZANO AUSTRIA GMBH            SR GLBL NT2.5%28    | 2028-09-15      | 2.5000%  | 0.0000% | $22000.00          | $20664.71          | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33    | 2033-04-01      | 5.3000%  | 0.0000% | $3000.00           | $3075.44           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT3.9%62    | 2062-03-01      | 3.9000%  | 0.0000% | $26000.00          | $19771.18          | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-21      | 6.1230%  | 0.0000% | $93000.00          | $100073.19         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M MM BD5.125%40    | 2040-11-15      | 5.1250%  | 0.0000% | $2000.00           | $1908.34           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $2000.00           | $2130.11           | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 30       | 2030-04-15      | 3.4500%  | 0.0000% | $2000.00           | $1921.04           | Corporate Debt Securities                         |
| SREIT TR 2021-PALM             B      20361015 FLT | 2036-10-15      | 5.2665%  | 0.0000% | $120000.00         | $119755.85         | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT 26       | 2026-04-15      | 2.6250%  | 0.0000% | $3000.00           | $2979.90           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.677%061527     | 2027-06-15      | 4.6770%  | 0.0000% | $250000.00         | $252756.56         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $40000.00          | $39659.90          | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB NT 5.5%25       | 2025-09-13      | 5.5000%  | 0.0000% | $2000.00           | $2043.81           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 26       | 2026-03-01      | 3.1500%  | 0.0000% | $4000.00           | $4019.70           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29      | 2029-09-30      | 9.0000%  | 0.0000% | $4000.00           | $4262.32           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50    | 2050-04-01      | 3.9500%  | 0.0000% | $4000.00           | $3144.27           | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50    | 2050-10-01      | 3.9100%  | 0.0000% | $720000.00         | $533313.60         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 29       | 2029-09-15      | 2.8750%  | 0.0000% | $3000.00           | $2842.02           | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-INV3  A-1    20690925 FLT | 2069-09-25      | 5.4430%  | 0.0000% | $3571800.00        | $3068551.67        | Private Label Collateralized Mortgage Obligations |
| CA INC                         SR NT 4.7%27        | 2027-03-15      | 4.7000%  | 0.0000% | $3000.00           | $3039.71           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL 144A 56     | 2056-11-01      | 2.9370%  | 0.0000% | $795000.00         | $463327.99         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $620000.00         | $633573.87         | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $7999762.00        | $0.95              | Asset-Backed Securities                           |
| DIGITAL RLTY TR LP             SR GLBL NT3.6%29    | 2029-07-01      | 3.6000%  | 0.0000% | $2000.00           | $1933.70           | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.2%30    | 2030-10-15      | 2.2000%  | 0.0000% | $2000.00           | $1782.84           | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             C      20410415 FLT | 2041-04-15      | 6.2831%  | 0.0000% | $20600000.00       | $16276222.38       | Private Label Collateralized Mortgage Obligations |
| GATX CORP                      SR GLBL NT 26       | 2026-09-15      | 3.2500%  | 0.0000% | $1000.00           | $996.44            | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $3000.00           | $2970.95           | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT5.6%34    | 2034-06-12      | 5.6000%  | 0.0000% | $4000.00           | $4154.93           | Corporate Debt Securities                         |
| TRUIST FINL CORP               SUB NT      6%26    | 2026-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2067.39           | Corporate Debt Securities                         |
| MCR TR 2024-HF1                C      20411216 FLT | 2041-12-16      | 7.1829%  | 0.0000% | $1062000.00        | $1066717.85        | Private Label Collateralized Mortgage Obligations |
| HILTON USA TRUST 2016-HHV      C      20381105 FLT | 2038-11-05      | 4.1935%  | 0.0000% | $1181000.00        | $1165103.25        | Private Label Collateralized Mortgage Obligations |
| ONNI COML MTG TR 2024-APT      D      20390715 FLT | 2039-07-15      | 7.0038%  | 0.0000% | $7980000.00        | $8259096.25        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2015-1      A-3    20520528 FLT | 2052-05-28      | 3.7500%  | 0.0000% | $649999.00         | $44206.96          | Private Label Collateralized Mortgage Obligations |
| PEPSICO INC                    SR GLBL NT 51       | 2051-10-21      | 2.7500%  | 0.0000% | $72000.00          | $45120.16          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $3000.00           | $2980.73           | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-4          A-1    20470725 FLT | 2047-07-25      | 3.5000%  | 0.0000% | $7500000.00        | $399342.60         | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 30       | 2030-09-23      | 2.1420%  | 0.0000% | $3000.00           | $2675.54           | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-02-07      | 2.2030%  | 0.0000% | $98000.00          | $95877.11          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 41       | 2041-02-01      | 5.4500%  | 0.0000% | $2000.00           | $2037.34           | Corporate Debt Securities                         |
| SOUTHSTATE CORPORATION         SUB GLBL NT 7%35    | 2035-06-13      | 7.0000%  | 0.0000% | $99000.00          | $102622.74         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.7%28    | 2028-12-15      | 4.7000%  | 0.0000% | $3000.00           | $3043.55           | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $249.00            | $13.80             | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 35       | 2035-04-15      | 4.7500%  | 0.0000% | $5000.00           | $4837.63           | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             PERP SUB GLBL -A    | 2500-12-31      | 7.7580%  | 0.0000% | $9000.00           | $9763.56           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 85 REGS NT 27    | 2027-12-22      | 6.3270%  | 0.0000% | $300000.00         | $309038.55         | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT4.5%47    | 2047-06-15      | 4.5000%  | 0.0000% | $3000.00           | $2534.67           | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 33     | 2033-05-02      | 5.5000%  | 0.0000% | $390000.00         | $402867.83         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $2000.00           | $1886.90           | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $3000.00           | $3036.90           | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD51    | 2051-06-01      | 3.3000%  | 0.0000% | $70000.00          | $46997.30          | Corporate Debt Securities                         |
| OBX 2025-NQM7 TRUST            A-1    20550525 FLT | 2055-05-25      | 5.5600%  | 0.0000% | $15829200.00       | $15143281.39       | Private Label Collateralized Mortgage Obligations |
| RACKSPACE TECHNOLOGY GLOBAL    SR SEC GLBL 28      | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3459.81           | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $257.88            | Asset-Backed Securities                           |
| PARTNERRE FINANCE B LLC        JR SB GLBL NT 50    | 2050-10-01      | 4.5000%  | 0.0000% | $90000.00          | $84957.30          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.6%120147       | 2047-12-01      | 3.6000%  | 0.0000% | $57000.00          | $42617.19          | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 28     | 2028-09-30      | 1.9040%  | 0.0000% | $373000.00         | $354020.52         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 4.9500%  | 0.0000% | $4000.00           | $3886.58           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 49       | 2049-12-01      | 3.1250%  | 0.0000% | $759000.00         | $490988.24         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.1918%  | 0.0000% | $2000.00           | $2005.08           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.305%031141     | 2041-03-11      | 3.3050%  | 0.0000% | $200000.00         | $150290.19         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $2173000.00        | $1534963.74        | Corporate Debt Securities                         |
| BAYCARE HEALTH SYS INC         SR -2020A BD 50     | 2050-11-15      | 3.8310%  | 0.0000% | $20000.00          | $15129.55          | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 33     | 2033-01-20      | 3.1320%  | 0.0000% | $4531000.00        | $4046092.38        | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.198%011030     | 2030-01-10      | 5.1980%  | 0.0000% | $638000.00         | $649310.32         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $5135000.00        | $5271631.79        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.248%102127     | 2027-10-21      | 3.2480%  | 0.0000% | $1145000.00        | $1132224.34        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $12000.00          | $8969.90           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.7%32    | 2032-12-01      | 4.7000%  | 0.0000% | $2000.00           | $2044.75           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $4000.00           | $4020.60           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 61       | 2061-05-12      | 3.2500%  | 0.0000% | $1244000.00        | $811102.86         | Corporate Debt Securities                         |
| AIR CANADA 2020-2              B      20270401 9.0 | 2027-04-01      | 9.0000%  | 0.0000% | $20000.00          | $4963.59           | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226    | 2026-01-12      | 5.2954%  | 0.0000% | $2000.00           | $2010.88           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $429000.00         | $272212.65         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 42     | 2042-08-01      | 3.8750%  | 0.0000% | $6000.00           | $4651.83           | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME TR         SR SEC GLBL 27      | 2027-03-15      | 3.2500%  | 0.0000% | $5000.00           | $3938.98           | Corporate Debt Securities                         |
| NEW YORK UNIVERSITY            -2009 SINK BD 32    | 2032-07-01      | 5.2360%  | 0.0000% | $3000.00           | $3050.20           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-11-15      | 3.7000%  | 0.0000% | $3000.00           | $2960.91           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $5000.00           | $4694.53           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 41       | 2041-10-21      | 2.6250%  | 0.0000% | $405000.00         | $287360.33         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47       | 2047-01-30      | 4.3500%  | 0.0000% | $6000.00           | $4996.38           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.6667%  | 0.0000% | $3981000.00        | $3798.19           | Asset-Backed Securities                           |
| HORMEL FOODS CORP              SR GLBL NT4.8%27    | 2027-03-30      | 4.8000%  | 0.0000% | $3000.00           | $3068.55           | Corporate Debt Securities                         |
| MICROSOFT CORP                 GLBL NT 2.675%60    | 2060-06-01      | 2.6750%  | 0.0000% | $470000.00         | $274216.02         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $2000.00           | $1807.88           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-06-01      | 3.8000%  | 0.0000% | $90000.00          | $67332.90          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-05-01      | 5.1500%  | 0.0000% | $2000.00           | $1964.61           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $4000.00           | $3973.29           | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $2000.00           | $1853.39           | Corporate Debt Securities                         |
| PENN MUT LIFE INS CO           SB 144A NT3.8%61    | 2061-04-29      | 3.8000%  | 0.0000% | $4000.00           | $2579.22           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 3.75%42       | 2042-08-15      | 3.7500%  | 0.0000% | $62000.00          | $45329.54          | Corporate Debt Securities                         |
| PALMER SQUARE CLO 2022-3R      A-1-R  20370720 FLT | 2037-07-20      | 5.6755%  | 0.0000% | $1587200.00        | $1593067.12        | Asset-Backed Securities                           |
| OHIOHEALTH CORP                SR 2020 SNK BD50    | 2050-11-15      | 3.0420%  | 0.0000% | $815000.00         | $550297.78         | Corporate Debt Securities                         |
| PROVIDENCE HEALTH & SVCS OBLIG SR -2016H BD 26     | 2026-10-01      | 2.7460%  | 0.0000% | $380000.00         | $375695.87         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 32       | 2032-04-01      | 2.7500%  | 0.0000% | $42000.00          | $35473.90          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 30     | 2030-04-01      | 5.6250%  | 0.0000% | $460000.00         | $486129.72         | Corporate Debt Securities                         |
| XILINX INC                     SR GLBL NT 30       | 2030-06-01      | 2.3750%  | 0.0000% | $2000.00           | $1834.38           | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $3000.00           | $3014.98           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 49       | 2049-06-19      | 4.8750%  | 0.0000% | $4000.00           | $3471.85           | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48    | 2048-02-15      | 3.3940%  | 0.0000% | $278000.00         | $206982.15         | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $3000.00           | $3031.27           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4341.32           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 32       | 2032-02-15      | 4.7500%  | 0.0000% | $41000.00          | $41721.71          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $1000.00           | $1026.17           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.55%36     | 2036-01-15      | 5.5500%  | 0.0000% | $3000.00           | $2904.65           | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2014-2 A      20280303 3.7 | 2028-03-03      | 3.7500%  | 0.0000% | $3000.00           | $1421.47           | Asset-Backed Securities                           |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 32       | 2032-03-24      | 3.6250%  | 0.0000% | $50000.00          | $47016.88          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-11-15      | 5.3750%  | 0.0000% | $4000.00           | $3969.51           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.9%31    | 2031-04-15      | 4.9000%  | 0.0000% | $3000.00           | $3072.98           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.8%031528       | 2028-03-15      | 4.8000%  | 0.0000% | $33000.00          | $33996.71          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $360000.00         | $394300.65         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $30000.00          | $30696.20          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.7%073145       | 2045-07-31      | 5.7000%  | 0.0000% | $225000.00         | $221188.50         | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.6467%  | 0.0000% | $300000.00         | $908.53            | Asset-Backed Securities                           |
| UBS COMM MTG TR 2019-C17       D      20521018 FLT | 2052-10-18      | 2.5000%  | 0.0000% | $5325000.00        | $4146760.33        | Private Label Collateralized Mortgage Obligations |
| TUCSON ELEC PWR CO             SR GLBL NT 4%50     | 2050-06-15      | 4.0000%  | 0.0000% | $317000.00         | $237506.26         | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  -2016B BD 3.3%56    | 2056-07-15      | 3.3000%  | 0.0000% | $3000.00           | $2030.21           | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $6023000.00        | $6036431.29        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     A1     20691025 FLT | 2069-10-25      | 3.2500%  | 0.0000% | $11953000.00       | $2824441.39        | Private Label Collateralized Mortgage Obligations |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 42       | 2042-02-15      | 3.1250%  | 0.0000% | $521000.00         | $378846.67         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   EXT JR SB GLBL67    | 2067-02-12      | 6.7129%  | 0.0000% | $71000.00          | $67048.01          | Corporate Debt Securities                         |
| HERSHEY CO                     CR SEN SR GLBL46    | 2046-08-15      | 3.3750%  | 0.0000% | $740000.00         | $543975.85         | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $3000.00           | $2662.65           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 48     | 2048-02-15      | 4.0500%  | 0.0000% | $10000.00          | $7529.75           | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $27759000.00       | $27680866.13       | Corporate Debt Securities                         |
| BPCE                           SUB 144A NT 32      | 2032-10-19      | 3.1160%  | 0.0000% | $8400000.00        | $7393361.73        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B25      E      20540417 FLT | 2054-04-17      | 2.0000%  | 0.0000% | $1000000.00        | $498119.67         | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA PLC                SR GLBL NT 50       | 2050-08-06      | 2.1250%  | 0.0000% | $150000.00         | $84205.62          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $1655000.00        | $1727109.27        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5%012144         | 2044-01-21      | 5.0000%  | 0.0000% | $180000.00         | $169360.00         | Corporate Debt Securities                         |
| BANK5 2024-5YR9                A-S    20570817 FLT | 2057-08-17      | 6.1822%  | 0.0000% | $400000.00         | $416851.53         | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $1505000.00        | $1545044.96        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.194%072330     | 2030-07-23      | 3.1940%  | 0.0000% | $59000.00          | $56153.24          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 33       | 2033-02-15      | 6.1250%  | 0.0000% | $17000.00          | $18415.13          | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 30       | 2030-06-20      | 5.0880%  | 0.0000% | $230000.00         | $232061.57         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 32       | 2032-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3049.56           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 27       | 2027-08-15      | 3.5570%  | 0.0000% | $6000.00           | $5988.61           | Corporate Debt Securities                         |
| BAMLL COML MTG SEC 2021-JACX   B      20380915 FLT | 2038-09-15      | 5.9065%  | 0.0000% | $5000000.00        | $4744376.67        | Private Label Collateralized Mortgage Obligations |
| BACARDI LTD                    SR 144A NT 26       | 2026-07-15      | 2.7500%  | 0.0000% | $335000.00         | $328717.35         | Corporate Debt Securities                         |
| ARES XXXVIII CLO LTD 18-38     SUB    20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $8000000.00        | $800.00            | Asset-Backed Securities                           |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $91000.00          | $88848.19          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $2598000.00        | $2626042.16        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 51     | 2051-08-05      | 2.8500%  | 0.0000% | $59000.00          | $36407.33          | Corporate Debt Securities                         |
| EXELON CORP                    SR NT 7.6%32        | 2032-04-01      | 7.6000%  | 0.0000% | $3000.00           | $3510.73           | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52    | 2052-03-15      | 3.8000%  | 0.0000% | $334000.00         | $245234.68         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $5054000.00        | $3742335.38        | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF 144A 35     | 2035-02-20      | 5.7380%  | 0.0000% | $7850000.00        | $8300607.44        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 34       | 2034-08-15      | 5.7500%  | 0.0000% | $2000.00           | $2099.45           | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2878.09           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-05-11      | 3.6500%  | 0.0000% | $4000.00           | $3976.84           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 2.4%080926       | 2026-08-09      | 2.4000%  | 0.0000% | $2000.00           | $1982.83           | Corporate Debt Securities                         |
| BX COML MTG TR 2024-MF         A      20390215 FLT | 2039-02-15      | 5.7836%  | 0.0000% | $7644000.00        | $6798503.30        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           SR GLBL NT 26       | 2026-02-11      | 3.4100%  | 0.0000% | $2000.00           | $2020.03           | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF 144A 27     | 2027-11-16      | 3.5000%  | 0.0000% | $600000.00         | $589910.67         | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 55       | 2055-05-15      | 6.4500%  | 0.0000% | $3000.00           | $3101.32           | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $4000.00           | $4116.85           | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $5610000.00        | $5828201.73        | Corporate Debt Securities                         |
| ML MTG INVESTORS 2005-WMC1     M-1    20350925 FLT | 2035-09-25      | 5.2167%  | 0.0000% | $749996.00         | $126886.69         | Asset-Backed Securities                           |
| MELLO MTG CAP ACCP 2021-INV2   B-2    20510825 FLT | 2051-08-25      | 3.3057%  | 0.0000% | $552000.00         | $420260.35         | Private Label Collateralized Mortgage Obligations |
| MICRON TECHNOLOGY INC          SR GLBL NT 41       | 2041-11-01      | 3.3660%  | 0.0000% | $73000.00          | $54540.85          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $41000.00          | $42283.40          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 50       | 2050-06-24      | 2.4500%  | 0.0000% | $692000.00         | $400230.69         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $1000.00           | $983.91            | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 28     | 2028-07-15      | 5.0000%  | 0.0000% | $3000.00           | $2975.08           | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30       | 2030-05-13      | 3.2500%  | 0.0000% | $205000.00         | $195822.49         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        3.95%48             | 2048-02-26      | 3.9500%  | 0.0000% | $5000.00           | $4058.13           | Corporate Debt Securities                         |
| MOTIVA ENTERPRISES LLC         SR GLBL 144A 40     | 2040-01-15      | 6.8500%  | 0.0000% | $2000.00           | $2154.69           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4389.88           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 40       | 2040-09-15      | 6.5500%  | 0.0000% | $2000.00           | $2161.45           | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL REGS 27     | 2027-04-15      | 7.8750%  | 0.0000% | $3000.00           | $3078.84           | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR REGS NT5.5%34    | 2034-09-10      | 5.5000%  | 0.0000% | $2267000.00        | $2267654.91        | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $3000.00           | $3058.88           | Corporate Debt Securities                         |
| VERDE PURCHASER LLC            SR SEC REGS NT30    | 2030-11-30      | 10.5000% | 0.0000% | $2000.00           | $2201.72           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 27       | 2027-04-01      | 3.3500%  | 0.0000% | $4000.00           | $3977.47           | Corporate Debt Securities                         |
| MPLX LP                        GLBL NT 1.75%26     | 2026-03-01      | 1.7500%  | 0.0000% | $2000.00           | $1980.68           | Corporate Debt Securities                         |
| MERCURY GENL CORP NEW          SR GLBL NT4.4%27    | 2027-03-15      | 4.4000%  | 0.0000% | $3000.00           | $3017.11           | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 49       | 2049-06-01      | 3.6500%  | 0.0000% | $120000.00         | $90714.40          | Corporate Debt Securities                         |
| SES GLOBAL AMERS HLDGS GP      SR GLBL REGS 44     | 2044-03-25      | 5.3000%  | 0.0000% | $2000.00           | $1529.22           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $41000.00          | $42146.56          | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4965%  | 0.0000% | $35433000.00       | $365.06            | Private Label Collateralized Mortgage Obligations |
| HACKENSACK MERIDIAN HEALTH     SR -2020 BD 41      | 2041-09-01      | 2.6750%  | 0.0000% | $81000.00          | $57105.47          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $85000.00          | $62865.15          | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.9810%  | 0.0000% | $2000.00           | $2021.59           | Corporate Debt Securities                         |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 30       | 2030-04-14      | 3.1250%  | 0.0000% | $195000.00         | $185605.17         | Corporate Debt Securities                         |
| XL GROUP LTD                   SR GLBL NT 43       | 2043-12-15      | 5.2500%  | 0.0000% | $70000.00          | $66611.48          | Corporate Debt Securities                         |
| XTO ENERGY INC                 SR NT 6.75%37       | 2037-08-01      | 6.7500%  | 0.0000% | $1000.00           | $1163.05           | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -H NT 50    | 2050-01-15      | 3.4500%  | 0.0000% | $2884000.00        | $1949882.01        | Corporate Debt Securities                         |
| APTIV PLC / APTIV CORP         SR GLBL NT 52       | 2052-05-01      | 4.1500%  | 0.0000% | $43000.00          | $31281.63          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 6.375%38      | 2038-05-16      | 6.3750%  | 0.0000% | $70000.00          | $77887.69          | Corporate Debt Securities                         |

### Security 685: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XS9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XS9
- **C.18 - Value (incl. sponsor support):** $499911965.00
- **C.18.a - Value (excl. sponsor support):** $499911965.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| NXP SEMICONDUCTORS N V         COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $114667.86         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $43266.00          | $178255.92         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $16003.00          | $415757.94         | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $634006.66         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1061668.00        | $18154522.80       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11268.00          | $612421.43         | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $152497.00         | $882957.63         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $340760.00         | $2899867.60        | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $2093.00           | $82804.31          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3572.05           | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $22169.00          | $3346188.86        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $6004.00           | $266757.72         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $44287.77          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $617760.00         | $5281848.00        | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $66856.00          | $689285.36         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43086.00          | $447017.25         | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $28449.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $169935.00         | $4493081.40        | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $22448.00          | $6758194.88        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $4728.00           | $100362.20         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $385783.00         | $16862574.93       | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $20403.00          | $1509413.94        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $176602.00         | $20897314.66       | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $64070.00          | $3334202.80        | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1987.89           | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $884211.00         | $88067.42          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $140387.94         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $9380.00           | $224257.98         | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $215330.00         | $25275435.40       | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $5573.00           | $278427.08         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $19651.00          | $1019690.39        | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $202656.00         | $308037.12         | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $197095.00         | $6785980.85        | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP VAL | 2500-12-31      | N/A      | 0.0000% | $6374.00           | $515465.38         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $68680.00          | $3054886.40        | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $158715.00         | $25275363.75       | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $21539.00          | $625707.95         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $21212.00          | $218271.48         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $635240.00         | $914745.60         | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19515.00          | $197686.95         | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $12745.00          | $644387.20         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $30571.00          | $1628211.46        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $334.00            | $17173.81          | Equities   |
| FIRST TR EXCH TRADED FD III    CALIF MUN INCM   | 2500-12-31      | N/A      | 0.0000% | $782.00            | $37155.01          | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $78592.00          | $2158269.93        | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATIONAL    | 2500-12-31      | N/A      | 0.0000% | $64014.00          | $2494375.93        | Equities   |
| DRDGOLD LIMITED                SPON ADR REPSTG  | 2500-12-31      | N/A      | 0.0000% | $424.00            | $5656.16           | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1040980.00        | $25274994.40       | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $69670.00          | $724568.00         | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $7817.00           | $256355.39         | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $199698.00         | $10508108.76       | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $12699.00          | $385922.61         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII LOW DUR STRTGC   | 2500-12-31      | N/A      | 0.0000% | $8130.00           | $154144.80         | Equities   |
| FIRST TR EXCH TRADED FD III    MANAGD MUN ETF   | 2500-12-31      | N/A      | 0.0000% | $99966.00          | $4937320.74        | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $16771.00          | $1404738.96        | Equities   |
| SPDR SERIES TRUST              BLOOMBERG HIGH Y | 2500-12-31      | N/A      | 0.0000% | $4591.00           | $444638.35         | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $6184.00           | $134037.58         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $380824.00         | $25275288.88       | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $1927.00           | $48887.99          | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $246219.00         | $7029552.45        | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $574790.58         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $33459.66          | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $9981.00           | $105499.17         | Equities   |
| LEGG MASON ETF INVT            WESTN ASET TTL   | 2500-12-31      | N/A      | 0.0000% | $4708.00           | $94535.23          | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $23546.00          | $2268186.18        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $143378.00         | $1472492.06        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $55961.00          | $582554.01         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $63944.24          | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $28294.00          | $280110.60         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1618.00           | $81611.92          | Equities   |
| G WILLI FOOD INTL LTD          ORD              | 2500-12-31      | N/A      | 0.0000% | $15219.00          | $322186.23         | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1241616.00        | $23776946.40       | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $5418.00           | $265211.10         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $216130.00         | $10629273.40       | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $240392.00         | $25274814.88       | Equities   |
| TIDAL TRUST III                NESTYIELD VISION | 2500-12-31      | N/A      | 0.0000% | $3295.00           | $151624.37         | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2285300.00        | $25275418.00       | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $4027.00           | $111869.25         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6973.00           | $71612.71          | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $343769.00         | $1282258.37        | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $224575.00         | $20914669.75       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4513.00           | $108584.59         | Equities   |
| SPDR SERIES TRUST              MKTAXES INVT GRD | 2500-12-31      | N/A      | 0.0000% | $1687.00           | $160514.34         | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 HI | 2500-12-31      | N/A      | 0.0000% | $15777.00          | $682197.48         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $2811.00           | $98962.66          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $308924.00         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71035.00          | $248622.50         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $1665.00           | $68131.80          | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $134910.00         | $5154911.10        | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $3590.00           | $184597.80         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2068844.00        | $5151421.56        | Equities   |
| AMERICAN CENTY ETF TR          DIVERSIFID CRP   | 2500-12-31      | N/A      | 0.0000% | $45441.00          | $2129819.67        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $14088.00          | $780545.64         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $10589.00          | $1468482.52        | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $70397.00          | $3541673.07        | Equities   |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $140657.32         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $104052.00         | $25275271.32       | Equities   |
| USCF ETF TR                    MIDSTREAM ENERGY | 2500-12-31      | N/A      | 0.0000% | $11368.00          | $570364.39         | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $27095.00          | $1374998.09        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3498000.00        | $21967440.00       | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $6024.00           | $147256.68         | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $156.00            | $11435.27          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $86044.00          | $7400644.44        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8619.00           | $511436.81         | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $2296.00           | $77769.88          | Equities   |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $508104.00         | $5126769.36        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $43338.00          | $25275154.98       | Equities   |
| VANGUARD MALVERN FDS           CORE-PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $254.00            | $19659.47          | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $16152.00          | $165881.04         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $15999.00          | $310105.42         | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $676892.00         | $15074384.84       | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $50672.00          | $1907800.80        | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $13946.00          | $358691.12         | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $569650.00         | $25275370.50       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT   | 2500-12-31      | N/A      | 0.0000% | $27858.00          | $1454636.11        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $39646.00          | $25274721.46       | Equities   |
| ISHARES TR                     IBONDS OCT 2031  | 2500-12-31      | N/A      | 0.0000% | $4525.00           | $118260.88         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $163961.04         | Equities   |
| PIMCO ETF TR                   SHTRM MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $16046.00          | $806471.96         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $13619.00          | $739920.27         | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $6870.00           | $165498.30         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $31604.00          | $1796033.20        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $3164.00           | $129764.82         | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $52069.00          | $1678183.87        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $81840.00          | $3178256.40        | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $7.00              | $101.32            | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $251243.04         | Equities   |
| RBB FD INC                     F/M 3 YEAR INVES | 2500-12-31      | N/A      | 0.0000% | $4204.00           | $214088.70         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SAUDI ARB   | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $71170.08          | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $22292.00          | $1150490.12        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $162047.03         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $108195.54         | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $72954.00          | $4212363.96        | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $38949.00          | $1814633.91        | Equities   |
| VALERO ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $7593.00           | $1058236.41        | Equities   |

### Security 686: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188Y25, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188Y25
- **C.18 - Value (incl. sponsor support):** $1348792870.50
- **C.18.a - Value (excl. sponsor support):** $1348792870.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SUMIT MTG TR  2022-BVUE        D      20410212 FLT | 2041-02-12      | 2.8925%  | 0.0000% | $12450000.00       | $9756547.18        | Private Label Collateralized Mortgage Obligations |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $69000.00          | $68987.45          | Corporate Debt Securities                         |
| WOM MOBILE SPA                 SR 144A NT 31       | 2031-04-01      | 11.0000% | 0.0000% | $1686000.00        | $1706555.15        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          A2     20570625 FLT | 2057-06-25      | 3.0000%  | 0.0000% | $411000.00         | $387269.27         | Private Label Collateralized Mortgage Obligations |
| TRANSOCEAN INC                 SR SEC GLBL 30      | 2030-02-15      | 8.7500%  | 0.0000% | $595000.00         | $512772.98         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 37       | 2037-11-15      | 6.8750%  | 0.0000% | $11000.00          | $11973.43          | Corporate Debt Securities                         |
| J P MORGAN MORTGAGE 2025-CCM1  A-8    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $12145000.00       | $12058118.71       | Private Label Collateralized Mortgage Obligations |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 16.5778% | 0.0000% | $8000000.00        | $8026400.00        | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 17.1622% | 0.0000% | $5000000.00        | $5088500.00        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 13.3278% | 0.0000% | $1000000.00        | $1022506.54        | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $58000.00          | $57693.44          | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A VR 144A NT 26    | 2026-01-07      | 17.3278% | 0.0000% | $17219000.00       | $17955945.92       | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 32       | 2032-02-09      | 2.7200%  | 0.0000% | $236000.00         | $212309.27         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 29      | 2029-05-01      | 6.7500%  | 0.0000% | $2624000.00        | $2692394.56        | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $320000.00         | $331577.60         | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $16780000.00       | $17315263.36       | Corporate Debt Securities                         |
| MONTELL AMER FIN CORP          GLBL 144A NT 27     | 2027-03-15      | 8.1000%  | 0.0000% | $3324000.00        | $3588041.94        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 29     | 2029-04-01      | 7.2500%  | 0.0000% | $420000.00         | $450255.40         | Corporate Debt Securities                         |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $731000.00         | $693951.50         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 8.0779%  | 0.0000% | $10000000.00       | $10097000.00       | Corporate Debt Securities                         |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 20.5778% | 0.0000% | $3250000.00        | $3245125.00        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $73000.00          | $72520.94          | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $1638000.00        | $1734172.44        | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $19000.00          | $20755.42          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             GTD SR NT 6%34      | 2034-09-30      | 6.0000%  | 0.0000% | $317000.00         | $322389.00         | Corporate Debt Securities                         |
| TRANSALTA CORP                 SR GLBL NT 29       | 2029-11-15      | 7.7500%  | 0.0000% | $1713000.00        | $1815584.43        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR NT 5.35%43       | 2043-11-01      | 5.3500%  | 0.0000% | $33000.00          | $31649.15          | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 4%48     | 2048-04-01      | 4.0000%  | 0.0000% | $65000.00          | $51690.82          | Corporate Debt Securities                         |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $1412000.00        | $1375704.54        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 6.875%32    | 2032-04-23      | 6.8750%  | 0.0000% | $887000.00         | $825934.73         | Corporate Debt Securities                         |
| COTY INC                       SR SEC GLBL 29      | 2029-01-15      | 4.7500%  | 0.0000% | $130000.00         | $127513.24         | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL REGS 33     | 2033-01-24      | 8.6500%  | 0.0000% | $950000.00         | $956119.58         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $405000.00         | $427464.84         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $372000.00         | $332615.57         | Corporate Debt Securities                         |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $73000.00          | $76104.36          | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $40000.00          | $42678.60          | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 50     | 2050-09-21      | 5.7500%  | 0.0000% | $1103000.00        | $925432.63         | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $1979000.00        | $2131373.10        | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 13.4078% | 0.0000% | $2533000.00        | $2598604.70        | Corporate Debt Securities                         |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $50000.00          | $46554.23          | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $3736000.00        | $2966175.41        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 30     | 2030-09-10      | 2.6250%  | 0.0000% | $1044000.00        | $953212.02         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29     | 2029-03-15      | 3.5000%  | 0.0000% | $6000.00           | $5743.33           | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR GLBL NT 49       | 2049-04-22      | 4.3750%  | 0.0000% | $565000.00         | $467831.14         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.691%062332     | 2032-06-23      | 2.6910%  | 0.0000% | $200000.00         | $176851.15         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 32     | 2032-02-01      | 4.2500%  | 0.0000% | $50000.00          | $47401.50          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 34     | 2034-04-15      | 3.4690%  | 0.0000% | $121000.00         | $108721.44         | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL REGS 31     | 2031-01-15      | 4.3750%  | 0.0000% | $10000.00          | $9388.84           | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $335000.00         | $342611.01         | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW          SR GLBL REGS 31     | 2031-03-01      | 3.5000%  | 0.0000% | $91000.00          | $84382.78          | Corporate Debt Securities                         |
| WILLIAM CARTER CO              SR GLBL REGS 27     | 2027-03-15      | 5.6250%  | 0.0000% | $1200000.00        | $1214664.00        | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $2052000.00        | $2071627.95        | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL REGS 33     | 2033-05-15      | 6.0000%  | 0.0000% | $500000.00         | $509550.00         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 41     | 2041-02-15      | 3.5000%  | 0.0000% | $80000.00          | $64455.11          | Corporate Debt Securities                         |
| BRASKEM IDESA S A P I          SR SEC GLBL 32      | 2032-02-20      | 6.9900%  | 0.0000% | $2897000.00        | $2025920.38        | Corporate Debt Securities                         |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $63096.41          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 31     | 2031-03-01      | 3.8750%  | 0.0000% | $36000.00          | $33772.17          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL REGS 30     | 2030-10-01      | 6.6250%  | 0.0000% | $180000.00         | $188037.60         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 5.375%44      | 2044-01-31      | 5.3750%  | 0.0000% | $85000.00          | $80290.15          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 44       | 2044-12-05      | 4.9500%  | 0.0000% | $50000.00          | $48397.50          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.8678% | 0.0000% | $19285000.00       | $19842336.50       | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL 144A 40     | 2040-09-01      | 5.1000%  | 0.0000% | $187000.00         | $160004.68         | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 12.0778% | 0.0000% | $4250000.00        | $4244475.00        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $2779000.00        | $2858433.85        | Corporate Debt Securities                         |
| UNITED AIRLNS PASS THRU 2024-1 AA     20380815 5.4 | 2038-08-15      | 5.4500%  | 0.0000% | $2487000.00        | $2554478.36        | Asset-Backed Securities                           |
| GOLUB CAPITAL PART 2024-75B    A-1    20370727 FLT | 2037-07-27      | 5.7185%  | 0.0000% | $60000000.00       | $60184984.56       | Asset-Backed Securities                           |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.8278% | 0.0000% | $10315000.00       | $10310874.00       | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $1300000.00        | $1391584.64        | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34      | 2034-10-15      | 5.7000%  | 0.0000% | $941000.00         | $886745.08         | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $119000.00         | $122261.38         | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 31       | 2031-03-23      | 2.5500%  | 0.0000% | $301000.00         | $266973.96         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $89000.00          | $67763.36          | Corporate Debt Securities                         |
| HILT COML MTG TR 2024-ORL      B      20370515 FLT | 2037-05-15      | 6.2826%  | 0.0000% | $315000.00         | $316076.44         | Private Label Collateralized Mortgage Obligations |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $3394000.00        | $3579689.51        | Corporate Debt Securities                         |
| PRPM TRUST 2023-NQM3           A-2    20681125 FLT | 2068-11-25      | 6.6770%  | 0.0000% | $200000.00         | $149239.19         | Private Label Collateralized Mortgage Obligations |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $99684.00          | $104950.64         | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $75000.00          | $75950.66          | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $2937000.00        | $2929657.50        | Corporate Debt Securities                         |
| LINDE INC                      SR NT 3.55%42       | 2042-11-07      | 3.5500%  | 0.0000% | $99000.00          | $78097.47          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC NT 4.3%45    | 2045-05-20      | 4.3000%  | 0.0000% | $77000.00          | $63722.93          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -M NT 35    | 2035-01-15      | 5.2000%  | 0.0000% | $81000.00          | $80849.43          | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $2563000.00        | $1212819.43        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 35 BD 51    | 2051-01-15      | 2.7000%  | 0.0000% | $895000.00         | $529052.40         | Corporate Debt Securities                         |
| PNMAC GMSR ISSUER TR           SR 144A 29          | 2029-03-26      | 7.5522%  | 0.0000% | $5000000.00        | $5014681.67        | Corporate Debt Securities                         |
| PRG WONDER PLAZA PPTYS INC     NT 6.25%27          | 2027-01-22      | 6.2500%  | 0.0000% | $14260000.00       | $14280655.61       | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $808968.00         | $841217.51         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 26       | 2026-05-01      | 7.6250%  | 0.0000% | $17102000.00       | $17426296.67       | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 33       | 2033-03-15      | 6.7500%  | 0.0000% | $27000.00          | $28699.78          | Corporate Debt Securities                         |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 30     | 2030-07-27      | 8.4500%  | 0.0000% | $400000.00         | $397863.56         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $174193.75         | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $948000.00         | $1064459.43        | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.4778% | 0.0000% | $347000.00         | $351511.00         | Corporate Debt Securities                         |
| CROSS MORTGAGE TR 2025-H3      A-1    20700425 FLT | 2070-04-25      | 5.8830%  | 0.0000% | $7430000.00        | $7202899.57        | Private Label Collateralized Mortgage Obligations |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $1563000.00        | $1725726.32        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 5.9%40        | 2040-10-15      | 5.9000%  | 0.0000% | $50000.00          | $46806.61          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $5421000.00        | $4863179.10        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $1713000.00        | $813187.75         | Corporate Debt Securities                         |
| DRESDNER FDG TR I              JR SB GLBL 31       | 2031-06-30      | 8.1510%  | 0.0000% | $125000.00         | $138682.81         | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $300000.00         | $280066.67         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55    | 2055-02-01      | 5.3000%  | 0.0000% | $306000.00         | $297266.76         | Corporate Debt Securities                         |
| PROGRESS RES TR 2023-SFR2      B      20401018 4.5 | 2040-10-18      | 4.5000%  | 0.0000% | $120000.00         | $118460.40         | Asset-Backed Securities                           |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $1125000.00        | $1182150.00        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-2     B1     20580525 FLT | 2058-05-25      | 3.7500%  | 0.0000% | $793000.00         | $692062.40         | Asset-Backed Securities                           |
| JP MG COML MORTG SEC TR 22-ACB A      20370316 FLT | 2037-03-16      | 5.7396%  | 0.0000% | $870000.00         | $872763.07         | Private Label Collateralized Mortgage Obligations |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $200000.00         | $204187.17         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.9178% | 0.0000% | $3525000.00        | $3716082.57        | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $20000.00          | $20200.72          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $1557000.00        | $1527510.42        | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $99000.00          | $97395.95          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $74000.00          | $79536.27          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $99000.00          | $92171.50          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $3274000.00        | $3216984.20        | Corporate Debt Securities                         |
| NELNET ST LN TR 2013-1         A      20410625 FLT | 2041-06-25      | 5.0645%  | 0.0000% | $1950000.00        | $216634.82         | Asset-Backed Securities                           |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $100000.00         | $93179.00          | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 12.3278% | 0.0000% | $1000000.00        | $1003100.00        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 8%33     | 2033-03-01      | 8.0000%  | 0.0000% | $355000.00         | $376460.54         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2013-C10  C      20471217 FLT | 2047-12-17      | 4.1013%  | 0.0000% | $4490000.00        | $764238.78         | Private Label Collateralized Mortgage Obligations |
| GTE FLA INC                    SR GLBL -E DB 28    | 2028-02-01      | 6.8600%  | 0.0000% | $17482000.00       | $18824617.60       | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 4.1900%  | 0.0000% | $7750000.00        | $7284225.00        | Corporate Debt Securities                         |
| GS MORTGAGE BACKED 2023-PJ5    A-22   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $10299300.00       | $10556624.58       | Private Label Collateralized Mortgage Obligations |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 11.5298% | 0.0000% | $4283000.00        | $4430763.50        | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $415000.00         | $441924.28         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 30      | 2030-05-15      | 5.2500%  | 0.0000% | $1384000.00        | $1226090.21        | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP           SR 144A NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $40000.00          | $41747.10          | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $3691000.00        | $3553477.44        | Corporate Debt Securities                         |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $16000.00          | $16269.07          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 31        | 2031-01-13      | 5.2450%  | 0.0000% | $14000.00          | $14332.46          | Corporate Debt Securities                         |
| CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28      | 2028-06-15      | 6.1250%  | 0.0000% | $2532000.00        | $2538650.02        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $11943000.00       | $11737394.62       | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 31       | 2031-02-15      | 1.7500%  | 0.0000% | $84000.00          | $72533.11          | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 10.0778% | 0.0000% | $6150000.00        | $6365250.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 10.2953% | 0.0000% | $1250000.00        | $1305125.00        | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR NT 3.9%42        | 2042-09-01      | 3.9000%  | 0.0000% | $55000.00          | $46008.60          | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $108000.00         | $112970.70         | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30      | 2030-11-15      | 7.7500%  | 0.0000% | $1111000.00        | $1158201.76        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.9%29    | 2029-10-15      | 3.9000%  | 0.0000% | $175000.00         | $167872.83         | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $2700000.00        | $507622.08         | Corporate Debt Securities                         |
| WEEKLEY HOMES LLC/ FIN CORP    SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $51000.00          | $50017.06          | Corporate Debt Securities                         |
| SABLE INTL FIN LTD             SR SEC GLBL 32      | 2032-10-15      | 7.1250%  | 0.0000% | $200000.00         | $204854.25         | Corporate Debt Securities                         |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 15.0778% | 0.0000% | $5000000.00        | $5155500.00        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30      | 2030-06-30      | 7.3750%  | 0.0000% | $215000.00         | $215246.35         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $126000.00         | $126770.77         | Corporate Debt Securities                         |
| TRANSOCEAN INC                 CR SEN SR NT 41     | 2041-12-15      | 9.3500%  | 0.0000% | $1361000.00        | $1150640.44        | Corporate Debt Securities                         |
| UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $6000000.00        | $5691520.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-05-15      | 4.1250%  | 0.0000% | $65000.00          | $51678.14          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $87000.00          | $86652.80          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR SEC GLBL 27      | 2027-02-15      | 5.8750%  | 0.0000% | $929000.00         | $955548.11         | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      2LIEN 144A NT 31    | 2031-01-15      | 12.2500% | 0.0000% | $272000.00         | $294118.28         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 27     | 2027-02-15      | 5.0000%  | 0.0000% | $80000.00          | $81819.64          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-1          A2     20580125 FLT | 2058-01-25      | 3.2500%  | 0.0000% | $235000.00         | $228471.54         | Private Label Collateralized Mortgage Obligations |
| TRANSOCEAN INC                 SR GLBL 144A 29     | 2029-05-15      | 8.2500%  | 0.0000% | $4195000.00        | $4036502.41        | Corporate Debt Securities                         |
| TGS ASA                        SR SEC 144A NT30    | 2030-01-15      | 8.5000%  | 0.0000% | $209000.00         | $213834.52         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-4         A-1    20570525 FLT | 2057-05-25      | 4.0000%  | 0.0000% | $21692000.00       | $2879860.78        | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $681000.00         | $760176.28         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 8.3253%  | 0.0000% | $470000.00         | $467650.00         | Corporate Debt Securities                         |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.5278% | 0.0000% | $8750000.00        | $9205000.00        | Corporate Debt Securities                         |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $1890000.00        | $1918085.40        | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ 144A 35    | 2035-12-10      | 7.6250%  | 0.0000% | $200000.00         | $196940.06         | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $6000.00           | $5748.58           | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              GLBL NT 6.125%33    | 2033-06-12      | 6.1250%  | 0.0000% | $4245000.00        | $4470480.25        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $253000.00         | $257334.63         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.5%33    | 2033-08-10      | 4.5000%  | 0.0000% | $23000.00          | $22722.51          | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 10.3278% | 0.0000% | $9250000.00        | $9686463.39        | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $3457000.00        | $3624979.47        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $9395000.00        | $9957319.46        | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  A-4    20490617 3.1 | 2049-06-17      | 3.1439%  | 0.0000% | $1415000.00        | $1393692.81        | Private Label Collateralized Mortgage Obligations |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 10.5778% | 0.0000% | $10000000.00       | $10045000.00       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $92000.00          | $97128.41          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-2        A-4    20550725 FLT | 2055-07-25      | 6.0000%  | 0.0000% | $231000.00         | $206809.67         | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.7%40    | 2040-10-15      | 5.7000%  | 0.0000% | $58000.00          | $59297.65          | Corporate Debt Securities                         |
| JP MORGAN MORTGAG TR 2025-5MPR B-1    20551125 FLT | 2055-11-25      | 7.2244%  | 0.0000% | $2026000.00        | $1966199.31        | Private Label Collateralized Mortgage Obligations |
| AVALONBAY CMNTYS INC           SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $75000.00          | $77327.75          | Corporate Debt Securities                         |
| BCPE ULYSSES INTER INC         SUB GLBL PIK 27     | 2027-04-01      | 7.7500%  | 0.0000% | $1435000.00        | $1472099.53        | Corporate Debt Securities                         |
| AMSTED INDS INC                SR 144A NT 33       | 2033-03-15      | 6.3750%  | 0.0000% | $16000.00          | $16608.91          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2025-6        A-2    20700425 FLT | 2070-04-25      | 5.7680%  | 0.0000% | $7220000.00        | $7129193.79        | Private Label Collateralized Mortgage Obligations |
| BALL CORP                      SR GLBL NT 28       | 2028-03-15      | 6.8750%  | 0.0000% | $157000.00         | $161089.72         | Corporate Debt Securities                         |
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $3592000.00        | $3488378.78        | Corporate Debt Securities                         |
| ARES COMMER MTG TR 2024-IND    A      20410715 FLT | 2041-07-15      | 6.0336%  | 0.0000% | $3222000.00        | $3237689.81        | Private Label Collateralized Mortgage Obligations |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $1254000.00        | $1321243.66        | Corporate Debt Securities                         |
| CFMT 2024-R1 LLC               A-2    20541025 FLT | 2054-10-25      | 4.0000%  | 0.0000% | $150000.00         | $141519.55         | Asset-Backed Securities                           |
| CT TR                          SR GLBL 144A 32     | 2032-02-03      | 5.1250%  | 0.0000% | $376000.00         | $361669.86         | Corporate Debt Securities                         |
| ENPRO INC                      SR GLBL 144A 33     | 2033-06-01      | 6.1250%  | 0.0000% | $2350000.00        | $2398195.24        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 5%50     | 2050-05-15      | 5.0000%  | 0.0000% | $231000.00         | $194561.03         | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 26     | 2026-05-15      | 5.2500%  | 0.0000% | $77000.00          | $77647.83          | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT2.4%31    | 2031-06-15      | 2.4000%  | 0.0000% | $95000.00          | $83688.98          | Corporate Debt Securities                         |
| BINOM SEC TR 2021-INV1         A-2    20560625 FLT | 2056-06-25      | 2.3700%  | 0.0000% | $825000.00         | $378553.61         | Private Label Collateralized Mortgage Obligations |
| BIG CMRCL MRTG TR 2022-BIG     C      20390215 FLT | 2039-02-15      | 6.6823%  | 0.0000% | $5832000.00        | $5778811.75        | Private Label Collateralized Mortgage Obligations |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $1068000.00        | $1038194.49        | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $62000.00          | $62957.83          | Corporate Debt Securities                         |
| COVANTA HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $199000.00         | $191580.29         | Corporate Debt Securities                         |
| DEEPHAVEN RES MTG TR 2022-3    A-1    20670725 FLT | 2067-07-25      | 5.3000%  | 0.0000% | $1142856.00        | $731535.95         | Asset-Backed Securities                           |
| CSAIL COML MTG TR 2018-CX12    D      20510817 FLT | 2051-08-17      | 3.2229%  | 0.0000% | $5000000.00        | $4027083.86        | Private Label Collateralized Mortgage Obligations |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $1431000.00        | $1423624.39        | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              CR SEN SR GLBL31    | 2031-03-15      | 2.9500%  | 0.0000% | $46000.00          | $42347.80          | Corporate Debt Securities                         |
| FHF ISSUER TRUST 2024-2        A-2    20300617 5.8 | 2030-06-17      | 5.8900%  | 0.0000% | $500000.00         | $341727.86         | Asset-Backed Securities                           |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 14.0779% | 0.0000% | $4750000.00        | $4750000.00        | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $100000.00         | $106935.62         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT 31       | 2031-06-01      | 2.5500%  | 0.0000% | $13000.00          | $11548.29          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49    | 2049-06-15      | 4.2000%  | 0.0000% | $80000.00          | $62283.73          | Corporate Debt Securities                         |
| CONNECT FINCO SARL / CONNECT U SR SEC GLBL 29      | 2029-09-15      | 9.0000%  | 0.0000% | $1775000.00        | $1852567.50        | Corporate Debt Securities                         |
| ENDO FIN HLDGS INC             SR SEC GLBL 31      | 2031-04-15      | 8.5000%  | 0.0000% | $76000.00          | $82780.55          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30    | 2030-11-15      | 7.0500%  | 0.0000% | $78000.00          | $82479.02          | Corporate Debt Securities                         |
| OLYMPUS WTR US HLDG CORP       SR SEC GLBL 27      | 2027-10-01      | 7.1250%  | 0.0000% | $9980000.00        | $10384289.80       | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 50       | 2050-05-11      | 3.0780%  | 0.0000% | $3438000.00        | $2308788.90        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 33       | 2033-02-21      | 5.2500%  | 0.0000% | $1326000.00        | $1358398.60        | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 11.2278% | 0.0000% | $250000.00         | $257150.00         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 6.6650%  | 0.0000% | $5879000.00        | $6049856.80        | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.7640%  | 0.0000% | $4420000.00        | $4411985.56        | Private Label Collateralized Mortgage Obligations |
| ARDAGH PACKAGING               SR GLBL 144A 27     | 2027-08-15      | 5.2500%  | 0.0000% | $360000.00         | $178537.50         | Corporate Debt Securities                         |
| AXALTA COATING SYS LLC/AXALTA  SR GLBL 144A 27     | 2027-06-15      | 4.7500%  | 0.0000% | $150000.00         | $149552.92         | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.8278% | 0.0000% | $3750000.00        | $3789375.00        | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $210000.00         | $219964.38         | Corporate Debt Securities                         |
| ARTERA SVCS LLC                SR SEC 144A NT31    | 2031-02-15      | 8.5000%  | 0.0000% | $199000.00         | $173956.73         | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $166706.94         | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12402000.00       | $12323798.50       | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $8187000.00        | $8137527.78        | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1155000.00        | $1274109.38        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT3.85%61    | 2061-04-01      | 3.8500%  | 0.0000% | $9704000.00        | $6052028.98        | Corporate Debt Securities                         |
| CANACOL ENERGY LTD             144A NT 5.75%28     | 2028-11-24      | 5.7500%  | 0.0000% | $495000.00         | $152945.93         | Corporate Debt Securities                         |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $63000.00          | $61694.50          | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $2437700.00        | $2391481.89        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-09-15      | 2.1250%  | 0.0000% | $99000.00          | $85126.91          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 13.0779% | 0.0000% | $900000.00         | $909180.00         | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $12499000.00       | $12219970.24       | Corporate Debt Securities                         |
| EATON CORP OHIO                SR NT 4%32          | 2032-11-02      | 4.0000%  | 0.0000% | $195000.00         | $189309.68         | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $5394528.00        | $5131544.76        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 28       | 2028-03-01      | 1.6500%  | 0.0000% | $195000.00         | $183076.73         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 31     | 2031-08-15      | 3.8750%  | 0.0000% | $95000.00          | $87028.37          | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL NT 5%30     | 2030-02-01      | 5.0000%  | 0.0000% | $93000.00          | $91565.94          | Corporate Debt Securities                         |
| ODEON FINCO PLC                SR SEC GLBL 27      | 2027-11-01      | 12.7500% | 0.0000% | $4960000.00        | $5331855.33        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $1155000.00        | $1205549.22        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $95000.00          | $106301.20         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $645000.00         | $575075.55         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 3.7%45        | 2045-03-01      | 3.7000%  | 0.0000% | $15000.00          | $12107.50          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 32     | 2032-11-15      | 7.0000%  | 0.0000% | $100000.00         | $97718.78          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 46       | 2046-10-15      | 3.8750%  | 0.0000% | $88000.00          | $67158.94          | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31     | 2031-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $1409505.00        | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 5.8750%  | 0.0000% | $46000.00          | $41164.82          | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $979000.00         | $1007941.01        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 26     | 2026-05-15      | 7.7500%  | 0.0000% | $880000.00         | $893901.80         | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $1252000.00        | $1325824.53        | Corporate Debt Securities                         |
| SDR COML MTG TR 2024-DSNY      A      20390516 FLT | 2039-05-16      | 5.7336%  | 0.0000% | $1062000.00        | $1064706.25        | Private Label Collateralized Mortgage Obligations |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $200000.00         | $203178.67         | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $575000.00         | $460964.72         | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $402034.71         | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP II           PERP GLBL NT        | 2043-06-01      | 5.3589%  | 0.0000% | $5166000.00        | $4396687.38        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.8279% | 0.0000% | $4375000.00        | $4368000.00        | Corporate Debt Securities                         |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 8.3479%  | 0.0000% | $900000.00         | $921090.01         | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 9.3253%  | 0.0000% | $16944000.00       | $17231026.84       | Corporate Debt Securities                         |
| TRUENOORD CAPITAL DAC          SR GLBL 144A 30     | 2030-03-01      | 8.7500%  | 0.0000% | $61000.00          | $65606.13          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.8278% | 0.0000% | $4500000.00        | $4643100.00        | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.6300%  | 0.0000% | $13700000.00       | $13627390.00       | Corporate Debt Securities                         |
| VICTORS MERGER CORPORATION     SR 144A NT 29       | 2029-05-15      | 6.3750%  | 0.0000% | $190000.00         | $87582.08          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $531000.00         | $510139.13         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M GLBL 114 BD43    | 2043-08-15      | 4.6000%  | 0.0000% | $60000.00          | $53701.87          | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $23000.00          | $22031.71          | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1223012.05        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 65       | 2065-01-15      | 5.6500%  | 0.0000% | $94000.00          | $88925.04          | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC GLBL 27      | 2027-05-15      | 5.6250%  | 0.0000% | $85000.00          | $74332.29          | Corporate Debt Securities                         |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL 144A 29     | 2029-06-01      | 8.0000%  | 0.0000% | $190000.00         | $184541.93         | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $241000.00         | $249735.98         | Corporate Debt Securities                         |
| MF1 2025-FL19 LLC              C      20420518 FLT | 2042-05-18      | 7.1905%  | 0.0000% | $999873.00         | $1002476.39        | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $597000.00         | $665750.52         | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.8%43    | 2043-11-15      | 5.8000%  | 0.0000% | $15000.00          | $14923.87          | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 61       | 2061-08-15      | 3.3750%  | 0.0000% | $595000.00         | $358542.54         | Corporate Debt Securities                         |
| LIFE MORTGAGE TRUST 2022-BMR2  C      20380517 FLT | 2038-05-17      | 6.4351%  | 0.0000% | $5957000.00        | $5437907.18        | Private Label Collateralized Mortgage Obligations |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $112000.00         | $104569.92         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-08-15      | 7.7500%  | 0.0000% | $199650.00         | $162492.36         | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT | 2042-02-18      | 6.9832%  | 0.0000% | $10750000.00       | $10722862.98       | Private Label Collateralized Mortgage Obligations |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $4279000.00        | $4342885.47        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31    | 2031-12-01      | 3.2000%  | 0.0000% | $16000.00          | $14316.05          | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT9.5%29    | 2029-02-15      | 9.5000%  | 0.0000% | $130000.00         | $142825.22         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-INV2     A-13   20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $3200000.00        | $1928868.34        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 26     | 2026-04-01      | 9.2500%  | 0.0000% | $200000.00         | $206569.28         | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $9466000.00        | $10666888.31       | Corporate Debt Securities                         |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 8.0779%  | 0.0000% | $7135000.00        | $7149983.50        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $315000.00         | $322480.86         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 28     | 2028-07-15      | 4.0000%  | 0.0000% | $99000.00          | $94864.55          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.8%31    | 2031-09-01      | 4.8000%  | 0.0000% | $29000.00          | $29755.74          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32     | 2032-07-15      | 6.3750%  | 0.0000% | $4678000.00        | $4744068.95        | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 11.0877% | 0.0000% | $7500000.00        | $7686750.00        | Corporate Debt Securities                         |
| GRAFTECH FINANCE INC           SR SEC GLBL 29      | 2029-12-23      | 4.6250%  | 0.0000% | $100000.00         | $72988.19          | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $322000.00         | $240620.05         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.6400%  | 0.0000% | $7250000.00        | $7611703.30        | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 53       | 2053-03-22      | 5.0500%  | 0.0000% | $183000.00         | $170176.43         | Corporate Debt Securities                         |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $550000.00         | $434729.17         | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $4032000.00        | $3967528.32        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $100000.00         | $103052.67         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.8279%  | 0.0000% | $3000000.00        | $3068006.12        | Corporate Debt Securities                         |
| METHANEX CORP                  GLBL NT 5.125%27    | 2027-10-15      | 5.1250%  | 0.0000% | $53000.00          | $53555.33          | Corporate Debt Securities                         |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $103000.00         | $101380.07         | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL REGS 31     | 2031-01-15      | 5.7500%  | 0.0000% | $50000.00          | $50367.28          | Corporate Debt Securities                         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $15620.71          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 29     | 2029-03-01      | 3.6250%  | 0.0000% | $500000.00         | $480327.08         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 30     | 2030-02-15      | 4.8750%  | 0.0000% | $500000.00         | $498899.58         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 44       | 2044-06-24      | 5.7500%  | 0.0000% | $1605000.00        | $1577971.35        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30       | 2030-10-15      | 4.1250%  | 0.0000% | $164000.00         | $156122.40         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT41    | 2041-06-01      | 3.5000%  | 0.0000% | $99000.00          | $70849.68          | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO INC         SR GLBL NT2.3%31    | 2031-12-15      | 2.3000%  | 0.0000% | $46000.00          | $40031.45          | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $13165000.00       | $13872223.80       | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.35%27     | 2027-11-15      | 5.3500%  | 0.0000% | $10000.00          | $10334.94          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 31       | 2031-08-01      | 2.2500%  | 0.0000% | $45000.00          | $39438.00          | Corporate Debt Securities                         |
| COLT MTG LN TR 2022-1          A-1    20661227 FLT | 2066-12-27      | 2.2840%  | 0.0000% | $190000.00         | $109339.48         | Asset-Backed Securities                           |
| CHASE HOME LDG MTG TR 2025-8   A-5    20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $4850000.00        | $4836507.30        | Private Label Collateralized Mortgage Obligations |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $147000.00         | $139704.23         | Corporate Debt Securities                         |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $5000000.00        | $5157043.33        | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $79000.00          | $72873.68          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35     | 2035-05-15      | 6.7500%  | 0.0000% | $2438000.00        | $2552080.12        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 15.5779% | 0.0000% | $5250000.00        | $5242650.00        | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.7%51      | 2051-12-15      | 2.7000%  | 0.0000% | $77000.00          | $47056.24          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $870000.00         | $856575.90         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63     | 2063-05-19      | 5.3400%  | 0.0000% | $3595000.00        | $3326639.24        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $50000.00          | $41740.89          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32      | 2032-02-15      | 8.5000%  | 0.0000% | $40000.00          | $43008.67          | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL REGS 28     | 2028-09-01      | 3.8750%  | 0.0000% | $25000.00          | $24441.90          | Corporate Debt Securities                         |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $84000.00          | $86536.33          | Corporate Debt Securities                         |
| COMPANIA DE MINAS BUENAVENTURA SR REGS NT6.8%32    | 2032-02-04      | 6.8000%  | 0.0000% | $331000.00         | $338618.15         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $16008000.00       | $10954790.21       | Corporate Debt Securities                         |
| MOOG INC                       SR GLBL 144A 27     | 2027-12-15      | 4.2500%  | 0.0000% | $17000.00          | $16755.21          | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $341470.85         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $6067.00           | $5814.71           | Corporate Debt Securities                         |
| BANCO GENERAL S A              ALT TIER I PERP     | 2500-12-31      | 5.2500%  | 0.0000% | $350000.00         | $328836.96         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 51       | 2051-09-15      | 2.8750%  | 0.0000% | $85000.00          | $54151.04          | Corporate Debt Securities                         |
| SCC PWR PLC                    JR GLBL PIK 28      | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6509.06           | Corporate Debt Securities                         |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $1186000.00        | $1253387.86        | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $891000.00         | $891165.82         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR REGS NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $300000.00         | $315190.08         | Corporate Debt Securities                         |
| MHC COML MTG TR 2021-MHC       A      20380415 FLT | 2038-04-15      | 5.2574%  | 0.0000% | $14324000.00       | $1772164.94        | Private Label Collateralized Mortgage Obligations |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $2856000.00        | $3021790.80        | Corporate Debt Securities                         |
| AVANTOR FDG INC                SR GLBL 144A 28     | 2028-07-15      | 4.6250%  | 0.0000% | $226000.00         | $221038.30         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $2269000.00        | $1634696.64        | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $41000.00          | $44236.33          | Corporate Debt Securities                         |
| CAMERON LNG LLC                SR SEC GLBL 31      | 2031-07-15      | 2.9020%  | 0.0000% | $61000.00          | $55215.36          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC 144A NT32    | 2032-02-15      | 6.5000%  | 0.0000% | $1830000.00        | $1921138.07        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21111.22          | Corporate Debt Securities                         |
| EFMT 2024--NQM1                M-1    20691125 FLT | 2069-11-25      | 6.5230%  | 0.0000% | $937000.00         | $950487.02         | Private Label Collateralized Mortgage Obligations |
| ALSEA SAB DE CV                GLBL REGS NT 26     | 2026-12-14      | 7.7500%  | 0.0000% | $647000.00         | $657754.94         | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS30    | 2030-01-23      | 6.0000%  | 0.0000% | $1255000.00        | $1294812.78        | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $19490000.00       | $13181793.51       | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $572000.00         | $576933.50         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    GLBL REGS NT 28     | 2028-01-27      | 5.9990%  | 0.0000% | $233000.00         | $236322.56         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-15      | 2.6680%  | 0.0000% | $30000.00          | $26642.95          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 32     | 2032-07-15      | 5.6250%  | 0.0000% | $165000.00         | $163153.65         | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 46       | 2046-06-01      | 4.6500%  | 0.0000% | $4905000.00        | $4718119.50        | Corporate Debt Securities                         |
| ATKORE INC                     SR GLBL 144A 31     | 2031-06-01      | 4.2500%  | 0.0000% | $200000.00         | $186010.67         | Corporate Debt Securities                         |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.9809%  | 0.0000% | $13000000.00       | $12850865.11       | Private Label Collateralized Mortgage Obligations |
| BMP COMMER MTG TR 2024-MF23    D      20410617 FLT | 2041-06-17      | 6.7324%  | 0.0000% | $2000000.00        | $2011610.38        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 6.1250%  | 0.0000% | $242000.00         | $243881.85         | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL REGS 31     | 2031-05-01      | 6.7500%  | 0.0000% | $40000.00          | $41567.80          | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $542650.00         | $291504.53         | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-CSMO       D      20390615 FLT | 2039-06-15      | 8.6792%  | 0.0000% | $10000000.00       | $10151074.40       | Private Label Collateralized Mortgage Obligations |
| BMW VEHICLE LEASE TRUST 2024-1 A-4    20270625 5.0 | 2027-06-25      | 5.0000%  | 0.0000% | $45000.00          | $45277.53          | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2018-B1       A-5    20510118 FLT | 2051-01-18      | 3.6660%  | 0.0000% | $895000.00         | $875429.04         | Private Label Collateralized Mortgage Obligations |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $5316000.00        | $5180046.25        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1302000.00        | $786187.99         | Private Label Collateralized Mortgage Obligations |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30     | 2030-11-15      | 3.8750%  | 0.0000% | $47000.00          | $42798.70          | Corporate Debt Securities                         |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $3400000.00        | $3656649.00        | Corporate Debt Securities                         |
| J.P.MORGAN COML TR 2021-1MEM   A      20411010 2.5 | 2041-10-10      | 2.5156%  | 0.0000% | $2050000.00        | $1698218.65        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-FL17              C      20400221 FLT | 2040-02-21      | 6.4418%  | 0.0000% | $6792000.00        | $6758606.23        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 5.05%54     | 2054-08-14      | 5.0500%  | 0.0000% | $60000.00          | $57162.38          | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 30       | 2030-05-15      | 6.3750%  | 0.0000% | $1524000.00        | $1500162.10        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP     | 2099-12-31      | 8.7480%  | 0.0000% | $1567000.00        | $1618079.33        | Corporate Debt Securities                         |
| MBIA INC                       SR DEB 7%25         | 2025-12-15      | 7.0000%  | 0.0000% | $27000.00          | $27268.50          | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $1152000.00        | $1215490.45        | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $3614000.00        | $3602668.10        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $1981000.00        | $1938501.77        | Corporate Debt Securities                         |
| MSSG TR 2017-237P              B      20390913 FLT | 2039-09-13      | 3.6900%  | 0.0000% | $2475000.00        | $2309323.50        | Private Label Collateralized Mortgage Obligations |
| MANULIFE FINL CORP             SB NT FXD/FLT 32    | 2032-02-24      | 4.0610%  | 0.0000% | $28000.00          | $28112.21          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.3%40    | 2040-04-15      | 3.3000%  | 0.0000% | $81000.00          | $65022.48          | Corporate Debt Securities                         |
| HTL COMMERCIAL MTG 2024-T53    A      20390512 FLT | 2039-05-12      | 5.8756%  | 0.0000% | $800000.00         | $811891.49         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          M1     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $633000.00         | $621341.41         | Private Label Collateralized Mortgage Obligations |
| TEXTRON FINL CORP MTN BE 144A  EXT JR SB GLBL67    | 2067-02-15      | 6.3229%  | 0.0000% | $6000.00           | $5471.60           | Corporate Debt Securities                         |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $3278000.00        | $3458222.16        | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 28       | 2028-10-15      | 4.2500%  | 0.0000% | $35000.00          | $34189.19          | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC              SR GLBL 144A 27     | 2027-07-01      | 5.5000%  | 0.0000% | $12000.00          | $11816.20          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $9999000.00        | $10427507.14       | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38    | 2038-07-01      | 7.3000%  | 0.0000% | $28000.00          | $30350.97          | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 7.5779%  | 0.0000% | $8062000.00        | $8095174.10        | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR GLBL 144A 28     | 2028-09-01      | 7.5000%  | 0.0000% | $127000.00         | $132440.68         | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $2080000.00        | $2028925.02        | Corporate Debt Securities                         |
| WINTRUST FINL CORP             SUB GLBL NT 29      | 2029-06-06      | 4.8500%  | 0.0000% | $75000.00          | $73868.98          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL NT 2%31     | 2031-11-02      | 2.0000%  | 0.0000% | $99000.00          | $87155.09          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $569000.00         | $393507.76         | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $19858080.00       | $19547797.50       | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $296000.00         | $325452.00         | Corporate Debt Securities                         |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29     | 2029-06-01      | 5.2500%  | 0.0000% | $90000.00          | $86446.80          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $99554.00          | $104103.06         | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 44       | 2044-07-02      | 4.6250%  | 0.0000% | $99000.00          | $85531.76          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $38534.00          | $34873.27          | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $31000.00          | $32570.98          | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-3    20520325 FLT | 2052-03-25      | 2.5000%  | 0.0000% | $1578960.00        | $1028035.54        | Private Label Collateralized Mortgage Obligations |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $7238000.00        | $1040663.56        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $8694000.00        | $8701226.89        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 32       | 2032-02-03      | 2.4500%  | 0.0000% | $91000.00          | $81289.74          | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $238000.00         | $252057.87         | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL REGS 29     | 2029-02-15      | 3.2500%  | 0.0000% | $11000.00          | $10567.77          | Corporate Debt Securities                         |
| MINSUR SA                      GLBL REGS NT 31     | 2031-10-28      | 4.5000%  | 0.0000% | $1413000.00        | $1341940.23        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $3753000.00        | $3644869.81        | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $2533000.00        | $2673750.37        | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 32     | 2032-03-15      | 6.6250%  | 0.0000% | $261000.00         | $275879.03         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR 144A NT 29       | 2029-08-15      | 5.6250%  | 0.0000% | $4413000.00        | $4204298.20        | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 32       | 2032-03-15      | 2.1250%  | 0.0000% | $97000.00          | $82382.85          | Corporate Debt Securities                         |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 69      | 2069-02-15      | 5.0770%  | 0.0000% | $25000.00          | $22644.27          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-11-15      | 11.0000% | 0.0000% | $19913.00          | $23038.99          | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB GLBL 61       | 2061-02-01      | 4.3000%  | 0.0000% | $1205000.00        | $762319.15         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $29681.00          | $25799.66          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-11-15      | 2.5500%  | 0.0000% | $65000.00          | $59132.02          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-09-15      | 7.8750%  | 0.0000% | $103000.00         | $118496.35         | Corporate Debt Securities                         |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $150000.00         | $162480.38         | Corporate Debt Securities                         |
| ONNI COML MTG TR 2024-APT      A      20390715 FLT | 2039-07-15      | 5.5674%  | 0.0000% | $9880000.00        | $10104844.35       | Private Label Collateralized Mortgage Obligations |
| SERVICE PPTYS TR               SR SEC 144A NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $100000.00         | $108513.83         | Corporate Debt Securities                         |
| BX TR 2022-IND                 C      20370415 FLT | 2037-04-15      | 6.6319%  | 0.0000% | $3539000.00        | $2488473.93        | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2021-ESH C      20380715 FLT | 2038-07-15      | 6.1565%  | 0.0000% | $2200000.00        | $1894522.61        | Private Label Collateralized Mortgage Obligations |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.8278% | 0.0000% | $10500000.00       | $11019750.00       | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $3885000.00        | $3991664.84        | Corporate Debt Securities                         |
| EVERGY METRO INC               -2023 BD 4.95%33    | 2033-04-15      | 4.9500%  | 0.0000% | $32000.00          | $32566.24          | Corporate Debt Securities                         |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $4124000.00        | $4185000.83        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $603312.50         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-03-01      | 4.6250%  | 0.0000% | $218000.00         | $209587.56         | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $2990000.00        | $3102192.27        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27       | 2027-03-31      | 13.5000% | 0.0000% | $50000.00          | $53455.50          | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT29    | 2029-04-15      | 6.6250%  | 0.0000% | $90000.00          | $92560.22          | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR 144A NT 30       | 2030-04-15      | 8.7500%  | 0.0000% | $24000.00          | $25226.97          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 7.5504%  | 0.0000% | $183000.00         | $184240.44         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT29    | 2029-01-15      | 2.2500%  | 0.0000% | $14000.00          | $12871.60          | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 30       | 2030-05-11      | 2.2360%  | 0.0000% | $75000.00          | $68550.67          | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $423021.92         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $100000.00         | $95150.00          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $296000.00         | $298838.64         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $4745000.00        | $5005310.70        | Corporate Debt Securities                         |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.8253% | 0.0000% | $13250000.00       | $13271200.00       | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 3.8%45        | 2045-03-01      | 3.8000%  | 0.0000% | $79000.00          | $63103.88          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $84570.00          | $69679.76          | Corporate Debt Securities                         |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 30      | 2030-04-15      | 8.2500%  | 0.0000% | $50000.00          | $53048.88          | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 14.5753% | 0.0000% | $5500000.00        | $5541800.00        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 30       | 2030-09-15      | 2.6500%  | 0.0000% | $15000.00          | $13994.42          | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $2351000.00        | $2079106.85        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $7399000.00        | $7250666.49        | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        SR GLBL 144A 29     | 2029-02-01      | 5.6250%  | 0.0000% | $40000.00          | $35682.60          | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $1081000.00        | $1140766.69        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $312569.13         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 31     | 2031-06-05      | 9.5439%  | 0.0000% | $8000000.00        | $8136000.00        | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $94000.00          | $57422.58          | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 7.0779%  | 0.0000% | $3000000.00        | $3007500.00        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $78000.00          | $56340.53          | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29     | 2029-07-01      | 4.1250%  | 0.0000% | $1080000.00        | $1009246.50        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $3104000.00        | $3098481.78        | Corporate Debt Securities                         |
| ORIX CORP                      NT 2.25%31          | 2031-03-09      | 2.2500%  | 0.0000% | $43000.00          | $38077.47          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $10934000.00       | $11351833.70       | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $173000.00         | $161064.15         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            LW TIER II 33       | 2033-02-02      | 7.2500%  | 0.0000% | $16712000.00       | $18176282.23       | Corporate Debt Securities                         |
| TALOS PRODTN INC               SR SEC GLBL 29      | 2029-02-01      | 9.0000%  | 0.0000% | $2222000.00        | $2381917.34        | Corporate Debt Securities                         |
| VITALITY RE XVI 2025           EXTND-B 144A 30     | 2030-01-08      | 6.5779%  | 0.0000% | $1750000.00        | $1750875.00        | Corporate Debt Securities                         |
| TANGER PPTYS LTD PARTNERSHIP   SR GLBL NT 31       | 2031-09-01      | 2.7500%  | 0.0000% | $29000.00          | $25671.04          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.35%45       | 2045-05-15      | 5.3500%  | 0.0000% | $85000.00          | $77176.13          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $98000.00          | $37723.96          | Corporate Debt Securities                         |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $1541000.00        | $1623186.67        | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $516000.00         | $555360.48         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $59000.00          | $60528.76          | Corporate Debt Securities                         |
| WHARF COMMERCIAL MT TR 2025-DC A      20400717 FLT | 2040-07-17      | 5.3495%  | 0.0000% | $35000000.00       | $35689776.50       | Private Label Collateralized Mortgage Obligations |
| YINSON BERGENIA PRODUCTION     SR SEC 144A NT45    | 2045-01-31      | 8.4980%  | 0.0000% | $6000000.00        | $6182820.00        | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $2388000.00        | $2481555.21        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT2.2%32    | 2032-01-15      | 2.2000%  | 0.0000% | $60000.00          | $51910.60          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $10989000.00       | $11057131.80       | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 8.5000%  | 0.0000% | $109770.00         | $104052.81         | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            D      20341214 FLT | 2034-12-14      | 9.2523%  | 0.0000% | $12281680.00       | $12460909.53       | Private Label Collateralized Mortgage Obligations |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $245000.00         | $259842.68         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27     | 2027-01-23      | 6.4900%  | 0.0000% | $471000.00         | $471566.12         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $86000.00          | $89701.92          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 12.0778% | 0.0000% | $8460000.00        | $8509068.00        | Corporate Debt Securities                         |
| SOFI MTG TR 2016-1             1A-4   20461125 FLT | 2046-11-25      | 3.0000%  | 0.0000% | $10500000.00       | $967656.23         | Private Label Collateralized Mortgage Obligations |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 27      | 2027-08-31      | 3.3750%  | 0.0000% | $1325000.00        | $1284193.31        | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $19441000.00       | $19819626.98       | Corporate Debt Securities                         |
| SELECT MEDICAL CORP            SR GLBL 144A 32     | 2032-12-01      | 6.2500%  | 0.0000% | $260000.00         | $261252.33         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 28     | 2028-02-15      | 3.8750%  | 0.0000% | $34000.00          | $33426.43          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 12.0779% | 0.0000% | $5750000.00        | $5760350.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935965.00         | $998971.56         | Corporate Debt Securities                         |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $271000.00         | $283773.59         | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 8.1600%  | 0.0000% | $4500000.00        | $4481670.00        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $82000.00          | $82976.16          | Corporate Debt Securities                         |
| CONCENTRA ESCROW ISSUER CORP   SR GLBL 144A 32     | 2032-07-15      | 6.8750%  | 0.0000% | $164000.00         | $168348.55         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 5%44     | 2044-05-15      | 5.0000%  | 0.0000% | $45000.00          | $39102.10          | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2028-06-07      | 11.3279% | 0.0000% | $5000000.00        | $4972500.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 17.3279% | 0.0000% | $3000000.00        | $2994300.00        | Corporate Debt Securities                         |
| BX TRUST 2025-GW               D      20420715 FLT | 2042-07-15      | 7.0920%  | 0.0000% | $2898000.00        | $2914367.90        | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 5%45     | 2045-08-15      | 5.0000%  | 0.0000% | $97000.00          | $91362.90          | Corporate Debt Securities                         |
| CIM 2021-J2 TR                 A-4    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $400000.00         | $208162.10         | Private Label Collateralized Mortgage Obligations |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29      | 2029-12-01      | 6.5000%  | 0.0000% | $248000.00         | $253126.99         | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 51       | 2051-02-15      | 2.9500%  | 0.0000% | $80000.00          | $51006.62          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30       | 2030-10-15      | 1.4500%  | 0.0000% | $100000.00         | $87477.94          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.5%31      | 2031-08-16      | 2.5000%  | 0.0000% | $84000.00          | $74316.34          | Corporate Debt Securities                         |
| BROOKFIELD FIN I UK PLC / BROO SR GLBL NT 32       | 2032-01-30      | 2.3400%  | 0.0000% | $419000.00         | $358353.94         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50       | 2050-10-15      | 4.2500%  | 0.0000% | $90000.00          | $72527.75          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $711000.00         | $665503.11         | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $7762000.00        | $7267327.74        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $2800000.00        | $2432076.89        | Corporate Debt Securities                         |
| ALCOA NEDERLAND HLDG B V       SR GLBL 144A 27     | 2027-12-15      | 5.5000%  | 0.0000% | $395000.00         | $392983.53         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 45       | 2045-11-03      | 4.3500%  | 0.0000% | $35000.00          | $30272.67          | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $617769.67         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 44       | 2044-06-15      | 4.8500%  | 0.0000% | $71000.00          | $65208.33          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD         SR SEC GLBL 31      | 2031-10-20      | 5.3080%  | 0.0000% | $16000.00          | $15907.59          | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 30     | 2030-03-01      | 5.1250%  | 0.0000% | $190000.00         | $183299.49         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 32       | 2032-06-01      | 3.9240%  | 0.0000% | $98000.00          | $95136.44          | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $10004000.00       | $10731590.92       | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 29       | 2029-02-01      | 8.2500%  | 0.0000% | $647000.00         | $696508.44         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $3513000.00        | $3246048.59        | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $164000.00         | $177884.65         | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 68       | 2068-11-15      | 5.8500%  | 0.0000% | $74000.00          | $71818.48          | Corporate Debt Securities                         |
| HOME PT CAPITAL INCORPORATED   SR GLBL 144A 26     | 2026-02-01      | 5.0000%  | 0.0000% | $3134000.00        | $3206708.80        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31    | 2031-01-03      | 5.6000%  | 0.0000% | $908000.00         | $922273.76         | Corporate Debt Securities                         |
| PARKLAND CORP                  SR 144A NT 32       | 2032-08-15      | 6.6250%  | 0.0000% | $57000.00          | $59863.37          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $226000.00         | $223075.56         | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP              SR GLBL 144A 27     | 2027-05-15      | 8.5000%  | 0.0000% | $6048000.00        | $6190722.72        | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $349864.00         | $170957.16         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR GLBL 144A 27     | 2027-10-15      | 6.8750%  | 0.0000% | $2214000.00        | $2265258.71        | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT1.6%30    | 2030-08-15      | 1.6000%  | 0.0000% | $19000.00          | $16505.26          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35       | 2035-06-15      | 5.9500%  | 0.0000% | $72000.00          | $74176.04          | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC 144A NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $1800000.00        | $1794037.50        | Corporate Debt Securities                         |
| INVESCO FINANCE PLC            SR GLBL NT 43       | 2043-11-30      | 5.3750%  | 0.0000% | $75000.00          | $71393.87          | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.9400%  | 0.0000% | $24886000.00       | $25219472.40       | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A FL 144A BD 27    | 2027-06-07      | 35.3278% | 0.0000% | $3500000.00        | $3477600.00        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $15339000.00       | $15999801.99       | Corporate Debt Securities                         |
| HLTN COML MTG TR 2024-DPLO     A      20410615 FLT | 2041-06-15      | 5.9834%  | 0.0000% | $1127000.00        | $1131054.16        | Private Label Collateralized Mortgage Obligations |
| HELIOS SOFTWARE HLDGS INC      SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $1117000.00        | $1160635.60        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32    | 2032-03-01      | 3.5000%  | 0.0000% | $216000.00         | $196869.60         | Corporate Debt Securities                         |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $200000.00         | $204726.78         | Corporate Debt Securities                         |
| PALMER SQUARE CLO 2022-3R      A-1-R  20370720 FLT | 2037-07-20      | 5.6755%  | 0.0000% | $63412700.00       | $63647106.63       | Asset-Backed Securities                           |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT 47       | 2047-04-01      | 4.1500%  | 0.0000% | $96000.00          | $77820.80          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 26    | 2026-01-23      | 4.5000%  | 0.0000% | $374000.00         | $371208.09         | Corporate Debt Securities                         |
| PHEAA STUDENT LN TR 2014-3     A      20400825 FLT | 2040-08-25      | 5.0545%  | 0.0000% | $225000.00         | $22583.82          | Asset-Backed Securities                           |
| MELLO MTG CAP ACCP 2022-INV2   B-1    20520425 FLT | 2052-04-25      | 3.5199%  | 0.0000% | $741000.00         | $579798.38         | Private Label Collateralized Mortgage Obligations |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $99000.00          | $110011.55         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 31       | 2031-01-15      | 8.3750%  | 0.0000% | $6908000.00        | $7286159.27        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR REGS NT 34       | 2034-02-12      | 5.2670%  | 0.0000% | $257000.00         | $263278.34         | Corporate Debt Securities                         |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $145000.00         | $151887.50         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 7%55    | 2055-04-15      | 7.0000%  | 0.0000% | $2400000.00        | $2533864.00        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $54000.00          | $52511.76          | Corporate Debt Securities                         |
| SAFEWAY INC                    SR GLBL DEB 31      | 2031-02-01      | 7.2500%  | 0.0000% | $345000.00         | $380807.55         | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $42188000.00       | $39779182.39       | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 30     | 2030-07-15      | 4.3750%  | 0.0000% | $2722000.00        | $2584768.86        | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR -2019B BD 49     | 2049-04-01      | 4.3150%  | 0.0000% | $366000.00         | $307064.24         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $542000.00         | $594396.49         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $5100000.00        | $5036244.33        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $13000.00          | $12922.74          | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 31     | 2031-11-15      | 5.7500%  | 0.0000% | $2176000.00        | $2221998.22        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $5636000.00        | $5895096.32        | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $98000.00          | $81250.98          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 34     | 2034-03-15      | 6.1250%  | 0.0000% | $149000.00         | $156162.26         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-04-15      | 4.2500%  | 0.0000% | $9000.00           | $7290.94           | Corporate Debt Securities                         |
| STERIGENICS-NORDION HLDGS LLC  SR SEC 144A NT31    | 2031-06-01      | 7.3750%  | 0.0000% | $50000.00          | $52366.08          | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $1000000.00        | $945993.33         | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $80000.00          | $70551.20          | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $306000.00         | $319632.43         | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $50000.00          | $47767.28          | Corporate Debt Securities                         |
| POPULAR INC                    SR GLBL NT 28       | 2028-03-13      | 7.2500%  | 0.0000% | $29000.00          | $31046.54          | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $86000.00          | $82410.74          | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $85000.00          | $83144.95          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM2    A-3    20640925 FLT | 2064-09-25      | 5.4210%  | 0.0000% | $2622000.00        | $2134905.03        | Private Label Collateralized Mortgage Obligations |
| OPAL BIDCO SAS                 SR SEC 144A NT32    | 2032-03-31      | 6.5000%  | 0.0000% | $389000.00         | $400552.87         | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL 144A NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $300000.00         | $321345.00         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $2000000.00        | $1885610.00        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $277000.00         | $268715.55         | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.8278% | 0.0000% | $12487000.00       | $13041571.20       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $35278000.00       | $36275309.06       | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $364000.00         | $395294.90         | Corporate Debt Securities                         |
| HERC HOLDINGS ESCROW INC       SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $4176000.00        | $4358082.88        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $219000.00         | $226788.37         | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $3611000.00        | $3764002.08        | Corporate Debt Securities                         |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70      | 2070-10-15      | 3.7290%  | 0.0000% | $457000.00         | $304051.16         | Corporate Debt Securities                         |
| NABORS INDUSTRIES LTD          SR GLBL 144A 28     | 2028-01-15      | 7.5000%  | 0.0000% | $340000.00         | $313141.70         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $63000.00          | $62856.92          | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2022A 47    | 2047-04-01      | 4.5000%  | 0.0000% | $27000.00          | $22519.89          | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 12.0778% | 0.0000% | $4000000.00        | $4065200.00        | Corporate Debt Securities                         |
| FLAGSTAR FINANCIAL INC         LW TIER II 30       | 2030-11-01      | 4.1250%  | 0.0000% | $2491000.00        | $2329938.17        | Corporate Debt Securities                         |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $24000.00          | $23998.45          | Corporate Debt Securities                         |
| BX TR 2019-IMC                 B      20340417 FLT | 2034-04-17      | 5.6883%  | 0.0000% | $4575000.00        | $4523659.37        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      A-5    20530717 FLT | 2053-07-17      | 1.9250%  | 0.0000% | $940000.00         | $817599.94         | Private Label Collateralized Mortgage Obligations |
| COMMSCOPE LLC                  SR SEC GLBL 29      | 2029-09-01      | 4.7500%  | 0.0000% | $12384000.00       | $12270583.20       | Corporate Debt Securities                         |
| BX TRUST 2024-VLT4             A      20410617 FLT | 2041-06-17      | 5.8333%  | 0.0000% | $6600000.00        | $6615051.95        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-ARIA             B      20361015 FLT | 2036-10-15      | 5.7535%  | 0.0000% | $500000.00         | $501278.44         | Private Label Collateralized Mortgage Obligations |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $61000.00          | $61174.26          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $985000.00         | $888470.00         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $983000.00         | $1021619.89        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $128000.00         | $115905.07         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        3.75%47             | 2047-08-15      | 3.7500%  | 0.0000% | $80000.00          | $61889.73          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $24000.00          | $17608.70          | Corporate Debt Securities                         |
| BX COMM MTG TR 2021-SOAR       B      20380615 FLT | 2038-06-15      | 5.3265%  | 0.0000% | $3000000.00        | $2635618.81        | Private Label Collateralized Mortgage Obligations |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $300000.00         | $317631.67         | Corporate Debt Securities                         |
| BENCHMRK MRTG TR 2022-B34      A-5    20550416 FLT | 2055-04-16      | 3.7860%  | 0.0000% | $565000.00         | $518251.90         | Private Label Collateralized Mortgage Obligations |
| BAYTEX ENERGY CORP             SR 144A NT8.5%30    | 2030-04-30      | 8.5000%  | 0.0000% | $24000.00          | $24930.24          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $1350000.00        | $847125.00         | Corporate Debt Securities                         |
| CORELOGIC INC                  SR SEC 144A NT28    | 2028-05-01      | 4.5000%  | 0.0000% | $99000.00          | $94186.62          | Corporate Debt Securities                         |
| DBJPM MTG TR 2016-C1           A-4    20490512 3.2 | 2049-05-12      | 3.2760%  | 0.0000% | $300000.00         | $296915.70         | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 44       | 2044-03-30      | 4.3750%  | 0.0000% | $30000.00          | $25702.90          | Corporate Debt Securities                         |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30    | 2030-10-01      | 8.0000%  | 0.0000% | $39000.00          | $42327.74          | Corporate Debt Securities                         |
| CMS ENERGY CORP                SR GLBL NT4.7%43    | 2043-03-31      | 4.7000%  | 0.0000% | $78000.00          | $67979.08          | Corporate Debt Securities                         |
| CITIGROUP INC                  ALT TIER I PERP     | 2500-12-31      | 4.1500%  | 0.0000% | $42000.00          | $41365.01          | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC GLBL 47      | 2047-08-15      | 3.7500%  | 0.0000% | $71000.00          | $54984.65          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 136 BD34    | 2034-06-01      | 5.3000%  | 0.0000% | $52000.00          | $53676.65          | Corporate Debt Securities                         |
| CITIGROUP CAP III              TIER I GLBL 36      | 2036-12-01      | 7.6250%  | 0.0000% | $310000.00         | $346970.08         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $65000.00          | $49149.48          | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 28      | 2028-09-15      | 9.0000%  | 0.0000% | $1279000.00        | $1384747.72        | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 16.7178% | 0.0000% | $8420000.00        | $8641446.00        | Corporate Debt Securities                         |
| BX 2021-21M MTG TR             C      20361015 FLT | 2036-10-15      | 5.6335%  | 0.0000% | $6549000.00        | $4584316.30        | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.5%45    | 2045-02-01      | 4.5000%  | 0.0000% | $59000.00          | $52183.14          | Corporate Debt Securities                         |
| BXSC COMM MTG TR 2022-WSS      D      20350315 FLT | 2035-03-15      | 7.5300%  | 0.0000% | $3731600.00        | $3755749.67        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $299000.00         | $212827.20         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $44000.00          | $38495.26          | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $850000.00         | $870916.38         | Corporate Debt Securities                         |
| FORVIA SE                      SR GLBL 144A 30     | 2030-06-15      | 8.0000%  | 0.0000% | $2508000.00        | $2634027.00        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 29     | 2029-04-15      | 4.0000%  | 0.0000% | $50000.00          | $49806.39          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $1300000.00        | $1459191.14        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $58000.00          | $58269.68          | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    CR SEN SR SEC 28    | 2028-10-31      | 10.0000% | 0.0000% | $99000.00          | $101475.00         | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $911000.00         | $958434.76         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-4     B1     20660425 FLT | 2066-04-25      | 3.2500%  | 0.0000% | $1162000.00        | $957413.33         | Private Label Collateralized Mortgage Obligations |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $564000.00         | $571028.07         | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 8.1006%  | 0.0000% | $4673000.00        | $4780479.00        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-1    20511225 FLT | 2051-12-25      | 3.2011%  | 0.0000% | $307000.00         | $235892.30         | Private Label Collateralized Mortgage Obligations |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $3697000.00        | $3659387.13        | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     4.5%29              | 2029-05-01      | 4.5000%  | 0.0000% | $7297000.00        | $7004755.15        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $174000.00         | $153641.13         | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $238000.00         | $238774.10         | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $99000.00          | $98518.89          | Corporate Debt Securities                         |
| NELNET STUDENT LNS 2005-1      A-5    20331025 FLT | 2033-10-25      | 4.7123%  | 0.0000% | $1066000.00        | $141026.98         | Asset-Backed Securities                           |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $14796000.00       | $12544188.53       | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC 144A NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $425000.00         | $430416.62         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52    | 2052-05-15      | 4.6250%  | 0.0000% | $37000.00          | $31469.75          | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 33       | 2033-03-15      | 8.6250%  | 0.0000% | $595000.00         | $649286.31         | Corporate Debt Securities                         |
| AFLAC INC                      SR GLBL NT 4%46     | 2046-10-15      | 4.0000%  | 0.0000% | $70000.00          | $55292.84          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.55%33     | 2033-12-01      | 2.5500%  | 0.0000% | $47000.00          | $39361.09          | Corporate Debt Securities                         |
| ASGN INC                       SR GLBL 144A 28     | 2028-05-15      | 4.6250%  | 0.0000% | $38000.00          | $37347.69          | Corporate Debt Securities                         |
| API GROUP DE INC               SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $29000.00          | $27642.61          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.05%34     | 2034-03-15      | 5.0500%  | 0.0000% | $39000.00          | $40190.97          | Corporate Debt Securities                         |
| AMC NETWORKS INC               1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $2917000.00        | $2987727.53        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $15594.00          | $8162.16           | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $4387000.00        | $4640941.50        | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $32000.00          | $33012.98          | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $2720000.00        | $2703379.67        | Corporate Debt Securities                         |
| PIKES PEAK CLO 9               A-1-R  20381027 FLT | 2038-10-27      | 5.6738%  | 0.0000% | $3000000.00        | $3001418.45        | Asset-Backed Securities                           |
| ROCKET MTG LLC                 SR 144A NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $800000.00         | $782530.67         | Corporate Debt Securities                         |
| MISSISSIPPI POWER CO           GLBL 2021B NT 51    | 2051-07-30      | 3.1000%  | 0.0000% | $14000.00          | $9164.12           | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29     | 2029-06-15      | 4.5000%  | 0.0000% | $150000.00         | $143698.50         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $600000.00         | $562014.00         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT4.3%47    | 2047-11-01      | 4.3000%  | 0.0000% | $50000.00          | $40521.50          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $76000.00          | $77746.48          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $7000.00           | $6921.54           | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL30    | 2030-02-15      | 6.3000%  | 0.0000% | $400000.00         | $430984.00         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.7079%  | 0.0000% | $2050000.00        | $2097150.00        | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR 144A NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $200000.00         | $201725.00         | Corporate Debt Securities                         |
| INSULET CORP                   SR GLBL 144A 33     | 2033-04-01      | 6.5000%  | 0.0000% | $2600000.00        | $2733855.22        | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $63000.00          | $66560.13          | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $2602935.00        | $1027881.68        | Corporate Debt Securities                         |
| NAVIENT PVT ED RI LN TR 2021-B A      20690715 0.9 | 2069-07-15      | 0.9400%  | 0.0000% | $800000.00         | $248057.70         | Asset-Backed Securities                           |
| MAGNA INTL INC                 SR GLBL NT5.5%33    | 2033-03-21      | 5.5000%  | 0.0000% | $7000.00           | $7267.74           | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $51943.07          | Corporate Debt Securities                         |
| MASTERBRAND INC                SR GLBL 144A 32     | 2032-07-15      | 7.0000%  | 0.0000% | $1389000.00        | $1416864.88        | Corporate Debt Securities                         |
| NEW RESI MTG LN TR 2016-2      A-1    20351125 FLT | 2035-11-25      | 3.7500%  | 0.0000% | $11221248.00       | $1334722.98        | Private Label Collateralized Mortgage Obligations |
| LIGHTNING PWR LLC              SR SEC 144A NT32    | 2032-08-15      | 7.2500%  | 0.0000% | $99000.00          | $106944.81         | Corporate Debt Securities                         |

### Security 687: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTX7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTX7
- **C.18 - Value (incl. sponsor support):** $899700768.00
- **C.18.a - Value (excl. sponsor support):** $899700768.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1977.26           | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $518000.00         | $507615.25         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $2200000.00        | $2197352.67        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $64000.00          | $66146.60          | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $376000.00         | $359209.93         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27    | 2027-01-15      | 3.5000%  | 0.0000% | $2700000.00        | $2637213.00        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $3000.00           | $3245.91           | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $10697000.00       | $9573921.97        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28     | 2028-11-01      | 4.7500%  | 0.0000% | $69000.00          | $67850.12          | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $2375000.00        | $2371528.54        | Corporate Debt Securities |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $3000.00           | $3230.27           | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $3963000.00        | $4013013.06        | Corporate Debt Securities |
| CIMPRESS PLC                   SR GLBL 144A 32     | 2032-09-15      | 7.3750%  | 0.0000% | $4291000.00        | $4285963.44        | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $2084000.00        | $2189565.02        | Corporate Debt Securities |
| ASSUREDPARTNERS INC            SR 144A NT7.5%32    | 2032-02-15      | 7.5000%  | 0.0000% | $8823000.00        | $9742209.55        | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29      | 2029-11-15      | 6.0000%  | 0.0000% | $8660000.00        | $8495950.73        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $5549000.00        | $5588773.23        | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $220000.00         | $228202.98         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $1880000.00        | $1950098.15        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $2496000.00        | $2548741.17        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $168000.00         | $167683.23         | Corporate Debt Securities |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $1075000.00        | $1077335.89        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $2999000.00        | $3066612.46        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $1077000.00        | $1183142.84        | Corporate Debt Securities |
| BELLRING BRANDS INC            SR REGS NT 7%30     | 2030-03-15      | 7.0000%  | 0.0000% | $500000.00         | $531747.22         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $300000.00         | $292314.58         | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $1100000.00        | $1072441.18        | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $850000.00         | $872670.44         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $1532000.00        | $1572860.14        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $168000.00         | $159652.94         | Corporate Debt Securities |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $4.00              | $0.22              | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $7000.00           | $6743.09           | Corporate Debt Securities |
| ACURIS FIN US INC / ACURIS FIN SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $2762000.00        | $2948435.00        | Corporate Debt Securities |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $412000.00         | $425042.09         | Corporate Debt Securities |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $511000.00         | $518260.03         | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $2320000.00        | $2138256.36        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $802000.00         | $811397.66         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $4556000.00        | $4609386.20        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $5018000.00        | $4624901.03        | Corporate Debt Securities |
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $55.00             | $60.68             | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $1220000.00        | $1250226.86        | Corporate Debt Securities |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $77000.00          | $80657.50          | Corporate Debt Securities |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $6357000.00        | $6658957.50        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR SEC GLBL 28      | 2028-02-15      | 4.7500%  | 0.0000% | $835000.00         | $837874.72         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $98000.00          | $94683.43          | Corporate Debt Securities |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $6320000.00        | $6281382.17        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $2000000.00        | $2107080.00        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 9%29     | 2029-01-15      | 9.0000%  | 0.0000% | $7000.00           | $7357.00           | Corporate Debt Securities |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $1795000.00        | $1573645.09        | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $284000.00         | $159698.88         | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 7.3000%  | 0.0000% | $3963000.00        | $4120740.61        | Corporate Debt Securities |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $2.00              | $0.42              | Corporate Debt Securities |
| MANITOWOC CO INC               SR SEC GLBL 31      | 2031-10-01      | 9.2500%  | 0.0000% | $3000.00           | $3277.00           | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $2000.00           | $2067.30           | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $2843000.00        | $2821631.70        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $5305000.00        | $5857311.66        | Corporate Debt Securities |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $4325000.00        | $3597378.82        | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29     | 2029-04-01      | 4.1250%  | 0.0000% | $150000.00         | $143833.50         | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $14892000.00       | $16988067.61       | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC    SR PIK 144A NT33    | 2033-07-15      | 10.0000% | 0.0000% | $3115000.00        | $3260633.17        | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC    SR PIK 144A NT33    | 2033-07-15      | 10.0000% | 0.0000% | $19519000.00       | $20431556.63       | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $469000.00         | $487607.58         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $1520000.00        | $1423130.40        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $400000.00         | $364770.00         | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33     | 2033-02-01      | 6.2500%  | 0.0000% | $693000.00         | $717643.08         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $185000.00         | $174538.25         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $220000.00         | $224220.21         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36    | 2036-01-15      | 6.7500%  | 0.0000% | $9776000.00        | $10046110.88       | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR 144A NT 33       | 2033-03-15      | 8.6250%  | 0.0000% | $800000.00         | $872990.00         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $400000.00         | $412296.00         | Corporate Debt Securities |
| VOYA FINANCIAL INC             PERP SUB GLBL -A    | 2500-12-31      | 7.7580%  | 0.0000% | $13805000.00       | $14976219.26       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 10.0000% | 0.0000% | $15670000.00       | $17589435.71       | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $300000.00         | $297076.96         | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $117119000.00      | $118889448.88      | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I COCO     | 2099-12-31      | 8.0000%  | 0.0000% | $5979000.00        | $6021490.76        | Corporate Debt Securities |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $200000.00         | $186577.11         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $48000.00          | $51127.88          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $23000.00          | $22706.58          | Corporate Debt Securities |
| UNITI GROUP LP / UNITI FIBER/  SR SEC GLBL 28      | 2028-02-15      | 10.5000% | 0.0000% | $1800000.00        | $1974774.00        | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29      | 2029-11-30      | 9.3750%  | 0.0000% | $500000.00         | $535872.50         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $1630000.00        | $1611762.11        | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $1250000.00        | $1322356.25        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $5387000.00        | $5283958.66        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $10574000.00       | $10371742.88       | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $2561000.00        | $1954996.26        | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $665000.00         | $721300.56         | Corporate Debt Securities |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $12716000.00       | $12814549.00       | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $1200000.00        | $1287000.00        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $10459000.00       | $10844675.62       | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-06-01      | 8.6250%  | 0.0000% | $800000.00         | $844750.00         | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR 144A NT 35       | 2035-07-17      | 8.1250%  | 0.0000% | $15859000.00       | $16662480.82       | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $40000.00          | $36734.60          | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29      | 2029-07-31      | 6.8850%  | 0.0000% | $1913000.00        | $624802.18         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $272000.00         | $249795.28         | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR SEC GLBL 31      | 2031-02-15      | 7.3750%  | 0.0000% | $3000000.00        | $3193318.33        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 30     | 2030-12-15      | 5.1250%  | 0.0000% | $200000.00         | $201691.72         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $6420000.00        | $6634374.50        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL 144A 28     | 2028-06-01      | 8.5000%  | 0.0000% | $2000.00           | $2131.98           | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $574000.00         | $600901.47         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $12832000.00       | $13433393.07       | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $86000.00          | $85683.38          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $8049000.00        | $8019366.26        | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR 144A NT7.5%30    | 2030-07-17      | 7.5000%  | 0.0000% | $2012000.00        | $2077909.77        | Corporate Debt Securities |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -2 144A 55    | 2055-03-01      | 7.5000%  | 0.0000% | $5735000.00        | $6125333.66        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $235000.00         | $248052.68         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1877.75           | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $700000.00         | $810183.89         | Corporate Debt Securities |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27      | 2027-06-30      | 10.0000% | 0.0000% | $33794.00          | $24077.32          | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $2000000.00        | $2108430.83        | Corporate Debt Securities |
| MAGNERA CORP                   SR GLBL 144A 29     | 2029-11-15      | 4.7500%  | 0.0000% | $543000.00         | $486488.78         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $2000.00           | $2026.93           | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $200000.00         | $199707.67         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $8873000.00        | $8848293.62        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $2119000.00        | $1718541.02        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $17499000.00       | $17450275.01       | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $2891000.00        | $2791077.40        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 7.5000%  | 0.0000% | $11364000.00       | $11460650.82       | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $170000.00         | $98443.22          | Corporate Debt Securities |
| NCL CORP LTD                   SR SEC GLBL 29      | 2029-01-15      | 8.1250%  | 0.0000% | $196000.00         | $206602.70         | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $221000.00         | $221112.71         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $55000.00          | $49225.55          | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $72000.00          | $75609.04          | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $597000.00         | $626924.96         | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $12441000.00       | $13064612.04       | Corporate Debt Securities |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $387000.00         | $356359.92         | Corporate Debt Securities |
| PMHC II INC                    SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $820000.00         | $561905.00         | Corporate Debt Securities |
| CINEMARK USA INC               SR GLBL 144A 28     | 2028-07-15      | 5.2500%  | 0.0000% | $3209000.00        | $3190847.76        | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $3904000.00        | $4101959.91        | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $200000.00         | $176392.78         | Corporate Debt Securities |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $134000.00         | $136234.95         | Corporate Debt Securities |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $3000000.00        | $3050036.25        | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $1523000.00        | $1475710.85        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $730000.00         | $673389.72         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $63471.00          | $68234.16          | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $2000.00           | $1975.37           | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $500000.00         | $493771.04         | Corporate Debt Securities |
| SPECIALTY BLDG PRODS HLDG LLC  SR SEC 144A NT29    | 2029-10-15      | 7.7500%  | 0.0000% | $2481000.00        | $2487598.08        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $38000.00          | $37725.18          | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 30      | 2030-04-15      | 8.2500%  | 0.0000% | $53000.00          | $56231.81          | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-11-15      | 11.0000% | 0.0000% | $2881421.00        | $3333752.87        | Corporate Debt Securities |
| MIDOCEAN CREDIT CLO 2019-10    SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $4322084.00        | $2240015.12        | Asset-Backed Securities   |
| SEALED AIR CORP NEW            SR GLBL 144A 27     | 2027-12-01      | 4.0000%  | 0.0000% | $100000.00         | $98204.67          | Corporate Debt Securities |
| STAR PARENT INC                SR SEC 144A NT30    | 2030-10-01      | 9.0000%  | 0.0000% | $1778000.00        | $1922000.22        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 10.0000% | 0.0000% | $4999000.00        | $5611333.06        | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29     | 2029-01-15      | 4.2500%  | 0.0000% | $170000.00         | $162283.51         | Corporate Debt Securities |
| MAGNERA CORP                   SR GLBL 144A 29     | 2029-11-15      | 4.7500%  | 0.0000% | $89000.00          | $79737.57          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $792000.00         | $503451.87         | Corporate Debt Securities |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $100000.00         | $102956.18         | Corporate Debt Securities |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $15000.00          | $12162.23          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $1653000.00        | $1645033.46        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2107.08           | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 4.7500%  | 0.0000% | $198000.00         | $189891.90         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $3000.00           | $3111.57           | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34    | 2034-12-15      | 4.5000%  | 0.0000% | $214000.00         | $174044.06         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $135000.00         | $129506.18         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $980000.00         | $1033158.60        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR REGS NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $493000.00         | $559285.08         | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $400000.00         | $391183.78         | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $5000.00           | $5212.63           | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $4000.00           | $4151.43           | Corporate Debt Securities |
| ION TRADING TECHNOLOGIES S A R SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $1100000.00        | $1159876.67        | Corporate Debt Securities |
| KEDRION SPA                    SR SEC GLBL 29      | 2029-09-01      | 6.5000%  | 0.0000% | $601000.00         | $580960.66         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $3113000.00        | $3350220.98        | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $2423000.00        | $2383315.30        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $320000.00         | $286220.80         | Corporate Debt Securities |
| VITAL ENERGY INC               SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $104000.00         | $94534.70          | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL NT5.5%30    | 2030-08-01      | 5.5000%  | 0.0000% | $15000.00          | $15074.67          | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $65000.00          | $68158.42          | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $484033.00         | $492933.96         | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC REGS NT31    | 2031-04-15      | 8.5000%  | 0.0000% | $2890000.00        | $3166924.62        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $5424000.00        | $5423635.39        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $1200000.00        | $1231436.00        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $1205000.00        | $1236566.98        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $285000.00         | $193658.13         | Corporate Debt Securities |
| RYAN SPECIALTY LLC             SR SEC GLBL 32      | 2032-08-01      | 5.8750%  | 0.0000% | $33000.00          | $34060.46          | Corporate Debt Securities |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $175000.00         | $167890.04         | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $550000.00         | $375889.48         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $198000.00         | $204657.06         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29      | 2029-05-15      | 5.5000%  | 0.0000% | $290000.00         | $286650.02         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29      | 2029-05-15      | 5.5000%  | 0.0000% | $328000.00         | $324211.05         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $100000.00         | $97544.47          | Corporate Debt Securities |
| UNITED STATES STL CORP         SR GLBL NT 29       | 2029-03-01      | 6.8750%  | 0.0000% | $185000.00         | $191405.78         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $12000.00          | $12301.82          | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $405000.00         | $415186.26         | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $718000.00         | $728719.74         | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30     | 2030-01-15      | 6.3750%  | 0.0000% | $420000.00         | $429774.80         | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $762000.00         | $774599.25         | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $1407000.00        | $1430263.96        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 27     | 2027-03-01      | 5.7500%  | 0.0000% | $9829000.00        | $10173492.80       | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $7345000.00        | $7307142.65        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $7725000.00        | $7685184.06        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $445000.00         | $468725.42         | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $794000.00         | $762151.34         | Corporate Debt Securities |
| DEALER TIRE LLC                SR GLBL 144A 28     | 2028-02-01      | 8.0000%  | 0.0000% | $1102000.00        | $1117383.92        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $3488000.00        | $3570264.48        | Corporate Debt Securities |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ 144A 35    | 2035-12-10      | 7.6250%  | 0.0000% | $100000.00         | $98470.03          | Corporate Debt Securities |
| TRONOX INC                     SR GLBL 144A 29     | 2029-03-15      | 4.6250%  | 0.0000% | $8000.00           | $6811.14           | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 33     | 2033-04-15      | 5.7500%  | 0.0000% | $600000.00         | $604992.33         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $1040000.00        | $1089256.13        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $21968000.00       | $22842628.46       | Corporate Debt Securities |
| WABASH NATL CORP               SR GLBL 144A 28     | 2028-10-15      | 4.5000%  | 0.0000% | $1266000.00        | $1154186.88        | Corporate Debt Securities |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $1950000.00        | $2058214.71        | Corporate Debt Securities |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 25     | 2025-11-15      | 5.5000%  | 0.0000% | $690000.00         | $697825.37         | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $163000.00         | $152493.29         | Corporate Debt Securities |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $1579000.00        | $1635007.13        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-02-15      | 3.5000%  | 0.0000% | $12720000.00       | $12253451.60       | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $208000.00         | $204547.20         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $562000.00         | $553328.34         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $3764000.00        | $3705921.48        | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $200000.00         | $179196.00         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2099-12-31      | 6.7500%  | 0.0000% | $471000.00         | $471592.28         | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $2736000.00        | $2942526.96        | Corporate Debt Securities |
| JELD-WEN INC                   SR GLBL 144A 27     | 2027-12-15      | 4.8750%  | 0.0000% | $25000.00          | $23911.98          | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-12-15      | 10.7500% | 0.0000% | $8.00              | $9.19              | Corporate Debt Securities |
| CHEPLAPHARM ARZNEIMITTEL GMBH  SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $616000.00         | $600108.23         | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $19034000.00       | $19171732.14       | Corporate Debt Securities |
| CASCADES INC                   SR GLBL 144A 28     | 2028-01-15      | 5.3750%  | 0.0000% | $463000.00         | $453313.85         | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $350000.00         | $351912.75         | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $980000.00         | $912761.11         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $9000.00           | $8848.02           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $1115000.00        | $1096171.37        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31     | 2031-10-01      | 3.6250%  | 0.0000% | $17821000.00       | $16115767.91       | Corporate Debt Securities |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $1000.00           | $1040.71           | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $612000.00         | $656140.50         | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29        | 2029-06-15      | 8.0000%  | 0.0000% | $160000.00         | $136286.76         | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29        | 2029-06-15      | 8.0000%  | 0.0000% | $2200000.00        | $1873942.89        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $2692000.00        | $2622464.14        | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 31       | 2031-07-01      | 7.2500%  | 0.0000% | $34000.00          | $35792.83          | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $1000.00           | $995.36            | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $18000.00          | $17484.20          | Corporate Debt Securities |
| COVANTA HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $2792000.00        | $2687900.28        | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $337000.00         | $320516.91         | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $5025380.00        | $4780392.73        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $1765304.00        | $1880784.30        | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $6000000.00        | $7496073.33        | Corporate Debt Securities |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $600000.00         | $603670.33         | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $1216000.00        | $1054686.12        | Corporate Debt Securities |
| ZIPRECRUITER INC               SR GLBL 144A 30     | 2030-01-15      | 5.0000%  | 0.0000% | $610000.00         | $463875.86         | Corporate Debt Securities |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $937000.00         | $821229.36         | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $516000.00         | $517436.77         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $296000.00         | $311701.16         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 28     | 2028-05-15      | 7.0000%  | 0.0000% | $2800000.00        | $2845213.78        | Corporate Debt Securities |
| TRANSOCEAN AQUILA LTD          SR SEC 144A NT28    | 2028-09-30      | 8.0000%  | 0.0000% | $1490000.00        | $1263260.82        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $648000.00         | $724659.21         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $98000.00          | $105893.16         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $158000.00         | $162233.26         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $700000.00         | $718754.94         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $12599000.00       | $15018319.47       | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $970000.00         | $1033429.11        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $56000.00          | $59673.88          | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $756000.00         | $747057.36         | Corporate Debt Securities |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $1320000.00        | $1291765.20        | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $1500000.00        | $1582066.67        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $3280000.00        | $3430962.00        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $181000.00         | $174823.88         | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $3894000.00        | $2873041.88        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $602000.00         | $625967.88         | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $5030000.00        | $5211985.40        | Corporate Debt Securities |
| TOUCAN FINCO UK LTD / TOUCAN F SR SEC GLBL 30      | 2030-05-15      | 9.5000%  | 0.0000% | $895000.00         | $935983.54         | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $347000.00         | $362312.34         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 32     | 2032-06-01      | 6.2500%  | 0.0000% | $325000.00         | $336006.40         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 32     | 2032-06-01      | 6.2500%  | 0.0000% | $336000.00         | $347378.92         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $9385000.00        | $10140891.36       | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $2000000.00        | $1835379.44        | Corporate Debt Securities |
| UNITED AIRLINES PTC 2016-2B    B      20270407 3.6 | 2027-04-07      | 3.6500%  | 0.0000% | $2000.00           | $720.03            | Asset-Backed Securities   |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $13599000.00       | $15180083.95       | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR 144A NT 32       | 2032-07-17      | 7.7500%  | 0.0000% | $13716000.00       | $14194120.71       | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $885000.00         | $970058.09         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $240000.00         | $238425.00         | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 32     | 2032-01-15      | 7.2500%  | 0.0000% | $50000.00          | $52354.11          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $1490000.00        | $1570974.05        | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $227000.00         | $237131.77         | Corporate Debt Securities |
| COHERENT CORP                  GLBL 144A NT5%29    | 2029-12-15      | 5.0000%  | 0.0000% | $996000.00         | $981527.01         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $270000.00         | $274625.89         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $627000.00         | $594533.94         | Corporate Debt Securities |
| VIRIDIEN                       SR SEC 144A NT30    | 2030-10-15      | 10.0000% | 0.0000% | $200000.00         | $203830.44         | Corporate Debt Securities |
| BAUSCH PLUS LOMB CORP          SR SEC GLBL 28      | 2028-10-01      | 8.3750%  | 0.0000% | $120000.00         | $128122.08         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $6134000.00        | $5966368.00        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $2000000.00        | $2059962.50        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $2448000.00        | $2521394.10        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $5437000.00        | $5636986.45        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $1156000.00        | $1166596.67        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $8328000.00        | $8404340.00        | Corporate Debt Securities |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $2250000.00        | $2287837.50        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1156000.00        | $1197895.37        | Corporate Debt Securities |
| CALDERYS FING LLC              SR SEC GLBL 28      | 2028-06-01      | 11.2500% | 0.0000% | $820000.00         | $880171.60         | Corporate Debt Securities |
| GTCR W-2 MERGER SUB LLC        SR SEC 144A NT31    | 2031-01-15      | 7.5000%  | 0.0000% | $861000.00         | $913739.12         | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $2000.00           | $2111.54           | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $2000000.00        | $2111538.33        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $500000.00         | $540037.50         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $3398000.00        | $3192149.16        | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 32     | 2032-04-01      | 6.5000%  | 0.0000% | $385000.00         | $401746.22         | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $184000.00         | $174396.12         | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $501000.00         | $474850.30         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1093000.00        | $1170301.97        | Corporate Debt Securities |
| TRANSOCEAN INC                 SR SEC GLBL 30      | 2030-02-15      | 8.7500%  | 0.0000% | $550000.00         | $473991.83         | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $40000.00          | $39107.03          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $1309000.00        | $1174303.90        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $6800000.00        | $6877656.00        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $3710335.00        | $3588821.53        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $40000.00          | $34972.62          | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $40000.00          | $40508.18          | Corporate Debt Securities |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $3175000.00        | $3222180.50        | Corporate Debt Securities |
| AMERICAN NEWS CO LLC           SR SEC GLBL 26      | 2026-09-01      | 8.5000%  | 0.0000% | $849.00            | $983.07            | Corporate Debt Securities |
| AMERICAN AIRLINES              SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $2310000.00        | $2457619.27        | Corporate Debt Securities |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $1550000.00        | $1573033.00        | Corporate Debt Securities |
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $86000.00          | $83519.09          | Corporate Debt Securities |
| AXALTA COATING SYS DUTCH HLDG  SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $393000.00         | $415697.39         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1841000.00        | $1907720.91        | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $3000000.00        | $3021708.33        | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28      | 2028-07-01      | 3.8750%  | 0.0000% | $356000.00         | $341652.90         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $7065000.00        | $7317536.46        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $675000.00         | $679893.75         | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $587000.00         | $603773.69         | Corporate Debt Securities |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29      | 2029-12-01      | 6.5000%  | 0.0000% | $1158000.00        | $1181939.72        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $4027000.00        | $3589678.99        | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $3100000.00        | $3135577.67        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $3786000.00        | $3833779.32        | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $391000.00         | $410806.10         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30     | 2030-04-15      | 7.7500%  | 0.0000% | $1420000.00        | $1507705.12        | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1878.56           | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $201000.00         | $195192.22         | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31     | 2031-06-15      | 5.8750%  | 0.0000% | $5712000.00        | $5858458.06        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $1813000.00        | $2035722.52        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 31     | 2031-02-01      | 9.0000%  | 0.0000% | $13867000.00       | $13713769.65       | Corporate Debt Securities |
| MAXAM PRILL S.A R.L.           SR SEC 144A NT30    | 2030-07-15      | 7.7500%  | 0.0000% | $36102000.00       | $35465441.51       | Corporate Debt Securities |
| PETROLEOS MEXICANOS            6.5%29              | 2029-01-23      | 6.5000%  | 0.0000% | $2879000.00        | $2866660.29        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $60000.00          | $55547.43          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $9837000.00        | $10042945.79       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $3000.00           | $3230.57           | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55    | 2055-10-15      | 6.6250%  | 0.0000% | $11665000.00       | $11848291.18       | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $833000.00         | $915883.50         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 30      | 2030-10-15      | 4.0000%  | 0.0000% | $37000.00          | $34765.82          | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $2445000.00        | $2374562.27        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $35000.00          | $35898.99          | Corporate Debt Securities |
| GYP HOLDINGS III CORPORATION   SR GLBL 144A 29     | 2029-05-01      | 4.6250%  | 0.0000% | $7300000.00        | $7456895.25        | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $975000.00         | $918733.43         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35     | 2035-01-13      | 6.0000%  | 0.0000% | $1000000.00        | $970723.33         | Corporate Debt Securities |
| PARKLAND CORP                  SR 144A NT4.5%29    | 2029-10-01      | 4.5000%  | 0.0000% | $1875000.00        | $1827421.88        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $989000.00         | $1008261.46        | Corporate Debt Securities |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL 144A 32     | 2032-08-15      | 6.7500%  | 0.0000% | $655000.00         | $697552.07         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $117000.00         | $112453.93         | Corporate Debt Securities |
| SCRIPPS ESCROW II INC          SR SEC GLBL 29      | 2029-01-15      | 3.8750%  | 0.0000% | $448000.00         | $398694.12         | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32    | 2032-03-01      | 3.5000%  | 0.0000% | $445000.00         | $405587.83         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32     | 2032-05-15      | 3.8750%  | 0.0000% | $104000.00         | $91774.86          | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $15000.00          | $16385.86          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $3000.00           | $3181.75           | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $2564000.00        | $2719333.17        | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $5000.00           | $5223.17           | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $300000.00         | $307773.33         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35       | 2035-05-01      | 7.7500%  | 0.0000% | $2150000.00        | $2393095.72        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $10397000.00       | $10461461.40       | Corporate Debt Securities |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $3951000.00        | $3849439.54        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 26       | 2026-06-01      | 3.4500%  | 0.0000% | $300000.00         | $298725.00         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $1997000.00        | $1896860.44        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 26       | 2026-06-01      | 3.4500%  | 0.0000% | $400000.00         | $398300.00         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2500000.00        | $2452122.92        | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $3000.00           | $3127.58           | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $5872000.00        | $5376892.53        | Corporate Debt Securities |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $744000.00         | $758138.48         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $101000.00         | $105330.29         | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $90000.00          | $92348.55          | Corporate Debt Securities |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $2743000.00        | $2553965.01        | Corporate Debt Securities |
| FORTREA HLDGS INC              SR SEC 144A NT30    | 2030-07-01      | 7.5000%  | 0.0000% | $2272000.00        | $2093875.20        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 29      | 2029-05-15      | 6.3750%  | 0.0000% | $200000.00         | $201736.25         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82    | 2082-03-15      | 5.2500%  | 0.0000% | $508000.00         | $511935.73         | Corporate Debt Securities |
| TALOS PRODTN INC               SR SEC GLBL 31      | 2031-02-01      | 9.3750%  | 0.0000% | $24000.00          | $25628.52          | Corporate Debt Securities |
| TALOS PRODTN INC               SR SEC GLBL 29      | 2029-02-01      | 9.0000%  | 0.0000% | $7028000.00        | $7533805.16        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR NT 4.8%44        | 2044-11-18      | 4.8000%  | 0.0000% | $4761000.00        | $4699979.85        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $873000.00         | $920114.35         | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $15412000.00       | $16233973.33       | Corporate Debt Securities |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $407000.00         | $419641.65         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $53000.00          | $42476.56          | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $3902000.00        | $4026577.85        | Corporate Debt Securities |
| FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29    | 2029-07-31      | 4.0000%  | 0.0000% | $250000.00         | $235342.50         | Corporate Debt Securities |

### Security 688: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTY5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTY5
- **C.18 - Value (incl. sponsor support):** $609867471.40
- **C.18.a - Value (excl. sponsor support):** $609867471.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST CASH INC                 SR GLBL 144A 30     | 2030-01-01      | 5.6250%  | 0.0000% | $10000.00          | $9930.38           | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 33       | 2033-03-15      | 6.7500%  | 0.0000% | $48000.00          | $51021.84          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 6.0000%  | 0.0000% | $1000000.00        | $1006700.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            6.5%29              | 2029-01-23      | 6.5000%  | 0.0000% | $2512000.00        | $2501233.29        | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT | 2032-01-26      | 4.8267%  | 0.0000% | $303000.00         | $292856.80         | Asset-Backed Securities                           |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 29       | 2029-07-16      | 3.0400%  | 0.0000% | $7545000.00        | $7141132.91        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $7500000.00        | $7396600.00        | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $273000.00         | $274936.25         | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $956000.00         | $974167.19         | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $4098000.00        | $3776971.79        | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $379000.00         | $350199.95         | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $200000.00         | $132414.80         | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR REGS NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $25000.00          | $26269.19          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $300000.00         | $316640.62         | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 50     | 2050-09-21      | 5.7500%  | 0.0000% | $200000.00         | $167802.83         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $20000000.00       | $22455086.12       | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $900000.00         | $816974.25         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $14000.00          | $15121.39          | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR REGS NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $965000.00         | $1083547.84        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT1.8%31    | 2031-09-22      | 1.8000%  | 0.0000% | $258000.00         | $225156.60         | Corporate Debt Securities                         |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $1088000.00        | $1168587.56        | Corporate Debt Securities                         |
| GRUPO AVAL LTD                 SR GLBL REGS 30     | 2030-02-04      | 4.3750%  | 0.0000% | $200000.00         | $183539.22         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $400000.00         | $449101.72         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.4%35    | 2035-03-23      | 5.4000%  | 0.0000% | $13000.00          | $13466.18          | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 28       | 2028-03-15      | 4.6250%  | 0.0000% | $33000.00          | $32699.44          | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $358000.00         | $327766.80         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $5630000.00        | $5154544.94        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $20319000.00       | $19529499.05       | Corporate Debt Securities                         |
| SPECIALTY UNDRWR FIN 2005-BC2  M-4    20351226 FLT | 2035-12-26      | 5.5317%  | 0.0000% | $3823459.00        | $3434592.50        | Asset-Backed Securities                           |
| TENCENT HLDGS LTD              FR 3.29%060360      | 2060-06-03      | 3.2900%  | 0.0000% | $1000000.00        | $654599.17         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 32     | 2032-01-15      | 7.2500%  | 0.0000% | $4000.00           | $4188.33           | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $1773000.00        | $1869353.68        | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $750000.00         | $715930.83         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28     | 2028-02-01      | 6.1250%  | 0.0000% | $115000.00         | $120001.93         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL 144A 28     | 2028-06-01      | 4.2500%  | 0.0000% | $637000.00         | $620312.72         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $10460000.00       | $10986922.50       | Corporate Debt Securities                         |
| PARK PLACE SECS 2005-WCH1      M-6    20350125 FLT | 2035-01-25      | 5.9367%  | 0.0000% | $3208768.00        | $2642369.36        | Asset-Backed Securities                           |
| GYP HOLDINGS III CORPORATION   SR GLBL 144A 29     | 2029-05-01      | 4.6250%  | 0.0000% | $2419000.00        | $2470990.36        | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27     | 2027-10-15      | 5.5000%  | 0.0000% | $483000.00         | $490218.17         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $100001.00         | $98818.10          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $356000.00         | $370253.05         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28      | 2028-10-01      | 5.8750%  | 0.0000% | $10000.00          | $10146.83          | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28      | 2028-10-01      | 5.8750%  | 0.0000% | $87000.00          | $88277.45          | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28      | 2028-10-01      | 5.8750%  | 0.0000% | $795000.00         | $806673.25         | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             EXT JR SB GLBL66    | 2066-11-15      | 6.5904%  | 0.0000% | $729000.00         | $659436.06         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $5900000.00        | $6287069.50        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $500000.00         | $512676.39         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.523%071728     | 2028-07-17      | 5.5230%  | 0.0000% | $2000.00           | $2064.59           | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $200000.00         | $195936.78         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $2835000.00        | $3170384.04        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $311000.00         | $305437.25         | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30      | 2030-11-15      | 7.7500%  | 0.0000% | $350000.00         | $364870.04         | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30      | 2030-11-15      | 7.7500%  | 0.0000% | $2180000.00        | $2272619.12        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $9000.00           | $8899.38           | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33     | 2033-03-15      | 5.8750%  | 0.0000% | $438000.00         | $452403.39         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30     | 2030-04-15      | 6.0000%  | 0.0000% | $295000.00         | $295981.37         | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $9375000.00        | $10526695.31       | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               PERP GLBL A 144A    | 2500-12-31      | 9.5080%  | 0.0000% | $24074000.00       | $24997593.66       | Corporate Debt Securities                         |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $405000.00         | $417930.30         | Corporate Debt Securities                         |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $1716000.00        | $1770786.16        | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $3656000.00        | $4105130.46        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $15000.00          | $14071.84          | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 31     | 2031-06-15      | 5.8750%  | 0.0000% | $3282000.00        | $3366151.85        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $1689000.00        | $1675743.23        | Corporate Debt Securities                         |
| CHAMPION IRON CDA INC          SR 144A NT 32       | 2032-07-15      | 7.8750%  | 0.0000% | $131000.00         | $134604.46         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $4000.00           | $3981.43           | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 30       | 2030-01-15      | 4.1250%  | 0.0000% | $370000.00         | $352252.33         | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $503000.00         | $472456.86         | Corporate Debt Securities                         |
| BRAVO MTG ASSET TR 2006-1      M-2    20360725 FLT | 2036-07-25      | 5.1417%  | 0.0000% | $7214146.00        | $1143042.66        | Asset-Backed Securities                           |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $200000.00         | $188732.00         | Corporate Debt Securities                         |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $1670000.00        | $1575912.20        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $1716000.00        | $1798337.49        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 37       | 2037-08-22      | 3.8750%  | 0.0000% | $101000.00         | $92395.26          | Corporate Debt Securities                         |
| DEUTSCHE BK AG                 ALT TIER I PERP     | 2099-12-31      | 6.0000%  | 0.0000% | $200000.00         | $202664.66         | Corporate Debt Securities                         |
| ENCORE CREDIT REC TR 2005-3    M-7    20351025 FLT | 2035-10-25      | 6.2217%  | 0.0000% | $7955000.00        | $5645402.98        | Asset-Backed Securities                           |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $192000.00         | $193392.00         | Corporate Debt Securities                         |
| CWABS INC 2006-15              A-4    20360425 FLT | 2036-04-25      | 4.2745%  | 0.0000% | $4235000.00        | $1015740.90        | Asset-Backed Securities                           |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $1094000.00        | $1062650.82        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $1839000.00        | $1786302.43        | Corporate Debt Securities                         |
| AMERICAN AIRLINES              SR SEC GLBL 28      | 2028-02-15      | 7.2500%  | 0.0000% | $5000.00           | $5271.25           | Corporate Debt Securities                         |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $2343000.00        | $2361158.25        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $362000.00         | $379369.56         | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.55%012830      | 2030-01-28      | 5.5500%  | 0.0000% | $300000.00         | $305124.75         | Corporate Debt Securities                         |
| ALTAGAS LTD                    JR SB GLBL 54       | 2054-10-15      | 7.2000%  | 0.0000% | $45000.00          | $46090.80          | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30     | 2030-04-15      | 6.8750%  | 0.0000% | $560000.00         | $569745.71         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $34827000.00       | $35079012.04       | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $137000.00         | $145241.69         | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $733000.00         | $777096.06         | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $2200000.00        | $2297846.22        | Corporate Debt Securities                         |
| ENDEAVOUR MNG PLC              SR 144A NT 7%30     | 2030-05-28      | 7.0000%  | 0.0000% | $11370000.00       | $11658520.07       | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 29     | 2029-03-15      | 6.3750%  | 0.0000% | $25000.00          | $26274.08          | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -B 55    | 2055-10-15      | 7.0000%  | 0.0000% | $1147000.00        | $1164464.99        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $367000.00         | $389705.37         | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $20000.00          | $20264.78          | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $51000.00          | $51675.18          | Corporate Debt Securities                         |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.5917%  | 0.0000% | $2065183.00        | $967118.50         | Asset-Backed Securities                           |
| BATH & BODY WORKS INC          SR GLBL NT 36       | 2036-07-01      | 6.7500%  | 0.0000% | $28000.00          | $28554.26          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $1800000.00        | $1899843.75        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $857000.00         | $1042127.71        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-06-15      | 6.3750%  | 0.0000% | $449000.00         | $464214.74         | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $1227000.00        | $1263786.99        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $45000.00          | $45292.16          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $700000.00         | $745414.44         | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $58000.00          | $59956.08          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 30      | 2030-05-15      | 5.2500%  | 0.0000% | $3654000.00        | $3237090.78        | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 31     | 2031-03-15      | 4.0000%  | 0.0000% | $298000.00         | $277432.37         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $866000.00         | $895114.92         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $186000.00         | $192892.44         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $1103000.00        | $1143872.89        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $1654000.00        | $1715290.81        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 4.6000%  | 0.0000% | $1476000.00        | $1320714.96        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT 32       | 2032-07-17      | 7.7500%  | 0.0000% | $4760000.00        | $4925926.99        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $20000.00          | $20557.30          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $802000.00         | $824347.73         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $455000.00         | $450833.34         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $441000.00         | $461886.50         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29     | 2029-05-01      | 4.3750%  | 0.0000% | $42000.00          | $41218.69          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $200000.00         | $183537.94         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $474000.00         | $434984.93         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $11671000.00       | $12372634.58       | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 32     | 2032-06-01      | 6.2500%  | 0.0000% | $212000.00         | $219179.56         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $4000.00           | $4240.47           | Corporate Debt Securities                         |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $15000.00          | $14239.77          | Corporate Debt Securities                         |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $107000.00         | $101577.03         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $132000.00         | $135637.33         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $889000.00         | $913496.89         | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               PERP JR SB 144A     | 2500-12-31      | 6.5000%  | 0.0000% | $13424000.00       | $12684382.35       | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $2009000.00        | $1984263.63        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28      | 2028-01-15      | 3.8750%  | 0.0000% | $54000.00          | $52961.65          | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $237000.00         | $205559.71         | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $4506000.00        | $5629551.07        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 29     | 2029-05-01      | 6.0000%  | 0.0000% | $25000.00          | $25589.83          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $7539304.00        | $8032500.14        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 31     | 2031-06-15      | 5.8750%  | 0.0000% | $1163000.00        | $1192819.80        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $135000.00         | $137556.69         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 55       | 2055-03-15      | 5.5500%  | 0.0000% | $842000.00         | $838408.17         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $1000.00           | $996.31            | Corporate Debt Securities                         |
| ELASTIC N V                    SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $1690000.00        | $1607339.99        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $31000.00          | $32223.31          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $425000.00         | $425671.50         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB GLBL -W    | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $999.00            | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $75000.00          | $79029.00          | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $2041000.00        | $2150642.52        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $62000.00          | $60953.03          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $871000.00         | $856291.71         | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30       | 2030-10-15      | 4.1250%  | 0.0000% | $50000.00          | $47598.29          | Corporate Debt Securities                         |
| NATURA CO LUXEMBOURG HLDGS S   SR REGS NT 6%29     | 2029-04-19      | 6.0000%  | 0.0000% | $200000.00         | $200968.67         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL REGS 25     | 2025-09-17      | 3.5220%  | 0.0000% | $300000.00         | $302814.55         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 32     | 2032-01-15      | 7.0000%  | 0.0000% | $660000.00         | $683912.53         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $1450000.00        | $1501431.50        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-17      | 5.6250%  | 0.0000% | $2000.00           | $2108.61           | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $300000.00         | $237233.67         | Corporate Debt Securities                         |
| NASSAU COS NEW YORK            SR 144A NT 30       | 2030-07-15      | 7.8750%  | 0.0000% | $7121000.00        | $7223079.54        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $300000.00         | $295371.00         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 9%29     | 2029-01-15      | 9.0000%  | 0.0000% | $150000.00         | $157650.00         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 9%29     | 2029-01-15      | 9.0000%  | 0.0000% | $1000000.00        | $1051000.00        | Corporate Debt Securities                         |
| MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31      | 2031-10-15      | 12.5000% | 0.0000% | $1157000.00        | $1160017.84        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $708000.00         | $489637.07         | Corporate Debt Securities                         |
| POINSETTIA FIN LTD             SR SEC GLBL 31      | 2031-06-17      | 6.6250%  | 0.0000% | $200000.00         | $143479.00         | Corporate Debt Securities                         |
| MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31      | 2031-10-15      | 12.5000% | 0.0000% | $243000.00         | $243633.82         | Corporate Debt Securities                         |
| USIMINAS INTL S A R L          SR GLBL REGS 32     | 2032-01-27      | 7.5000%  | 0.0000% | $452000.00         | $460102.10         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $500000.00         | $455110.83         | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $1000.00           | $976.99            | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $1738000.00        | $1704419.91        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $3662000.00        | $3480053.94        | Corporate Debt Securities                         |
| MS HEQ LN TR 2005-2            M-6    20350525 FLT | 2035-05-25      | 5.5317%  | 0.0000% | $6100000.00        | $4891942.51        | Asset-Backed Securities                           |
| KEYCORP                        PERP JR GLBL -D     | 2500-12-31      | 5.0000%  | 0.0000% | $28000.00          | $27733.41          | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $85000.00          | $89130.24          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $1000.00           | $987.99            | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $4000.00           | $3599.25           | Corporate Debt Securities                         |
| LIFE TIME FITNESS              SR SEC GLBL 31      | 2031-11-15      | 6.0000%  | 0.0000% | $16000.00          | $16321.07          | Corporate Debt Securities                         |
| LIFE TIME FITNESS              SR SEC GLBL 31      | 2031-11-15      | 6.0000%  | 0.0000% | $74000.00          | $75484.93          | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $1195000.00        | $1227016.71        | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $1678000.00        | $1722957.35        | Corporate Debt Securities                         |
| LAND O LAKES INC               PERP SUB -A 144A    | 2079-12-31      | 8.0000%  | 0.0000% | $3629000.00        | $3478840.04        | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $1229000.00        | $1262865.78        | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $35000.00          | $36714.55          | Corporate Debt Securities                         |
| ZEBRA TECHNOLOGIES CORPORATION SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $560000.00         | $579277.07         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $4577000.00        | $4540068.70        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32     | 2032-02-01      | 6.6250%  | 0.0000% | $97000.00          | $102752.59         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.8750%  | 0.0000% | $3500000.00        | $3509625.00        | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30     | 2030-01-15      | 6.3750%  | 0.0000% | $1211000.00        | $1239184.01        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $1851000.00        | $2011145.43        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $2354000.00        | $2557664.16        | Corporate Debt Securities                         |
| GS MBS TR 2022-PJ1             A-4    20520525 FLT | 2052-05-25      | 2.5000%  | 0.0000% | $799610.00         | $518607.36         | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $139000.00         | $144565.10         | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -1 144A 55    | 2055-03-01      | 7.6250%  | 0.0000% | $320000.00         | $340226.89         | Corporate Debt Securities                         |
| SPECIALTY UNDRWR FIN 2006-BC4  A-2D   20370925 FLT | 2037-09-25      | 4.9467%  | 0.0000% | $7611000.00        | $1414649.66        | Asset-Backed Securities                           |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $173000.00         | $175582.89         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $2196000.00        | $2228786.28        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $373000.00         | $382381.42         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 30       | 2030-02-15      | 7.5500%  | 0.0000% | $17000.00          | $19930.02          | Corporate Debt Securities                         |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $587000.00         | $588037.03         | Corporate Debt Securities                         |
| JEFFERIES FINANCE LLC/JFIN CP  SR SEC 144A NT31    | 2031-10-15      | 6.6250%  | 0.0000% | $905000.00         | $917359.53         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31     | 2031-03-01      | 3.8750%  | 0.0000% | $30000.00          | $28143.47          | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $5000.00           | $5287.68           | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $300000.00         | $317261.00         | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28      | 2028-01-15      | 3.8750%  | 0.0000% | $4506000.00        | $4419355.25        | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 31     | 2031-08-15      | 3.8750%  | 0.0000% | $30000.00          | $27482.64          | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $300000.00         | $284341.50         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $488000.00         | $331597.08         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $1086000.00        | $737939.41         | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $1000000.00        | $1144324.31        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 27     | 2027-12-01      | 4.0000%  | 0.0000% | $64000.00          | $62850.99          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 32       | 2032-09-15      | 7.1250%  | 0.0000% | $35000.00          | $36445.00          | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 33     | 2033-02-13      | 7.2500%  | 0.0000% | $20000000.00       | $14403638.88       | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 31     | 2031-01-12      | 8.5000%  | 0.0000% | $400000.00         | $302380.00         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $6810000.00        | $6988399.30        | Corporate Debt Securities                         |
| CENTRAIS ELETRICAS BRASILEIRAS SR GLBL REGS 35     | 2035-01-11      | 6.5000%  | 0.0000% | $600000.00         | $593538.33         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 33     | 2033-02-13      | 7.2500%  | 0.0000% | $400000.00         | $288072.78         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $800000.00         | $812714.67         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 34     | 2034-10-15      | 8.0000%  | 0.0000% | $863000.00         | $611464.27         | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $419000.00         | $430225.94         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $60000.00          | $61946.93          | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             SR GLBL NT6.5%34    | 2034-06-15      | 6.5000%  | 0.0000% | $165000.00         | $165948.02         | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             SR GLBL NT6.5%34    | 2034-06-15      | 6.5000%  | 0.0000% | $1253000.00        | $1260199.18        | Corporate Debt Securities                         |
| GTCR W-2 MERGER SUB LLC        SR SEC 144A NT31    | 2031-01-15      | 7.5000%  | 0.0000% | $506000.00         | $536994.19         | Corporate Debt Securities                         |
| WINNEBAGO INDS INC             SR SEC GLBL 28      | 2028-07-15      | 6.2500%  | 0.0000% | $1519000.00        | $1514667.47        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $823000.00         | $805344.25         | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $8841000.00        | $8815906.30        | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $200000.00         | $204252.47         | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC 144A NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $34730000.00       | $34389949.89       | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32       | 2032-04-15      | 6.2500%  | 0.0000% | $164000.00         | $160456.42         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 32       | 2032-10-15      | 5.7500%  | 0.0000% | $381000.00         | $388791.66         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $1624000.00        | $1619827.45        | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $7015000.00        | $7119333.51        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $1663000.00        | $1790809.86        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $38000.00          | $33988.72          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $71000.00          | $71939.27          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL 144A 30     | 2030-10-01      | 6.6250%  | 0.0000% | $24000.00          | $25071.68          | Corporate Debt Securities                         |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $1013000.00        | $1014789.63        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $34000.00          | $40509.19          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $70000.00          | $48410.44          | Corporate Debt Securities                         |
| MALLINCKRODT INTL FIN SA / CB  SR SEC GLBL 28      | 2028-11-14      | 14.7500% | 0.0000% | $22440787.00       | $23907498.14       | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 30     | 2030-01-31      | 4.1250%  | 0.0000% | $200000.00         | $190172.00         | Corporate Debt Securities                         |
| MALLINCKRODT INTL FIN SA / CB  SR SEC GLBL 28      | 2028-11-14      | 14.7500% | 0.0000% | $22.00             | $23.44             | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1551000.00        | $1473938.74        | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $600000.00         | $397244.40         | Corporate Debt Securities                         |
| MALLINCKRODT INTL FIN SA / CB  SR SEC GLBL 28      | 2028-11-14      | 14.7500% | 0.0000% | $606448.00         | $646084.94         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $780000.00         | $765062.35         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL REGS 27     | 2027-09-17      | 4.3450%  | 0.0000% | $945000.00         | $935807.38         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34    | 2034-12-15      | 4.5000%  | 0.0000% | $1628000.00        | $1324036.12        | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $290000.00         | $301861.00         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $1288000.00        | $1340679.20        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $4909000.00        | $3120511.67        | Corporate Debt Securities                         |
| LAND O LAKES INC               PERP JR SB 144A     | 2079-12-31      | 7.2500%  | 0.0000% | $4349000.00        | $3763858.96        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $1006000.00        | $639485.59         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $1077000.00        | $1043277.93        | Corporate Debt Securities                         |
| STRUCTURED ASSET SEC 2006-OPT1 M1     20360425 FLT | 2036-04-25      | 4.7667%  | 0.0000% | $5170000.00        | $3761729.77        | Asset-Backed Securities                           |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $674000.00         | $546624.18         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $285000.00         | $265492.07         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 30       | 2030-08-15      | 3.3750%  | 0.0000% | $5000.00           | $4640.96           | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $300000.00         | $189843.38         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $200000.00         | $207380.00         | Corporate Debt Securities                         |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 4.1314%  | 0.0000% | $3239000.00        | $765854.83         | Asset-Backed Securities                           |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $59000.00          | $61844.98          | Corporate Debt Securities                         |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.7267%  | 0.0000% | $9861706.00        | $7586669.19        | Asset-Backed Securities                           |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $500000.00         | $499344.03         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $523000.00         | $522313.85         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $1266000.00        | $1264339.08        | Corporate Debt Securities                         |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $545000.00         | $565895.36         | Asset-Backed Securities                           |
| CARNIVAL CORP                  SR GLBL 144A 27     | 2027-03-01      | 5.7500%  | 0.0000% | $4838000.00        | $5007565.18        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $1349000.00        | $1258271.88        | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC        SR GLBL NT 27       | 2027-06-01      | 6.7500%  | 0.0000% | $1352000.00        | $1368575.52        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $769000.00         | $782599.34         | Corporate Debt Securities                         |
| THOR INDS INC                  SR GLBL 144A 29     | 2029-10-15      | 4.0000%  | 0.0000% | $100000.00         | $95010.78          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $795000.00         | $572147.81         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $3043000.00        | $2189994.69        | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $390000.00         | $368434.30         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $183000.00         | $163786.83         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR SEC GLBL 29      | 2029-01-15      | 8.1250%  | 0.0000% | $100000.00         | $105409.54         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR SEC GLBL 29      | 2029-01-15      | 8.1250%  | 0.0000% | $9689000.00        | $10213130.49       | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $6603000.00        | $6374778.31        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29     | 2029-02-01      | 5.7500%  | 0.0000% | $113000.00         | $114170.68         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $100000.00         | $103556.33         | Corporate Debt Securities                         |
| FREMONT HM LN TR 2005-D        M2     20351125 FLT | 2035-11-25      | 5.1267%  | 0.0000% | $19424095.00       | $9154715.93        | Asset-Backed Securities                           |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $1045000.00        | $1102930.45        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29     | 2029-02-01      | 5.7500%  | 0.0000% | $359000.00         | $362719.24         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $975000.00         | $1038518.81        | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $456000.00         | $446048.18         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $36000.00          | $33799.56          | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $387000.00         | $363345.27         | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC 144A NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $73000.00          | $77095.85          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29      | 2029-11-30      | 9.3750%  | 0.0000% | $123000.00         | $131824.64         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-02-15      | 5.6250%  | 0.0000% | $264000.00         | $270475.26         | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $1000000.00        | $994834.44         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-11-15      | 5.3750%  | 0.0000% | $20000.00          | $19847.54          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $575000.00         | $590240.06         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33    | 2033-05-01      | 7.5000%  | 0.0000% | $59000.00          | $64790.46          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $72000.00          | $75309.96          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $1311000.00        | $1371268.86        | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $900000.00         | $945921.00         | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $533000.00         | $560195.44         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $1231000.00        | $1161386.95        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 32       | 2032-07-23      | 4.6500%  | 0.0000% | $2694000.00        | $2692419.52        | Corporate Debt Securities                         |
| NOVASTAR HEQ LN TR 2005-3      M-4    20360125 FLT | 2036-01-25      | 5.3517%  | 0.0000% | $590000.00         | $509455.90         | Asset-Backed Securities                           |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32    | 2032-03-01      | 3.5000%  | 0.0000% | $95000.00          | $86586.17          | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32     | 2032-05-15      | 3.8750%  | 0.0000% | $46000.00          | $40592.73          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $3000.00           | $3085.33           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $1733000.00        | $1834109.00        | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   SR GLBL 3 REGS29    | 2029-01-25      | 5.3750%  | 0.0000% | $423000.00         | $432702.15         | Corporate Debt Securities                         |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29      | 2029-07-31      | 6.8850%  | 0.0000% | $297000.00         | $97002.74          | Corporate Debt Securities                         |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29      | 2029-07-31      | 6.8850%  | 0.0000% | $1500000.00        | $489912.85         | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $1013000.00        | $930303.74         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR SEC GLBL 31      | 2031-02-15      | 7.3750%  | 0.0000% | $254000.00         | $270367.62         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 32       | 2032-03-15      | 6.7500%  | 0.0000% | $28000.00          | $29105.30          | Corporate Debt Securities                         |
| RENAISSANCE HEQ 2004-3         M-3    20341125 5.8 | 2034-11-25      | 5.8840%  | 0.0000% | $9920000.00        | $1583998.05        | Asset-Backed Securities                           |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $98000.00          | $96373.20          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31     | 2031-07-15      | 8.5000%  | 0.0000% | $100000.00         | $106571.17         | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 30     | 2030-02-15      | 4.3750%  | 0.0000% | $14000.00          | $13631.15          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 7%55    | 2055-04-15      | 7.0000%  | 0.0000% | $71000.00          | $74960.14          | Corporate Debt Securities                         |
| PARKLAND CORP                  SR REGS NT 32       | 2032-08-15      | 6.6250%  | 0.0000% | $440000.00         | $462103.22         | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $40000.00          | $36883.40          | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $430000.00         | $403021.80         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40       | 2040-06-01      | 6.3500%  | 0.0000% | $2208000.00        | $1671088.00        | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $400000.00         | $429000.00         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $4500000.00        | $2228275.00        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $82000.00          | $40604.12          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27     | 2027-01-15      | 4.6250%  | 0.0000% | $706000.00         | $702608.06         | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $1882000.00        | $1734568.30        | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $88000.00          | $89031.16          | Corporate Debt Securities                         |
| ACE SECS HEQ 2006-OP1          M-1    20360425 FLT | 2036-04-25      | 4.8867%  | 0.0000% | $2027517.00        | $1563633.44        | Asset-Backed Securities                           |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $795000.00         | $804315.63         | Corporate Debt Securities                         |
| ATI INC                        SR GLBL NT 30       | 2030-08-15      | 7.2500%  | 0.0000% | $200000.00         | $216938.11         | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $1828000.00        | $1793034.42        | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $1490000.00        | $1645126.18        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32      | 2032-07-01      | 6.5000%  | 0.0000% | $964000.00         | $951944.64         | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $17000.00          | $17218.58          | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29     | 2029-03-15      | 8.6250%  | 0.0000% | $4738000.00        | $5084363.59        | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $234000.00         | $249526.16         | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $752000.00         | $801896.04         | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $278000.00         | $281574.39         | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -2 144A 55    | 2055-03-01      | 7.5000%  | 0.0000% | $164000.00         | $175162.11         | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $13000.00          | $12779.50          | Corporate Debt Securities                         |
| ORGANON & CO                   SR SEC GLBL 28      | 2028-04-30      | 4.1250%  | 0.0000% | $200000.00         | $191854.50         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $50000.00          | $51500.50          | Corporate Debt Securities                         |
| GSAMP TRUST 2006-HE8           M-1    20370126 FLT | 2037-01-26      | 4.8417%  | 0.0000% | $15000000.00       | $5789018.23        | Asset-Backed Securities                           |
| GYP HOLDINGS III CORPORATION   SR GLBL 144A 29     | 2029-05-01      | 4.6250%  | 0.0000% | $293000.00         | $299297.30         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $634000.00         | $721390.56         | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             PERP SUB GLBL -A    | 2500-12-31      | 7.7580%  | 0.0000% | $5322000.00        | $5773519.66        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $1068000.00        | $1110396.04        | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $1900000.00        | $1780794.00        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-07-31      | 5.0000%  | 0.0000% | $172000.00         | $171105.60         | Corporate Debt Securities                         |
| XP INC                         SR REGS NT 29       | 2029-07-02      | 6.7500%  | 0.0000% | $600000.00         | $616446.00         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $801000.00         | $799237.13         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $969000.00         | $966867.39         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31     | 2031-01-30      | 3.7500%  | 0.0000% | $3049000.00        | $2789469.12        | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $5323000.00        | $5491502.52        | Corporate Debt Securities                         |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27      | 2027-11-15      | 6.0000%  | 0.0000% | $517000.00         | $522323.38         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35     | 2035-01-13      | 6.0000%  | 0.0000% | $50000.00          | $48536.17          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35     | 2035-01-13      | 6.0000%  | 0.0000% | $500000.00         | $485361.67         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2018C 48    | 2048-03-01      | 4.1250%  | 0.0000% | $354000.00         | $265800.02         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $1100000.00        | $1148086.19        | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $1495000.00        | $1549089.10        | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $2849000.00        | $2904486.25        | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $1135000.00        | $1051603.04        | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $1165000.00        | $1079398.71        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT2.5%26    | 2026-04-15      | 2.5000%  | 0.0000% | $20000.00          | $19893.62          | Corporate Debt Securities                         |
| RANGE RES CORP                 SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $585000.00         | $581573.53         | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR PIK 144A NT33    | 2033-07-15      | 10.0000% | 0.0000% | $20779000.00       | $21750464.43       | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $3790000.00        | $4323447.24        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $30000.00          | $31190.25          | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $1100000.00        | $1172510.17        | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $4240000.00        | $4069926.53        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32     | 2032-02-15      | 5.0000%  | 0.0000% | $93000.00          | $89006.17          | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $3000.00           | $2863.67           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $20000.00          | $14676.29          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $825000.00         | $820856.44         | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $107000.00         | $102137.56         | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29     | 2029-04-01      | 4.1250%  | 0.0000% | $83000.00          | $79587.87          | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29     | 2029-04-01      | 4.1250%  | 0.0000% | $224000.00         | $214791.36         | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $8601000.00        | $8921699.04        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $98000.00          | $98072.19          | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 29     | 2029-07-15      | 5.1250%  | 0.0000% | $135000.00         | $133185.30         | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28     | 2028-12-15      | 9.2500%  | 0.0000% | $7000.00           | $7467.39           | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28     | 2028-12-15      | 9.2500%  | 0.0000% | $172000.00         | $183484.34         | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28     | 2028-12-15      | 9.2500%  | 0.0000% | $340000.00         | $362701.61         | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 29     | 2029-07-15      | 5.1250%  | 0.0000% | $525000.00         | $517942.83         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $1971000.00        | $2037320.32        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $4100000.00        | $2305512.00        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $100000.00         | $96972.83          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $898000.00         | $931113.75         | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $600000.00         | $572724.00         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $1400000.00        | $1107090.44        | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $447000.00         | $429337.54         | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $535000.00         | $513860.37         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $5832000.00        | $6142437.36        | Corporate Debt Securities                         |
| PHINIA INC                     SR GLBL 144A 32     | 2032-10-15      | 6.6250%  | 0.0000% | $994000.00         | $1031878.30        | Corporate Debt Securities                         |
| SAN MIGUEL INDUSTRIAS PET S A  GLBL REGS NT 28     | 2028-08-02      | 3.7500%  | 0.0000% | $500000.00         | $482630.83         | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26      | 2026-04-20      | 5.5000%  | 0.0000% | $14797000.00       | $3704938.62        | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $60000.00          | $63046.05          | Corporate Debt Securities                         |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $800000.00         | $845455.56         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $1901000.00        | $1730331.39        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL NT    | 2500-12-31      | 7.1860%  | 0.0000% | $3531000.00        | $3659731.43        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $13000.00          | $13156.01          | Corporate Debt Securities                         |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $71000.00          | $71884.74          | Corporate Debt Securities                         |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $2609000.00        | $2641511.04        | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $55000.00          | $52794.56          | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $394000.00         | $410364.68         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $295000.00         | $312028.38         | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $672000.00         | $670732.91         | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $682000.00         | $678484.86         | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $217000.00         | $225091.12         | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $542000.00         | $543548.31         | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $1458000.00        | $1462165.02        | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R01         1B-2   20411025 FLT | 2041-10-25      | 10.3500% | 0.0000% | $1240000.00        | $1296323.28        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $805000.00         | $918304.76         | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $329000.00         | $351881.95         | Corporate Debt Securities                         |
| BWX TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $165000.00         | $159697.86         | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $2200000.00        | $2353010.00        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $150000.00         | $157363.81         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $215000.00         | $225554.80         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $650000.00         | $681909.85         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $512000.00         | $458245.12         | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32      | 2032-11-15      | 8.0000%  | 0.0000% | $579441.00         | $604505.69         | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32      | 2032-11-15      | 8.0000%  | 0.0000% | $1696367.00        | $1769746.18        | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $90000.00          | $94667.35          | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $74000.00          | $70911.57          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $684000.00         | $740067.48         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $76000.00          | $82229.72          | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $30000.00          | $29135.65          | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30     | 2030-12-01      | 7.8750%  | 0.0000% | $26000.00          | $27931.18          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 12%28    | 2028-10-01      | 12.0000% | 0.0000% | $680000.00         | $754636.80         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $260000.00         | $257043.51         | Corporate Debt Securities                         |

### Security 689: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18HV36, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18HV36
- **C.18 - Value (incl. sponsor support):** $499819665.00
- **C.18.a - Value (excl. sponsor support):** $499819665.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 5.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| EFMT 2025-CES4                 A-2    20600625 FLT | 2060-06-25      | 5.6570%  | 0.0000% | $6628000.00        | $6672236.38        | Asset-Backed Securities                           |
| CEDAR FUNDING CLO LTD 2014-4R3 E-R3   20380125 FLT | 2038-01-25      | 10.9890% | 0.0000% | $3500000.00        | $3499271.99        | Asset-Backed Securities                           |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.7424% | 0.0000% | $8000000.00        | $7883740.80        | Asset-Backed Securities                           |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.5926%  | 0.0000% | $3150000.00        | $179411.93         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5900000.00        | $5870731.08        | Asset-Backed Securities                           |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1087197.43        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $617647.10         | Asset-Backed Securities                           |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $40321.78          | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5565%  | 0.0000% | $4000000.00        | $171656.89         | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COMM RL NT 2021-FL3 D      20340815 FLT | 2034-08-15      | 6.6564%  | 0.0000% | $3000000.00        | $3003235.23        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1565%  | 0.0000% | $6800000.00        | $698675.82         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.6065%  | 0.0000% | $9622000.00        | $8612215.92        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3899485.86        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.2236%  | 0.0000% | $12250000.00       | $4230451.77        | Asset-Backed Securities                           |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.3420% | 0.0000% | $4000000.00        | $4053903.11        | Private Label Collateralized Mortgage Obligations |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $7021609.52        | Asset-Backed Securities                           |
| AVIS BUDGET RENTAL 2020-1 LLC  D      20260820 3.3 | 2026-08-20      | 3.3400%  | 0.0000% | $5000000.00        | $832836.30         | Asset-Backed Securities                           |
| EXETER SEL AUTO REC TR 2025-1  E      20321215 8.4 | 2032-12-15      | 8.4400%  | 0.0000% | $337000.00         | $359172.28         | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1811272.20        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC27   D      20480212 FLT | 2048-02-12      | 4.3964%  | 0.0000% | $1200000.00        | $683689.32         | Private Label Collateralized Mortgage Obligations |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4463%  | 0.0000% | $2000000.00        | $12428.58          | Asset-Backed Securities                           |
| CSMC TRUST 2021-RPL4           A-2    20601227 FLT | 2060-12-27      | 7.5593%  | 0.0000% | $254450.00         | $271349.63         | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2531333.61        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.5731%  | 0.0000% | $10665300.00       | $2710104.85        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1688563.79        | Private Label Collateralized Mortgage Obligations |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1533937.45        | Asset-Backed Securities                           |
| KRFF 2021-FL2 LTD              C      20390217 FLT | 2039-02-17      | 6.4576%  | 0.0000% | $3900000.00        | $3864164.04        | Asset-Backed Securities                           |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $748861.70         | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2006-2               M-2    20360525 FLT | 2036-05-25      | 5.0967%  | 0.0000% | $2275000.00        | $2048540.28        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $337500.00         | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUB NT 20270115 FLT | 2027-01-15      | 0.0000%  | 0.0000% | $8675000.00        | $127722.02         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3483%  | 0.0000% | $6526000.00        | $6474092.70        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 6.3474%  | 0.0000% | $2000000.00        | $386010.79         | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1084051.12        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.0191%  | 0.0000% | $3750000.00        | $3473142.17        | Private Label Collateralized Mortgage Obligations |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1965601.31        | Asset-Backed Securities                           |
| IMPERIAL FUND MTG TR 2022-NQM1 B-2    20670225 FLT | 2067-02-25      | 4.0750%  | 0.0000% | $6240000.00        | $4406194.00        | Asset-Backed Securities                           |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $3100000.00        | $937571.22         | Asset-Backed Securities                           |
| RADIAN MORTGAGE CAPITAL        A-4    20551225 FLT | 2055-12-25      | 6.0000%  | 0.0000% | $10000000.00       | $10097660.00       | Private Label Collateralized Mortgage Obligations |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7508073.38        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.5731%  | 0.0000% | $4792000.00        | $3207309.02        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3455%  | 0.0000% | $5100000.00        | $5051020.57        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $2219.48           | Asset-Backed Securities                           |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.9667%  | 0.0000% | $3000000.00        | $552071.63         | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.3990%  | 0.0000% | $10000000.00       | $4565936.67        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-4 B-2    20700525 FLT | 2070-05-25      | 7.4364%  | 0.0000% | $2784000.00        | $2761967.24        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7468505.28        | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2005-R11   M-5    20360125 FLT | 2036-01-25      | 5.4867%  | 0.0000% | $1685000.00        | $1465163.24        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $1682000.00        | $1692724.99        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51877304.14       | Asset-Backed Securities                           |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $11243568.00       | $1124.36           | Asset-Backed Securities                           |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.8136% | 0.0000% | $2575000.00        | $2364142.00        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.0762%  | 0.0000% | $215000.00         | $12998.93          | Private Label Collateralized Mortgage Obligations |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3221%  | 0.0000% | $12000000.00       | $942927.40         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $152724.88         | Asset-Backed Securities                           |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $7260000.00        | $7207125.42        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $3000000.00        | $2220000.00        | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $9060000.00        | $7500316.02        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.4524%  | 0.0000% | $5000000.00        | $3009401.53        | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    F      20381217 3.7 | 2038-12-17      | 3.7990%  | 0.0000% | $200000.00         | $185313.15         | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           XS     20550525 0.0 | 2055-05-25      | 3.7057%  | 0.0000% | $29385978.00       | $2457889.47        | Asset-Backed Securities                           |
| ELP COMMERCIAL MTG TR 2021-ELP J      20381115 FLT | 2038-11-15      | 8.0714%  | 0.0000% | $380795.00         | $377022.76         | Private Label Collateralized Mortgage Obligations |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.4590% | 0.0000% | $5000000.00        | $4829245.42        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3042627.27        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $3165133.68        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $299540.00         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $780000.00         | Asset-Backed Securities                           |
| COREVEST AMER FIN TR 2019-2    D      20520617 4.2 | 2052-06-17      | 4.2190%  | 0.0000% | $2000000.00        | $1922233.67        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29R  E-R    20340725 FLT | 2034-07-25      | 11.4401% | 0.0000% | $850000.00         | $841922.18         | Asset-Backed Securities                           |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6742%  | 0.0000% | $1158000.00        | $608927.12         | Private Label Collateralized Mortgage Obligations |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1602957.50        | Asset-Backed Securities                           |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $426250.00         | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1000000.00        | $899258.83         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $11350000.00       | $11468404.47       | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2038320.89        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1650000.00        | $1373761.67        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $10680000.00       | $9886119.99        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.1 | 2033-02-15      | 7.1800%  | 0.0000% | $5000000.00        | $4989380.55        | Asset-Backed Securities                           |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1113017.47        | Private Label Collateralized Mortgage Obligations |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4889808.00        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2305359.43        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3875% | 0.0000% | $3500000.00        | $3435199.52        | Asset-Backed Securities                           |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11320665.39       | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES 2021-SFR4 TR      E-1    20380519 2.4 | 2038-05-19      | 2.4090%  | 0.0000% | $1746000.00        | $1733057.77        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4310429.34        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $1300259.09        | Asset-Backed Securities                           |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $405110.00         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3286500.00        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2389830.00        | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2186880.15        | Asset-Backed Securities                           |
| FRESB MRTG TR 2025-SB118       A-7F   20311125 FLT | 2031-11-25      | 4.6400%  | 0.0000% | $2500000.00        | $2508967.14        | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FIN TR 2020-1       A      20400715 3.5 | 2040-07-15      | 3.5400%  | 0.0000% | $4200000.00        | $173932.90         | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $6203548.00        | Asset-Backed Securities                           |
| GCAT 2025-NQM3 TRUST           B-1    20700525 FLT | 2070-05-25      | 7.1445%  | 0.0000% | $7002000.00        | $7057611.90        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $522708.71         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8455%  | 0.0000% | $3850000.00        | $3679221.51        | Private Label Collateralized Mortgage Obligations |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.6670%  | 0.0000% | $1956000.00        | $954976.13         | Asset-Backed Securities                           |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 11.4290% | 0.0000% | $150000.00         | $150463.07         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     B      20280915 7.4 | 2028-09-15      | 7.4400%  | 0.0000% | $4000000.00        | $4023730.67        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     A      20280915 6.8 | 2028-09-15      | 6.8200%  | 0.0000% | $2805000.00        | $2819423.62        | Asset-Backed Securities                           |
| ALM I LTD 2020-1               SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $17311.00          | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           E-1    20390317 4.3 | 2039-03-17      | 4.3870%  | 0.0000% | $1931744.00        | $1890980.02        | Asset-Backed Securities                           |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.5390% | 0.0000% | $7305000.00        | $6095160.51        | Private Label Collateralized Mortgage Obligations |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 8.0754%  | 0.0000% | $4000000.00        | $6023.68           | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2160227.60        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1600000.00        | Asset-Backed Securities                           |
| ELMWOOD CLO 2021-9R LTD        E-R    20380420 FLT | 2038-04-20      | 8.9755%  | 0.0000% | $5000000.00        | $4944415.96        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $116974.17         | Asset-Backed Securities                           |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $7007000.00        | $7094439.18        | Private Label Collateralized Mortgage Obligations |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.7792% | 0.0000% | $7600000.00        | $7347913.60        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 6.2548%  | 0.0000% | $6000000.00        | $5403067.07        | Private Label Collateralized Mortgage Obligations |
| SANTANDER BANK N.A 2023-B      F      20331215 12. | 2033-12-15      | 12.2400% | 0.0000% | $4000000.00        | $2576308.20        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-C28   D      20480515 FLT | 2048-05-15      | 4.1153%  | 0.0000% | $65000.00          | $57293.56          | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.7871% | 0.0000% | $1000000.00        | $949696.42         | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $1999999.00        | $1467662.60        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 7.2390%  | 0.0000% | $995000.00         | $4196.25           | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6172%  | 0.0000% | $5000000.00        | $4990233.44        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $3740000.00        | $3082353.59        | Asset-Backed Securities                           |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.8292%  | 0.0000% | $5000000.00        | $4986398.13        | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $270000.00         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3670%  | 0.0000% | $9500000.00        | $9423678.91        | Asset-Backed Securities                           |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1231080.42        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 11.3255% | 0.0000% | $660000.00         | $672603.34         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2704%  | 0.0000% | $10505000.00       | $10615302.36       | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1950278.23        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1422410.34        | Asset-Backed Securities                           |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $872970.11         | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006-OPT1     M-3    20351225 FLT | 2035-12-25      | 5.1267%  | 0.0000% | $3154000.00        | $2691519.77        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.4564%  | 0.0000% | $4554000.00        | $15535.17          | Asset-Backed Securities                           |
| GREYWOLF CLO IVR-R LTD         D-R    20340417 FLT | 2034-04-17      | 11.4424% | 0.0000% | $2520000.00        | $2519421.53        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9145%  | 0.0000% | $10912000.00       | $7975095.07        | Asset-Backed Securities                           |
| DT AUTO OWNER TR 2022-3        E      20290716 10. | 2029-07-16      | 10.9900% | 0.0000% | $10000000.00       | $10554674.44       | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $600000.00         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $7348000.00        | $7688550.41        | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.9233%  | 0.0000% | $3000000.00        | $1667802.00        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              D      20371118 FLT | 2037-11-18      | 7.7576%  | 0.0000% | $3800000.00        | $3677894.03        | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.5461%  | 0.0000% | $2300000.00        | $1606439.75        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $437625.01         | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1177796.88        | Asset-Backed Securities                           |
| AVIS BUDGET RENT CAR FDING (AE D      20291220 7.3 | 2029-12-20      | 7.3700%  | 0.0000% | $7195000.00        | $7294614.37        | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.6565%  | 0.0000% | $1000000.00        | $8487.56           | Private Label Collateralized Mortgage Obligations |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.6371% | 0.0000% | $2000000.00        | $2002460.61        | Asset-Backed Securities                           |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 11.1455% | 0.0000% | $2500000.00        | $2473439.92        | Asset-Backed Securities                           |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.8065%  | 0.0000% | $8181000.00        | $149674.05         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $2565355.08        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1469%  | 0.0000% | $6492000.00        | $5670604.31        | Private Label Collateralized Mortgage Obligations |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $18291.63          | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.9150%  | 0.0000% | $400000.00         | $403040.33         | Asset-Backed Securities                           |
| GREAT WOLF TRUST 2024-WOLF     F      20390315 FLT | 2039-03-15      | 8.7799%  | 0.0000% | $18000000.00       | $18171489.53       | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $6321280.00        | Asset-Backed Securities                           |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $10445000.00       | $9118045.44        | Private Label Collateralized Mortgage Obligations |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $214530.55         | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.6822%  | 0.0000% | $500000.00         | $499206.15         | Private Label Collateralized Mortgage Obligations |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $13175.78          | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2706175.00        | Asset-Backed Securities                           |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 11.3792% | 0.0000% | $3000000.00        | $2925052.21        | Asset-Backed Securities                           |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1429%  | 0.0000% | $5183066.00        | $4750164.75        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           A-IO-S 20560327 FLT | 2056-03-27      | 0.2500%  | 0.0000% | $4750000.00        | $22455.11          | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $2606141.25        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.7206%  | 0.0000% | $7639000.00        | $5219126.23        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3028067.33        | Asset-Backed Securities                           |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 8.1065%  | 0.0000% | $5000000.00        | $380514.40         | Private Label Collateralized Mortgage Obligations |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.7755%  | 0.0000% | $2500000.00        | $2480088.54        | Asset-Backed Securities                           |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5585834.45        | Asset-Backed Securities                           |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $457557.84         | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $1101895.50        | Asset-Backed Securities                           |
| MORGAN STN CAP I TR 2019-NUGS  A      20361215 FLT | 2036-12-15      | 5.4065%  | 0.0000% | $4000000.00        | $3015912.45        | Private Label Collateralized Mortgage Obligations |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $622468.00         | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2024-A E      20360922 9.0 | 2036-09-22      | 9.0200%  | 0.0000% | $1110000.00        | $1154160.36        | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.4292% | 0.0000% | $1400000.00        | $1380665.48        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1159558.40        | Asset-Backed Securities                           |
| SAXON ASSET SEC TR 2007-3      2-M1   20470925 FLT | 2047-09-25      | 5.2667%  | 0.0000% | $10946000.00       | $8317278.84        | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 8.0965%  | 0.0000% | $3880000.00        | $2856062.83        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.7564%  | 0.0000% | $7750000.00        | $7770714.62        | Private Label Collateralized Mortgage Obligations |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.1973%  | 0.0000% | $1500000.00        | $1502096.68        | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST 2022-1     E      20290315 5.5 | 2029-03-15      | 5.5300%  | 0.0000% | $12700000.00       | $12677518.18       | Asset-Backed Securities                           |
| VISTA POINT STZ 2024-CES3      A-3    20550125 FLT | 2055-01-25      | 6.1940%  | 0.0000% | $1000000.00        | $1007715.67        | Asset-Backed Securities                           |
| LAKE GEORGE PK CLO LTD 2025-1  E      20380415 FLT | 2038-04-15      | 8.8912%  | 0.0000% | $4500000.00        | $4087191.20        | Asset-Backed Securities                           |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6664%  | 0.0000% | $2386000.00        | $2010566.80        | Private Label Collateralized Mortgage Obligations |

### Security 690: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.620000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL24, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18OL24
- **C.18 - Value (incl. sponsor support):** $225017628.75
- **C.18.a - Value (excl. sponsor support):** $225017628.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $3671000.00        | $3023386.65        | Corporate Debt Securities                 |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT | 2051-11-27      | 11.2000% | 0.0000% | $8844160.00        | $9396121.09        | Agency Collateralized Mortgage Obligation |
| BANK MONTREAL MEDIUM           LW TIER II GLBL     | 2037-01-10      | 3.0880%  | 0.0000% | $260000.00         | $227342.84         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $6409000.00        | $6426246.44        | Corporate Debt Securities                 |
| ELEVANCE HEALTH INC            GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $34590000.00       | $33542095.95       | Corporate Debt Securities                 |
| ATHENE HOLDING LTD             SR GLBL NT 51       | 2051-05-25      | 3.9500%  | 0.0000% | $1210000.00        | $854831.05         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-05-26      | 7.7000%  | 0.0000% | $207000.00         | $219022.33         | Corporate Debt Securities                 |
| BANK NEW YORK MELLON CORP      FR 4.89%072128      | 2028-07-21      | 4.8900%  | 0.0000% | $125000.00         | $126596.04         | Corporate Debt Securities                 |
| COMCAST CORP NEW               SR GLBL NT 32       | 2032-05-15      | 4.9500%  | 0.0000% | $412000.00         | $421485.27         | Corporate Debt Securities                 |
| FREEPORT MCMORAN INC           SR GLBL NT 43       | 2043-03-15      | 5.4500%  | 0.0000% | $500000.00         | $482369.44         | Corporate Debt Securities                 |
| FREDDIE MAC MSCR TR 2022-MN5   B-1    20421125 FLT | 2042-11-25      | 13.8500% | 0.0000% | $6000000.00        | $6892772.01        | Agency Collateralized Mortgage Obligation |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 53     | 2053-09-08      | 6.3000%  | 0.0000% | $1043000.00        | $1045378.04        | Corporate Debt Securities                 |
| MORGAN STANLEY                 FR 5%112425         | 2025-11-24      | 5.0000%  | 0.0000% | $10000.00          | $10098.86          | Corporate Debt Securities                 |
| MEXICO CITY ARPT TR            SR SEC GLBL 26      | 2026-10-31      | 4.2500%  | 0.0000% | $270000.00         | $266793.75         | Corporate Debt Securities                 |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT54    | 2054-06-15      | 5.5500%  | 0.0000% | $970000.00         | $945800.12         | Corporate Debt Securities                 |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $1445000.00        | $1536943.54        | Corporate Debt Securities                 |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP     | 2079-12-31      | 4.7000%  | 0.0000% | $29681000.00       | $30157462.50       | Corporate Debt Securities                 |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.8%36    | 2036-03-15      | 5.8000%  | 0.0000% | $3000.00           | $3181.77           | Corporate Debt Securities                 |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $412000.00         | $369831.80         | Corporate Debt Securities                 |
| UNUM GROUP                     SR 144A NT 41       | 2041-08-15      | 4.0460%  | 0.0000% | $2542000.00        | $2045996.20        | Corporate Debt Securities                 |
| SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28      | 2028-10-20      | 4.7500%  | 0.0000% | $4129232.00        | $4139181.16        | Corporate Debt Securities                 |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $300000.00         | $302500.73         | Corporate Debt Securities                 |
| NATIONAL HEALTH INVS INC       SR GLBL NT 3%31     | 2031-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1800.96           | Corporate Debt Securities                 |
| NATWEST GROUP PLC              SR GLBL COCO 26     | 2026-11-10      | 7.4720%  | 0.0000% | $2030000.00        | $2078262.12        | Corporate Debt Securities                 |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 28       | 2028-07-01      | 5.2500%  | 0.0000% | $2000000.00        | $2055770.00        | Corporate Debt Securities                 |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-01-16      | 5.5740%  | 0.0000% | $1000000.00        | $1029727.67        | Corporate Debt Securities                 |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $2593606.00        | $2164234.53        | Corporate Debt Securities                 |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR 144A32    | 2032-01-23      | 6.3750%  | 0.0000% | $966000.00         | $1002830.36        | Corporate Debt Securities                 |
| FREMF MTG TR 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.6837%  | 0.0000% | $13801000.00       | $2708896.03        | Agency Collateralized Mortgage Obligation |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 35       | 2035-02-01      | 5.8500%  | 0.0000% | $150000.00         | $156493.12         | Corporate Debt Securities                 |
| CONNECTICUT LT & PWR CO        SR SEC GLBL A 27    | 2027-03-15      | 3.2000%  | 0.0000% | $193000.00         | $191886.18         | Corporate Debt Securities                 |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $5000.00           | $5536.92           | Corporate Debt Securities                 |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $4725000.00        | $4709236.22        | Corporate Debt Securities                 |
| MAPLE GROVE FDG TR I           SR 144A NT 51       | 2051-08-15      | 4.1610%  | 0.0000% | $6740000.00        | $4714541.26        | Corporate Debt Securities                 |
| PLUSPETROL CAMISEA S A / PLUSP SR GLBL REGS 36     | 2036-07-03      | 6.2400%  | 0.0000% | $350000.00         | $364843.50         | Corporate Debt Securities                 |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 28     | 2028-03-30      | 4.8000%  | 0.0000% | $150000.00         | $153684.00         | Corporate Debt Securities                 |
| APPLIED MATLS INC              SR NT 5.85%41       | 2041-06-15      | 5.8500%  | 0.0000% | $143000.00         | $151504.92         | Corporate Debt Securities                 |
| SOCIETE GENERALE               SUB GLBL COCO 26    | 2026-08-19      | 4.2500%  | 0.0000% | $430000.00         | $435180.19         | Corporate Debt Securities                 |
| TRUST 1401                     SR REGS NT 37       | 2037-01-23      | 8.2500%  | 0.0000% | $6340000.00        | $6762270.42        | Corporate Debt Securities                 |
| MACQUARIE BK LTD               FR 3.052%030336     | 2036-03-03      | 3.0520%  | 0.0000% | $1200000.00        | $1079138.80        | Corporate Debt Securities                 |
| SCOTIABANK PERU S.A.A.         LW TIER II 35       | 2035-10-01      | 6.1000%  | 0.0000% | $2753000.00        | $2818834.94        | Corporate Debt Securities                 |
| CONSUMERS ENERGY CO            1M GLBL BD4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $107000.00         | $107889.71         | Corporate Debt Securities                 |
| CORPORACION NACIONAL DEL COBRE SR GLBL 144A 34     | 2034-01-08      | 5.9500%  | 0.0000% | $2769000.00        | $2842893.84        | Corporate Debt Securities                 |
| COOPERATIEVE RABOBANK U.A.     LW TIER II NT 43    | 2043-12-01      | 5.7500%  | 0.0000% | $5933000.00        | $5973128.50        | Corporate Debt Securities                 |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44      | 2044-02-15      | 4.4500%  | 0.0000% | $1297000.00        | $1121541.12        | Corporate Debt Securities                 |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $1630000.00        | $1643587.27        | Corporate Debt Securities                 |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-09-18      | 3.5470%  | 0.0000% | $2300000.00        | $2190142.03        | Corporate Debt Securities                 |
| ASTRAZENECA FINANCE LLC        GLBL NT 5%34        | 2034-02-26      | 5.0000%  | 0.0000% | $1750000.00        | $1809881.11        | Corporate Debt Securities                 |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%27    | 2027-03-19      | 5.2000%  | 0.0000% | $23000.00          | $23690.61          | Corporate Debt Securities                 |
| PLAINS ALL AMERN PIPELINE L P  SR NT 4.9%45        | 2045-02-15      | 4.9000%  | 0.0000% | $2000000.00        | $1735808.89        | Corporate Debt Securities                 |
| SOUTHERN CO                    SR GLBL NT4.4%46    | 2046-07-01      | 4.4000%  | 0.0000% | $40000.00          | $33233.87          | Corporate Debt Securities                 |
| INTESA SANPAOLO S P A          FR 7%112125         | 2025-11-21      | 7.0000%  | 0.0000% | $1260000.00        | $1284880.80        | Corporate Debt Securities                 |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $1461000.00        | $1528006.33        | Corporate Debt Securities                 |
| SOCIETE GENERALE               SUB COCO 55         | 2055-01-19      | 7.1320%  | 0.0000% | $8600000.00        | $8873559.31        | Corporate Debt Securities                 |
| TRANSCANADA PIPELINE STRIP     JR SB GLBL NT 67    | 2067-05-15      | 6.7979%  | 0.0000% | $13889000.00       | $12976610.92       | Corporate Debt Securities                 |
| TRAVELERS INS GROUP HLDGS INC  SR NT 6.375%33      | 2033-03-15      | 6.3750%  | 0.0000% | $25000.00          | $28327.08          | Corporate Debt Securities                 |
| NNN REIT INC                   SR GLBL NT 3%52     | 2052-04-15      | 3.0000%  | 0.0000% | $4635000.00        | $2865187.05        | Corporate Debt Securities                 |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2040-11-16      | 2.9630%  | 0.0000% | $300000.00         | $223350.18         | Corporate Debt Securities                 |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D28    | 2028-01-07      | 2.5520%  | 0.0000% | $1264000.00        | $1228039.76        | Corporate Debt Securities                 |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-04-24      | 5.6150%  | 0.0000% | $4974000.00        | $5207297.18        | Corporate Debt Securities                 |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $116000.00         | $110115.58         | Corporate Debt Securities                 |
| HERSHEY CO                     SR GLBL NT 32       | 2032-02-24      | 4.9500%  | 0.0000% | $520000.00         | $539945.90         | Corporate Debt Securities                 |
| HCA INC.                       SR GLBL NT 54       | 2054-09-15      | 5.9500%  | 0.0000% | $1081000.00        | $1061431.50        | Corporate Debt Securities                 |
| TELEFONICA EMISONES SA         FR 4.665%030638     | 2038-03-06      | 4.6650%  | 0.0000% | $3600000.00        | $3300012.00        | Corporate Debt Securities                 |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $256000.00         | $259804.42         | Corporate Debt Securities                 |
| GRUPO BIMBO SAB DE CV          SR REGS NT4.7%47    | 2047-11-10      | 4.7000%  | 0.0000% | $200000.00         | $169116.89         | Corporate Debt Securities                 |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51    | 2051-08-23      | 2.9000%  | 0.0000% | $3098000.00        | $1926608.34        | Corporate Debt Securities                 |
| FREDDIE MAC MSCR TR 2022-MN4   B-1    20520528 FLT | 2052-05-28      | 13.8500% | 0.0000% | $18500000.00       | $21978209.70       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 12.1000% | 0.0000% | $14044000.00       | $15546942.09       | Agency Collateralized Mortgage Obligation |
| WELLS FARGO & CO               SR GLBL NT 28       | 2028-07-25      | 4.8080%  | 0.0000% | $3521000.00        | $3543116.57        | Corporate Debt Securities                 |

### Security 691: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL65, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18OL65
- **C.18 - Value (incl. sponsor support):** $799887216.00
- **C.18.a - Value (excl. sponsor support):** $799887216.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $260320.00         | $9566760.00        | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $17792.00          | $967004.10         | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $634006.66         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $5573.00           | $278427.08         | Equities   |
| AB ACTIVE ETFS INC             HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $10583.00          | $396862.50         | Equities   |
| ASE TECHNOLOGY HLDG CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1131300.00        | $11686329.00       | Equities   |
| SPDR SERIES TRUST              PORT MTG BK ETF  | 2500-12-31      | N/A      | 0.0000% | $1180.00           | $25865.60          | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $130007.00         | $682536.75         | Equities   |
| NXP SEMICONDUCTORS N V         COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $114667.86         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $2093.00           | $82804.31          | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $129350.00         | $3489863.00        | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2991.00           | $1791279.99        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $999024.00         | $16543837.44       | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $15396.00          | $131481.84         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $142078.00         | $23695768.84       | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $44287.77          | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $272236.00         | $11403966.04       | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $227351.00         | $534274.85         | Equities   |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $12028.00          | $1070131.16        | Equities   |
| TRANSPORTADORA DE GAS SUR      SPONSORED ADS B  | 2500-12-31      | N/A      | 0.0000% | $128438.00         | $3761949.02        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $22937.00          | $880810.62         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2028 | 2500-12-31      | N/A      | 0.0000% | $6544.00           | $163305.52         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $176820.00         | $28158585.00       | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4716640.00        | $40327272.00       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $4728.00           | $100362.20         | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $39512.00          | $946201.77         | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $55411.00          | $1052254.89        | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $14837.00          | $304826.17         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $166.00            | $7169.54           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $9531.00           | $303562.35         | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $4986.00           | $123641.33         | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $15931.00          | $628955.88         | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BULL | 2500-12-31      | N/A      | 0.0000% | $10014.00          | $246945.24         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $30308.00          | $1586926.88        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $276.00            | $10977.15          | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71029.00          | $248601.50         | Equities   |
| BONDBLOXX ETF TRUST            BONDBLOXX PRIVAT | 2500-12-31      | N/A      | 0.0000% | $224.00            | $11332.16          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $21310.00          | $535045.09         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $13744.00          | $339064.48         | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $2031432.00        | $14362224.24       | Equities   |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $4448.00           | $228604.96         | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $3396.00           | $119829.90         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $83764.00          | $325004.32         | Equities   |
| BARCLAYS BANK PLC              DJUBS CMDT ETN36 | 2500-12-31      | N/A      | 0.0000% | $5975.00           | $202911.00         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $9831.00           | $372904.58         | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $2682.00           | $89746.69          | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $33150.00          | $1060899.45        | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1013.00           | $50325.84          | Equities   |
| NUSHARES ETF TR                NUVEEN MUNICIPAL | 2500-12-31      | N/A      | 0.0000% | $5060.00           | $122173.70         | Equities   |
| T ROWE PRICE ETF INC           INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $215917.00         | $6905025.66        | Equities   |
| WISDOMTREE TR                  EURO QTLY DIV GR | 2500-12-31      | N/A      | 0.0000% | $10200.00          | $345195.54         | Equities   |
| VALERO ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $7593.00           | $1058236.41        | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $21539.00          | $625707.95         | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $7597.00           | $188481.57         | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $55699.00          | $6289531.08        | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $251243.04         | Equities   |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $29802.00          | $743261.88         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7569.00           | $287092.17         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $13587.00          | $340897.83         | Equities   |
| RBB FD INC                     F/M 3 YEAR INVES | 2500-12-31      | N/A      | 0.0000% | $1844.00           | $93905.70          | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $22430.00          | $488749.70         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $21212.00          | $218271.48         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $635239.00         | $914744.16         | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19515.00          | $197686.95         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $63944.24          | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $2323428.00        | $14265847.92       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $6671.00           | $1195910.17        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $334.00            | $17173.81          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CANADA      | 2500-12-31      | N/A      | 0.0000% | $18697.00          | $781908.54         | Equities   |
| FIRST TR EXCH TRADED FD III    INSTL PFD SECS   | 2500-12-31      | N/A      | 0.0000% | $63827.00          | $1210798.19        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $26365.00          | $449259.60         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $118741.00         | $317038.47         | Equities   |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $287960.00         | $6614441.20        | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $36985.00          | $1248983.45        | Equities   |
| FRANKLIN TEMPLETON ETF TR      ULTRA SHORT BOND | 2500-12-31      | N/A      | 0.0000% | $21894.00          | $548225.76         | Equities   |
| GLOBAL X FDS                   DAX GERMANY ETF  | 2500-12-31      | N/A      | 0.0000% | $37878.00          | $1671934.92        | Equities   |
| LEGEND BIOTECH CORP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $74702.00          | $3018707.82        | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $373159.00         | $16859323.62       | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $9981.00           | $105499.17         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $143378.00         | $1472492.06        | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $33459.66          | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $698115.00         | $10848707.10       | Equities   |
| VANGUARD WELLINGTON FD         SHORT TRM TAX EX | 2500-12-31      | N/A      | 0.0000% | $31341.00          | $3174373.19        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $55961.00          | $582554.01         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1618.00           | $81611.92          | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $511.00            | $18809.91          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $75.00             | $1744.79           | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $28294.00          | $280110.60         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $52906.00          | $153427.40         | Equities   |
| G WILLI FOOD INTL LTD          ORD              | 2500-12-31      | N/A      | 0.0000% | $15219.00          | $322186.23         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $43246.00          | $178173.52         | Equities   |
| ZHIHU INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $199859.00         | $849400.75         | Equities   |
| PAMPA ENERGIA S A              SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $158584.00         | $12367966.16       | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43086.00          | $447017.25         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1515402.00        | $2636799.48        | Equities   |
| WISDOMTREE TR                  INTRST RATE HDGE | 2500-12-31      | N/A      | 0.0000% | $1214.00           | $27120.76          | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $10262.00          | $192874.29         | Equities   |
| ISHARES TR                     ESG AWRE 1 5 YR  | 2500-12-31      | N/A      | 0.0000% | $5531.00           | $138855.76         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $90176.00          | $5425889.92        | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $37452.00          | $2828375.04        | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $9028.00           | $1613393.88        | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $445523.00         | $11089067.47       | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $383552.00         | $40326657.28       | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $574790.58         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $33464.00          | $3370159.44        | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $97144.00          | $2704488.96        | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $46046.00          | $552091.54         | Equities   |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $655277.00         | $39853947.14       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $607612.00         | $40327208.44       | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $303900.00         | $5473239.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $4141.00           | $99363.29          | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $6024.00           | $147256.68         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $15530.00          | $524101.78         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6935.00           | $71915.95          | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $25829.00          | $804315.06         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 3-12 M | 2500-12-31      | N/A      | 0.0000% | $484.00            | $48114.44          | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $4027.00           | $111869.25         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1660920.00        | $40327137.60       | Equities   |
| MACQUARIE ETF TRUST            NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $8254.00           | $192648.36         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4513.00           | $108584.59         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7126.00           | $250874.39         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $5561.00           | $551036.71         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $10263.00          | $567030.75         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $17796.00          | $621915.03         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG THREE  | 2500-12-31      | N/A      | 0.0000% | $8596.00           | $425587.96         | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $267175.00         | $8637767.75        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $6364.00           | $359151.70         | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $38683.00          | $2243614.00        | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $97330.00          | $8120241.90        | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $3010.00           | $166633.60         | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $181860.00         | $20410147.80       | Equities   |
| ISHARES U S ETF TR             GSCI CMDTY STGY  | 2500-12-31      | N/A      | 0.0000% | $9623.00           | $259387.96         | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $27095.00          | $1374998.09        | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $9960.00           | $442323.60         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $103263.00         | $8189788.53        | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $140387.94         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $212.00            | $12026.55          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $69146.00          | $40326638.66       | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $2296.00           | $77769.88          | Equities   |
| THRIVENT ETF TRUST             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $14205.00          | $722324.25         | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $776248.00         | $37717890.32       | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $5464.00           | $1317351.82        | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6973.00           | $71612.71          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $69670.00          | $724568.00         | Equities   |
| HARMONY GOLD MINING CO LTD     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1739300.00        | $23428371.00       | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC CAL MUNI | 2500-12-31      | N/A      | 0.0000% | $6457.00           | $319653.79         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $130828.00         | $12002160.72       | Equities   |
| UNIFIED SER TR                 ONEASCENT CORE P | 2500-12-31      | N/A      | 0.0000% | $17450.00          | $395766.00         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $5194.00           | $260427.16         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $102782.00         | $3869742.30        | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $147264.00         | $7457448.96        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $4776.00           | $81182.45          | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $5673.00           | $481563.95         | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $479040.00         | $33623817.60       | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $650441.00         | $40327342.00       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $7973.00           | $199045.95         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $32733.00          | $2895888.51        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $63256.00          | $40326332.56       | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $72810.00          | $1431444.60        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $45487.00          | $2186560.09        | Equities   |
| INFOSYS LTD                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $50539.00          | $856636.05         | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $292740.11         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $249.00            | $10212.21          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $60947.00          | $3311250.51        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $5389.00           | $104453.91         | Equities   |
| GRAYSCALE BITCOIN MINI TR ETF  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $24746.00          | $1281100.42        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $273472.00         | $5656768.32        | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $304.00            | $4400.40           | Equities   |
| TIMOTHY PLAN                   INTL ETF         | 2500-12-31      | N/A      | 0.0000% | $7504.00           | $240666.79         | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $21412.00          | $15447687.40       | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $24315.00          | $1321763.40        | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $399830.00         | $5073842.70        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $68680.00          | $3054886.40        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $166016.00         | $40326946.56       | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $220412.00         | $5001148.28        | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $504.00            | $12418.56          | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $163961.04         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $91240.00          | $128648.40         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $108195.54         | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $3438.00           | $317224.26         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SAUDI ARB   | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $71170.08          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE GERMANY     | 2500-12-31      | N/A      | 0.0000% | $13957.00          | $458300.43         | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $99976.00          | $5772614.24        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $162047.03         | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $14947.00          | $996815.43         | Equities   |
| ISHARES TR                     IBONDS OCT 2031  | 2500-12-31      | N/A      | 0.0000% | $5188.00           | $135588.38         | Equities   |

### Security 692: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18XRY8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18XRY8
- **C.18 - Value (incl. sponsor support):** $437888620.98
- **C.18.a - Value (excl. sponsor support):** $437888620.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $77734.00          | $15319039.38       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $162047.03         | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $10852.00          | $276210.53         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $8054.00           | $236707.06         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $68680.00          | $3054886.40        | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $22634.00          | $1003591.56        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $10951.00          | $274954.42         | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $44915.00          | $4869684.30        | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $895124.00         | $15960060.92       | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $15999.00          | $310105.42         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $4132.00           | $102464.10         | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $4215.00           | $86597.17          | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $3164.00           | $129764.82         | Equities   |
| MORGAN STANLEY                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2454.00           | $355682.76         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $163961.04         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $34574.00          | $22041270.74       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28   | 2500-12-31      | N/A      | 0.0000% | $61148.00          | $1248030.68        | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $8384.00           | $1797032.43        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $121502.00         | $11071262.24       | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2151.00           | $254334.46         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SAUDI ARB   | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $71170.08          | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $314038.00         | $22042327.22       | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $28813.00          | $611123.73         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $30807.00          | $1902640.32        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $88381.00          | $1822893.48        | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $627450.00         | $22042318.50       | Equities   |
| ISHARES TR                     GNMA BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $143.00            | $6219.78           | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $418897.00         | $22042360.14       | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $326.00            | $14114.24          | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $102782.00         | $3869742.30        | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $9583632.00        | $22042353.60       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $304.00            | $4400.40           | Equities   |
| TIMOTHY PLAN                   INTL ETF         | 2500-12-31      | N/A      | 0.0000% | $21294.00          | $682936.91         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6973.00           | $71612.71          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $37794.00          | $22041838.74       | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $33699.00          | $992772.54         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8619.00           | $511436.81         | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $5464.00           | $1317351.82        | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $2296.00           | $77769.88          | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $27095.00          | $1374998.09        | Equities   |
| ISHARES TR                     IBONDS OCT 2030  | 2500-12-31      | N/A      | 0.0000% | $28084.00          | $738157.05         | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $7069.00           | $175346.55         | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $257051.00         | $6881255.27        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $79157.00          | $4263396.02        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2598.00           | $98546.04          | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $10816.00          | $556158.72         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71035.00          | $248622.50         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $30308.00          | $1586926.88        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $334.00            | $17173.81          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTERMEDIATE GOV | 2500-12-31      | N/A      | 0.0000% | $23476.00          | $470224.28         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $32915.74          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7126.00           | $250874.39         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4513.00           | $108584.59         | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $12364.00          | $363996.16         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD | 2500-12-31      | N/A      | 0.0000% | $459826.00         | $20043815.34       | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $65510.00          | $2926986.80        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $332112.00         | $22042273.44       | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $159044.00         | $9930707.36        | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $24786.00          | $1696849.56        | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $24679.00          | $1332419.21        | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $24034.00          | $379256.52         | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $6080.00           | $154249.60         | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $335771.00         | $11181174.30       | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $209640.00         | $22041549.60       | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $329570.00         | $7454873.40        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $13680.00          | $523487.09         | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $4106.00           | $99772.52          | Equities   |
| NXP SEMICONDUCTORS N V         COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $114667.86         | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $690278.00         | $1435778.24        | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $28294.00          | $280110.60         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1558.68           | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1618.00           | $81611.92          | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $105031.00         | $149144.02         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $181317.00         | $4754131.74        | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $9981.00           | $105499.17         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $33459.66          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43086.00          | $447017.25         | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $55961.00          | $582554.01         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6935.00           | $71915.95          | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JULY  | 2500-12-31      | N/A      | 0.0000% | $18189.00          | $503764.36         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $52906.00          | $153427.40         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $907840.00         | $22042355.20       | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $51833.00          | $318772.95         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $7957520.00        | $22042330.40       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $118741.00         | $317038.47         | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $78592.00          | $2158269.93        | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $2032420.00        | $5711100.20        | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $63944.24          | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $21212.00          | $218271.48         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $93019.00          | $10539982.89       | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $616122.00         | $887215.68         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $251243.04         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7569.00           | $287092.17         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3509920.00        | $22042297.60       | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $171185.00         | $20093695.30       | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $2093.00           | $82804.31          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $29208.00          | $554659.92         | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $2086.00           | $220294.32         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $4728.00           | $100362.20         | Equities   |
| ISHARES TR                     ESG ADV TTL USD  | 2500-12-31      | N/A      | 0.0000% | $9244.00           | $400403.86         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $186278.00         | $22042275.74       | Equities   |
| RBB FD INC                     US TREAS 3 MNTH  | 2500-12-31      | N/A      | 0.0000% | $25785.00          | $1288734.30        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2028 | 2500-12-31      | N/A      | 0.0000% | $6544.00           | $163305.52         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $601632.00         | $5143953.60        | Equities   |
| VALERO ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $7593.00           | $1058236.41        | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT ULT SHR  | 2500-12-31      | N/A      | 0.0000% | $7663.00           | $389242.09         | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $8564.00           | $223777.32         | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $826.00            | $45827.97          | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $17088.00          | $1570045.44        | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $340760.00         | $2899867.60        | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $169935.00         | $4493081.40        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $37559.00          | $54836.14          | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $3912910.00        | $389725.84         | Equities   |
| ALPS ETF TR                    INTL SEC DV DOG  | 2500-12-31      | N/A      | 0.0000% | $35451.00          | $1215299.28        | Equities   |

### Security 693: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19AC64, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19AC64
- **C.18 - Value (incl. sponsor support):** $749537505.00
- **C.18.a - Value (excl. sponsor support):** $749537505.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARGO MTG SEC 19-3 TR    A-1    20490725 FLT | 2049-07-25      | 3.5000%  | 0.0000% | $269999.00         | $12098.93          | Private Label Collateralized Mortgage Obligations |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 30      | 2030-03-01      | 4.6250%  | 0.0000% | $90000.00          | $88105.57          | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $42000.00          | $44132.24          | Corporate Debt Securities                         |
| AMN HEALTHCARE INC             SR GLBL 144A 27     | 2027-10-01      | 4.6250%  | 0.0000% | $40000.00          | $39796.27          | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $99000.00          | $98294.46          | Corporate Debt Securities                         |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $36000.00          | $34072.85          | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $8062000.00        | $7766115.64        | Corporate Debt Securities                         |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $33000.00          | $33468.85          | Corporate Debt Securities                         |
| AAR CORP                       SR GLBL 144A 29     | 2029-03-15      | 6.7500%  | 0.0000% | $5343000.00        | $5635956.69        | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.45%29      | 2029-08-01      | 7.4500%  | 0.0000% | $656000.00         | $719527.04         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $20000.00          | $20854.33          | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $19000.00          | $18249.25          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL 144A 25     | 2025-09-17      | 3.5220%  | 0.0000% | $2178000.00        | $2198433.63        | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $27000.00          | $27832.54          | Corporate Debt Securities                         |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28      | 2028-10-01      | 9.5000%  | 0.0000% | $70000.00          | $55183.33          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 10.0779% | 0.0000% | $3475000.00        | $3463532.50        | Corporate Debt Securities                         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $2323000.00        | $2394948.15        | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $73000.00          | $72726.80          | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $40000.00          | $40368.11          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $275000.00         | $277686.44         | Corporate Debt Securities                         |
| MANITOWOC CO INC               SR SEC GLBL 31      | 2031-10-01      | 9.2500%  | 0.0000% | $686000.00         | $749340.67         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  B-2    20511025 FLT | 2051-10-25      | 3.2018%  | 0.0000% | $509000.00         | $373251.06         | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27     | 2027-08-01      | 5.0000%  | 0.0000% | $34000.00          | $35100.92          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL REGS 32     | 2032-12-01      | 9.6250%  | 0.0000% | $1000000.00        | $1144324.31        | Corporate Debt Securities                         |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $50000.00          | $48886.00          | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 29      | 2029-04-15      | 4.6250%  | 0.0000% | $27000.00          | $26686.48          | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 30     | 2030-12-05      | 8.8750%  | 0.0000% | $300000.00         | $301469.71         | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $507000.00         | $498400.43         | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM1            M-1    20660225 FLT | 2066-02-25      | 2.2190%  | 0.0000% | $3500000.00        | $2548833.58        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $15000.00          | $12945.78          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 27     | 2027-01-15      | 4.6250%  | 0.0000% | $200000.00         | $199039.11         | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $42000.00          | $40315.85          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 5.55%091329      | 2029-09-13      | 5.5500%  | 0.0000% | $40000.00          | $39880.20          | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $1351000.00        | $1347165.41        | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $1339000.00        | $1305453.40        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27       | 2027-05-15      | 5.2500%  | 0.0000% | $2000.00           | $1970.43           | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-MTG3  A-9    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $20100000.00       | $9847845.54        | Private Label Collateralized Mortgage Obligations |
| COREWEAVE INC                  SR GLBL REGS 30     | 2030-06-01      | 9.2500%  | 0.0000% | $340000.00         | $345621.71         | Corporate Debt Securities                         |
| SIMMONS FOODS INC / SIMMONS P  SR SEC GLBL 29      | 2029-03-01      | 4.6250%  | 0.0000% | $45000.00          | $43526.74          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.8279% | 0.0000% | $5500000.00        | $5590750.00        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $1302000.00        | $1418861.01        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           SR 144A NT 28       | 2028-03-01      | 6.1250%  | 0.0000% | $26000.00          | $24208.36          | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $4764000.00        | $4961871.42        | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL REGS 29     | 2029-07-15      | 4.9500%  | 0.0000% | $6000.00           | $5886.36           | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 31     | 2031-10-01      | 3.8750%  | 0.0000% | $4915000.00        | $4428054.57        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B25      A-5    20540417 FLT | 2054-04-17      | 2.5770%  | 0.0000% | $3743760.00        | $3277806.01        | Private Label Collateralized Mortgage Obligations |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $2853000.00        | $2966192.77        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $648000.00         | $658298.88         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-MDHS A      20410515 FLT | 2041-05-15      | 5.9832%  | 0.0000% | $330000.00         | $252074.81         | Private Label Collateralized Mortgage Obligations |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $3019000.00        | $2681253.71        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $1600000.00        | $1810044.67        | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $2190000.00        | $2290937.10        | Corporate Debt Securities                         |
| DIEBOLD NIXDORF INC            SR SEC GLBL 30      | 2030-03-31      | 7.7500%  | 0.0000% | $99000.00          | $107293.56         | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $3131000.00        | $3155413.97        | Corporate Debt Securities                         |
| CITGO PETE CORP                SR SEC GLBL 26      | 2026-06-15      | 6.3750%  | 0.0000% | $2000.00           | $2016.57           | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 32     | 2032-01-15      | 3.7500%  | 0.0000% | $476000.00         | $425442.45         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 31     | 2031-02-01      | 9.0000%  | 0.0000% | $5370000.00        | $5310661.50        | Corporate Debt Securities                         |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $7249000.00        | $7574915.04        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2025-V15 A-3    20580617 FLT | 2058-06-17      | 5.8047%  | 0.0000% | $14999999.00       | $15739697.21       | Private Label Collateralized Mortgage Obligations |
| AXON ENTERPRISE INC            SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $232000.00         | $243037.53         | Corporate Debt Securities                         |
| BXSC COMM MTG TR 2022-WSS      B      20350315 FLT | 2035-03-15      | 6.4340%  | 0.0000% | $6000000.00        | $6024657.34        | Private Label Collateralized Mortgage Obligations |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $3186000.00        | $3310241.61        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT63    | 2063-04-01      | 5.5000%  | 0.0000% | $254000.00         | $211524.43         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29     | 2029-03-01      | 5.3750%  | 0.0000% | $4725000.00        | $4647632.06        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1076000.00        | $1123994.38        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL 34      | 2034-07-15      | 6.7000%  | 0.0000% | $98000.00          | $85306.82          | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $2481000.00        | $2220519.81        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2573000.00        | $2551606.93        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 32       | 2032-05-15      | 6.6250%  | 0.0000% | $407000.00         | $396485.61         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $4590000.00        | $4828034.85        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $79000.00          | $83449.89          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $50000.00          | $49637.72          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 11.0878% | 0.0000% | $3165000.00        | $3208435.23        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29     | 2029-04-09      | 14.9253% | 0.0000% | $3005000.00        | $2888406.00        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $102000.00         | $107429.46         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $205000.00         | $184634.39         | Corporate Debt Securities                         |
| LIMA METRO LINE 2 FIN LTD      SR SEC GLBL 34      | 2034-07-05      | 5.8750%  | 0.0000% | $330000.00         | $131660.89         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $1400000.00        | $1453599.39        | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.5778% | 0.0000% | $4250000.00        | $4236825.00        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 31     | 2031-01-12      | 3.2000%  | 0.0000% | $317000.00         | $282634.03         | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.7%46    | 2046-09-15      | 3.7000%  | 0.0000% | $143000.00         | $106739.17         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-04-01      | 6.1250%  | 0.0000% | $405000.00         | $420842.25         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR 144A NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $1297000.00        | $1456212.33        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $59000.00          | $62361.23          | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $84000.00          | $76445.88          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 17.3377% | 0.0000% | $250000.00         | $249625.00         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT 35       | 2035-07-17      | 8.1250%  | 0.0000% | $835000.00         | $877304.46         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $15000.00          | $14134.36          | Corporate Debt Securities                         |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32     | 2032-07-15      | 5.0000%  | 0.0000% | $2697000.00        | $2600435.41        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $97000.00          | $95955.96          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $155000.00         | $163403.39         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $2802000.00        | $3121988.40        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL NT 26       | 2026-08-04      | 6.8750%  | 0.0000% | $432000.00         | $447517.92         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $481000.00         | $488057.87         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $825000.00         | $815768.25         | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $1916000.00        | $1754098.11        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $7778000.00        | $7768640.48        | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.6598% | 0.0000% | $250000.00         | $263200.00         | Corporate Debt Securities                         |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $200000.00         | $199448.00         | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $157000.00         | $163732.68         | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $2324000.00        | $2408356.04        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $732000.00         | $712835.43         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28    | 2028-03-15      | 8.3000%  | 0.0000% | $764000.00         | $836240.44         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $432000.00         | $409631.04         | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $33000.00          | $34505.35          | Corporate Debt Securities                         |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.5008%  | 0.0000% | $100010.00         | $88722.34          | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-10-01      | 7.1250%  | 0.0000% | $1160000.00        | $1217176.40        | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $142000.00         | $146524.75         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP -Z NT7.375%    | 2500-12-31      | 7.3750%  | 0.0000% | $2309000.00        | $2436640.24        | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $12000.00          | $12154.29          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $261000.00         | $262892.25         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.5000%  | 0.0000% | $12000.00          | $13561.34          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 80    | 2080-07-15      | 5.7500%  | 0.0000% | $69000.00          | $68254.51          | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 27     | 2027-12-31      | 6.5000%  | 0.0000% | $15000.00          | $15311.80          | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $687000.00         | $675204.21         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 29     | 2029-04-15      | 6.8750%  | 0.0000% | $37000.00          | $29751.81          | Corporate Debt Securities                         |
| SABLE INTL FIN LTD             SR SEC GLBL 32      | 2032-10-15      | 7.1250%  | 0.0000% | $1967000.00        | $2014741.55        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $340000.00         | $354863.01         | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29    | 2029-05-15      | 4.5000%  | 0.0000% | $7000.00           | $6845.65           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 33     | 2033-06-15      | 6.5000%  | 0.0000% | $322000.00         | $333373.58         | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $499000.00         | $460120.41         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 26      | 2026-07-31      | 6.6250%  | 0.0000% | $6000.00           | $6052.86           | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $500000.00         | $524713.33         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $75000.00          | $68348.62          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-07-31      | 5.0000%  | 0.0000% | $4967000.00        | $4941171.60        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  D      20310515 FLT | 2031-05-15      | 7.9565%  | 0.0000% | $100000.00         | $100108.34         | Private Label Collateralized Mortgage Obligations |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $40000.00          | $41182.65          | Corporate Debt Securities                         |
| SEMPRA                         PERP SUB GLBL -C    | 2079-12-31      | 4.8750%  | 0.0000% | $99000.00          | $99891.41          | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $96000.00          | $94602.56          | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $485000.00         | $430702.63         | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022-WMRK     C      20351115 FLT | 2035-11-15      | 8.4249%  | 0.0000% | $65328000.00       | $65572615.34       | Private Label Collateralized Mortgage Obligations |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $1249000.00        | $1227814.88        | Corporate Debt Securities                         |
| STONEMOR INC                   SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $169000.00         | $162832.25         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $70000.00          | $64931.53          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $12000.00          | $11761.80          | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 30       | 2030-04-01      | 4.3750%  | 0.0000% | $138000.00         | $127849.18         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 4%27     | 2027-03-15      | 4.0000%  | 0.0000% | $20000.00          | $19847.22          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR GLBL NT 30       | 2030-10-01      | 6.3750%  | 0.0000% | $301000.00         | $316582.77         | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 5.7500%  | 0.0000% | $4800000.00        | $4809322.67        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $1700000.00        | $1757156.60        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-11-07      | 5.8750%  | 0.0000% | $1650000.00        | $1674301.75        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 32     | 2032-02-15      | 3.8750%  | 0.0000% | $184000.00         | $171450.84         | Corporate Debt Securities                         |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $153000.00         | $155395.98         | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS LLC       SR SEC GLBL 27      | 2027-02-15      | 6.7500%  | 0.0000% | $1914000.00        | $1973802.93        | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 46       | 2046-06-15      | 5.2500%  | 0.0000% | $7000.00           | $5685.42           | Corporate Debt Securities                         |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $985000.00         | $959463.88         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    ALT TIER I PERP     | 2500-12-31      | 6.4500%  | 0.0000% | $479000.00         | $479725.29         | Corporate Debt Securities                         |
| PG&E CORP                      SR SEC GLBL NT30    | 2030-07-01      | 5.2500%  | 0.0000% | $3010000.00        | $2890698.65        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $13000.00          | $13436.03          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29       | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $92473.06          | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 4%27     | 2027-02-15      | 4.0000%  | 0.0000% | $658000.00         | $658660.92         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 30     | 2030-03-15      | 5.8750%  | 0.0000% | $49000.00          | $50215.26          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $745000.00         | $766226.71         | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 29       | 2029-07-15      | 5.2500%  | 0.0000% | $333000.00         | $324849.27         | Corporate Debt Securities                         |
| CIM TR 2023-R2                 M2     20640825 FLT | 2064-08-25      | 5.7585%  | 0.0000% | $4284990.00        | $3845023.19        | Private Label Collateralized Mortgage Obligations |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $4151000.00        | $4171482.88        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $3904000.00        | $3805762.35        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 27     | 2027-03-01      | 5.7500%  | 0.0000% | $6730000.00        | $6965877.15        | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP          SR GLBL 144A 29     | 2029-02-01      | 7.6250%  | 0.0000% | $8000.00           | $8472.60           | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $200000.00         | $176392.78         | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI FIN CORP SR SEC GLBL 28      | 2028-11-15      | 4.6250%  | 0.0000% | $45000.00          | $44538.48          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $379000.00         | $381853.03         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN FR %120927          | 2027-12-09      | 10.5500% | 0.0000% | $30000.00          | $30300.65          | Corporate Debt Securities                         |
| SPCM SA                        SR GLBL 144A 30     | 2030-03-15      | 3.3750%  | 0.0000% | $2366000.00        | $2205339.73        | Corporate Debt Securities                         |
| SENSATA TECH BV                SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $477000.00         | $458686.38         | Corporate Debt Securities                         |
| MAJORDRIVE HOLDINGS IV LLC     SR 144A NT 29       | 2029-06-01      | 6.3750%  | 0.0000% | $10000.00          | $8364.25           | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 34     | 2034-12-01      | 5.7500%  | 0.0000% | $550000.00         | $527682.99         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 27       | 2027-12-15      | 4.6250%  | 0.0000% | $87000.00          | $86761.60          | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       SR SEC GLBL 32      | 2032-07-15      | 4.8750%  | 0.0000% | $22000.00          | $20979.79          | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR SEC GLBL 29      | 2029-01-15      | 3.8750%  | 0.0000% | $6000.00           | $5339.65           | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   A-3    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $2497690.00        | $1608572.39        | Private Label Collateralized Mortgage Obligations |
| TELEFONICA CELULAR DEL PARAGU  5.875%27            | 2027-04-15      | 5.8750%  | 0.0000% | $424000.00         | $432537.42         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $279000.00         | $289295.10         | Corporate Debt Securities                         |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $420000.00         | $438058.60         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL REGS 28     | 2028-02-01      | 6.1250%  | 0.0000% | $39000.00          | $40696.31          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL REGS 34     | 2034-03-15      | 6.1250%  | 0.0000% | $365000.00         | $382545.14         | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2025-6     A-1    20550725 FLT | 2055-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $2007053.10        | Private Label Collateralized Mortgage Obligations |
| GALILEO RE LTD                 -B VR 144A NT 30    | 2030-01-08      | 11.3278% | 0.0000% | $12500000.00       | $12924145.54       | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-11-05      | 6.0540%  | 0.0000% | $9490000.00        | $9581980.24        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     5.3%29              | 2029-01-15      | 5.3000%  | 0.0000% | $52000.00          | $52626.37          | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 9.4679%  | 0.0000% | $20060000.00       | $20148264.00       | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 11.0278% | 0.0000% | $9000000.00        | $9337500.00        | Corporate Debt Securities                         |
| XPO ESCROW SUB LLC             GLBL 144A NT 27     | 2027-11-15      | 7.5000%  | 0.0000% | $215000.00         | $221829.12         | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 25.5877% | 0.0000% | $5250000.00        | $5215875.00        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $5000.00           | $5229.03           | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $950315.11         | Corporate Debt Securities                         |
| TERMOCANDELARIA PWR S A        SR REGS NT 31       | 2031-09-17      | 7.7500%  | 0.0000% | $250000.00         | $263782.99         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT29    | 2029-11-15      | 4.5000%  | 0.0000% | $4368000.00        | $4235169.12        | Corporate Debt Securities                         |
| AXALTA COATING SYS DUTCH HLDG  SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $3040000.00        | $3215572.67        | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $730000.00         | $780771.50         | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 7.3750%  | 0.0000% | $580000.00         | $612068.52         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $17492000.00       | $17530008.66       | Corporate Debt Securities                         |
| ARCOR S A I C                  SR GLBL 144A 33     | 2033-07-31      | 7.6000%  | 0.0000% | $1000000.00        | $996000.00         | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $524187.22         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL REGS 29     | 2029-10-15      | 4.6250%  | 0.0000% | $20000.00          | $19162.36          | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $3560000.00        | $3756203.14        | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB GLBL -A 27    | 2027-04-15      | 5.5792%  | 0.0000% | $1325000.00        | $1319924.76        | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL REGS 27     | 2027-09-30      | 5.5000%  | 0.0000% | $20000.00          | $20337.47          | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $300000.00         | $303066.67         | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $1500000.00        | $1439832.50        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         5.875%28            | 2028-01-19      | 5.8750%  | 0.0000% | $8386000.00        | $8368180.92        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 25    | 2025-10-01      | 6.6000%  | 0.0000% | $1152000.00        | $1177067.52        | Corporate Debt Securities                         |
| EAST LANE RE VII LTD           FLT BD 26           | 2026-03-31      | 13.2178% | 0.0000% | $6031000.00        | $6114830.90        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $2953000.00        | $2774722.47        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $7036000.00        | $6530277.73        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $1873000.00        | $1939481.35        | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 31     | 2031-07-22      | 4.3750%  | 0.0000% | $300000.00         | $246066.67         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $2133000.00        | $1989543.31        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $200000.00         | $188053.44         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $3000000.00        | $3100864.58        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 32     | 2032-06-15      | 6.3750%  | 0.0000% | $7000.00           | $7237.20           | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $500000.00         | $527172.50         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL REGS 27     | 2027-08-01      | 5.0000%  | 0.0000% | $25000.00          | $25373.25          | Corporate Debt Securities                         |
| APA INFRASTRUCTURE LTD         SR GLBL REGS 27     | 2027-07-15      | 4.2500%  | 0.0000% | $237000.00         | $235715.66         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 29     | 2029-03-15      | 3.5000%  | 0.0000% | $66000.00          | $63114.76          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 31     | 2031-05-01      | 4.0000%  | 0.0000% | $497000.00         | $468591.48         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL REGS 30     | 2030-01-15      | 4.7500%  | 0.0000% | $85000.00          | $83961.39          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $5363000.00        | $5259380.88        | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $8005000.00        | $9255616.70        | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 27     | 2027-07-15      | 4.8750%  | 0.0000% | $29000.00          | $28784.43          | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 26     | 2026-01-15      | 5.3750%  | 0.0000% | $61000.00          | $61043.24          | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $4779000.00        | $4847291.91        | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $280000.00         | $271277.22         | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $859000.00         | $870131.21         | Corporate Debt Securities                         |
| AXALTA COATING SYS LLC         SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $649000.00         | $618939.94         | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $18000.00          | $17441.10          | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $255000.00         | $248413.21         | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 6.5000%  | 0.0000% | $42050000.00       | $43643134.33       | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL REGS 29     | 2029-01-15      | 7.2500%  | 0.0000% | $5000.00           | $5116.46           | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $102000.00         | $111265.57         | Corporate Debt Securities                         |
| BLOOMIN BRANDS INC / OSI RESTA SR GLBL REGS 29     | 2029-04-15      | 5.1250%  | 0.0000% | $30000.00          | $28466.41          | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $77000.00          | $64964.47          | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $500000.00         | $529386.11         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.625%090129     | 2029-09-01      | 2.6250%  | 0.0000% | $37000.00          | $34999.69          | Corporate Debt Securities                         |
| AMBIPAR LUX S A R L            REGS NT 9.875%31    | 2031-02-06      | 9.8750%  | 0.0000% | $667000.00         | $599270.04         | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR REGS NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $249000.00         | $282478.67         | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 30      | 2030-06-15      | 6.8750%  | 0.0000% | $2850000.00        | $2946237.77        | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 33     | 2033-07-15      | 6.7500%  | 0.0000% | $325000.00         | $338724.75         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL REGS 29     | 2029-12-15      | 5.5000%  | 0.0000% | $49000.00          | $49061.14          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR REGS NT 30       | 2030-03-15      | 5.8750%  | 0.0000% | $87000.00          | $88011.33          | Corporate Debt Securities                         |
| PACIFICORP                     JR SB GLBL NT 55    | 2055-09-15      | 7.3750%  | 0.0000% | $11960000.00       | $12488593.80       | Corporate Debt Securities                         |
| PARKLAND CORP                  SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $56000.00          | $56162.84          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $2638000.00        | $2558143.34        | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A FL 144A NT 27    | 2027-01-08      | 16.3278% | 0.0000% | $900000.00         | $952138.51         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $2324000.00        | $2388758.26        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-2    20631125 6.2 | 2063-11-25      | 6.2530%  | 0.0000% | $1999990.00        | $1405834.66        | Private Label Collateralized Mortgage Obligations |
| SCHLUMBERGER INVT SA           SR GLBL NT 30       | 2030-06-26      | 2.6500%  | 0.0000% | $2000.00           | $1841.11           | Corporate Debt Securities                         |
| SANDERS RE III LTD SER 20232   EXTND-A 144A 29     | 2029-06-05      | 12.4678% | 0.0000% | $1195000.00        | $1233692.61        | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $82000.00          | $82060.00          | Corporate Debt Securities                         |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $5001000.00        | $4836622.69        | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29       | 2029-04-01      | 4.7500%  | 0.0000% | $37000.00          | $36270.11          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $38180000.00       | $37862374.22       | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -1 144A 55    | 2055-03-01      | 7.6250%  | 0.0000% | $355000.00         | $377439.20         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 28     | 2028-09-15      | 7.0000%  | 0.0000% | $90000.00          | $95058.40          | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5508000.00        | $5373127.44        | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $934000.00         | $686855.04         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL NT27    | 2027-11-15      | 3.8750%  | 0.0000% | $60000.00          | $59069.43          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $21000.00          | $20748.05          | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN SR NT 27     | 2027-02-15      | 4.2000%  | 0.0000% | $91000.00          | $91806.87          | Corporate Debt Securities                         |
| INGEVITY CORP                  SR GLBL 144A 28     | 2028-11-01      | 3.8750%  | 0.0000% | $1107000.00        | $1062075.17        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%29     | 2029-08-15      | 6.0000%  | 0.0000% | $309000.00         | $325672.61         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $5611000.00        | $4333587.27        | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR SEC 144A NT28    | 2028-06-30      | 4.1250%  | 0.0000% | $800000.00         | $777942.00         | Corporate Debt Securities                         |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30    | 2030-08-01      | 4.9000%  | 0.0000% | $70000.00          | $69949.52          | Corporate Debt Securities                         |
| WALKER & DUNLOP INC            SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $216000.00         | $224720.31         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30    | 2030-01-15      | 6.2500%  | 0.0000% | $1000000.00        | $1030247.78        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $40000.00          | $41141.65          | Corporate Debt Securities                         |
| LEEWARD RENEWABLE ENERGY OPER  SR 144A NT 29       | 2029-07-01      | 4.2500%  | 0.0000% | $40000.00          | $37499.27          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 29       | 2029-01-15      | 4.8750%  | 0.0000% | $17000.00          | $16986.34          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $3347000.00        | $3528892.71        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 7.0753%  | 0.0000% | $5254000.00        | $5260304.80        | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 4.7500%  | 0.0000% | $2219000.00        | $2128131.95        | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $4201000.00        | $4229785.02        | Corporate Debt Securities                         |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 10.3279% | 0.0000% | $355000.00         | $356420.00         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2769000.00        | $2826844.41        | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-15   20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $3270000.00        | $2040606.31        | Private Label Collateralized Mortgage Obligations |
| B & G FOODS INC                SR GLBL NT 27       | 2027-09-15      | 5.2500%  | 0.0000% | $45000.00          | $40974.90          | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 29       | 2029-10-15      | 7.2500%  | 0.0000% | $150000.00         | $154999.08         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $42000.00          | $43603.98          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $1003000.00        | $1002414.92        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $520000.00         | $538457.18         | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          GLBL REGS NT 30     | 2030-01-22      | 4.5000%  | 0.0000% | $347000.00         | $329656.94         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ REGS 35    | 2035-12-10      | 7.6250%  | 0.0000% | $170000.00         | $167399.05         | Corporate Debt Securities                         |
| INRETAIL SHOPPING MALLS        SR GLBL REGS 28     | 2028-04-03      | 5.7500%  | 0.0000% | $50000.00          | $50893.88          | Corporate Debt Securities                         |
| CABLE ONDA S.A.                SR GLBL REGS 30     | 2030-01-30      | 4.5000%  | 0.0000% | $2241000.00        | $2100825.45        | Corporate Debt Securities                         |
| HUNT OIL CO PERU LLC SUCURSA   SR GLBL REGS 33     | 2033-09-18      | 8.5500%  | 0.0000% | $580000.00         | $666831.80         | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT6.5%30    | 2030-01-31      | 6.5000%  | 0.0000% | $20000.00          | $20791.00          | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    FR 5.625%091545     | 2045-09-15      | 5.6250%  | 0.0000% | $264000.00         | $235227.63         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $12054000.00       | $12132950.35       | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 29       | 2029-01-15      | 5.3750%  | 0.0000% | $60000.00          | $56370.53          | Corporate Debt Securities                         |
| KINGSTON AIR RE FIN LTD        SR SEC GLBL 36      | 2036-12-15      | 6.7500%  | 0.0000% | $1073000.00        | $1087697.42        | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $13012000.00       | $13760667.11       | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $7800000.00        | $8238845.33        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 11.2678% | 0.0000% | $4950000.00        | $5000490.00        | Corporate Debt Securities                         |
| FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29    | 2029-07-31      | 4.0000%  | 0.0000% | $19000.00          | $17886.03          | Corporate Debt Securities                         |
| CHEPLAPHARM ARZNEIMITTEL GMBH  SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $200000.00         | $194840.33         | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 28     | 2028-03-15      | 5.1250%  | 0.0000% | $2940000.00        | $2980516.47        | Corporate Debt Securities                         |
| CASCADES INC                   SR GLBL 144A 30     | 2030-07-15      | 6.7500%  | 0.0000% | $3755000.00        | $3786757.91        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $26871000.00       | $23642807.62       | Corporate Debt Securities                         |
| CAPSTONE BORROWER INC          SR SEC 144A NT30    | 2030-06-15      | 8.0000%  | 0.0000% | $13000.00          | $13667.84          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $4143000.00        | $2814298.47        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $1817000.00        | $1463596.53        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 29      | 2029-01-15      | 6.0000%  | 0.0000% | $3301000.00        | $3146601.23        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 35        | 2035-10-23      | 6.3840%  | 0.0000% | $3814000.00        | $4010339.64        | Corporate Debt Securities                         |
| AMERICAN AIRLINES              SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $3725000.00        | $3963044.06        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 30     | 2030-01-15      | 8.2500%  | 0.0000% | $313000.00         | $324342.08         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $30000.00          | $26163.55          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR SEC GLBL 26      | 2026-12-01      | 5.2500%  | 0.0000% | $4973000.00        | $4704855.84        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $20000.00          | $15895.06          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 31       | 2031-04-01      | 4.6250%  | 0.0000% | $184000.00         | $179404.91         | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $920000.00         | $930084.73         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $11000.00          | $10018.00          | Corporate Debt Securities                         |
| BMP COMMER MTG TR 2024-MF23    B      20410617 FLT | 2041-06-17      | 5.9835%  | 0.0000% | $3000000.00        | $3016417.00        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-MC         B      20340417 FLT | 2034-04-17      | 5.4565%  | 0.0000% | $2212000.00        | $2162063.85        | Private Label Collateralized Mortgage Obligations |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $40000.00          | $38641.42          | Corporate Debt Securities                         |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $200000.00         | $209070.83         | Corporate Debt Securities                         |
| EAGLE INTER GLOBAL HLDG B V    SR 144A NT7.5%25    | 2025-12-30      | 7.5000%  | 0.0000% | $235000.00         | $232345.13         | Corporate Debt Securities                         |
| ESAB CORPORATION               SR GLBL 144A 29     | 2029-04-15      | 6.2500%  | 0.0000% | $50000.00          | $52005.64          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $40000.00          | $40018.20          | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.5798% | 0.0000% | $5000000.00        | $5623862.45        | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $956435.46         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $730000.00         | $729660.96         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2016-3        2-A-M  20461025 FLT | 2046-10-25      | 2.9390%  | 0.0000% | $400998.00         | $30500.52          | Private Label Collateralized Mortgage Obligations |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $23000.00          | $22455.18          | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $447000.00         | $448862.50         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $81000.00          | $85869.54          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $2723000.00        | $2599627.68        | Corporate Debt Securities                         |
| VT TOPCO INC                   SR SEC 144A NT30    | 2030-08-15      | 8.5000%  | 0.0000% | $121000.00         | $133582.12         | Corporate Debt Securities                         |
| UNITI GROUP LP / UNITI FIBER/  SR SEC GLBL 28      | 2028-04-15      | 4.7500%  | 0.0000% | $70000.00          | $68940.63          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $3398000.00        | $3613016.94        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $95000.00          | $96350.48          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-11-01      | 5.1250%  | 0.0000% | $5793000.00        | $5847584.54        | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $324000.00         | $339733.85         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $950000.00         | $1002183.50        | Corporate Debt Securities                         |
| SABINE RE LTD                  EXTND-A 144A 31     | 2027-04-07      | 12.5778% | 0.0000% | $5500000.00        | $5679850.00        | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $98000.00          | $102368.95         | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $491000.00         | $512051.22         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $1417000.00        | $1333440.69        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 6.875%28    | 2028-04-14      | 6.8750%  | 0.0000% | $813000.00         | $823564.14         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 5.875%40     | 2040-11-15      | 5.8750%  | 0.0000% | $80000.00          | $76355.42          | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $274000.00         | $285300.98         | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 31       | 2031-03-01      | 3.7500%  | 0.0000% | $143000.00         | $130546.85         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $30000.00          | $27827.80          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C1-20251 144A25    | 2025-12-22      | 4.3253%  | 0.0000% | $2750000.00        | $2530000.00        | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $13000.00          | $13061.62          | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $80000.00          | $83856.40          | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 11.5778% | 0.0000% | $8750000.00        | $8818250.00        | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $8971000.00        | $9032496.21        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $5249999.00        | $3666236.29        | Private Label Collateralized Mortgage Obligations |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $10000.00          | $9658.78           | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $23068000.00       | $23231609.79       | Corporate Debt Securities                         |
| ITAU UNIBANCO HLDG S A         FR 6%022730         | 2030-02-27      | 6.0000%  | 0.0000% | $1006000.00        | $1058312.00        | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 30       | 2030-07-15      | 7.2500%  | 0.0000% | $52000.00          | $53648.52          | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $126131.30         | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 33     | 2033-04-01      | 6.2500%  | 0.0000% | $33000.00          | $34474.19          | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $3993000.00        | $3955565.62        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $790000.00         | $681610.68         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.8278% | 0.0000% | $1700000.00        | $1696430.00        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-05-01      | 3.7500%  | 0.0000% | $39000.00          | $37554.07          | Corporate Debt Securities                         |
| HUDSONS BAY JV TR 2015-HBS     A-10   20340807 4.1 | 2034-08-07      | 4.1545%  | 0.0000% | $1410000.00        | $1413340.41        | Private Label Collateralized Mortgage Obligations |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $266000.00         | $268972.99         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL 144A 28     | 2028-01-19      | 5.8750%  | 0.0000% | $200000.00         | $199575.03         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $3933000.00        | $4103156.88        | Corporate Debt Securities                         |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28      | 2028-08-15      | 4.5000%  | 0.0000% | $43000.00          | $42527.86          | Corporate Debt Securities                         |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $976000.00         | $823592.72         | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD          SR GLBL 144A 27     | 2027-07-17      | 5.6250%  | 0.0000% | $225000.00         | $225097.03         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 26       | 2026-04-15      | 5.3750%  | 0.0000% | $50000.00          | $50789.32          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $504000.00         | $483576.80         | Corporate Debt Securities                         |
| FLAGSTAR MTG TR 2021-13INV     A-2    20511225 FLT | 2051-12-25      | 3.0000%  | 0.0000% | $3000000.00        | $1980700.73        | Private Label Collateralized Mortgage Obligations |
| SCIL IV LLC / SCIL USA HLDGS L SR 144A NT 26       | 2026-11-01      | 5.3750%  | 0.0000% | $435000.00         | $438261.41         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $93000.00          | $98289.27          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 30     | 2030-05-15      | 4.8000%  | 0.0000% | $87000.00          | $84745.25          | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $29000.00          | $20445.00          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $2000.00           | $2246.58           | Corporate Debt Securities                         |
| PARK OHIO INDS INC-OHIO        SR SEC 144A NT30    | 2030-08-01      | 8.5000%  | 0.0000% | $886000.00         | $871646.80         | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 25       | 2025-09-15      | 5.7500%  | 0.0000% | $79000.00          | $80616.52          | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $640000.00         | $596765.87         | Corporate Debt Securities                         |
| PENSKE AUTOMOTIVE GRP INC      SR SB GLBL NT 25    | 2025-09-01      | 3.5000%  | 0.0000% | $114000.00         | $115563.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 7.5000%  | 0.0000% | $762000.00         | $808188.63         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $52000.00          | $51235.08          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $53000.00          | $51923.25          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29      | 2029-05-01      | 9.1250%  | 0.0000% | $2609716.00        | $2306636.63        | Corporate Debt Securities                         |
| TRANSOCEAN AQUILA LTD          SR SEC 144A NT28    | 2028-09-30      | 8.0000%  | 0.0000% | $45000.00          | $38152.17          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29     | 2029-05-01      | 4.3750%  | 0.0000% | $90000.00          | $88325.77          | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 6.75%30     | 2030-04-23      | 6.7500%  | 0.0000% | $2108000.00        | $2010873.90        | Corporate Debt Securities                         |
| AMBIPAR LUX S A R L            SR GLBL REGS 33     | 2033-02-05      | 10.8750% | 0.0000% | $501000.00         | $445113.66         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL 144A 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1360000.00        | $1411415.56        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 3.2500%  | 0.0000% | $95000.00          | $94027.25          | Corporate Debt Securities                         |
| PROVINCIA DE CORDOBA           SR GLBL REGS 32     | 2032-07-02      | 9.7500%  | 0.0000% | $250000.00         | $254145.83         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR REGS NT 29       | 2029-10-01      | 5.2500%  | 0.0000% | $47000.00          | $46927.15          | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $100000.00         | $101567.55         | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC REGS 28      | 2028-10-20      | 4.7500%  | 0.0000% | $8395.00           | $8415.23           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $42236000.00       | $28738219.12       | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $655000.00         | $690186.60         | Corporate Debt Securities                         |
| AMSTED INDS INC                SR GLBL 144A 30     | 2030-05-15      | 4.6250%  | 0.0000% | $96000.00          | $92595.25          | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $317000.00         | $330786.77         | Corporate Debt Securities                         |
| AMERICAN AIRLINES              SR SEC GLBL 28      | 2028-02-15      | 7.2500%  | 0.0000% | $94000.00          | $99099.55          | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 8%31         | 2031-05-01      | 8.0000%  | 0.0000% | $200000.00         | $219574.00         | Corporate Debt Securities                         |
| AMERICAN BLDRS & CONTRACTORS   SR SEC 144A NT28    | 2028-01-15      | 4.0000%  | 0.0000% | $40000.00          | $39041.91          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $57000.00          | $58876.72          | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB NT 6.7%33     | 2033-02-14      | 6.7000%  | 0.0000% | $150000.00         | $160075.58         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $4011000.00        | $3672805.85        | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $2953000.00        | $3009116.84        | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29     | 2029-10-01      | 5.0000%  | 0.0000% | $160000.00         | $148305.07         | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $73000.00          | $72916.21          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $2121000.00        | $2249468.97        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $2863000.00        | $3007223.62        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 27     | 2027-06-15      | 5.8750%  | 0.0000% | $137000.00         | $139079.24         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $45000.00          | $44681.58          | Corporate Debt Securities                         |
| SAKURA RE LTD                  VAR 144A NT 29      | 2029-04-05      | 7.0779%  | 0.0000% | $1500000.00        | $1485000.00        | Corporate Debt Securities                         |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $921000.00         | $967025.44         | Corporate Debt Securities                         |
| MURPHY OIL CORP                SR GLBL NT 6%32     | 2032-10-01      | 6.0000%  | 0.0000% | $688000.00         | $672568.16         | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.8278% | 0.0000% | $5694000.00        | $5734709.69        | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29    | 2029-02-15      | 6.5000%  | 0.0000% | $70000.00          | $70279.46          | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $85000.00          | $83473.03          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28       | 2028-06-01      | 5.7500%  | 0.0000% | $34000.00          | $35083.69          | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL NT 29       | 2029-10-15      | 4.3750%  | 0.0000% | $48000.00          | $47104.89          | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $262000.00         | $255218.89         | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $369000.00         | $386661.37         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $1524000.00        | $1556913.32        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $11271000.00       | $11968308.59       | Corporate Debt Securities                         |

### Security 694: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6R3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19B6R3
- **C.18 - Value (incl. sponsor support):** $299860404.00
- **C.18.a - Value (excl. sponsor support):** $299860404.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 5.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3976% | 0.0000% | $11000000.00       | $10917154.36       | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-1 B-1    20700125 FLT | 2070-01-25      | 7.0090%  | 0.0000% | $1000000.00        | $1016819.83        | Asset-Backed Securities |
| HSI ASSET SEC TR 2006-OPT1     M-4    20351225 FLT | 2035-12-25      | 5.2767%  | 0.0000% | $3000000.00        | $2250027.24        | Asset-Backed Securities |
| GENERATE CLO 0.01 22APR37 144A FRN                 | 2037-04-22      | 11.0293% | 0.0000% | $960000.00         | $964461.44         | Asset-Backed Securities |
| TRICOLOR AUTO SCRTZN TR 2022-1 E      20270816 7.7 | 2027-08-16      | 7.7900%  | 0.0000% | $5667000.00        | $1783474.73        | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $671862.62         | Asset-Backed Securities |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.4564%  | 0.0000% | $1210000.00        | $1208130.37        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 11.1824% | 0.0000% | $3500000.00        | $3402824.99        | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.6275% | 0.0000% | $1200000.00        | $1172502.29        | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS1   A2     20661025 FLT | 2066-10-25      | 7.8440%  | 0.0000% | $660000.00         | $735417.31         | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-62   SUB    20330718 FLT | 2033-07-18      | 0.0000%  | 0.0000% | $4550000.00        | $2957500.00        | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $1994000.00        | $228888.00         | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $515478.00         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $3500000.00        | $3686755.33        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 10.3936% | 0.0000% | $6711250.00        | $6602449.90        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $873992.00         | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           E      20481118 FLT | 2048-11-18      | 5.6670%  | 0.0000% | $100000.00         | $83163.64          | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2594497.50        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $9902471.02        | Asset-Backed Securities |
| FIGRE TRUST 2025-HE3           F      20550525 FLT | 2055-05-25      | 9.0810%  | 0.0000% | $2000000.00        | $2091987.00        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43002206.61       | Asset-Backed Securities |
| PAGAYA AI DEBT SEC 2021-HG1 TR A1     20290116 1.2 | 2029-01-16      | 1.2200%  | 0.0000% | $5000000.00        | $46746.39          | Asset-Backed Securities |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4339%  | 0.0000% | $7900000.00        | $7876362.78        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $17930209.00       | $9186919.12        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-6 B-2    20700725 FLT | 2070-07-25      | 7.3637%  | 0.0000% | $1359000.00        | $1342655.90        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4031460.44        | Asset-Backed Securities |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.8792%  | 0.0000% | $15500000.00       | $15496618.64       | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $8880000.00        | $7318529.37        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3000000.00        | $2948882.39        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7104763.24        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $1218204.34        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3533733.78        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR1 E1     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $6250000.00        | $5701112.50        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 9.2176%  | 0.0000% | $160000.00         | $160049.07         | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2052760.00        | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.8055% | 0.0000% | $4356000.00        | $4336743.44        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        D      20280915 8.7 | 2028-09-15      | 8.7800%  | 0.0000% | $3000000.00        | $3023445.67        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2778905.86        | Asset-Backed Securities |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $755000.00         | $671074.00         | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.9263% | 0.0000% | $5000000.00        | $4980595.47        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $140000.00         | Asset-Backed Securities |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $1250000.00        | $1250575.00        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.8590% | 0.0000% | $5570000.00        | $5588617.26        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-97         E      20350420 FLT | 2035-04-20      | 11.0755% | 0.0000% | $2500000.00        | $2485966.31        | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3721% | 0.0000% | $1501750.00        | $406547.04         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1555320.00        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8692% | 0.0000% | $2000000.00        | $1538670.36        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60121223.33       | Asset-Backed Securities |
| POST ROAD EQUIP FIN LLC 2025-1 E      20320517 7.0 | 2032-05-17      | 7.0800%  | 0.0000% | $2000000.00        | $2022743.33        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR4 TR      E-2    20380519 2.5 | 2038-05-19      | 2.5590%  | 0.0000% | $3455000.00        | $3426366.69        | Asset-Backed Securities |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $3560000.00        | $3537614.72        | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1369374.15        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.5006% | 0.0000% | $1300000.00        | $1164296.90        | Asset-Backed Securities |
| AMSR 2020-SFR5 TR              G      20371119 4.1 | 2037-11-19      | 4.1120%  | 0.0000% | $2899000.00        | $2889930.96        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $2400000.00        | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.4706% | 0.0000% | $750000.00         | $731961.96         | Asset-Backed Securities |
| SLM STUDENT LOAN TR 2003-4     A-5D   20330315 FLT | 2033-03-15      | 5.3547%  | 0.0000% | $2760000.00        | $401890.63         | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $3501000.00        | $3635228.73        | Asset-Backed Securities |
| CANYON CAPITAL CLO LTD 2021-1  E      20340417 FLT | 2034-04-17      | 10.9892% | 0.0000% | $560000.00         | $557840.68         | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $3700391.00        | $1598609.62        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2727251.32        | Asset-Backed Securities |
| ELEVATION CLO 2013-1 LTD       D1-R2  20320816 FLT | 2032-08-16      | 12.2379% | 0.0000% | $3225000.00        | $3292356.04        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.7790% | 0.0000% | $4065000.00        | $3887826.41        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $220000.00         | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $4000000.00        | $4041728.45        | Asset-Backed Securities |
| CSMC TRUST 2017-RPL3           B-3    20570825 FLT | 2057-08-25      | 4.4524%  | 0.0000% | $11909100.00       | $7098168.16        | Asset-Backed Securities |
| CSMC TRUST 2021-AFC1           XS     20560325 FLT | 2056-03-25      | 3.2409%  | 0.0000% | $4750000.00        | $226376.94         | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $1558000.00        | $1609458.32        | Asset-Backed Securities |
| EFMT 2025-CES4                 A-1    20600625 FLT | 2060-06-25      | 5.4310%  | 0.0000% | $25750000.00       | $25888865.46       | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 10.2792% | 0.0000% | $3910000.00        | $3733614.09        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22164251.05       | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.3667%  | 0.0000% | $212000.00         | $67096.36          | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1222764.00        | Asset-Backed Securities |

### Security 695: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7V3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7V3
- **C.18 - Value (incl. sponsor support):** $997625012.90
- **C.18.a - Value (excl. sponsor support):** $997625012.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| JELD-WEN HLDG INC              COM              | 2500-12-31      | N/A      | 0.0000% | $59455.00          | $278249.40         | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $1078001.00        | $6618926.14        | Equities   |
| MID PENN BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $29725.00          | $807331.00         | Equities   |
| METHANEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $65850.00          | $2162514.00        | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $14958.00          | $697790.70         | Equities   |
| KALA BIO INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $95158.00          | $679428.12         | Equities   |
| TELOS CORP MD                  COM              | 2500-12-31      | N/A      | 0.0000% | $78400.00          | $207760.00         | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1666837.00        | $31919928.55       | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $1307859.00        | $25830215.25       | Equities   |
| KINIKSA PHARMACEUTICALS INTL P ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $37722.00          | $1133923.32        | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $392305.00         | $45825147.05       | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $13848.00          | $395360.40         | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $81938.00          | $237620.20         | Equities   |
| SPORTRADAR GROUP AG            CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $110992.00         | $3255395.36        | Equities   |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $12737.00          | $107372.91         | Equities   |
| RADWARE LTD                    ORD              | 2500-12-31      | N/A      | 0.0000% | $19398.00          | $517732.62         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2291052.00        | $36977579.28       | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21142.00          | $28541.70          | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $11015.00          | $2589406.20        | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $4034238.00        | $21341119.02       | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $53100.00          | $540027.00         | Equities   |
| FIVE POINT HOLDINGS LLC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $37956.00          | $200407.68         | Equities   |
| TELUS INTL CDA INC             SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $51757.00          | $199782.02         | Equities   |
| LIVE OAK BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $8817.00           | $283642.89         | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16011.00          | $2086553.52        | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $23883.00          | $573908.49         | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $190.00            | $3587.20           | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3922406.00        | $9099981.92        | Equities   |
| CAPITAL BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $8456.00           | $267378.72         | Equities   |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $180807.00         | $493603.11         | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $294010.00         | $15288520.00       | Equities   |
| SOHO HOUSE & CO INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $51377.00          | $327271.49         | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $739.00            | $67249.00          | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $222587.00         | $516401.84         | Equities   |
| FIVERR INTL LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $296781.00         | $6538085.43        | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $292524.00         | $2504005.44        | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7543.00           | $104772.27         | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $7046.00           | $52985.92          | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $149204.00         | $16270696.20       | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $592459.00         | $18715779.81       | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $4417459.00        | $23368358.11       | Equities   |
| MERCADOLIBRE INC               COM              | 2500-12-31      | N/A      | 0.0000% | $11470.00          | $27314543.30       | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $52783.00          | $10683807.03       | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $145074.00         | $313359.84         | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $218925.00         | $455364.00         | Equities   |
| AVIDXCHANGE HOLDINGS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2191500.00        | $21608190.00       | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $31719.00          | $1180581.18        | Equities   |
| DIREXION SHS ETF TR            DAILY CRYPTO INU | 2500-12-31      | N/A      | 0.0000% | $7604.00           | $202266.40         | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $341575.00         | $26557456.25       | Equities   |
| GLOBAL E ONLINE LTD            SHS              | 2500-12-31      | N/A      | 0.0000% | $223360.00         | $7417785.60        | Equities   |
| KORNIT DIGITAL LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $12117.00          | $249610.20         | Equities   |
| OPEN LENDING CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $137798.00         | $327959.24         | Equities   |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5328579.00        | $49875499.44       | Equities   |
| KVH INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $25747.00          | $135171.75         | Equities   |
| GEOSPACE TECHNOLOGIES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $72087.00          | $1169251.14        | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $16498.00          | $230642.04         | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $129108.00         | $280164.36         | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $82470.00          | $3722695.80        | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $473203.00         | $7135901.24        | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $896.00            | $41377.28          | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $207603.00         | $4779021.06        | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $100324.20         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $105201.60         | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $44250.00          | Equities   |
| NEW FORTRESS ENERGY INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $219022.00         | $661446.44         | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $80640.00          | $677376.00         | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $479126.00         | $1288848.94        | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $37639.00          | $106518.37         | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $368528.00         | $5052518.88        | Equities   |
| BLACK DIAMOND THERAPEUTICS INC COM              | 2500-12-31      | N/A      | 0.0000% | $96254.00          | $271436.28         | Equities   |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $8143.00           | $573674.35         | Equities   |
| BIGCOMMERCE HLDGS INC          COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $226205.00         | $1081259.90        | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $1038292.00        | $23496547.96       | Equities   |
| UNIQURE NV                     SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $14.46             | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $77583.00          | $1535367.57        | Equities   |
| INMODE LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $98940.00          | $1375266.00        | Equities   |
| CUREVAC N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $149086.00         | $808046.12         | Equities   |
| MAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $53105.00          | $112051.55         | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $74803.00          | $508660.40         | Equities   |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $42640.00          | $134742.40         | Equities   |
| SPDR INDEX SHS FDS             DJ INTL RL ETF   | 2500-12-31      | N/A      | 0.0000% | $113787.00         | $3044940.12        | Equities   |
| KAROOOOO LTD                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11084.00          | $514740.96         | Equities   |
| ABACUS GLOBAL MGMT INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $21180.00          | $113948.40         | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $76456.44          | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $83279.00          | $49874960.31       | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $192619.00         | $961168.81         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $36733.00          | $103954.39         | Equities   |
| SIGMA LITHIUM CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $87472.00          | $481970.72         | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $623074.00         | $4199518.76        | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $278509.00         | $1231009.78        | Equities   |
| CRICUT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $63675.00          | $313281.00         | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $1658595.00        | $33968025.60       | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $29130.00          | $100207.20         | Equities   |
| BRIDGE INVT GROUP HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $84313.00          | $863365.12         | Equities   |
| BROOKLINE BANCORP INC DEL      COM              | 2500-12-31      | N/A      | 0.0000% | $228392.00         | $2400399.92        | Equities   |
| ALGOMA STL GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $85852.00          | $484205.28         | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $25934.00          | $395493.50         | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $54770.00          | $4148827.50        | Equities   |
| AIFEEX NEXUS ACQUISITION CORP  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $386.00            | $3933.34           | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $26129.00          | $160170.77         | Equities   |
| DLOCAL LTD                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $620291.00         | $6451026.40        | Equities   |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $429924.00         | $49875483.24       | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $105882.00         | $483880.74         | Equities   |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $32198.00          | $716405.50         | Equities   |
| UNITED STATES CELLULAR CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $255852.00         | $18454604.76       | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $463611.00         | $1729269.03        | Equities   |
| FIRST FINL BANCORP OH          COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $24.49             | Equities   |
| PAYMENTUS HOLDINGS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $28225.00          | $784937.25         | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $54997.00          | $137492.50         | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1212851.00        | $11497827.48       | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6184.00           | $93873.12          | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $72741.00          | $576108.72         | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $20100.00          | $106731.00         | Equities   |
| PROTHENA CORP PLC              SHS              | 2500-12-31      | N/A      | 0.0000% | $33417.00          | $229908.96         | Equities   |
| SYMBOTIC INC                   CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $81592.00          | $4303978.00        | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1582.00           | $47950.42          | Equities   |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $38466.00          | $7598188.98        | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $1154703.00        | $9341547.27        | Equities   |
| FIRST BK WILLIAMSTOWN NEW JERS COM              | 2500-12-31      | N/A      | 0.0000% | $9924.00           | $149455.44         | Equities   |
| TIDAL TR II                    DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $3810.00           | $138607.80         | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $434566.00         | $1759992.30        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $205325.00         | $49875495.75       | Equities   |
| TELESAT CORP                   CL A & CL B SHS  | 2500-12-31      | N/A      | 0.0000% | $6392.00           | $154175.04         | Equities   |
| TIDAL TR II                    ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $3577.00           | $183392.79         | Equities   |
| RIMINI STR INC DEL             COM              | 2500-12-31      | N/A      | 0.0000% | $60572.00          | $281659.80         | Equities   |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $104306.00         | $758304.62         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $117244.00         | $383387.88         | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $1552303.00        | $49875495.39       | Equities   |
| ANYWHERE REAL ESTATE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $841943.00         | $4024487.54        | Equities   |
| TALKSPACE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $860493.00         | $2151232.50        | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $95891.00          | $1176582.57        | Equities   |
| AMBARELLA INC                  SHS              | 2500-12-31      | N/A      | 0.0000% | $365769.00         | $24729642.09       | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $114606.00         | $49875385.14       | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $74539.00          | $184111.33         | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $2574.00           | $29343.60          | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $260910.00         | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $102283.00         | $717003.83         | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $11836.00          | $1058020.04        | Equities   |
| PAYONEER GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3360655.00        | $22381962.30       | Equities   |
| PULMONX CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $385648.00         | $1214791.20        | Equities   |
| RAMACO RES INC                 COM CL B         | 2500-12-31      | N/A      | 0.0000% | $267.00            | $3575.13           | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $8978.00           | $91575.60          | Equities   |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $813853.00         | $3426321.13        | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $146857.00         | $738690.71         | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $1212.00           | $29953.49          | Equities   |
| EMBECTA CORP                   COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $369049.00         | $3856562.05        | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $2403.00           | $233259.21         | Equities   |
| ATKORE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $367696.00         | $28566302.24       | Equities   |
| ENVVENO MEDICAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $64916.00          | $314193.44         | Equities   |
| DLH HLDGS CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $27231.00          | $153038.22         | Equities   |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17181.00          | $413031.24         | Equities   |
| EZCORP INC                     CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $53736.00          | $715763.52         | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $335089.00         | $834371.61         | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $8328.00           | $62543.28          | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $158053.00         | $2381858.71        | Equities   |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $104799.00         | $388804.29         | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $16149.00          | $534854.88         | Equities   |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $23391.00          | $147831.12         | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $64270.00          | $111829.80         | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $931612.00         | $5934368.44        | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $1226504.00        | $48679943.76       | Equities   |
| NEOGEN CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $125333.00         | $588438.44         | Equities   |
| NEKTAR THERAPEUTICS            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $144006.00         | $3178212.42        | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $112371.00         | $1291142.79        | Equities   |
| LANDBRIDGE COMPANY LLC         CL A             | 2500-12-31      | N/A      | 0.0000% | $11969.00          | $691927.89         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $238648.00         | $489228.40         | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH   | 2500-12-31      | N/A      | 0.0000% | $42426.00          | $2862482.22        | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $265430.00         | $573328.80         | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $265.74            | Equities   |
| ODDITY TECH LTD                SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $124207.00         | $8631144.43        | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $166214.00         | $902542.02         | Equities   |
| HOMESTREET INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $124680.00         | $1588423.20        | Equities   |
| RESOURCES CONNECTION INC       COM              | 2500-12-31      | N/A      | 0.0000% | $150035.00         | $747174.30         | Equities   |
| SPDR SERIES TRUST              S&P BK ETF       | 2500-12-31      | N/A      | 0.0000% | $878708.00         | $49875466.08       | Equities   |
| RUMBLEON INC                   COM CL B         | 2500-12-31      | N/A      | 0.0000% | $143781.00         | $310566.96         | Equities   |

### Security 696: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19FWW4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19FWW4
- **C.18 - Value (incl. sponsor support):** $1998509740.00
- **C.18.a - Value (excl. sponsor support):** $1998509740.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.8900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HYUNDAI AUTO RECV TR 2025-B    A-3    20291217 4.3 | 2029-12-17      | 4.3600%  | 0.0000% | $90000.00          | $90409.93          | Asset-Backed Securities                           |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $606000.00         | $527364.50         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT5.7%55    | 2055-02-10      | 5.7000%  | 0.0000% | $7616000.00        | $7679022.40        | Corporate Debt Securities                         |
| JP MORGAN MTG 2021-6 TR        A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $3000000.00        | $2402032.00        | Private Label Collateralized Mortgage Obligations |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 11.1378% | 0.0000% | $2123000.00        | $2121513.90        | Corporate Debt Securities                         |
| GS MTG BK SEC TR 2021-GR3      A-6    20520425 FLT | 2052-04-25      | 2.5000%  | 0.0000% | $1500000.00        | $879813.17         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $991000.00         | $799171.03         | Corporate Debt Securities                         |
| JPMCC COMM MTG SEC  2019-COR4  A-5    20520312 4.0 | 2052-03-12      | 4.0291%  | 0.0000% | $350000.00         | $332092.10         | Private Label Collateralized Mortgage Obligations |
| NESTLE HLDGS INC               GLBL 144A NT 51     | 2051-09-14      | 2.6250%  | 0.0000% | $150000.00         | $93511.44          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $83000.00          | $84543.03          | Corporate Debt Securities                         |
| NAVIENT PVT ED LN TR 2022-A    A      20700715 2.2 | 2070-07-15      | 2.2300%  | 0.0000% | $300000.00         | $165518.53         | Asset-Backed Securities                           |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $18000.00          | $18439.10          | Corporate Debt Securities                         |
| NELNET ED LN FDG 2005-2        A-5    20370322 FLT | 2037-03-22      | 4.7039%  | 0.0000% | $2110000.00        | $294560.15         | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $56000.00          | $56121.18          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC NT 41        | 2041-04-15      | 5.6380%  | 0.0000% | $86000.00          | $85811.73          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3.7%031351       | 2051-03-13      | 3.7000%  | 0.0000% | $3792000.00        | $2807836.96        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 29     | 2029-03-25      | 6.2500%  | 0.0000% | $248000.00         | $228137.49         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $30242000.00       | $31664059.50       | Corporate Debt Securities                         |
| PROGRESS RES TR 2022-SFR6      A      20390719 4.4 | 2039-07-19      | 4.4510%  | 0.0000% | $400000.00         | $397396.68         | Asset-Backed Securities                           |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 1.5000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.5753% | 0.0000% | $607000.00         | $637020.04         | Corporate Debt Securities                         |
| HUNDRED ACRES WD TR 2021-INV1  B3     20510725 FLT | 2051-07-25      | 3.2345%  | 0.0000% | $4582800.00        | $3432371.81        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT5.3%35    | 2035-05-15      | 5.3000%  | 0.0000% | $8012000.00        | $8154764.94        | Corporate Debt Securities                         |
| WORKDAY INC                    SR GLBL NT3.8%32    | 2032-04-01      | 3.8000%  | 0.0000% | $2853000.00        | $2715761.19        | Corporate Debt Securities                         |
| TAMPA ELEC CO                  GLBL NT 2.4%31      | 2031-03-15      | 2.4000%  | 0.0000% | $50000.00          | $45083.83          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.75%34     | 2034-01-15      | 5.7500%  | 0.0000% | $75000.00          | $78298.17          | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 3.175%50    | 2050-07-09      | 3.1750%  | 0.0000% | $230000.00         | $150008.78         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $14000.00          | $14236.72          | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT GLBL 144A 28    | 2028-05-05      | 7.4279%  | 0.0000% | $18927000.00       | $18981888.30       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.65%54     | 2054-06-15      | 5.6500%  | 0.0000% | $5866000.00        | $5571406.22        | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $93000.00          | $96866.01          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.5800%  | 0.0000% | $6000000.00        | $6080400.00        | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL NT 33       | 2033-12-15      | 6.1250%  | 0.0000% | $120000.00         | $130558.35         | Corporate Debt Securities                         |
| ALLEGHANY CORP MD              SR GLBL NT 51       | 2051-08-15      | 3.2500%  | 0.0000% | $218000.00         | $149257.21         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 43       | 2043-05-04      | 3.8500%  | 0.0000% | $295000.00         | $247627.18         | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT 32       | 2032-07-01      | 5.4110%  | 0.0000% | $90000.00          | $92825.03          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $30000.00          | $29793.00          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $134000.00         | $147298.98         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $87000.00          | $89068.09          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 70       | 2070-02-05      | 3.7500%  | 0.0000% | $139000.00         | $95886.83          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $3922000.00        | $4177882.17        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $10000.00          | $10453.31          | Corporate Debt Securities                         |
| WELLS FARG CML MTG TR 2024-5C2 A-2    20571119 5.4 | 2057-11-19      | 5.4390%  | 0.0000% | $250000.00         | $257341.38         | Private Label Collateralized Mortgage Obligations |
| WILSONART LLC                  SR 144A NT 11%32    | 2032-08-15      | 11.0000% | 0.0000% | $2000000.00        | $1947624.44        | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 33      | 2033-05-15      | 5.6250%  | 0.0000% | $37000.00          | $39551.33          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.5%44    | 2044-07-15      | 5.5000%  | 0.0000% | $324000.00         | $312693.84         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 32       | 2032-06-15      | 3.8500%  | 0.0000% | $196000.00         | $186611.49         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%35    | 2035-09-30      | 5.3000%  | 0.0000% | $95000.00          | $94699.48          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 36     | 2036-11-15      | 3.1870%  | 0.0000% | $54000.00          | $44903.60          | Corporate Debt Securities                         |
| MARS INC                       SR REGS NT5.8%65    | 2065-05-01      | 5.8000%  | 0.0000% | $50000.00          | $50430.22          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 43       | 2043-02-19      | 4.3750%  | 0.0000% | $82000.00          | $71638.97          | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR REGS NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $200000.00         | $207939.00         | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 9.4100%  | 0.0000% | $5777000.00        | $5850385.55        | Corporate Debt Securities                         |
| SANTANDER DRIVE AUTO 2024-1    D      20310515 5.6 | 2031-05-15      | 5.6000%  | 0.0000% | $60848000.00       | $59984255.89       | Asset-Backed Securities                           |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53     | 2053-03-08      | 5.8500%  | 0.0000% | $1541000.00        | $1574374.21        | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $3000000.00        | $2779567.50        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 32       | 2032-02-15      | 1.7500%  | 0.0000% | $68000.00          | $57709.52          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.221%061533     | 2033-06-15      | 6.2210%  | 0.0000% | $5030000.00        | $5251250.84        | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $94000.00          | $71573.48          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-07-06      | 5.1433%  | 0.0000% | $1000000.00        | $1002505.00        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 30       | 2030-07-01      | 1.7500%  | 0.0000% | $16000.00          | $14005.41          | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $538785.29         | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30     | 2030-05-19      | 6.0000%  | 0.0000% | $70000.00          | $71226.40          | Corporate Debt Securities                         |
| SOFI PRFSSNAL PRGRM 2020-A     A-2FX  20460515 2.5 | 2046-05-15      | 2.5400%  | 0.0000% | $5000000.00        | $1567992.80        | Asset-Backed Securities                           |
| SUMITOMO MITSUI FIN GRP INC    SUB GLBL NT 43      | 2043-07-13      | 6.1840%  | 0.0000% | $21000.00          | $22300.95          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 2%31     | 2031-10-15      | 2.0000%  | 0.0000% | $62000.00          | $54213.35          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $1899000.00        | $1637470.99        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT5.2%40    | 2040-04-01      | 5.2000%  | 0.0000% | $80000.00          | $79529.87          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 44       | 2044-05-15      | 4.3750%  | 0.0000% | $495000.00         | $428574.02         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            GLBL 2024A NT 34    | 2034-09-15      | 4.9500%  | 0.0000% | $57000.00          | $57365.37          | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47    | 2047-05-15      | 4.2700%  | 0.0000% | $335000.00         | $272443.59         | Corporate Debt Securities                         |
| GOAL CAP FDG TR 2007-1         A-4    20360325 FLT | 2036-03-25      | 4.9737%  | 0.0000% | $60000000.00       | $1112626.92        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2018-3          A1     20580525 FLT | 2058-05-25      | 3.7500%  | 0.0000% | $4025000.00        | $794693.39         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT5.6%54    | 2054-02-21      | 5.6000%  | 0.0000% | $1966000.00        | $1788035.50        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 55       | 2055-05-15      | 6.1250%  | 0.0000% | $2595000.00        | $2591214.90        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-05-13      | 5.2440%  | 0.0000% | $15243000.00       | $15638957.24       | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2084-07-31      | 7.2500%  | 0.0000% | $209000.00         | $217403.89         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A1-20251 144A27    | 2027-06-06      | 12.3278% | 0.0000% | $500000.00         | $500350.00         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.7%54    | 2054-11-01      | 5.7000%  | 0.0000% | $2837000.00        | $2643147.79        | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 4.7500%  | 0.0000% | $50000.00          | $50839.81          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30    | 2030-07-01      | 4.5500%  | 0.0000% | $420000.00         | $410916.10         | Corporate Debt Securities                         |
| PEPSICO INC                    SR NT 5.5%40        | 2040-01-15      | 5.5000%  | 0.0000% | $53000.00          | $54388.31          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -L NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $37000.00          | $37543.28          | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $39000.00          | $46964.58          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT49    | 2049-09-15      | 3.2500%  | 0.0000% | $786000.00         | $528630.41         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 11.1900% | 0.0000% | $4750000.00        | $4768050.00        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $11382000.00       | $11331375.39       | Corporate Debt Securities                         |
| HILT 2025-NVIL                 D      20420715 FLT | 2042-07-15      | 8.0319%  | 0.0000% | $1715000.00        | $1726444.39        | Private Label Collateralized Mortgage Obligations |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $40000.00          | $41799.61          | Corporate Debt Securities                         |
| HILT 2025-NVIL                 C      20420715 FLT | 2042-07-15      | 6.9839%  | 0.0000% | $7055000.00        | $7098792.74        | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 SR GLBL COCO 34     | 2034-09-11      | 6.1140%  | 0.0000% | $9737000.00        | $10538519.00       | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.8278% | 0.0000% | $4270000.00        | $4301598.00        | Corporate Debt Securities                         |
| GOLDENTREE LN OPP XII 2016-12R C-R    20300722 FLT | 2030-07-22      | 6.5371%  | 0.0000% | $1000000.00        | $1003355.86        | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $53000.00          | $54142.36          | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 5.15%34       | 2034-03-15      | 5.1500%  | 0.0000% | $51000.00          | $51499.57          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.15%37      | 2037-05-01      | 6.1500%  | 0.0000% | $40000.00          | $43881.80          | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT 48       | 2048-06-15      | 4.1500%  | 0.0000% | $102000.00         | $85170.28          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45      | 2045-04-01      | 4.1500%  | 0.0000% | $13000.00          | $10897.68          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 2.3%110331       | 2031-11-03      | 2.3000%  | 0.0000% | $529000.00         | $465868.26         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT5.4%34    | 2034-11-14      | 5.4000%  | 0.0000% | $80000.00          | $81934.40          | Corporate Debt Securities                         |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 12.5778% | 0.0000% | $7250000.00        | $7241300.00        | Corporate Debt Securities                         |
| FIRSTKEY HOMES 2020-SFR2 TR    E      20371019 2.6 | 2037-10-19      | 2.6680%  | 0.0000% | $120000.00         | $119031.76         | Asset-Backed Securities                           |
| GSK CONSU HEAL CAP US LLC      GLBL NT 4%52        | 2052-03-24      | 4.0000%  | 0.0000% | $500000.00         | $387970.56         | Corporate Debt Securities                         |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31    | 2031-08-15      | 2.4000%  | 0.0000% | $53000.00          | $45717.62          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%34    | 2034-06-15      | 5.3000%  | 0.0000% | $69000.00          | $71229.54          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65    | 2065-03-15      | 5.8000%  | 0.0000% | $88000.00          | $91132.60          | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.7000%  | 0.0000% | $4349999.00        | $4582706.55        | Private Label Collateralized Mortgage Obligations |
| MID-AMERICA APTS LP            SR GLBL NT 35       | 2035-03-01      | 4.9500%  | 0.0000% | $78000.00          | $79419.79          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-01-15      | 4.6250%  | 0.0000% | $7000.00           | $6942.92           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.5%33    | 2033-05-17      | 4.5000%  | 0.0000% | $25000.00          | $25006.75          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     B1     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $1010000.00        | $859371.10         | Asset-Backed Securities                           |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $145000.00         | $151746.69         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 31       | 2031-10-21      | 1.9500%  | 0.0000% | $44000.00          | $38246.85          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-11   20511025 FLT | 2051-10-25      | 5.0000%  | 0.0000% | $3338000.00        | $2405944.68        | Private Label Collateralized Mortgage Obligations |
| PFIZER INC                     SR GLBL NT 40       | 2040-05-28      | 2.5500%  | 0.0000% | $24000.00          | $17185.02          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $49000.00          | $50650.97          | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $27000.00          | $22181.13          | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.5%49    | 2049-09-30      | 3.5000%  | 0.0000% | $14000.00          | $9932.11           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.5%56    | 2056-09-15      | 3.5000%  | 0.0000% | $98000.00          | $68690.38          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 31       | 2031-12-15      | 5.3750%  | 0.0000% | $280000.00         | $285381.06         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 31       | 2031-09-01      | 4.9500%  | 0.0000% | $50000.00          | $52029.75          | Corporate Debt Securities                         |
| TOWD POINT ASSET TR 2021-SL1   A-2    20611121 FLT | 2061-11-21      | 5.1651%  | 0.0000% | $17775000.00       | $3927328.22        | Asset-Backed Securities                           |
| TOYOTA MTR CR CORP             FR 5.55%112030      | 2030-11-20      | 5.5500%  | 0.0000% | $348000.00         | $368558.39         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 35       | 2035-06-30      | 5.0530%  | 0.0000% | $3219000.00        | $3234679.21        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $96000.00          | $98266.67          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 3.2%031032       | 2032-03-10      | 3.2000%  | 0.0000% | $103000.00         | $94958.22          | Corporate Debt Securities                         |
| WORLD OMNI AUTO REC TR 2021-D  A-4    20271115 1.1 | 2027-11-15      | 1.1000%  | 0.0000% | $275000.00         | $227819.19         | Asset-Backed Securities                           |
| UBS GROUP AG                   SR GLBL REGS 33     | 2033-08-12      | 6.5370%  | 0.0000% | $318000.00         | $355414.61         | Corporate Debt Securities                         |
| UDR INC                        FR 2.1%080132       | 2032-08-01      | 2.1000%  | 0.0000% | $6000.00           | $5050.92           | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 2.362%31    | 2031-03-25      | 2.3620%  | 0.0000% | $80000.00          | $72134.51          | Corporate Debt Securities                         |
| TRICOLOR AUTO SEC TR 2025-2    D      20310415 5.9 | 2031-04-15      | 5.9100%  | 0.0000% | $3600000.00        | $3632586.00        | Asset-Backed Securities                           |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $98000.00          | $105897.17         | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO             2024C BD5.038%31    | 2031-04-01      | 5.0380%  | 0.0000% | $513000.00         | $533352.42         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT3.5%39    | 2039-08-15      | 3.5000%  | 0.0000% | $261000.00         | $212625.97         | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 3.127%060332     | 2032-06-03      | 3.1270%  | 0.0000% | $1658000.00        | $1511782.78        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29      | 2029-10-24      | 6.4840%  | 0.0000% | $1661000.00        | $1785061.38        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $1080000.00        | $982844.10         | Corporate Debt Securities                         |
| SABIC CAP II B V               SR GLBL B 144A28    | 2028-10-10      | 4.5000%  | 0.0000% | $200000.00         | $202672.00         | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B-20251 144A 29    | 2029-01-08      | 12.0778% | 0.0000% | $3000000.00        | $2979000.00        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5.2%34      | 2034-11-15      | 5.2000%  | 0.0000% | $38000.00          | $39085.96          | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2006-8     A-6    20410125 FLT | 2041-01-25      | 4.7623%  | 0.0000% | $37214000.00       | $18330913.17       | Asset-Backed Securities                           |
| HILT 2025-NVIL                 A      20420715 FLT | 2042-07-15      | 6.0849%  | 0.0000% | $3000000.00        | $3017423.33        | Private Label Collateralized Mortgage Obligations |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $11552848.00       | $5947723.85        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 35       | 2035-05-15      | 5.2500%  | 0.0000% | $15000.00          | $15318.75          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%050233         | 2033-05-02      | 5.0000%  | 0.0000% | $50000.00          | $51244.61          | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M 144A BD6.6%37    | 2037-06-01      | 6.6000%  | 0.0000% | $70000.00          | $75324.90          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-1        A-3-A  20510625 FLT | 2051-06-25      | 2.0000%  | 0.0000% | $2145000.00        | $909386.23         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT | 2050-06-25      | 5.4337%  | 0.0000% | $1792000.00        | $19380.64          | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.2%47    | 2047-01-15      | 4.2000%  | 0.0000% | $71000.00          | $56559.78          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $92000.00          | $92210.27          | Corporate Debt Securities                         |
| URSA RE II LIMITED             -G-20251 144A 28    | 2028-06-07      | 13.3253% | 0.0000% | $3000000.00        | $2995500.00        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 34       | 2034-02-21      | 5.1500%  | 0.0000% | $3104000.00        | $3139506.31        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 4.25%43       | 2043-03-15      | 4.2500%  | 0.0000% | $171000.00         | $145022.63         | Corporate Debt Securities                         |
| VITALITY RE XIII LTD           -B -2022 144A 26    | 2026-01-06      | 7.0779%  | 0.0000% | $5635000.00        | $5682323.90        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $93000.00          | $99778.77          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-07-15      | 5.6250%  | 0.0000% | $3624000.00        | $3453708.24        | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $160000.00         | $146487.96         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 36       | 2036-07-08      | 5.2460%  | 0.0000% | $626000.00         | $630354.39         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32    | 2032-03-15      | 2.7000%  | 0.0000% | $94000.00          | $83487.04          | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2022B 32    | 2032-10-15      | 5.7000%  | 0.0000% | $80000.00          | $85116.27          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 54       | 2054-01-15      | 6.6500%  | 0.0000% | $27000.00          | $29726.34          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 6.2%37        | 2037-10-15      | 6.2000%  | 0.0000% | $2497000.00        | $2645055.45        | Corporate Debt Securities                         |
| TOWD POINT ASSET TR 2021-SL1   A-1    20611120 1.0 | 2061-11-20      | 1.0500%  | 0.0000% | $6737000.00        | $1438884.11        | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV2   B-3    20510925 FLT | 2051-09-25      | 3.2387%  | 0.0000% | $285000.00         | $213646.62         | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO LTD 2021-29    D      20340425 FLT | 2034-04-25      | 8.0801%  | 0.0000% | $850500.00         | $849791.26         | Asset-Backed Securities                           |
| TOWD PT MTG TR 2019-3          B1     20590225 FLT | 2059-02-25      | 3.8482%  | 0.0000% | $31289000.00       | $24937013.85       | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR GLBL NT 65       | 2065-05-14      | 6.0500%  | 0.0000% | $78000.00          | $80154.38          | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          EXTND-1 144A 33     | 2033-04-25      | 6.4253%  | 0.0000% | $3650000.00        | $3599265.00        | Corporate Debt Securities                         |
| NAVIENT PRIV ED LN TR 2021-D   C      20600415 3.4 | 2060-04-15      | 3.4800%  | 0.0000% | $3500000.00        | $3197065.24        | Asset-Backed Securities                           |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 6.4179%  | 0.0000% | $4678000.00        | $4657416.80        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55       | 2055-07-03      | 5.9960%  | 0.0000% | $366000.00         | $366037.90         | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $98000.00          | $102385.83         | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $3520000.00        | $3518883.38        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 31       | 2031-03-15      | 11.5000% | 0.0000% | $58000.00          | $67607.96          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL COCO 34     | 2034-03-02      | 6.0160%  | 0.0000% | $1291000.00        | $1394257.34        | Corporate Debt Securities                         |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL 144A 46    | 2046-01-20      | 4.7000%  | 0.0000% | $382000.00         | $380779.72         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 35       | 2035-07-15      | 5.2500%  | 0.0000% | $10000.00          | $10226.82          | Corporate Debt Securities                         |
| US BANCORP                     FR 5.083%051531     | 2031-05-15      | 5.0830%  | 0.0000% | $15000.00          | $15421.51          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG BDS 6.2%    | 2037-07-01      | 6.2000%  | 0.0000% | $57000.00          | $62071.67          | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2017-ASHF B      20341115 FLT | 2034-11-15      | 5.8890%  | 0.0000% | $300000.00         | $292152.70         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J3              A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $1490859.05        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    SNR NPF REGS 29     | 2029-05-09      | 5.8170%  | 0.0000% | $10000000.00       | $10244255.56       | Corporate Debt Securities                         |
| CIM TRUST 2020-R2              M3     20591025 FLT | 2059-10-25      | 3.0000%  | 0.0000% | $4100000.00        | $3119808.90        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR GLBL NT3.8%50    | 2050-04-15      | 3.8000%  | 0.0000% | $27000.00          | $20481.90          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $61000.00          | $63812.10          | Corporate Debt Securities                         |
| BAYVIEW MSR OPPORT 2021-INV4   A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $1500000.00        | $886427.39         | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48      | 2048-12-15      | 4.1500%  | 0.0000% | $85000.00          | $68965.84          | Corporate Debt Securities                         |
| BX TR 2021-RISE                A      20361117 FLT | 2036-11-17      | 5.2040%  | 0.0000% | $12119312.00       | $10265303.54       | Private Label Collateralized Mortgage Obligations |
| BX TR 2025-VLT6                C      20420317 FLT | 2042-03-17      | 6.5341%  | 0.0000% | $2900000.00        | $2904796.72        | Private Label Collateralized Mortgage Obligations |
| BRITISH AIRWAYS 2018-1         AA     20330320 3.8 | 2033-03-20      | 3.8000%  | 0.0000% | $787000.00         | $394748.65         | Asset-Backed Securities                           |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.8%56    | 2056-03-15      | 5.8000%  | 0.0000% | $740000.00         | $756702.62         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 2.588%081235     | 2035-08-12      | 2.5880%  | 0.0000% | $6900000.00        | $6170375.60        | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT4.5%45    | 2045-07-15      | 4.5000%  | 0.0000% | $167000.00         | $143922.27         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 52       | 2052-03-17      | 4.9500%  | 0.0000% | $18000.00          | $15677.19          | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 4.4%081428       | 2028-08-14      | 4.4000%  | 0.0000% | $1280000.00        | $1299800.18        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B31      E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $1695000.00        | $965838.12         | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%32     | 2032-01-29      | 6.0000%  | 0.0000% | $54000.00          | $54661.68          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD4.1%42    | 2042-05-15      | 4.1000%  | 0.0000% | $66000.00          | $55335.43          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT6.5%34    | 2034-01-15      | 6.5000%  | 0.0000% | $358000.00         | $383743.38         | Corporate Debt Securities                         |
| CERBERUS LOAN FUNDING 2024-47  A      20360715 FLT | 2036-07-15      | 6.0676%  | 0.0000% | $11873000.00       | $11930663.47       | Asset-Backed Securities                           |
| CWHEQ REVOLVING HEQ 2005-H     2-A    20351215 FLT | 2035-12-15      | 4.6964%  | 0.0000% | $243020000.00      | $95793.39          | Asset-Backed Securities                           |
| CANADIAN PAC RY CO NEW         SR GLBL NT 45       | 2045-08-15      | 4.9500%  | 0.0000% | $28000.00          | $25940.81          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $20000.00          | $19075.19          | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 2.343%50    | 2050-08-12      | 2.3430%  | 0.0000% | $2500000.00        | $1448547.71        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-06-01      | 5.8750%  | 0.0000% | $1025000.00        | $975781.21         | Corporate Debt Securities                         |
| GMF FLOORPLAN OWNER TR 2024-2  A      20310317 5.0 | 2031-03-17      | 5.0600%  | 0.0000% | $725000.00         | $740968.77         | Asset-Backed Securities                           |
| NESTLE HLDGS INC               GLBL 144A NT 41     | 2041-09-14      | 2.5000%  | 0.0000% | $265000.00         | $184295.28         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.3%60      | 2060-08-15      | 2.3000%  | 0.0000% | $483000.00         | $248940.88         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 35       | 2035-03-14      | 5.2500%  | 0.0000% | $75000.00          | $77410.75          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 4.99%052731      | 2031-05-27      | 4.9900%  | 0.0000% | $17470000.00       | $17801100.17       | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $231000.00         | $226929.59         | Corporate Debt Securities                         |
| NAVIENT STUDENT LN TR 2017-3   A-3    20660726 FLT | 2066-07-26      | 5.5145%  | 0.0000% | $2630000.00        | $1805904.96        | Asset-Backed Securities                           |
| ROMARKLTD 2018-WM-R LTD        D      20310421 FLT | 2031-04-21      | 7.6071%  | 0.0000% | $3800000.00        | $3801417.72        | Asset-Backed Securities                           |
| RTX CORPORATION                SR NT 6.4%54        | 2054-03-15      | 6.4000%  | 0.0000% | $1425000.00        | $1584753.58        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33    | 2033-02-28      | 5.0500%  | 0.0000% | $57000.00          | $58408.04          | Corporate Debt Securities                         |
| SCE RECOVERY FDG LLC           EXTND SR SEC 49     | 2049-12-15      | 5.1120%  | 0.0000% | $1260000.00        | $1192957.92        | Corporate Debt Securities                         |
| REGIONAL MGMT ISUNCE TR 2022-1 D      20320315 6.7 | 2032-03-15      | 6.7200%  | 0.0000% | $3271000.00        | $3274132.53        | Asset-Backed Securities                           |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $461000.00         | $369675.90         | Corporate Debt Securities                         |
| WESTLAKE AUTOMB RECV TR 2021-2 F      20271215 3.6 | 2027-12-15      | 3.6600%  | 0.0000% | $20000000.00       | $19991833.32       | Asset-Backed Securities                           |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 8.3279%  | 0.0000% | $11259000.00       | $11462110.92       | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $78000.00          | $80577.64          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $85000.00          | $95366.45          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $99000.00          | $101693.24         | Corporate Debt Securities                         |
| FLEX INTER HOLDCO LLC          SR SEC 144A NT39    | 2039-12-30      | 4.3170%  | 0.0000% | $95000.00          | $74795.16          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR NT 5.3%41        | 2041-03-01      | 5.3000%  | 0.0000% | $65000.00          | $66189.72          | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  A      20370415 FLT | 2037-04-15      | 5.1884%  | 0.0000% | $32748000.00       | $31731226.70       | Private Label Collateralized Mortgage Obligations |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%43     | 2043-03-01      | 5.0000%  | 0.0000% | $11000.00          | $10005.75          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-12       A-12   20520225 FLT | 2052-02-25      | 5.0000%  | 0.0000% | $320500.00         | $221196.20         | Private Label Collateralized Mortgage Obligations |
| KIMCO REALTY CORP              SR GLBL NT4.6%33    | 2033-02-01      | 4.6000%  | 0.0000% | $90000.00          | $90188.10          | Corporate Debt Securities                         |
| J.P. MORGAN CHASE CM 2023-CCDC A      20401005 FLT | 2040-10-05      | 7.2355%  | 0.0000% | $3300000.00        | $3500509.84        | Private Label Collateralized Mortgage Obligations |
| J P M C COML MTG SEC 2025-BHR5 A      20400315 FLT | 2040-03-15      | 6.0350%  | 0.0000% | $10000000.00       | $10039322.22       | Private Label Collateralized Mortgage Obligations |
| KENNEDY WILSON INC             SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $186000.00         | $174025.63         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 A-3    20500916 3.3 | 2050-09-16      | 3.3785%  | 0.0000% | $145000.00         | $27477.38          | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34    | 2034-03-01      | 5.5000%  | 0.0000% | $54000.00          | $54510.66          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26       | 2026-07-21      | 3.7500%  | 0.0000% | $19773000.00       | $19614766.57       | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.1%48    | 2048-02-15      | 4.1000%  | 0.0000% | $128000.00         | $100928.71         | Corporate Debt Securities                         |
| COMM 2022-HC MORTGAGE TRUST    A      20390110 2.8 | 2039-01-10      | 2.8190%  | 0.0000% | $2216000.00        | $2111438.41        | Private Label Collateralized Mortgage Obligations |
| CHASE AUTO OWNER TRUST 2024-1  A-4    20291025 5.0 | 2029-10-25      | 5.0500%  | 0.0000% | $3878000.00        | $3939771.37        | Asset-Backed Securities                           |
| CHENIERE ENERGY PARTNERS L P   SR GLBL 144A 35     | 2035-10-30      | 5.5500%  | 0.0000% | $84000.00          | $84567.63          | Corporate Debt Securities                         |
| CEDAR  VIII CLO 2017-8R2       C-RR   20380119 FLT | 2038-01-19      | 6.1724%  | 0.0000% | $500000.00         | $500895.19         | Asset-Backed Securities                           |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $99000.00          | $88904.97          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-06-01      | 5.5500%  | 0.0000% | $89000.00          | $92766.48          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 5.35%53       | 2053-05-15      | 5.3500%  | 0.0000% | $401000.00         | $371716.75         | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT6.5%39    | 2039-02-01      | 6.5000%  | 0.0000% | $99000.00          | $112512.51         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.9%39    | 2039-02-15      | 5.9000%  | 0.0000% | $420000.00         | $459700.73         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $7000.00           | $7052.17           | Corporate Debt Securities                         |
| CARVANA AUTO RECEIVABLES 2023- D      20291210 7.0 | 2029-12-10      | 7.0100%  | 0.0000% | $3103000.00        | $3205979.78        | Asset-Backed Securities                           |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $445000.00         | $448709.41         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 33       | 2033-05-10      | 5.2680%  | 0.0000% | $27000.00          | $27493.91          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $2011000.00        | $1705820.70        | Corporate Debt Securities                         |
| CIM TR 2024-R1                 M1     20640625 FLT | 2064-06-25      | 5.4063%  | 0.0000% | $10490992.00       | $8498430.14        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2022-J1    A-1    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $2390000.00        | $1446083.41        | Private Label Collateralized Mortgage Obligations |
| CALFRAC HLDGS LP               SR GLBL 144A 26     | 2026-03-15      | 10.8750% | 0.0000% | $58800.00          | $60687.68          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 2.939%51    | 2051-06-04      | 2.9390%  | 0.0000% | $309000.00         | $192668.74         | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF 144A 33     | 2033-01-20      | 3.1320%  | 0.0000% | $300000.00         | $267894.00         | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT 33       | 2033-05-15      | 5.1500%  | 0.0000% | $70000.00          | $72148.46          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 5.4%47      | 2047-06-15      | 5.4000%  | 0.0000% | $14000.00          | $12533.92          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 32       | 2032-06-01      | 4.4500%  | 0.0000% | $110000.00         | $108736.83         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 3%51     | 2051-03-05      | 3.0000%  | 0.0000% | $165000.00         | $111216.05         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 4%081545         | 2045-08-15      | 4.0000%  | 0.0000% | $9000.00           | $7580.47           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR NT 4.75%48       | 2048-04-01      | 4.7500%  | 0.0000% | $28000.00          | $25060.09          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $25000.00          | $19729.00          | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC -E BD 44     | 2044-07-01      | 4.3000%  | 0.0000% | $90000.00          | $75687.60          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL WWW BD43    | 2043-07-15      | 4.9000%  | 0.0000% | $99000.00          | $90204.62          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 A33    | 2033-03-01      | 5.2000%  | 0.0000% | $80000.00          | $83946.13          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $696341.11         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46      | 2046-03-15      | 3.8750%  | 0.0000% | $90000.00          | $71151.20          | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 34       | 2034-02-20      | 5.1500%  | 0.0000% | $20000.00          | $20749.24          | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     04U1B  20340315 FLT | 2034-03-15      | 4.7264%  | 0.0000% | $36634240.00       | $170552.61         | Asset-Backed Securities                           |
| DTE ELEC CO                    1M GLBL -A BD 48    | 2048-05-15      | 4.0500%  | 0.0000% | $97000.00          | $78440.99          | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $82000.00          | $82316.54          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 30       | 2030-08-06      | 1.3750%  | 0.0000% | $87000.00          | $75878.43          | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.5179%  | 0.0000% | $1800000.00        | $1835514.28        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $250000.00         | $268483.75         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.875%011532     | 2032-01-15      | 2.8750%  | 0.0000% | $300000.00         | $265952.33         | Corporate Debt Securities                         |
| ALLEGHANY CORP MD              SR NT 4.9%44        | 2044-09-15      | 4.9000%  | 0.0000% | $40000.00          | $36830.44          | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35     | 2035-07-15      | 6.0000%  | 0.0000% | $2788000.00        | $2816902.27        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 49       | 2049-09-11      | 2.9500%  | 0.0000% | $242000.00         | $163829.70         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.9%31    | 2031-01-23      | 4.9000%  | 0.0000% | $6000.00           | $6148.07           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $174000.00         | $175933.33         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2015-2     A      20290322 4.0 | 2029-03-22      | 4.0000%  | 0.0000% | $372000.00         | $209516.04         | Asset-Backed Securities                           |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $10073000.00       | $10461213.42       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 4.55%52     | 2052-05-15      | 4.5500%  | 0.0000% | $19000.00          | $15483.21          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.7%31    | 2031-08-05      | 1.7000%  | 0.0000% | $499000.00         | $435462.88         | Corporate Debt Securities                         |
| ATLANTIC CITY ELEC CO          1M GLBL BD2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $61000.00          | $54694.36          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51       | 2051-10-01      | 2.9500%  | 0.0000% | $25000.00          | $16318.33          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.8%33      | 2033-03-03      | 4.8000%  | 0.0000% | $91000.00          | $92982.28          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 4%46     | 2046-12-01      | 4.0000%  | 0.0000% | $52000.00          | $41294.59          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43          | 2043-01-17      | 4.0000%  | 0.0000% | $99000.00          | $81542.89          | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD 32       | 2032-09-01      | 3.8500%  | 0.0000% | $67000.00          | $64210.23          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2011C NT 41     | 2041-06-01      | 5.2000%  | 0.0000% | $190000.00         | $180858.47         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.75%31     | 2031-02-08      | 4.7500%  | 0.0000% | $10000.00          | $10361.86          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $39000.00          | $39972.94          | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.625%32    | 2032-04-15      | 3.6250%  | 0.0000% | $2386000.00        | $2222853.94        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50    | 2050-05-01      | 3.7000%  | 0.0000% | $119000.00         | $84409.08          | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT3.1%51    | 2051-12-01      | 3.1000%  | 0.0000% | $88000.00          | $53106.29          | Corporate Debt Securities                         |
| ARBOR RLTY CRE NT 2022-FL1 LTD A      20370115 FLT | 2037-01-15      | 5.7896%  | 0.0000% | $10000000.00       | $5747283.17        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $131000.00         | $122664.47         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 36       | 2036-01-15      | 5.3500%  | 0.0000% | $4990000.00        | $5038394.68        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $28000.00          | $28881.88          | Corporate Debt Securities                         |
| ECMC GRP STUDENT LN TR 2021-1  A-1B   20701125 FLT | 2070-11-25      | 5.0345%  | 0.0000% | $2110000.00        | $831712.27         | Asset-Backed Securities                           |
| DUKE ENERGY IND LLC            1M GLBL -AAAA 53    | 2053-04-01      | 5.4000%  | 0.0000% | $1789000.00        | $1725740.96        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46    | 2046-05-15      | 3.7500%  | 0.0000% | $97000.00          | $73743.93          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $21000.00          | $22233.89          | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.7%31    | 2031-02-15      | 4.7000%  | 0.0000% | $22000.00          | $22337.16          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR NT 4.8%48        | 2048-03-15      | 4.8000%  | 0.0000% | $309000.00         | $271374.10         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 50       | 2050-05-01      | 2.4500%  | 0.0000% | $21000.00          | $12386.16          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-02-21      | 5.6250%  | 0.0000% | $1564000.00        | $1464717.28        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55     | 2055-02-16      | 5.5500%  | 0.0000% | $2375000.00        | $2327351.56        | Corporate Debt Securities                         |
| FIRST HELP FINAN LLC 2024-3    B      20310217 5.0 | 2031-02-17      | 5.0400%  | 0.0000% | $1750000.00        | $1743829.50        | Asset-Backed Securities                           |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 42     | 2042-03-15      | 5.6250%  | 0.0000% | $13000.00          | $13127.53          | Corporate Debt Securities                         |
| DANSKE BK A/S                  FR 5.019%030431     | 2031-03-04      | 5.0190%  | 0.0000% | $1200000.00        | $1234445.80        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.9%35        | 2035-03-15      | 4.9000%  | 0.0000% | $77000.00          | $74715.50          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33     | 2033-12-07      | 6.0000%  | 0.0000% | $96000.00          | $100667.84         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               SR GLBL NT 30       | 2030-09-23      | 0.7500%  | 0.0000% | $70000.00          | $59662.11          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.65%34     | 2034-09-15      | 4.6500%  | 0.0000% | $199000.00         | $195757.63         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 34       | 2034-02-01      | 5.7500%  | 0.0000% | $2538000.00        | $2677285.44        | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 35       | 2035-01-16      | 5.4500%  | 0.0000% | $33000.00          | $34286.37          | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 55       | 2055-07-15      | 5.9500%  | 0.0000% | $60000.00          | $60670.10          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $515000.00         | $491804.97         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -B BD 51    | 2051-04-01      | 3.2500%  | 0.0000% | $99000.00          | $68393.49          | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT3.9%42    | 2042-06-09      | 3.9000%  | 0.0000% | $214000.00         | $181973.47         | Corporate Debt Securities                         |
| EFMT 2024--NQM1                A-1A   20691125 FLT | 2069-11-25      | 5.7080%  | 0.0000% | $8330000.00        | $7188245.77        | Private Label Collateralized Mortgage Obligations |
| DIAGEO INVT CORP               SR NT 4.25%42       | 2042-05-11      | 4.2500%  | 0.0000% | $28000.00          | $24107.90          | Corporate Debt Securities                         |
| AVNET INC                      SR GLBL NT5.5%32    | 2032-06-01      | 5.5000%  | 0.0000% | $1898000.00        | $1928020.03        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35    | 2035-06-15      | 5.4000%  | 0.0000% | $38000.00          | $38284.62          | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2024-P4    C      20310510 5.1 | 2031-05-10      | 5.1000%  | 0.0000% | $1000000.00        | $1009280.00        | Asset-Backed Securities                           |
| CANADIAN NATL RY CO            SR NT 3.2%46        | 2046-08-02      | 3.2000%  | 0.0000% | $125000.00         | $90385.28          | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT5.3%35    | 2035-06-15      | 5.3000%  | 0.0000% | $5158000.00        | $5263260.45        | Corporate Debt Securities                         |
| ARROW ELECTRS INC              GLBL NT 5.875%34    | 2034-04-10      | 5.8750%  | 0.0000% | $63000.00          | $65871.83          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL 144A 55     | 2055-02-15      | 6.7500%  | 0.0000% | $5210000.00        | $5061970.88        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-09-12      | 3.7500%  | 0.0000% | $67000.00          | $53368.79          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 35       | 2035-05-12      | 4.7500%  | 0.0000% | $22000.00          | $22358.24          | Corporate Debt Securities                         |
| BX TR 2022-FOX2 2022-FOX2      C      20390415 FLT | 2039-04-15      | 5.6513%  | 0.0000% | $11826000.00       | $8257601.26        | Private Label Collateralized Mortgage Obligations |
| CLOROX CO DEL                  SR GLBL NT4.6%32    | 2032-05-01      | 4.6000%  | 0.0000% | $18000.00          | $18175.14          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34    | 2034-02-15      | 5.5000%  | 0.0000% | $57000.00          | $58956.30          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $75000.00          | $77405.75          | Corporate Debt Securities                         |
| CITIGROUP COML MTG 2019-GC43   C      20521113 FLT | 2052-11-13      | 3.6027%  | 0.0000% | $3000000.00        | $2433774.77        | Private Label Collateralized Mortgage Obligations |
| CONSUMERS ENERGY CO            1M GLBL BD2.5%60    | 2060-05-01      | 2.5000%  | 0.0000% | $163000.00         | $89897.76          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 34       | 2034-01-05      | 6.3500%  | 0.0000% | $120000.00         | $129501.57         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT5.3%38    | 2038-11-01      | 5.3000%  | 0.0000% | $1002000.00        | $956238.66         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC D      20410815 FLT | 2041-08-15      | 7.4312%  | 0.0000% | $25000000.00       | $23540670.04       | Private Label Collateralized Mortgage Obligations |
| CNG HOLDINGS INC               SR SEC GLBL 26      | 2026-06-30      | 14.5000% | 0.0000% | $12607000.00       | $11965653.89       | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 45       | 2045-07-20      | 5.1250%  | 0.0000% | $2423000.00        | $2118104.15        | Corporate Debt Securities                         |
| FIRST CTZNS BK & TR CO RALEIGH SUB GLBL NT 28      | 2028-03-09      | 6.1250%  | 0.0000% | $90000.00          | $95244.27          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $3225000.00        | $2212748.56        | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL2           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $1700000.00        | $749986.65         | Asset-Backed Securities                           |
| DTE ELEC CO                    1M GLBL -C BD 34    | 2034-03-01      | 5.2000%  | 0.0000% | $57000.00          | $59340.23          | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.15%33     | 2033-03-15      | 4.1500%  | 0.0000% | $49000.00          | $48249.70          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL BD 44       | 2044-10-15      | 4.6500%  | 0.0000% | $996000.00         | $847438.30         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL 144A 31     | 2031-07-11      | 3.8750%  | 0.0000% | $270000.00         | $250210.39         | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $70000.00          | $70949.73          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 49       | 2049-10-01      | 3.1500%  | 0.0000% | $3437000.00        | $2337091.26        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41    | 2041-03-01      | 3.1000%  | 0.0000% | $75000.00          | $55589.00          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34        | 2034-02-01      | 5.4000%  | 0.0000% | $1586000.00        | $1645966.66        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT4.4%51    | 2051-03-24      | 4.4000%  | 0.0000% | $74000.00          | $58235.94          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 4.7%42        | 2042-11-01      | 4.7000%  | 0.0000% | $98000.00          | $85375.64          | Corporate Debt Securities                         |
| DOLLAR TREE INC                GLBL NT 2.65%31     | 2031-12-01      | 2.6500%  | 0.0000% | $70000.00          | $61908.47          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52       | 2052-03-15      | 4.2500%  | 0.0000% | $10000.00          | $7702.36           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT7.5%38    | 2038-07-01      | 7.5000%  | 0.0000% | $80000.00          | $91746.40          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $404000.00         | $339186.28         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.7%48    | 2048-05-01      | 4.7000%  | 0.0000% | $20000.00          | $17758.39          | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54      | 2054-03-15      | 6.2000%  | 0.0000% | $4937000.00        | $5375120.35        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.9%31    | 2031-01-15      | 5.9000%  | 0.0000% | $91000.00          | $95803.18          | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.55%64     | 2064-08-15      | 5.5500%  | 0.0000% | $2549000.00        | $2528382.84        | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.75%55     | 2055-08-18      | 2.7500%  | 0.0000% | $198000.00         | $118986.40         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55    | 2055-04-01      | 6.2000%  | 0.0000% | $1106000.00        | $1105553.91        | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT4.5%44    | 2044-12-01      | 4.5000%  | 0.0000% | $24000.00          | $20435.28          | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-3   A-11   20560225 FLT | 2056-02-25      | 5.6500%  | 0.0000% | $35000000.00       | $33032015.64       | Private Label Collateralized Mortgage Obligations |
| CENCORA INC                    GLBL NT 5.125%34    | 2034-02-15      | 5.1250%  | 0.0000% | $47000.00          | $48263.92          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.6%33    | 2033-03-01      | 4.6000%  | 0.0000% | $94000.00          | $96123.15          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-02-15      | 5.4500%  | 0.0000% | $72000.00          | $75412.84          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $250000.00         | $253086.00         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 33     | 2033-02-15      | 2.6000%  | 0.0000% | $550000.00         | $476601.89         | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $8000.00           | $7285.60           | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2019-C7  E      20721216 2.7 | 2072-12-16      | 2.7500%  | 0.0000% | $1500000.00        | $1052650.00        | Private Label Collateralized Mortgage Obligations |
| WILLIAM MARSH RICE UNIV        SR SEC AMRTZ 45     | 2045-05-15      | 3.5740%  | 0.0000% | $410000.00         | $321151.00         | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLE D      20310515 5.0 | 2031-05-15      | 5.0800%  | 0.0000% | $8000000.00        | $8009156.45        | Asset-Backed Securities                           |
| WAMU MTG CERT 2004-AR13        A-2A   20341125 FLT | 2034-11-25      | 5.2067%  | 0.0000% | $11499999.00       | $136303.26         | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            SR GLBL REGS 64     | 2064-07-15      | 4.7000%  | 0.0000% | $23000.00          | $17263.08          | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $17900000.00       | $15270555.19       | Private Label Collateralized Mortgage Obligations |
| MATTERHORN RE LTD              EXT-CYB-A 144A30    | 2030-01-08      | 16.3278% | 0.0000% | $13000000.00       | $13244400.00       | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 48       | 2048-08-01      | 3.6500%  | 0.0000% | $287000.00         | $217815.78         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 6.082%031332     | 2032-03-13      | 6.0820%  | 0.0000% | $270000.00         | $289470.87         | Corporate Debt Securities                         |
| MERCK & CO INC                 3.9%39              | 2039-03-07      | 3.9000%  | 0.0000% | $24000.00          | $21226.08          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.491%110933     | 2033-11-09      | 5.4910%  | 0.0000% | $800000.00         | $828203.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 3.591% SR 072228    | 2028-07-22      | 3.5910%  | 0.0000% | $48000.00          | $47207.41          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 6.5%39        | 2039-09-01      | 6.5000%  | 0.0000% | $38000.00          | $41076.23          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.5%44        | 2044-03-01      | 5.5000%  | 0.0000% | $95000.00          | $91080.93          | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.5778% | 0.0000% | $9000000.00        | $8878500.00        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47       | 2047-10-15      | 4.0300%  | 0.0000% | $643000.00         | $515940.70         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $386000.00         | $299152.36         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 6.2%38        | 2038-01-15      | 6.2000%  | 0.0000% | $92000.00          | $99759.79          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.85%080134      | 2034-08-01      | 4.8500%  | 0.0000% | $6000.00           | $6117.24           | Corporate Debt Securities                         |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $2820000.00        | $2259446.67        | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 30       | 2030-07-30      | 5.3500%  | 0.0000% | $90000.00          | $93847.10          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 55       | 2055-04-01      | 5.9500%  | 0.0000% | $2585000.00        | $2503971.02        | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR NT 7%40          | 2040-06-15      | 7.0000%  | 0.0000% | $20000.00          | $22047.69          | Corporate Debt Securities                         |
| MATTEL INC                     SR NT 5.45%41       | 2041-11-01      | 5.4500%  | 0.0000% | $93000.00          | $85072.21          | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 8.8879%  | 0.0000% | $6350000.00        | $6343015.00        | Corporate Debt Securities                         |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.5679% | 0.0000% | $6158000.00        | $6305792.00        | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30     | 2030-07-07      | 12.0778% | 0.0000% | $2038000.00        | $2074480.20        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-15   20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $1392000.00        | $896118.02         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 B-3    20510625 FLT | 2051-06-25      | 2.9558%  | 0.0000% | $187000.00         | $136218.03         | Private Label Collateralized Mortgage Obligations |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 52      | 2052-12-01      | 5.6720%  | 0.0000% | $112000.00         | $108867.73         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.15%090952      | 2052-09-09      | 5.1500%  | 0.0000% | $26000.00          | $24130.70          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-03-15      | 4.9500%  | 0.0000% | $45000.00          | $46977.53          | Corporate Debt Securities                         |
| LUBRIZOL CORP                  SR GLBL DB6.5%34    | 2034-10-01      | 6.5000%  | 0.0000% | $90000.00          | $102326.10         | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -Q BD 55       | 2055-06-01      | 5.6180%  | 0.0000% | $80000.00          | $82743.72          | Corporate Debt Securities                         |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $8300000.00        | $6442519.56        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   SR GLBL REGS 33     | 2033-04-15      | 3.4190%  | 0.0000% | $272000.00         | $248487.52         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 35     | 2035-07-30      | 5.5000%  | 0.0000% | $441000.00         | $432665.10         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL REGS 32     | 2032-03-01      | 5.0000%  | 0.0000% | $222000.00         | $228221.67         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31     | 2031-07-11      | 3.8750%  | 0.0000% | $651000.00         | $603285.05         | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF REGS 35     | 2035-06-15      | 6.0370%  | 0.0000% | $8900000.00        | $9372645.62        | Corporate Debt Securities                         |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33     | 2033-11-24      | 7.4500%  | 0.0000% | $100000.00         | $117900.83         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 35       | 2035-05-14      | 5.2500%  | 0.0000% | $330000.00         | $338810.73         | Corporate Debt Securities                         |
| UNITED AIR PASS THRU TR 2019-2 AA     20331101 2.7 | 2033-11-01      | 2.7000%  | 0.0000% | $57000.00          | $38836.33          | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 2.087%061429     | 2029-06-14      | 2.0870%  | 0.0000% | $12000.00          | $11267.22          | Corporate Debt Securities                         |
| BALLYROCK LTD 2024-27          A-1A   20371026 FLT | 2037-10-26      | 5.6685%  | 0.0000% | $60000000.00       | $60189884.64       | Asset-Backed Securities                           |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $1000000.00        | $1002690.97        | Corporate Debt Securities                         |
| BFLD MTG TR 2024-VICT          A      20410715 FLT | 2041-07-15      | 6.2319%  | 0.0000% | $20000000.00       | $20142895.56       | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $98000.00          | $85118.55          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $54000.00          | $50381.34          | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.8253%  | 0.0000% | $13500000.00       | $13507623.90       | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $2500000.00        | $1685933.33        | Corporate Debt Securities                         |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $115000.00         | $116400.42         | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $1469000.00        | $1495859.44        | Corporate Debt Securities                         |
| JP MRGN CHS C MTG SEC 2021-410 A      20420307 2.2 | 2042-03-07      | 2.2870%  | 0.0000% | $9500000.00        | $8782102.74        | Private Label Collateralized Mortgage Obligations |
| WCORE COML MTG TR  2024-CORE   C      20411115 FLT | 2041-11-15      | 6.5831%  | 0.0000% | $10000000.00       | $10060508.36       | Private Label Collateralized Mortgage Obligations |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.5578% | 0.0000% | $550000.00         | $562925.00         | Corporate Debt Securities                         |
| VANTAGE DATA CENTER 2020-1 LLC A-2    20450915 1.6 | 2045-09-15      | 1.6450%  | 0.0000% | $5000000.00        | $4980750.55        | Asset-Backed Securities                           |
| UNIVERSITY CHICAGO             SR 2018C SINK 53    | 2053-10-01      | 4.0030%  | 0.0000% | $457000.00         | $360958.40         | Corporate Debt Securities                         |
| LBJ INFRASTRUCTURE GROUP LLC   SR SEC 144A 57      | 2057-12-31      | 3.7970%  | 0.0000% | $69000.00          | $46893.38          | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 15.3377% | 0.0000% | $6740000.00        | $7016246.39        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 6%55     | 2055-03-15      | 6.0000%  | 0.0000% | $1300000.00        | $1336902.67        | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 3.126%081330     | 2030-08-13      | 3.1260%  | 0.0000% | $1230000.00        | $1178735.04        | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  A-SB   20490617 2.9 | 2049-06-17      | 2.9542%  | 0.0000% | $9105000.00        | $1222246.35        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTGAGE TR 2024-1  A-2    20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $15000000.00       | $9277899.15        | Private Label Collateralized Mortgage Obligations |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34       | 2034-07-01      | 6.3750%  | 0.0000% | $90000.00          | $89435.02          | Corporate Debt Securities                         |
| KENDALL RE LTD                 -A VR 144A NT 27    | 2027-04-30      | 10.5778% | 0.0000% | $3694000.00        | $3953383.09        | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               SR 144A NT7.2%34    | 2034-10-30      | 7.2000%  | 0.0000% | $70000.00          | $69307.00          | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 50       | 2050-04-06      | 3.2500%  | 0.0000% | $2500000.00        | $1724879.17        | Corporate Debt Securities                         |
| SNAP ON INC                    SR GLBL NT4.1%48    | 2048-03-01      | 4.1000%  | 0.0000% | $50000.00          | $40952.67          | Corporate Debt Securities                         |
| GM FIN REV REC TR 2021-1       A      20340612 1.1 | 2034-06-12      | 1.1700%  | 0.0000% | $125000.00         | $120523.62         | Asset-Backed Securities                           |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $7135000.00        | $6464706.39        | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 9.0659%  | 0.0000% | $2250000.00        | $2304648.92        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $5000.00           | $5146.65           | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      GLBL NT 4.95%34     | 2034-10-15      | 4.9500%  | 0.0000% | $70000.00          | $69837.25          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 64       | 2064-07-02      | 4.9500%  | 0.0000% | $62000.00          | $53205.30          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      M-1    20550720 FLT | 2055-07-20      | 5.7480%  | 0.0000% | $1600000.00        | $1605266.12        | Asset-Backed Securities                           |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $2686000.00        | $2456660.37        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-6        A-11   20491225 FLT | 2049-12-25      | 5.3667%  | 0.0000% | $295212.00         | $8770.79           | Private Label Collateralized Mortgage Obligations |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $68300.00          | $70380.72          | Corporate Debt Securities                         |
| J.P.MORGAN MORTG TR 2022-5     A-9-A  20520925 FLT | 2052-09-25      | 2.5000%  | 0.0000% | $11988000.00       | $8029362.81        | Private Label Collateralized Mortgage Obligations |
| INTERSTATE PWR & LT CO         SR GLBL DEB 54      | 2054-09-30      | 5.4500%  | 0.0000% | $764000.00         | $739511.25         | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $23000.00          | $24510.95          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $1909000.00        | $1448122.86        | Corporate Debt Securities                         |
| 522 FDG CLO LTD 2019-5R        A-R    20350416 FLT | 2035-04-16      | 5.6476%  | 0.0000% | $4710000.00        | $4728698.81        | Asset-Backed Securities                           |
| GLENCORE FDG LLC               SR 144A NT 34       | 2034-04-04      | 5.6340%  | 0.0000% | $11087000.00       | $11504763.70       | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $257000.00         | $254483.65         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $80000.00          | $80202.20          | Corporate Debt Securities                         |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $337724.44         | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 3.126%081330     | 2030-08-13      | 3.1260%  | 0.0000% | $200000.00         | $191664.23         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT5.1%48    | 2048-09-28      | 5.1000%  | 0.0000% | $570000.00         | $517705.35         | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 47     | 2047-03-16      | 4.2000%  | 0.0000% | $400000.00         | $341517.33         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-E 144A 30     | 2026-12-07      | 13.5778% | 0.0000% | $1500000.00        | $1564500.00        | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $186557.99         | Corporate Debt Securities                         |
| AMHERST COLLEGE                SR -2009A BD 39     | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $16198.76          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-5    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1315872.00        | $856630.48         | Private Label Collateralized Mortgage Obligations |
| SLM STUDENT LOAN TR 2012-3     A      20251226 FLT | 2025-12-26      | 5.1145%  | 0.0000% | $26343000.00       | $3674230.45        | Asset-Backed Securities                           |
| SAL GRA ALTER MTG TR 2023-SEQ3 M-1    20530625 FLT | 2053-06-25      | 8.7090%  | 0.0000% | $1200000.00        | $1243373.40        | Asset-Backed Securities                           |
| OBX TR 2022-NQM7               M-1    20620825 FLT | 2062-08-25      | 5.7123%  | 0.0000% | $14178000.00       | $13923848.72       | Asset-Backed Securities                           |
| NSTAR ELEC CO                  GLBL DEB 1.95%31    | 2031-08-15      | 1.9500%  | 0.0000% | $9000.00           | $7838.30           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49       | 2049-05-01      | 4.3500%  | 0.0000% | $143000.00         | $117450.79         | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT5.1%35    | 2035-06-01      | 5.1000%  | 0.0000% | $678000.00         | $693033.52         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.5%42    | 2042-03-15      | 4.5000%  | 0.0000% | $1386000.00        | $1207614.87        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 31       | 2031-03-08      | 4.9090%  | 0.0000% | $590000.00         | $612089.39         | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT2.6%32    | 2032-07-15      | 2.6000%  | 0.0000% | $31000.00          | $27465.24          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 10.3078% | 0.0000% | $7500000.00        | $7332000.00        | Corporate Debt Securities                         |
| JABIL INC                      SR GLBL NT 3%31     | 2031-01-15      | 3.0000%  | 0.0000% | $12000.00          | $10904.32          | Corporate Debt Securities                         |
| LIFE 2021-BMR MORTGAGE TRUST   D      20380315 FLT | 2038-03-15      | 5.8565%  | 0.0000% | $115000.00         | $80156.08          | Private Label Collateralized Mortgage Obligations |
| JBS USA HOLDING LUX            SR GLBL 144A 56     | 2056-03-01      | 6.2500%  | 0.0000% | $5837000.00        | $5786495.36        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 3.6%35        | 2035-03-01      | 3.6000%  | 0.0000% | $25000.00          | $22857.00          | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2023-3      A-4-A  20531025 FLT | 2053-10-25      | 5.0000%  | 0.0000% | $500000.00         | $328843.25         | Private Label Collateralized Mortgage Obligations |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $8000000.00        | $7569555.56        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $94000.00          | $96974.21          | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -G BD 51       | 2051-07-01      | 2.2940%  | 0.0000% | $81000.00          | $45515.66          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 32       | 2032-09-09      | 4.1500%  | 0.0000% | $75000.00          | $74828.96          | Corporate Debt Securities                         |
| WESTERN UN CO                  SR GLBL NT6.2%36    | 2036-11-17      | 6.2000%  | 0.0000% | $10000.00          | $10188.64          | Corporate Debt Securities                         |
| DNB BANK ASA                   FR 4.853%110530     | 2030-11-05      | 4.8530%  | 0.0000% | $300000.00         | $307085.54         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-1    20510825 FLT | 2051-08-25      | 3.1506%  | 0.0000% | $345000.00         | $265191.20         | Private Label Collateralized Mortgage Obligations |
| BIMBO BAKERIES USA INC         SR REGS NT 4%51     | 2051-05-17      | 4.0000%  | 0.0000% | $300000.00         | $220866.67         | Corporate Debt Securities                         |
| ENEL FIN AMER LLC              SR REGS NT 41       | 2041-07-12      | 2.8750%  | 0.0000% | $860000.00         | $600699.13         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL REGS 32     | 2032-08-15      | 6.5000%  | 0.0000% | $200000.00         | $210322.13         | Corporate Debt Securities                         |
| EMPRESA FERROCARRILES ESTADO   GLBL REGS NT 61     | 2061-09-14      | 3.8300%  | 0.0000% | $400000.00         | $261807.56         | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL REGS 28     | 2028-12-15      | 6.6250%  | 0.0000% | $50000.00          | $51553.56          | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL REGS 28     | 2028-10-01      | 3.3750%  | 0.0000% | $19000.00          | $18094.08          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 41     | 2041-03-11      | 2.8750%  | 0.0000% | $400000.00         | $299400.28         | Corporate Debt Securities                         |
| CARGILL INC                    SR REGS NT 35       | 2035-02-11      | 5.1250%  | 0.0000% | $240000.00         | $247286.73         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL FFF BD37    | 2037-09-15      | 6.1250%  | 0.0000% | $565000.00         | $604136.92         | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 6.45%38       | 2038-02-01      | 6.4500%  | 0.0000% | $198000.00         | $217972.26         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2024B 35    | 2035-03-15      | 4.8500%  | 0.0000% | $7619000.00        | $7549455.46        | Corporate Debt Securities                         |
| PRKCM TR 2023-AFC1             M-1    20580225 FLT | 2058-02-25      | 7.4339%  | 0.0000% | $1480000.00        | $1502453.00        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN PWR CO                SR GLBL 2016F 46    | 2046-12-15      | 4.9500%  | 0.0000% | $415000.00         | $363035.78         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.65%44     | 2044-07-05      | 5.6500%  | 0.0000% | $556000.00         | $550875.69         | Corporate Debt Securities                         |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.8479%  | 0.0000% | $2825000.00        | $2880935.00        | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT 2%30     | 2030-10-01      | 2.0000%  | 0.0000% | $182000.00         | $160434.21         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $87000.00          | $88401.47          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $692000.00         | $765891.76         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 31     | 2031-05-15      | 4.3750%  | 0.0000% | $181000.00         | $174727.65         | Corporate Debt Securities                         |
| OPTICS BIDCO S P A             SR SEC GLBL 33      | 2033-11-15      | 6.3750%  | 0.0000% | $274000.00         | $269432.76         | Corporate Debt Securities                         |
| NUTRIEN LTD                    5%49                | 2049-04-01      | 5.0000%  | 0.0000% | $99000.00          | $89061.17          | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $48343.75          | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2025-2 B      20291015 4.9 | 2029-10-15      | 4.9700%  | 0.0000% | $731000.00         | $736317.21         | Asset-Backed Securities                           |
| GLENCORE FDG LLC               SR 144A NT 54       | 2054-04-04      | 5.8930%  | 0.0000% | $524000.00         | $523204.70         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      4.25%47             | 2047-12-15      | 4.2500%  | 0.0000% | $75000.00          | $60951.04          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-5    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1316000.00        | $855978.16         | Private Label Collateralized Mortgage Obligations |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.8279%  | 0.0000% | $5662000.00        | $5754290.60        | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.5778% | 0.0000% | $3300000.00        | $3505909.96        | Corporate Debt Securities                         |
| JPMORGAN STUDENT LN TR 2007-A  A      20380628 FLT | 2038-06-28      | 4.6971%  | 0.0000% | $430018000.00      | $41726510.59       | Asset-Backed Securities                           |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $10000.00          | $10179.32          | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    A      20410515 FLT | 2041-05-15      | 5.9335%  | 0.0000% | $10000000.00       | $9985121.15        | Private Label Collateralized Mortgage Obligations |
| VOYA FINANCIAL INC             SR GLBL NT4.8%46    | 2046-06-15      | 4.8000%  | 0.0000% | $75000.00          | $64863.25          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 33     | 2033-08-05      | 4.9880%  | 0.0000% | $300000.00         | $306311.17         | Corporate Debt Securities                         |
| JP MRGAN CHASE COM TR 2019-MFP D      20360715 FLT | 2036-07-15      | 6.0490%  | 0.0000% | $4210000.00        | $2574168.55        | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   SR GLBL REGS 36     | 2036-05-09      | 5.5800%  | 0.0000% | $5490000.00        | $5654837.25        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $22000.00          | $22199.47          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $89000.00          | $90631.27          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 46       | 2046-02-15      | 5.0500%  | 0.0000% | $60000.00          | $53609.17          | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT 36       | 2036-10-15      | 5.9500%  | 0.0000% | $215000.00         | $230752.93         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 32       | 2032-03-01      | 4.8500%  | 0.0000% | $27000.00          | $28201.78          | Corporate Debt Securities                         |
| LENNAR CORP                    SR GLBL NT5.2%30    | 2030-07-30      | 5.2000%  | 0.0000% | $1279000.00        | $1316410.75        | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1MTG BD 4.375%45    | 2045-10-01      | 4.3750%  | 0.0000% | $55000.00          | $47000.43          | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT4.7%33    | 2033-02-27      | 4.7000%  | 0.0000% | $60000.00          | $61428.93          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $42000.00          | $44691.89          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $243000.00         | $178612.29         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP6 D      20500715 FLT | 2050-07-15      | 4.4499%  | 0.0000% | $1800000.00        | $1377338.78        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  A-3A   20490617 2.8 | 2049-06-17      | 2.8813%  | 0.0000% | $2090000.00        | $2001436.55        | Private Label Collateralized Mortgage Obligations |
| SMB PRIVATE EDU LN TR 2024-C   A-1A   20520617 5.5 | 2052-06-17      | 5.5000%  | 0.0000% | $1141000.00        | $1000648.62        | Asset-Backed Securities                           |
| SHELL FIN US INC               SR GLBL NT 4%46     | 2046-05-10      | 4.0000%  | 0.0000% | $89000.00          | $71124.35          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.1%42        | 2042-02-15      | 6.1000%  | 0.0000% | $79000.00          | $80328.60          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.512%052231     | 2031-05-22      | 5.5120%  | 0.0000% | $3000000.00        | $3089854.67        | Corporate Debt Securities                         |
| STRUCTURED ASSET INV 2003-BC12 2-A    20331125 FLT | 2033-11-25      | 5.1867%  | 0.0000% | $37430000.00       | $441631.61         | Asset-Backed Securities                           |
| SOUTHERN CO                    SR GLBL NT 36       | 2036-07-01      | 4.2500%  | 0.0000% | $33000.00          | $30177.90          | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $2952000.00        | $2364965.28        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 47       | 2047-11-21      | 3.8120%  | 0.0000% | $99000.00          | $76454.95          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 FR 6.1%011442       | 2042-01-14      | 6.1000%  | 0.0000% | $92000.00          | $97614.86          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $71000.00          | $68617.00          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.5%33    | 2033-01-15      | 5.5000%  | 0.0000% | $23000.00          | $23463.09          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 14.0778% | 0.0000% | $3267000.00        | $3376444.50        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 54       | 2054-09-15      | 5.9500%  | 0.0000% | $531000.00         | $521387.72         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $1540000.00        | $1252701.02        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-06-25      | 4.8500%  | 0.0000% | $25000.00          | $25608.75          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $38000.00          | $32329.81          | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVT 2016  FR 4%050447         | 2047-05-04      | 4.0000%  | 0.0000% | $300000.00         | $262315.67         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $159000.00         | $89082.66          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-6        A-3    20520525 FLT | 2052-05-25      | 3.0000%  | 0.0000% | $6190000.00        | $4231755.79        | Private Label Collateralized Mortgage Obligations |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $90000.00          | $86337.45          | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $325000.00         | $291001.34         | Private Label Collateralized Mortgage Obligations |
| MARSH & MCLENNAN COS INC       SR GLBL NT 30       | 2030-11-15      | 2.2500%  | 0.0000% | $86000.00          | $77161.78          | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $7925000.00        | $5853413.81        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 35     | 2035-02-08      | 5.6990%  | 0.0000% | $1710000.00        | $1816872.53        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.2%32    | 2032-06-01      | 3.2000%  | 0.0000% | $60000.00          | $54953.67          | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $1809000.00        | $1239985.08        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 32       | 2032-04-15      | 4.1500%  | 0.0000% | $137000.00         | $135039.45         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $5670000.00        | $6011419.05        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL REGS NT 32     | 2032-10-01      | 4.3000%  | 0.0000% | $800000.00         | $799506.67         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL REGS 30     | 2030-08-15      | 4.1250%  | 0.0000% | $15000.00          | $14611.96          | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $8722000.00        | $5774609.43        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $99000.00          | $103082.43         | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 4.016%43     | 2043-04-16      | 4.0160%  | 0.0000% | $95000.00          | $79596.07          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 54       | 2054-06-17      | 6.3500%  | 0.0000% | $300000.00         | $302938.42         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 44       | 2044-05-06      | 4.4500%  | 0.0000% | $735000.00         | $676785.75         | Corporate Debt Securities                         |
| BFLD TRUST 2025-EWEST          C      20420616 FLT | 2042-06-16      | 6.4419%  | 0.0000% | $15000000.00       | $15052321.28       | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $11000.00          | $11674.47          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT4.5%33    | 2033-08-15      | 4.5000%  | 0.0000% | $90000.00          | $89743.50          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-02-23      | 4.6500%  | 0.0000% | $85000.00          | $78875.61          | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2079-12-31      | 4.8750%  | 0.0000% | $56000.00          | $55402.25          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-07-15      | 5.7500%  | 0.0000% | $608000.00         | $587009.14         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE PLC     SR GLBL NT 45       | 2045-04-01      | 5.1500%  | 0.0000% | $558000.00         | $512926.77         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $3539000.00        | $3562988.52        | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                GLBL 144A NT3%50    | 2050-09-15      | 3.0000%  | 0.0000% | $200000.00         | $132242.00         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-02-09      | 4.2500%  | 0.0000% | $95000.00          | $82813.93          | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $1911000.00        | $1955048.55        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 28    | 2028-04-24      | 3.7050%  | 0.0000% | $35000.00          | $34887.05          | Corporate Debt Securities                         |
| CORNING INC                    SR NT 4.75%42       | 2042-03-15      | 4.7500%  | 0.0000% | $94000.00          | $85850.62          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 5.75%40      | 2040-05-01      | 5.7500%  | 0.0000% | $45000.00          | $47194.43          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48     | 2048-12-01      | 4.6500%  | 0.0000% | $1447000.00        | $1255446.14        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 61       | 2061-12-15      | 3.0500%  | 0.0000% | $1837000.00        | $1116045.88        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 44    | 2044-05-06      | 5.3000%  | 0.0000% | $165000.00         | $156755.59         | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 48       | 2048-03-06      | 4.8950%  | 0.0000% | $425000.00         | $365308.75         | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $35000.00          | $29052.96          | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $803000.00         | $758596.78         | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.875%32    | 2032-07-17      | 4.8750%  | 0.0000% | $10034000.00       | $10055731.97       | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD4.6%43    | 2043-06-15      | 4.6000%  | 0.0000% | $28000.00          | $24716.66          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 39       | 2039-06-01      | 6.8500%  | 0.0000% | $1574000.00        | $1709720.34        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2010B 40    | 2040-09-01      | 4.5000%  | 0.0000% | $90000.00          | $76641.30          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $122000.00         | $85251.16          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-HY3        B1     20591027 FLT | 2059-10-27      | 6.4667%  | 0.0000% | $1000000.00        | $1021642.41        | Private Label Collateralized Mortgage Obligations |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 7.3377%  | 0.0000% | $9250000.00        | $9254625.00        | Corporate Debt Securities                         |
| TCW CLO 2025-1 LTD             X      20380420 FLT | 2038-04-20      | 5.3755%  | 0.0000% | $4000000.00        | $3775566.73        | Asset-Backed Securities                           |
| ORLANDO HEALTH OBLIGATED GROUP SR GLBL -2018 48    | 2048-10-01      | 4.0890%  | 0.0000% | $580000.00         | $463489.60         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $1217000.00        | $1180673.90        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.871%011433     | 2033-01-14      | 2.8710%  | 0.0000% | $56000.00          | $49360.98          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $72000.00          | $64983.00          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.7%45        | 2045-02-10      | 3.7000%  | 0.0000% | $243000.00         | $193283.42         | Corporate Debt Securities                         |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $380000.00         | $349914.13         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     FR 4.35%091731      | 2031-09-17      | 4.3500%  | 0.0000% | $350000.00         | $349139.58         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-3     B1     20580825 FLT | 2058-08-25      | 3.2500%  | 0.0000% | $1158000.00        | $963063.84         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-2    20520425 FLT | 2052-04-25      | 3.5199%  | 0.0000% | $531000.00         | $412183.73         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   B-3    20510825 FLT | 2051-08-25      | 3.3057%  | 0.0000% | $333000.00         | $250814.69         | Private Label Collateralized Mortgage Obligations |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $2170000.00        | $1781155.29        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54       | 2054-09-15      | 5.8500%  | 0.0000% | $698000.00         | $728369.98         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 2.25%50     | 2050-05-15      | 2.2500%  | 0.0000% | $476000.00         | $270320.40         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT3.4%31    | 2031-01-15      | 3.4000%  | 0.0000% | $177000.00         | $164339.39         | Corporate Debt Securities                         |
| MF1 LLC 2025-FL17              A      20400221 FLT | 2040-02-21      | 5.6698%  | 0.0000% | $90230000.00       | $90289063.57       | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $125000.00         | $117344.58         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   144A NT 6.17%55     | 2055-05-29      | 6.1700%  | 0.0000% | $1330000.00        | $1396215.53        | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 4.8%44        | 2044-02-15      | 4.8000%  | 0.0000% | $2985000.00        | $2690450.15        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 42       | 2042-06-01      | 4.0500%  | 0.0000% | $40000.00          | $33762.00          | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 FLT | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6341101.50        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $36939.96          | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42       | 2042-08-15      | 4.8500%  | 0.0000% | $444000.00         | $411904.97         | Corporate Debt Securities                         |
| EMORY UNIVERSITY               SR -2020A BD 30     | 2030-09-01      | 2.1430%  | 0.0000% | $90000.00          | $81667.73          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 35       | 2035-03-15      | 5.0500%  | 0.0000% | $12000.00          | $12242.16          | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.75%63     | 2063-05-15      | 5.7500%  | 0.0000% | $84000.00          | $84966.75          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 7.5728%  | 0.0000% | $194000.00         | $196465.17         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $41453000.00       | $43850837.26       | Corporate Debt Securities                         |
| BX TR 2019-IMC                 A      20340417 FLT | 2034-04-17      | 5.3883%  | 0.0000% | $180000.00         | $84343.49          | Private Label Collateralized Mortgage Obligations |
| LAUDER ESTEE COS INC           SR GLBL NT 31       | 2031-03-15      | 1.9500%  | 0.0000% | $95000.00          | $83209.23          | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 40       | 2040-03-19      | 4.2270%  | 0.0000% | $2342000.00        | $2114566.04        | Corporate Debt Securities                         |
| BPCE                           SUB REGS NT 32      | 2032-10-19      | 3.1160%  | 0.0000% | $1600000.00        | $1408259.38        | Corporate Debt Securities                         |
| FMR CORP                       SR 144A NT 39       | 2039-11-15      | 6.4500%  | 0.0000% | $500000.00         | $551063.33         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 33       | 2033-05-15      | 4.6500%  | 0.0000% | $493000.00         | $490957.34         | Corporate Debt Securities                         |
| BIG CMRCL MRTG TR 2022-BIG     D      20390215 FLT | 2039-02-15      | 7.3813%  | 0.0000% | $9879000.00        | $9738694.44        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 5.176%010930     | 2030-01-09      | 5.1760%  | 0.0000% | $1450000.00        | $1480202.53        | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $985000.00         | $1012570.15        | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 5%52     | 2052-09-15      | 5.0000%  | 0.0000% | $10000.00          | $8913.09           | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.7%63    | 2063-09-15      | 5.7000%  | 0.0000% | $31000.00          | $30121.87          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36    | 2036-02-01      | 4.7000%  | 0.0000% | $19000.00          | $18868.90          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 3.125%50    | 2050-05-15      | 3.1250%  | 0.0000% | $59000.00          | $37922.68          | Corporate Debt Securities                         |
| CASE WESTN RESV UNIV           2022C BD5.405%22    | 2122-06-01      | 5.4050%  | 0.0000% | $1560000.00        | $1445743.00        | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.2%32    | 2032-03-17      | 4.2000%  | 0.0000% | $89000.00          | $85913.78          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT5.5%64    | 2064-05-15      | 5.5000%  | 0.0000% | $1168000.00        | $1088355.38        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-02-13      | 5.1740%  | 0.0000% | $81000.00          | $84425.92          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 6.125%41    | 2041-11-15      | 6.1250%  | 0.0000% | $823000.00         | $860784.39         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 32       | 2032-01-05      | 2.2500%  | 0.0000% | $222000.00         | $195689.67         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 133 BD52    | 2052-03-15      | 3.8500%  | 0.0000% | $85000.00          | $64988.83          | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $95000.00          | $67672.51          | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                B      20421219 FLT | 2042-12-19      | 6.9920%  | 0.0000% | $30000000.00       | $30050087.94       | Private Label Collateralized Mortgage Obligations |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $12500.00          | Asset-Backed Securities                           |
| COMCAST CORP NEW               SR GLBL NT 56       | 2056-11-01      | 2.9370%  | 0.0000% | $3303000.00        | $1924996.66        | Corporate Debt Securities                         |
| CONNECTICT AVE SEC TR 2024-R03 2M-2   20440325 FLT | 2044-03-25      | 6.2997%  | 0.0000% | $4000000.00        | $4036688.00        | Private Label Collateralized Mortgage Obligations |
| CARVANA AR REC TR 2025-N1      D      20310512 5.6 | 2031-05-12      | 5.6600%  | 0.0000% | $1133000.00        | $1148891.08        | Asset-Backed Securities                           |
| DANSKE BK A/S                  FR 4.613%100230     | 2030-10-02      | 4.6130%  | 0.0000% | $300000.00         | $303375.12         | Corporate Debt Securities                         |
| ARBOR MTF MTG SEC TR 2020-MF1  A-5    20530516 2.7 | 2053-05-16      | 2.7563%  | 0.0000% | $195000.00         | $179686.05         | Private Label Collateralized Mortgage Obligations |
| CONSUMERS ENERGY CO            1M GLBL BD4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $149000.00         | $150238.93         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.8279%  | 0.0000% | $3250000.00        | $3274700.00        | Corporate Debt Securities                         |
| DTE ELEC CO                    GLBL B BD3.65%52    | 2052-03-01      | 3.6500%  | 0.0000% | $37000.00          | $27617.11          | Corporate Debt Securities                         |
| CPS AUTO REC TR 2022-C         D      20300415 6.4 | 2030-04-15      | 6.4500%  | 0.0000% | $6400000.00        | $6506621.86        | Asset-Backed Securities                           |
| CITIGROUP INC                  JR SB GLBL NT 35    | 2035-02-13      | 5.8270%  | 0.0000% | $22385000.00       | $23336422.20       | Corporate Debt Securities                         |
| CHARLES RIV RE LTD             -20241 VR 144A27    | 2027-05-10      | 11.9598% | 0.0000% | $950000.00         | $988737.75         | Corporate Debt Securities                         |
| CARVANA AUTO RECB TR 2021-N1   A      20280110 0.7 | 2028-01-10      | 0.7000%  | 0.0000% | $3410000.00        | $175891.79         | Asset-Backed Securities                           |
| CHASE HOME LNDG MTG TR 2025-1  A-4    20551125 FLT | 2055-11-25      | 6.0000%  | 0.0000% | $4730000.00        | $4225611.38        | Private Label Collateralized Mortgage Obligations |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.6324% | 0.0000% | $4242000.00        | $4132190.48        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 6.3779%  | 0.0000% | $23485000.00       | $23386363.00       | Corporate Debt Securities                         |
| NEWSTAR ARLINGTON SR LN 2014-R D-R    20310425 FLT | 2031-04-25      | 8.3301%  | 0.0000% | $1000000.00        | $992948.34         | Asset-Backed Securities                           |
| MOSAIC CO                      SR GLBL NT 41       | 2041-11-15      | 4.8750%  | 0.0000% | $36000.00          | $32126.82          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $500000.00         | $502985.56         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2019-RPL3      M1     20590725 FLT | 2059-07-25      | 3.2500%  | 0.0000% | $4500000.00        | $3997959.00        | Asset-Backed Securities                           |
| US BANCORP                     FR 5.424%021236     | 2036-02-12      | 5.4240%  | 0.0000% | $8524000.00        | $8872483.85        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL VV BD 49    | 2049-01-15      | 4.3000%  | 0.0000% | $46000.00          | $36657.91          | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $31000.00          | $32260.80          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $99000.00          | $131599.32         | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 37       | 2037-06-15      | 6.6250%  | 0.0000% | $1797000.00        | $1947544.17        | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            C      20341214 FLT | 2034-12-14      | 8.5337%  | 0.0000% | $10352512.00       | $10517328.31       | Private Label Collateralized Mortgage Obligations |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $51000.00          | $36178.80          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 30     | 2030-10-15      | 5.0050%  | 0.0000% | $1700000.00        | $1742819.46        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-01-21      | 6.2280%  | 0.0000% | $200000.00         | $212027.40         | Corporate Debt Securities                         |
| LOREAL S.A.                    SR REGS NT 5%35     | 2035-05-20      | 5.0000%  | 0.0000% | $15590000.00       | $15842280.84       | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $2000000.00        | $1372247.17        | Corporate Debt Securities                         |
| LD CELULOSE INTERNATIONAL GMBH SR SEC GLBL 32      | 2032-01-26      | 7.9500%  | 0.0000% | $265000.00         | $277458.53         | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 29     | 2029-04-09      | 7.7353%  | 0.0000% | $17697000.00       | $17413848.00       | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33    | 2033-06-01      | 5.2000%  | 0.0000% | $50000.00          | $51001.83          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-1    20551125 FLT | 2055-11-25      | 3.2570%  | 0.0000% | $5734000.00        | $5140824.39        | Private Label Collateralized Mortgage Obligations |
| SMUCKER J M CO                 SR GLBL NT 35       | 2035-03-15      | 4.2500%  | 0.0000% | $19000.00          | $17945.80          | Corporate Debt Securities                         |
| SMB PVT ED LN TR 2025-B        A-1A   20530317 0.0 | 2053-03-17      | 5.0200%  | 0.0000% | $4000000.00        | $4002676.89        | Asset-Backed Securities                           |
| REALTY INCOME CORP             SR GLBL NT 54       | 2054-09-01      | 5.3750%  | 0.0000% | $976000.00         | $949722.01         | Corporate Debt Securities                         |
| SYNOVUS FINL CORP              SR GLBL NT 30       | 2030-11-01      | 6.1680%  | 0.0000% | $605000.00         | $631045.25         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43        | 2043-11-08      | 4.8000%  | 0.0000% | $30000.00          | $27946.90          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          -UU 4.125%48        | 2048-06-01      | 4.1250%  | 0.0000% | $1872000.00        | $1471101.84        | Corporate Debt Securities                         |
| SLG OFFICE TRUST 2021-OVA      B      20410717 2.7 | 2041-07-17      | 2.7068%  | 0.0000% | $1500000.00        | $1310609.49        | Private Label Collateralized Mortgage Obligations |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $81000.00          | $85217.04          | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $18833.06          | Corporate Debt Securities                         |
| PRECISION DRILLING CORP        SR GLBL 144A 26     | 2026-01-15      | 7.1250%  | 0.0000% | $68000.00          | $67908.12          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.05%31     | 2031-12-06      | 5.0500%  | 0.0000% | $10000.00          | $10114.55          | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 55       | 2055-05-15      | 5.7500%  | 0.0000% | $540000.00         | $534147.15         | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $67000.00          | $66680.30          | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 5.7%35        | 2035-06-15      | 5.7000%  | 0.0000% | $75000.00          | $79174.00          | Corporate Debt Securities                         |
| MMAF EQUIP FIN 2020-A          A-5    20421009 1.5 | 2042-10-09      | 1.5600%  | 0.0000% | $130000.00         | $123501.21         | Asset-Backed Securities                           |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $247000.00         | $242647.65         | Corporate Debt Securities                         |
| AMSR TR 2022-SFR3              C      20391019 4.0 | 2039-10-19      | 4.0000%  | 0.0000% | $150000.00         | $146419.25         | Asset-Backed Securities                           |
| MELLO MORT CAP ACC 2022-INV1   B-1    20520325 FLT | 2052-03-25      | 3.3127%  | 0.0000% | $299000.00         | $231860.63         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BK N A          SR NT 4.952%28      | 2028-01-14      | 4.9520%  | 0.0000% | $374000.00         | $377062.48         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $15893000.00       | $14729738.36       | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 54       | 2054-09-15      | 5.2500%  | 0.0000% | $902000.00         | $866707.75         | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.8279%  | 0.0000% | $16250000.00       | $16367000.00       | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 38       | 2038-07-26      | 4.2860%  | 0.0000% | $85000.00          | $79250.28          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT5.8%55    | 2055-04-01      | 5.8000%  | 0.0000% | $130000.00         | $131635.83         | Corporate Debt Securities                         |
| NSTAR ELEC CO                  GLBL DEB 5.2%35     | 2035-03-01      | 5.2000%  | 0.0000% | $80000.00          | $82254.31          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $48000.00          | $50362.64          | Corporate Debt Securities                         |
| FIRSTKEY HOMES TR 2021-SFR1    D      20380819 2.1 | 2038-08-19      | 2.1890%  | 0.0000% | $2030000.00        | $1964890.12        | Asset-Backed Securities                           |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $69000.00          | $70118.24          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       A1     20591025 FLT | 2059-10-25      | 2.9000%  | 0.0000% | $12606000.00       | $3479286.83        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5559000.00        | $5008829.47        | Private Label Collateralized Mortgage Obligations |
| REGENCY CTRS L P               4.65%49             | 2049-03-15      | 4.6500%  | 0.0000% | $190000.00         | $165810.47         | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.8279%  | 0.0000% | $6050000.00        | $6035480.00        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.35%022550      | 2050-02-25      | 4.3500%  | 0.0000% | $160000.00         | $134152.00         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 5.71%012133      | 2033-01-21      | 5.7100%  | 0.0000% | $250000.00         | $260696.88         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 26 BD 43    | 2043-03-15      | 3.9500%  | 0.0000% | $46000.00          | $36625.76          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $307749.20         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 11.0778% | 0.0000% | $14250000.00       | $14044800.00       | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $1197000.00        | $1235871.41        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.75%092631      | 2031-09-26      | 4.7500%  | 0.0000% | $341000.00         | $343353.94         | Corporate Debt Securities                         |
| PHEAA STUDENT LN TR 2016-2     A      20651125 FLT | 2065-11-25      | 5.4145%  | 0.0000% | $900000.00         | $139671.16         | Asset-Backed Securities                           |
| PFIZER INC                     SR GLBL NT 46       | 2046-12-15      | 4.1250%  | 0.0000% | $2295000.00        | $1871413.76        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 4%36     | 2036-12-15      | 4.0000%  | 0.0000% | $130000.00         | $118660.24         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.9%32    | 2032-07-18      | 3.9000%  | 0.0000% | $175000.00         | $168533.46         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-B 144A 30     | 2030-07-08      | 10.3428% | 0.0000% | $15000000.00       | $15412500.00       | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%081433      | 2033-08-14      | 4.9500%  | 0.0000% | $49000.00          | $50760.20          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 44       | 2044-03-09      | 6.3320%  | 0.0000% | $41330000.00       | $45039794.56       | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 6%41     | 2041-09-15      | 6.0000%  | 0.0000% | $560000.00         | $576490.13         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $75000.00          | $77661.00          | Corporate Debt Securities                         |
| ORANGE S A                     SR NT 5.375%42      | 2042-01-13      | 5.3750%  | 0.0000% | $40000.00          | $38882.33          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.4%44    | 2044-05-15      | 4.4000%  | 0.0000% | $59000.00          | $51670.36          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $263000.00         | $264564.19         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32       | 2032-02-15      | 2.6500%  | 0.0000% | $64000.00          | $56525.17          | Corporate Debt Securities                         |
| PFP LTD 2025-12                B      20421218 FLT | 2042-12-18      | 6.3919%  | 0.0000% | $5000000.00        | $5001465.39        | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-11-15      | 5.0500%  | 0.0000% | $98000.00          | $94392.73          | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT4.5%48    | 2048-11-01      | 4.5000%  | 0.0000% | $98000.00          | $81463.48          | Corporate Debt Securities                         |
| OCTANE RECEIVABLES TR 2024-3   C      20311020 5.5 | 2031-10-20      | 5.5100%  | 0.0000% | $2330000.00        | $2363730.50        | Asset-Backed Securities                           |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT6.2%30    | 2030-07-15      | 6.2000%  | 0.0000% | $11676000.00       | $11914410.95       | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-8    20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $2640800.00        | $2605830.66        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 64       | 2064-11-01      | 5.8500%  | 0.0000% | $9834000.00        | $9179891.49        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $323000.00         | $370978.42         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $72000.00          | $51282.92          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $87000.00          | $89558.45          | Corporate Debt Securities                         |
| MASS GEN BRIGHAM INC           GLBL -2020 BD 49    | 2049-07-01      | 3.1920%  | 0.0000% | $171000.00         | $115281.36         | Corporate Debt Securities                         |
| MICROSOFT CORP                 NT 5.2%39           | 2039-06-01      | 5.2000%  | 0.0000% | $20000.00          | $20918.33          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT4.5%50    | 2050-03-15      | 4.5000%  | 0.0000% | $50000.00          | $39118.00          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 4.2500%  | 0.0000% | $68000.00          | $67522.09          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35    | 2035-02-15      | 5.1000%  | 0.0000% | $96000.00          | $98388.16          | Corporate Debt Securities                         |
| ORIX CORP                      GLBL NT 5.2%32      | 2032-09-13      | 5.2000%  | 0.0000% | $36000.00          | $37160.60          | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.8279%  | 0.0000% | $13946000.00       | $13858140.20       | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.8278% | 0.0000% | $26500000.00       | $27414250.00       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD6.5%37    | 2037-09-15      | 6.5000%  | 0.0000% | $90000.00          | $99428.00          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $825000.00         | $631037.00         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $276000.00         | $277609.08         | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       SR -2017A BD 47     | 2047-11-01      | 4.2600%  | 0.0000% | $87000.00          | $70011.51          | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $1090000.00        | $1147718.89        | Corporate Debt Securities                         |
| REGIONAL MGT ISSUANC TR 2025-1 D      20340417 6.5 | 2034-04-17      | 6.5800%  | 0.0000% | $1000000.00        | $1011613.44        | Asset-Backed Securities                           |
| PETROLEOS MEXICANOS            FR 6.625%061535     | 2035-06-15      | 6.6250%  | 0.0000% | $4406000.00        | $3937691.77        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT3.8%30    | 2030-09-15      | 3.8000%  | 0.0000% | $200000.00         | $193239.11         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.125%031553     | 2053-03-15      | 5.1250%  | 0.0000% | $466000.00         | $442392.96         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $11000.00          | $8170.35           | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $95000.00          | $92900.29          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 40       | 2040-05-01      | 8.1250%  | 0.0000% | $99000.00          | $117180.61         | Corporate Debt Securities                         |
| RALPH LAUREN CORP              SR GLBL NT 5%32     | 2032-06-15      | 5.0000%  | 0.0000% | $93000.00          | $94794.69          | Corporate Debt Securities                         |
| SBNA AUTO LEASE TRUST 2024-B   A-2    20261120 5.6 | 2026-11-20      | 5.6700%  | 0.0000% | $101000.00         | $20314.53          | Asset-Backed Securities                           |
| SOFTBANK CORP                  SR GLBL REGS 30     | 2030-07-09      | 4.6990%  | 0.0000% | $500000.00         | $499135.54         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $99000.00          | $89970.71          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT4.5%30    | 2030-07-01      | 4.5000%  | 0.0000% | $73000.00          | $73151.11          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $12670000.00       | $13073581.73       | Corporate Debt Securities                         |
| ACCESS FDG LLC 2015-1          A      20560725 FLT | 2056-07-25      | 5.1645%  | 0.0000% | $325000.00         | $43147.18          | Asset-Backed Securities                           |
| ALPHABET INC                   SR GLBL NT5.3%65    | 2065-05-15      | 5.3000%  | 0.0000% | $51000.00          | $49998.87          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 55       | 2055-05-14      | 5.9500%  | 0.0000% | $93000.00          | $95589.71          | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $75000.00          | $76437.00          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%54    | 2054-02-23      | 5.5000%  | 0.0000% | $752000.00         | $739688.92         | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.8278% | 0.0000% | $5250000.00        | $5307750.00        | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $55000.00          | $55543.90          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37       | 2037-04-01      | 5.9500%  | 0.0000% | $72000.00          | $77724.96          | Corporate Debt Securities                         |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $6507000.00        | $6605364.15        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.611%042553     | 2053-04-25      | 4.6110%  | 0.0000% | $79000.00          | $68016.31          | Corporate Debt Securities                         |
| STEELE CREEK CLO 2017-1        D      20301015 FLT | 2030-10-15      | 7.4792%  | 0.0000% | $1468750.00        | $1471458.48        | Asset-Backed Securities                           |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $39000.00          | $32959.68          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $58000.00          | $58926.69          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 53       | 2053-03-15      | 5.3500%  | 0.0000% | $1251000.00        | $1201787.05        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 31       | 2031-03-05      | 5.2530%  | 0.0000% | $23000.00          | $23771.51          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54       | 2054-04-18      | 5.7500%  | 0.0000% | $6975000.00        | $6582456.69        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 5.25%052441      | 2041-05-24      | 5.2500%  | 0.0000% | $26000.00          | $25672.53          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 51     | 2051-02-09      | 4.6770%  | 0.0000% | $1430000.00        | $1034813.42        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33    | 2033-05-01      | 4.9000%  | 0.0000% | $353000.00         | $353900.15         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $174000.00         | $156225.90         | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            144A NT 31          | 2031-04-03      | 10.5000% | 0.0000% | $7000000.00        | $7162628.67        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $6685000.00        | $6922247.31        | Corporate Debt Securities                         |
| ENERSIS AMERICAS S.A.          SR NT 4%26          | 2026-10-25      | 4.0000%  | 0.0000% | $24000.00          | $24055.57          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 36     | 2036-11-15      | 3.1870%  | 0.0000% | $1736000.00        | $1443567.52        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 B54    | 2054-05-15      | 5.7000%  | 0.0000% | $1509000.00        | $1509246.47        | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     05D1A  20351115 FLT | 2035-11-15      | 4.6464%  | 0.0000% | $20149999.00       | $107198.09         | Asset-Backed Securities                           |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090833      | 2033-09-08      | 5.1500%  | 0.0000% | $45000.00          | $47204.41          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $201000.00         | $202865.28         | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 34       | 2034-05-15      | 6.1500%  | 0.0000% | $85000.00          | $90499.78          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 33     | 2033-04-15      | 3.4190%  | 0.0000% | $180000.00         | $164440.27         | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU 2019-1   AA     20330815 3.1 | 2033-08-15      | 3.1500%  | 0.0000% | $53000.00          | $35994.73          | Asset-Backed Securities                           |
| AMERICAN TRANSMISSION SYS INC  SR GLBL 144A 44     | 2044-09-01      | 5.0000%  | 0.0000% | $90000.00          | $83340.30          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR NT 4.5%43        | 2043-06-15      | 4.5000%  | 0.0000% | $66000.00          | $57183.72          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC SR GLBL NT4.9%32    | 2032-10-11      | 4.9000%  | 0.0000% | $75000.00          | $76333.92          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-01-30      | 5.4420%  | 0.0000% | $463000.00         | $471834.04         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-3     AA     20300415 3.0 | 2030-04-15      | 3.0000%  | 0.0000% | $94000.00          | $53960.26          | Asset-Backed Securities                           |
| ALPHABET INC                   SR GLBL NT1.9%40    | 2040-08-15      | 1.9000%  | 0.0000% | $194000.00         | $130467.16         | Corporate Debt Securities                         |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 6.1065%  | 0.0000% | $8600000.00        | $8042842.31        | Private Label Collateralized Mortgage Obligations |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 54       | 2054-05-15      | 5.6250%  | 0.0000% | $2346000.00        | $2216958.27        | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 34       | 2034-09-09      | 4.7500%  | 0.0000% | $216000.00         | $215003.40         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.35%44     | 2044-03-15      | 5.3500%  | 0.0000% | $31000.00          | $30812.79          | Corporate Debt Securities                         |
| ALA TRUST 2025-OANA            D      20400615 FLT | 2040-06-15      | 7.4327%  | 0.0000% | $6500000.00        | $6537722.30        | Private Label Collateralized Mortgage Obligations |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $98000.00          | $105912.03         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.85%34     | 2034-02-08      | 4.8500%  | 0.0000% | $95000.00          | $96793.31          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 34       | 2034-02-08      | 5.1100%  | 0.0000% | $709000.00         | $725595.13         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 38       | 2038-03-01      | 3.5500%  | 0.0000% | $66000.00          | $54186.11          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT5.3%54    | 2054-05-13      | 5.3000%  | 0.0000% | $100000.00         | $97550.33          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.8%080131       | 2031-08-01      | 7.8000%  | 0.0000% | $161000.00         | $190723.82         | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.7%52      | 2052-08-23      | 4.7000%  | 0.0000% | $150000.00         | $135664.17         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 29       | 2029-08-06      | 4.8380%  | 0.0000% | $450000.00         | $468066.63         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $98000.00          | $104740.00         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54      | 2054-06-15      | 5.8000%  | 0.0000% | $4683000.00        | $4598055.58        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 37       | 2037-11-15      | 6.6500%  | 0.0000% | $58000.00          | $66636.14          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731     | 2031-05-27      | 5.2220%  | 0.0000% | $21620000.00       | $22186843.97       | Corporate Debt Securities                         |
| DK TRUST 2024-SPBX             A      20340315 FLT | 2034-03-15      | 5.8419%  | 0.0000% | $1670000.00        | $1677467.31        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 32       | 2032-03-15      | 2.8500%  | 0.0000% | $67000.00          | $60597.26          | Corporate Debt Securities                         |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $422000.00         | $468218.85         | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 45       | 2045-03-15      | 4.6250%  | 0.0000% | $89000.00          | $80972.53          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT6.5%37    | 2037-02-01      | 6.5000%  | 0.0000% | $95000.00          | $103873.00         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $9979000.00        | $8711686.40        | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 7.5779%  | 0.0000% | $10306000.00       | $10321459.00       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $25553000.00       | $25449816.99       | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.7%54    | 2054-11-15      | 5.7000%  | 0.0000% | $59000.00          | $59427.36          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $99000.00          | $101901.91         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     M1     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $1556000.00        | $1466448.75        | Asset-Backed Securities                           |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $83000.00          | $82714.76          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30    | 2030-03-15      | 3.8000%  | 0.0000% | $38000.00          | $37493.29          | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $2000000.00        | $2075611.11        | Corporate Debt Securities                         |
| DELPHI JERSEY HLDGS PLC        SR GLBL REGS 25     | 2025-10-01      | 5.0000%  | 0.0000% | $60000.00          | $60547.67          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2010C 40    | 2040-09-01      | 4.7500%  | 0.0000% | $19000.00          | $18065.42          | Corporate Debt Securities                         |
| MULTIBANK INC                  SR REGS NT 28       | 2028-02-03      | 7.7500%  | 0.0000% | $400000.00         | $414538.33         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 35     | 2035-04-01      | 5.6730%  | 0.0000% | $1624000.00        | $1678972.40        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-04-15      | 5.3750%  | 0.0000% | $6844000.00        | $6384126.93        | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 50       | 2050-05-20      | 3.2500%  | 0.0000% | $181000.00         | $124844.70         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 6.55%37       | 2037-09-15      | 6.5500%  | 0.0000% | $95000.00          | $109472.72         | Corporate Debt Securities                         |
| PFIZER INC                     4.1%38              | 2038-09-15      | 4.1000%  | 0.0000% | $176000.00         | $158785.24         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 5.15%42       | 2042-06-01      | 5.1500%  | 0.0000% | $12000.00          | $10725.64          | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 6.25%32       | 2032-12-01      | 6.2500%  | 0.0000% | $323000.00         | $357159.40         | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M GLBL BD5.2%34    | 2034-03-15      | 5.2000%  | 0.0000% | $70000.00          | $72392.21          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $326000.00         | $331221.43         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $95000.00          | $102444.73         | Corporate Debt Securities                         |
| INTERPUBLIC GROUP COS INC      SR GLBL NT5.4%48    | 2048-10-01      | 5.4000%  | 0.0000% | $696000.00         | $649256.64         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 VR BD29    | 2029-01-15      | 14.0778% | 0.0000% | $1500000.00        | $1503750.00        | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC REGS NT32    | 2032-05-15      | 8.6250%  | 0.0000% | $55000.00          | $59324.01          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30     | 2030-08-01      | 4.1250%  | 0.0000% | $86000.00          | $82123.55          | Corporate Debt Securities                         |
| MORGAN STANLEY RESIDENTIAL 202 A-1    20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $1030000.00        | $620362.44         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.95%030335      | 2035-03-03      | 4.9500%  | 0.0000% | $110000.00         | $111691.80         | Corporate Debt Securities                         |
| NEWMONT CORP                   SR NT 4.875%42      | 2042-03-15      | 4.8750%  | 0.0000% | $100000.00         | $96145.67          | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $8002000.00        | $8026032.67        | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 12.3279% | 0.0000% | $8000000.00        | $8082400.00        | Corporate Debt Securities                         |
| NEVADA POWER CO                GLBL GG NT5.9%53    | 2053-05-01      | 5.9000%  | 0.0000% | $46000.00          | $46286.58          | Corporate Debt Securities                         |
| MARLON LTD                     -A VR 144A NT 27    | 2027-06-07      | 11.3278% | 0.0000% | $750000.00         | $790079.90         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT5.1%33    | 2033-07-15      | 5.1000%  | 0.0000% | $30000.00          | $30559.70          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL REGS 36     | 2036-01-15      | 5.5000%  | 0.0000% | $17000.00          | $16986.15          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $23000.00          | $23355.09          | Corporate Debt Securities                         |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-3    20620425 FLT | 2062-04-25      | 3.9894%  | 0.0000% | $155960.00         | $108666.33         | Asset-Backed Securities                           |
| ABBVIE INC                     SR GLBL NT4.3%36    | 2036-05-14      | 4.3000%  | 0.0000% | $50000.00          | $47319.86          | Corporate Debt Securities                         |
| ABBVIE INC                     SR NT 4.4%42        | 2042-11-06      | 4.4000%  | 0.0000% | $2195000.00        | $1940619.01        | Corporate Debt Securities                         |
| ARZ TR 2024-BILT               C      20390613 6.3 | 2039-06-13      | 6.3610%  | 0.0000% | $500000.00         | $511473.92         | Private Label Collateralized Mortgage Obligations |
| ACM AUTO TR 2024-2             B      20310820 9.2 | 2031-08-20      | 9.2100%  | 0.0000% | $9770000.00        | $10090017.98       | Asset-Backed Securities                           |
| APTIV PLC / APTIV CORP         SR GLBL NT 32       | 2032-03-01      | 3.2500%  | 0.0000% | $13000.00          | $11775.81          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 43       | 2043-03-13      | 4.1500%  | 0.0000% | $84000.00          | $72297.82          | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $94000.00          | $90801.70          | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 8.6779%  | 0.0000% | $11571000.00       | $11811177.17       | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47    | 2047-12-01      | 3.7500%  | 0.0000% | $94000.00          | $71362.92          | Corporate Debt Securities                         |
| ACM AUTO TR 2025-1             B      20311120 7.8 | 2031-11-20      | 7.8700%  | 0.0000% | $3750000.00        | $3837673.96        | Asset-Backed Securities                           |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 34       | 2034-02-12      | 5.2670%  | 0.0000% | $917000.00         | $939401.70         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -Q NT 34    | 2034-04-01      | 5.1500%  | 0.0000% | $76000.00          | $77680.87          | Corporate Debt Securities                         |
| AES GENER S A                  SR 144A NT 32       | 2032-03-14      | 6.2500%  | 0.0000% | $3500000.00        | $3642803.89        | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KONG        FR 5.375%040534     | 2034-04-05      | 5.3750%  | 0.0000% | $300000.00         | $310428.04         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $85000.00          | $91725.31          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $25000.00          | $18535.92          | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR NT 6.5%36        | 2036-07-01      | 6.5000%  | 0.0000% | $796000.00         | $853213.83         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 53       | 2053-10-15      | 6.2500%  | 0.0000% | $803000.00         | $876059.17         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $40000.00          | $40356.00          | Corporate Debt Securities                         |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54       | 2054-09-13      | 5.7500%  | 0.0000% | $650000.00         | $596376.26         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $36000.00          | $37931.58          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT6.5%34    | 2034-02-15      | 6.5000%  | 0.0000% | $2010000.00        | $2250440.67        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 51       | 2051-05-25      | 3.9500%  | 0.0000% | $32000.00          | $22607.10          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AE BD 31    | 2031-04-01      | 2.3500%  | 0.0000% | $26000.00          | $23235.77          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53    | 2053-11-15      | 5.9000%  | 0.0000% | $220000.00         | $226264.62         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 43       | 2043-10-01      | 4.8750%  | 0.0000% | $48000.00          | $45544.32          | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 33       | 2033-10-05      | 5.6250%  | 0.0000% | $1090000.00        | $1162581.74        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-10-15      | 4.9500%  | 0.0000% | $30000.00          | $27931.05          | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $4762000.00        | $4942720.55        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.8%34    | 2034-03-01      | 5.8000%  | 0.0000% | $89000.00          | $94371.74          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.7%46    | 2046-10-15      | 3.7000%  | 0.0000% | $37000.00          | $28308.12          | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $85000.00          | $85069.98          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL 107TH 51    | 2051-08-15      | 2.9000%  | 0.0000% | $50000.00          | $31472.11          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL 144A 28     | 2028-12-01      | 6.5000%  | 0.0000% | $4310000.00        | $4649984.77        | Corporate Debt Securities                         |
| DT AUTO OWNER TRUST 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9700%  | 0.0000% | $12485000.00       | $12466122.68       | Asset-Backed Securities                           |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.514%070533     | 2033-07-05      | 5.5140%  | 0.0000% | $250000.00         | $260884.79         | Corporate Debt Securities                         |
| EATON CORP OHIO                SR NT 5.8%37        | 2037-03-15      | 5.8000%  | 0.0000% | $126000.00         | $133153.02         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 4%52     | 2052-04-01      | 4.0000%  | 0.0000% | $10000.00          | $7753.63           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $90000.00          | $90978.80          | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2024-5   A-4    20550425 FLT | 2055-04-25      | 6.0000%  | 0.0000% | $500000.00         | $404448.15         | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY OHIO INC           1M GLBL BD4.3%49    | 2049-02-01      | 4.3000%  | 0.0000% | $15000.00          | $12417.30          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT4.9%46    | 2046-11-30      | 4.9000%  | 0.0000% | $1046000.00        | $982807.65         | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXTND-B 144A 26     | 2026-05-07      | 7.4279%  | 0.0000% | $14750000.00       | $14763275.00       | Corporate Debt Securities                         |
| BANK5 2024-5YR10               A-S    20571017 5.6 | 2057-10-17      | 5.6370%  | 0.0000% | $166000.00         | $169609.42         | Private Label Collateralized Mortgage Obligations |
| TRUIST BK                      SUB GLBL NT 29      | 2029-09-17      | 4.6320%  | 0.0000% | $1461000.00        | $1471906.36        | Corporate Debt Securities                         |
| BLP COML MTG TR 2023-IND       A      20400315 FLT | 2040-03-15      | 6.0339%  | 0.0000% | $10993000.00       | $11025921.30       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $459000.00         | $444964.16         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33    | 2033-05-11      | 5.1000%  | 0.0000% | $40000.00          | $40268.07          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42        | 2042-05-15      | 4.4000%  | 0.0000% | $46000.00          | $42250.49          | Corporate Debt Securities                         |
| BX COML MTG TR 2021-MC         C      20340417 FLT | 2034-04-17      | 5.6565%  | 0.0000% | $675000.00         | $654759.30         | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER CHILE NEW      FR 3.177%102631     | 2031-10-26      | 3.1770%  | 0.0000% | $200000.00         | $183233.10         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $76000.00          | $76201.82          | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.5779%  | 0.0000% | $5000000.00        | $5138095.91        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33    | 2033-09-11      | 4.8930%  | 0.0000% | $4227000.00        | $4294667.22        | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 8.1600%  | 0.0000% | $7750000.00        | $7792625.00        | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $183000.00         | $189767.95         | Corporate Debt Securities                         |
| DP WORLD LTD                   FR 6.85%070237      | 2037-07-02      | 6.8500%  | 0.0000% | $300000.00         | $333722.33         | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 5.0000%  | 0.0000% | $35797000.00       | $36751228.70       | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 57       | 2057-11-15      | 4.3750%  | 0.0000% | $92000.00          | $73959.36          | Corporate Debt Securities                         |
| BOEING CO                      3.5%39              | 2039-03-01      | 3.5000%  | 0.0000% | $49000.00          | $39057.08          | Corporate Debt Securities                         |
| BOEING CO                      3.85%48             | 2048-11-01      | 3.8500%  | 0.0000% | $83000.00          | $59796.11          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 51       | 2051-05-15      | 2.8500%  | 0.0000% | $178000.00         | $109869.91         | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 4.9%35      | 2035-01-08      | 4.9000%  | 0.0000% | $242000.00         | $243461.81         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $23000.00          | $22666.80          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $1794000.00        | $2007055.44        | Corporate Debt Securities                         |
| EXETER AUTOMBL REC TR 2025-1   D      20310515 5.4 | 2031-05-15      | 5.4900%  | 0.0000% | $8000000.00        | $8120304.00        | Asset-Backed Securities                           |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.6878% | 0.0000% | $6000000.00        | $6177000.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $3163000.00        | $3507187.12        | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL O NT4%49    | 2049-06-01      | 4.0000%  | 0.0000% | $90000.00          | $68293.50          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $37000.00          | $38506.80          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $71000.00          | $62017.16          | Corporate Debt Securities                         |
| 9595 SPV1 LLC                  -2024 144A BD 25    | 2025-09-01      | 12.0000% | 0.0000% | $4070000.00        | $4270248.07        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 39     | 2039-04-01      | 3.8750%  | 0.0000% | $200000.00         | $173007.33         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 5%010934         | 2034-01-09      | 5.0000%  | 0.0000% | $1415000.00        | $1427360.81        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT51    | 2051-11-15      | 2.7000%  | 0.0000% | $223000.00         | $131349.23         | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -H BD 52       | 2052-04-01      | 3.0670%  | 0.0000% | $5974000.00        | $4036054.31        | Corporate Debt Securities                         |
| OCEANVIEW MRTG TR 2021-5       A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2500000.00        | $1468425.88        | Private Label Collateralized Mortgage Obligations |
| NELNET ED LN FDG 2004-4        A-5    20370125 FLT | 2037-01-25      | 4.7623%  | 0.0000% | $1902000.00        | $90379.27          | Asset-Backed Securities                           |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53    | 2053-09-15      | 5.7000%  | 0.0000% | $44000.00          | $44686.11          | Corporate Debt Securities                         |
| NAVIENT ST LN TR 2020-2        A-1B   20690826 FLT | 2069-08-26      | 5.3645%  | 0.0000% | $360000.00         | $152616.72         | Asset-Backed Securities                           |
| NEW RESI MTG LN 2019-3 TR      A-1A   20581125 FLT | 2058-11-25      | 3.7500%  | 0.0000% | $16817000.00       | $3934178.04        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2025-FL4  B      20430115 FLT | 2043-01-15      | 6.9005%  | 0.0000% | $2500000.00        | $2501925.70        | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR NT 4.625%42      | 2042-12-01      | 4.6250%  | 0.0000% | $98000.00          | $82899.02          | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $98000.00          | $76333.83          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%062140     | 2040-06-21      | 6.6250%  | 0.0000% | $99000.00          | $110608.85         | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR NT 4.65%43       | 2043-08-01      | 4.6500%  | 0.0000% | $50000.00          | $44679.00          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 45       | 2045-11-15      | 4.7500%  | 0.0000% | $73000.00          | $61358.53          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 43 BD 55    | 2055-05-15      | 5.8500%  | 0.0000% | $22000.00          | $22305.08          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.5778% | 0.0000% | $14000000.00       | $14382200.00       | Corporate Debt Securities                         |
| ELLINGTON FIN MOR TR 20-1      A-3    20650525 FLT | 2065-05-25      | 3.9990%  | 0.0000% | $250000.00         | $243141.62         | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL 144A 35     | 2035-02-01      | 3.9000%  | 0.0000% | $8000.00           | $7289.52           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.7%120136       | 2036-12-01      | 5.7000%  | 0.0000% | $143000.00         | $150385.95         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.8278% | 0.0000% | $13489000.00       | $13594214.20       | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $180000.00         | $140357.25         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-03-01      | 5.0000%  | 0.0000% | $200000.00         | $205605.11         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 31       | 2031-02-13      | 5.1250%  | 0.0000% | $95000.00          | $99268.03          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-5          M2     20561025 FLT | 2056-10-25      | 3.3750%  | 0.0000% | $142000.00         | $133872.70         | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC               SR GLBL NT5.2%34    | 2034-09-01      | 5.2000%  | 0.0000% | $87000.00          | $87883.63          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 37       | 2037-05-15      | 5.9500%  | 0.0000% | $12000.00          | $12799.87          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT5.5%55    | 2055-05-15      | 5.5000%  | 0.0000% | $95000.00          | $94810.11          | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $2045000.00        | $613954.44         | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $10628000.00       | $10324003.77       | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $68000.00          | $76130.91          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $28000.00          | $29097.18          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-IG1      A-S    20430917 FLT | 2043-09-17      | 2.9086%  | 0.0000% | $11101000.00       | $9088886.40        | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2022 A52    | 2052-11-15      | 6.1500%  | 0.0000% | $88000.00          | $93041.81          | Corporate Debt Securities                         |
| DEUTSCHE BK AG                 SNR PREF GLBL 35    | 2035-07-31      | 5.2000%  | 0.0000% | $100000.00         | $98696.00          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-02-15      | 5.1500%  | 0.0000% | $468000.00         | $471747.38         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.7%55      | 2055-02-15      | 5.7000%  | 0.0000% | $374000.00         | $365791.95         | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC 2012-B 42    | 2042-06-15      | 3.9500%  | 0.0000% | $110000.00         | $90389.99          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 53       | 2053-03-15      | 6.2500%  | 0.0000% | $90000.00          | $91178.20          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 36       | 2036-10-01      | 6.3500%  | 0.0000% | $261000.00         | $288785.19         | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $19000000.00       | $18047150.00       | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.9%101546       | 2046-10-15      | 3.9000%  | 0.0000% | $89000.00          | $70302.29          | Corporate Debt Securities                         |
| BPCE                           FR 6.027%052836     | 2036-05-28      | 6.0270%  | 0.0000% | $250000.00         | $260422.46         | Corporate Debt Securities                         |
| ATLAS SR LN FD IV LTD 2017-8   D      20300116 FLT | 2030-01-16      | 8.2794%  | 0.0000% | $1835000.00        | $1853477.97        | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 2.884%102230     | 2030-10-22      | 2.8840%  | 0.0000% | $256000.00         | $241674.50         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $199000.00         | $164892.28         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -RR NT    | 2500-12-31      | 4.3750%  | 0.0000% | $196000.00         | $191512.80         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $505000.00         | $506427.61         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.786%011333     | 2033-01-13      | 5.7860%  | 0.0000% | $1050000.00        | $1093020.89        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $71000.00          | $78268.27          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B30      A-5    20541118 FLT | 2054-11-18      | 2.5760%  | 0.0000% | $3080000.00        | $2702532.65        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               SR GLBL NT 32       | 2032-05-15      | 4.9500%  | 0.0000% | $164000.00         | $167775.69         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.4%35    | 2035-08-15      | 4.4000%  | 0.0000% | $474000.00         | $456243.43         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.06%072232      | 2032-07-22      | 5.0600%  | 0.0000% | $92000.00          | $93909.46          | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $153070.00         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 31       | 2031-09-15      | 3.1250%  | 0.0000% | $1892000.00        | $1714276.03        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.033%30    | 2030-07-17      | 5.0330%  | 0.0000% | $150000.00         | $151061.59         | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT2.4%31    | 2031-08-01      | 2.4000%  | 0.0000% | $1595000.00        | $1386150.70        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $32000.00          | $26471.61          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $11795000.00       | $10129696.72       | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%31      | 2031-02-26      | 4.9000%  | 0.0000% | $80000.00          | $83454.98          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $40000.00          | $38921.34          | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 012425-012431    | 2031-01-24      | 5.3932%  | 0.0000% | $7000.00           | $7002.85           | Corporate Debt Securities                         |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35       | 2035-06-01      | 6.1890%  | 0.0000% | $5000000.00        | $5202803.75        | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.7678% | 0.0000% | $3000000.00        | $3126600.00        | Corporate Debt Securities                         |

### Security 697: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19HRA4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19HRA4
- **C.18 - Value (incl. sponsor support):** $824503902.75
- **C.18.a - Value (excl. sponsor support):** $824503902.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| WELLFLEET CLO LTD 2020-1       SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $15975000.00       | $4313250.00        | Asset-Backed Securities |
| VOYA CLO 2014-3                SUB    20260727 FLT | 2026-07-27      | 0.0000%  | 0.0000% | $5000000.00        | $25200.00          | Asset-Backed Securities |
| Z CAPITAL CR PAR CLO 2019-1    E      20310716 FLT | 2031-07-16      | 13.8094% | 0.0000% | $3000000.00        | $2767180.45        | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $8500000.00        | $41854.00          | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.3907%  | 0.0000% | $5412000.00        | $5714065.80        | Asset-Backed Securities |
| HOME EQUITY MTG INABS 2006-D   2A-4   20361125 FLT | 2036-11-25      | 4.7067%  | 0.0000% | $5000000.00        | $3238353.63        | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.8917%  | 0.0000% | $15000000.00       | $2044283.59        | Asset-Backed Securities |
| GSAA HEQ TR 2007-9             A2A    20371025 6.5 | 2037-10-25      | 6.5000%  | 0.0000% | $2140000.00        | $198630.56         | Asset-Backed Securities |
| GSAA HEQ TR 2006-12            A-1    20360825 FLT | 2036-08-25      | 4.5667%  | 0.0000% | $11500000.00       | $159519.05         | Asset-Backed Securities |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.8417%  | 0.0000% | $6631856.00        | $4736134.40        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-3    C1     20311015 7.2 | 2031-10-15      | 7.2970%  | 0.0000% | $9000000.00        | $5606502.00        | Asset-Backed Securities |
| PREFER TERM SEC XXV 2007-25    C-2    20370622 FLT | 2037-06-22      | 5.4301%  | 0.0000% | $1350000.00        | $754307.68         | Asset-Backed Securities |
| NORTHWOODS CAP XVII LTD        SUB    20310422 FLT | 2031-04-22      | 0.0000%  | 0.0000% | $850000.00         | $93500.00          | Asset-Backed Securities |
| PK ALIFT LOAN  3 LP 2024-3     D      20390915 7.4 | 2039-09-15      | 7.4920%  | 0.0000% | $3955000.00        | $3115989.93        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $7814373.53        | Asset-Backed Securities |
| OCTAGON INV PTNRS 24 2015-24   SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $15950000.00       | $3647653.35        | Asset-Backed Securities |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.8167%  | 0.0000% | $7211000.00        | $4178383.81        | Asset-Backed Securities |
| GSAMP TRUST 2004-OPT           M-2    20341125 FLT | 2034-11-25      | 3.4888%  | 0.0000% | $10590000.00       | $1002927.61        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5765616.00        | $2855303.48        | Asset-Backed Securities |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $4221637.88        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2018-2      SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $4083328.00        | $449166.08         | Asset-Backed Securities |
| TABERNA PREF FDG VIII 2007-8   B      20371107 FLT | 2037-11-07      | 5.2603%  | 0.0000% | $1500000.00        | $821130.16         | Asset-Backed Securities |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $9619120.00        | $2828623.74        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    M9     20340925 FLT | 2034-09-25      | 8.2167%  | 0.0000% | $3000000.00        | $448098.14         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 5.2167%  | 0.0000% | $4385000.00        | $2440903.09        | Asset-Backed Securities |
| SACO I TRUST 2004-3            B-1    20350125 FLT | 2035-01-25      | 7.2087%  | 0.0000% | $2200000.00        | $29771.85          | Asset-Backed Securities |
| SALT TR 2021-1                 D      20330228 7.1 | 2033-02-28      | 7.1420%  | 0.0000% | $11740000.00       | $3214110.39        | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     C-2    20360505 6.2 | 2036-05-05      | 5.9713%  | 0.0000% | $5000000.00        | $138336.59         | Asset-Backed Securities |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $33194.60          | Asset-Backed Securities |
| THL CR LK SHORE MM CLO 2019-2  SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $21850000.00       | $8138141.75        | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 10.3292% | 0.0000% | $2205000.00        | $2015173.18        | Asset-Backed Securities |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $553896.00         | Asset-Backed Securities |
| VENTURE XXIII CLO 2016-23      SUB    20280719 FLT | 2028-07-19      | 0.0000%  | 0.0000% | $2125000.00        | $112625.00         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-WF4 M8     20351125 FLT | 2035-11-25      | 7.0917%  | 0.0000% | $3200000.00        | $3139893.90        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $523496.84         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M3     20370125 FLT | 2037-01-25      | 5.0067%  | 0.0000% | $2498560.00        | $2108.98           | Asset-Backed Securities |
| CWALT INC ALT LN TR 2006-OC3   1-A-1  20360425 FLT | 2036-04-25      | 4.8267%  | 0.0000% | $33290000.00       | $1314786.38        | Asset-Backed Securities |
| QUEST TRUST 2004-X2            M-3    20340625 FLT | 2034-06-25      | 7.6917%  | 0.0000% | $4000000.00        | $1931711.12        | Asset-Backed Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 12.1938% | 0.0000% | $535000.00         | $491709.49         | Asset-Backed Securities |
| GMACM HEQ LN TR 2005-HE1       A3     20350825 FLT | 2035-08-25      | 4.9667%  | 0.0000% | $34632000.00       | $268659.13         | Asset-Backed Securities |
| FLATIRON CLO LTD 2024-28       SUB    20360715 FLT | 2036-07-15      | 0.0000%  | 0.0000% | $9999984.00        | $7130568.59        | Asset-Backed Securities |
| HOMES TR 2023-NQM1             B-1    20680125 FLT | 2068-01-25      | 6.9954%  | 0.0000% | $4965000.00        | $4978156.59        | Asset-Backed Securities |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $3370104.00        | $1289715.21        | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 11.0000% | 0.0000% | $7000000.00        | $407583.93         | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $139300000.00      | $3966533.15        | Asset-Backed Securities |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5492440.60        | Asset-Backed Securities |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $290958.88         | Asset-Backed Securities |
| DRYDEN 43 SR LN FD 2016-43     SUB NT 20290720 FLT | 2029-07-20      | 0.0000%  | 0.0000% | $3620000.00        | $1281733.40        | Asset-Backed Securities |
| DRYDEN 49  SR LN FD 2017-49    F      20300718 FLT | 2030-07-18      | 12.1406% | 0.0000% | $2600000.00        | $2301140.68        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-3      SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4083328.00        | $489999.36         | Asset-Backed Securities |
| RENAISSANCE HEQ 2006-4         N      20370125 7.1 | 2037-01-25      | 7.1420%  | 0.0000% | $4997120.00        | $1488.55           | Asset-Backed Securities |
| FIRSTKEY HOMES TR 2020-SFR1    G      20370819 4.7 | 2037-08-19      | 4.7810%  | 0.0000% | $2540000.00        | $2540450.00        | Asset-Backed Securities |
| POPULAR ABS 2006-B             M-2    20360525 FLT | 2036-05-25      | 5.2167%  | 0.0000% | $18000000.00       | $6164173.72        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 8.0900%  | 0.0000% | $10000000.00       | $1592363.33        | Asset-Backed Securities |
| FIRST NLC TRUST 2005-1         M-7    20350525 FLT | 2035-05-25      | 0.1206%  | 0.0000% | $5996544.00        | $1147.72           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-S1     M3     20370125 FLT | 2037-01-25      | 5.3967%  | 0.0000% | $4075520.00        | $3704.97           | Asset-Backed Securities |
| RESIDENTIAL ASSET 2005-AHL3    M-2    20351126 FLT | 2035-11-26      | 5.1267%  | 0.0000% | $9737984.00        | $5682315.83        | Asset-Backed Securities |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $310000.00         | Asset-Backed Securities |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 5.1792%  | 0.0000% | $15663312.00       | $11078689.54       | Asset-Backed Securities |
| HORIZON AIR FIN 2018-A-B-C     B      20381215 5.2 | 2038-12-15      | 5.2700%  | 0.0000% | $6000000.00        | $4509316.21        | Asset-Backed Securities |
| PIONEER AIR FIN 2019           B      20440615 4.9 | 2044-06-15      | 4.9480%  | 0.0000% | $2500000.00        | $2253146.27        | Asset-Backed Securities |
| SBA IO 2018- 2.80842 24MAY44 144A F                | 2044-05-24      | 3.3790%  | 0.0000% | $43684672.00       | $451508.36         | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS2     M-4    20360325 FLT | 2036-03-25      | 5.2167%  | 0.0000% | $11000000.00       | $8339906.02        | Asset-Backed Securities |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 3.5336%  | 0.0000% | $35395456.00       | $323875.82         | Asset-Backed Securities |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.8406% | 0.0000% | $2250000.00        | $2006592.50        | Asset-Backed Securities |
| INVITATION HOMES TR 2024-SFR1  E      20410919 4.5 | 2041-09-19      | 4.5000%  | 0.0000% | $4000000.00        | $3773592.00        | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     C2 144 20351105 FLT | 2035-11-05      | 6.2221%  | 0.0000% | $25000000.00       | $962319.34         | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2006-4  C      20320525 FLT | 2032-05-25      | 4.9167%  | 0.0000% | $2341000.00        | $2151.57           | Asset-Backed Securities |
| INDYMAC MBS SPMD 2004-C        M-9    20350325 FLT | 2035-03-25      | 4.4019%  | 0.0000% | $4500000.00        | $1053783.80        | Asset-Backed Securities |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.6000%  | 0.0000% | $1850000.00        | $1945398.95        | Asset-Backed Securities |
| ALESCO PREF FDG XIV 2006-14    D1 144 20370923 FLT | 2037-09-23      | 7.2853%  | 0.0000% | $2437000.00        | $38752.57          | Asset-Backed Securities |
| ASSET BACKED FDG 2004-HE1      M-5    20330825 FLT | 2033-08-25      | 7.2417%  | 0.0000% | $3000000.00        | $373310.86         | Asset-Backed Securities |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1598395.50        | Asset-Backed Securities |
| ASSET BCKD FDG NIM 2005-OPT1   N2 144 20350926 6.0 | 2035-09-26      | 6.0000%  | 0.0000% | $1556473.00        | $400.28            | Asset-Backed Securities |
| VERTICAL CDO LTD 2003-1        A      20400303 FLT | 2040-03-03      | 5.7897%  | 0.0000% | $24000000.00       | $160214.49         | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2013-4 INC NT 20251015 FLT | 2025-10-15      | 0.0000%  | 0.0000% | $524000.00         | $24617.00          | Asset-Backed Securities |
| BUCKINGHAM CDO II LTD          D      20410405 FLT | 2041-04-05      | 9.1000%  | 0.0000% | $1100000.00        | $12023.38          | Asset-Backed Securities |
| CARRINGTON MTG LN 2007-HE1     A-4    20370525 FLT | 2037-05-25      | 4.7567%  | 0.0000% | $9224000.00        | $8765155.93        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1171774.18        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2005-R11   M-4    20360125 FLT | 2036-01-25      | 5.4267%  | 0.0000% | $17000000.00       | $16109422.36       | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 2.9297%  | 0.0000% | $2000000.00        | $226758.45         | Asset-Backed Securities |
| CWABS INC 2005-BC4             M-9    20350325 FLT | 2035-03-25      | 7.0917%  | 0.0000% | $513000.00         | $334577.44         | Asset-Backed Securities |
| C-BASS CBO XV 2006-15          A      20410219 FLT | 2041-02-19      | 7.7700%  | 0.0000% | $3391000.00        | $83170.22          | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $759234.30         | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B-2    20631025 FLT | 2063-10-25      | 3.5103%  | 0.0000% | $10123000.00       | $5910093.20        | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-6    20350325 FLT | 2035-03-25      | 6.1917%  | 0.0000% | $1500000.00        | $4021.74           | Asset-Backed Securities |
| GSAMP NIM 2006-HE4-N           N1 144 20360625 5.7 | 2036-06-25      | 5.7500%  | 0.0000% | $6500000.00        | $2598.63           | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 5.2317%  | 0.0000% | $15437160.00       | $3683766.70        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    C      20320915 FLT | 2032-09-15      | 6.1797%  | 0.0000% | $8020000.00        | $2078529.49        | Asset-Backed Securities |
| RASC NIM 2003 NT2 TRUST                            | 2034-12-25      | 4.5000%  | 0.0000% | $15240000.00       | $83938.95          | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          XS     20441025 FLT | 2044-10-25      | 0.0000%  | 0.0000% | $571168768.00      | $36630057.92       | Asset-Backed Securities |
| FBR SEC TRUST 2005-3           M-5    20351025 FLT | 2035-10-25      | 5.4267%  | 0.0000% | $1998848.00        | $1827.11           | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-8    20341225 FLT | 2034-12-25      | 7.0917%  | 0.0000% | $281000.00         | $82598.16          | Asset-Backed Securities |
| ELLINGTON CLO LTD 2017-1R      E-R    20291015 FLT | 2029-10-15      | 11.5792% | 0.0000% | $3000000.00        | $1243458.88        | Asset-Backed Securities |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $5188400.00        | $1400868.00        | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       B      20460302 FLT | 2046-03-02      | 5.2414%  | 0.0000% | $32269000.00       | $5834401.00        | Asset-Backed Securities |
| FALCON 2019-1 AEROSPACE LTD    C      20390915 6.6 | 2039-09-15      | 6.6560%  | 0.0000% | $4675000.00        | $3701093.11        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-7    20341225 FLT | 2034-12-25      | 6.9417%  | 0.0000% | $3000000.00        | $764121.73         | Asset-Backed Securities |
| DRYDEN 42 SENIOR LOAN 2016-RR  F-RR   20370715 FLT | 2037-07-15      | 12.3576% | 0.0000% | $5955000.00        | $5527771.89        | Asset-Backed Securities |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $1258000.00        | Asset-Backed Securities |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $1244162.80        | Asset-Backed Securities |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $1176917.56        | Asset-Backed Securities |
| ABS CORP HEQ NC 2006-HE2       A4     20360325 FLT | 2036-03-25      | 3.0320%  | 0.0000% | $800000.00         | $621546.16         | Asset-Backed Securities |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $760675.48         | Asset-Backed Securities |
| CENT CLO 17 LTD 2013-17        SUB NT 20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $15000000.00       | $1641015.00        | Asset-Backed Securities |
| CHEC LOAN TRUST 2004-2         M-6    20340125 FLT | 2034-01-25      | 8.9667%  | 0.0000% | $1250000.00        | $150527.47         | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM6     XS     20630925 FLT | 2063-09-25      | 0.4981%  | 0.0000% | $283612672.00      | $3660247.94        | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-WMC1 N2     20350726 6.0 | 2035-07-26      | 6.0000%  | 0.0000% | $2596864.00        | $2190.02           | Asset-Backed Securities |
| ASCENT EDUCATION 2024-A        C      20501025 8.0 | 2050-10-25      | 8.0100%  | 0.0000% | $7000000.00        | $7129500.00        | Asset-Backed Securities |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.8700%  | 0.0000% | $5000000.00        | $47311.72          | Asset-Backed Securities |
| CORONADO CDO 2003              B-1    20380907 FLT | 2038-09-07      | 6.0811%  | 0.0000% | $5000000.00        | $871741.18         | Asset-Backed Securities |
| CSFB COML MTG PTC 2004-CF1     M-2    20430525 FLT | 2043-05-25      | 7.3167%  | 0.0000% | $8273000.00        | $592979.64         | Asset-Backed Securities |
| CENTERSQUARE ISSUER LLC 2024-1 B      20541026 5.6 | 2054-10-26      | 5.6000%  | 0.0000% | $4500000.00        | $4195095.00        | Asset-Backed Securities |
| CWCAPITAL COBALT VR 2007-5     A-2    20321126 FLT | 2032-11-26      | 5.9200%  | 0.0000% | $100000000.00      | $556222.20         | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.8400%  | 0.0000% | $35918000.00       | $278509.29         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4712681.56        | Asset-Backed Securities |
| BRAVO RESI FDING TR 2023-NQM5  B-2    20630625 FLT | 2063-06-25      | 7.3333%  | 0.0000% | $6643000.00        | $6153757.10        | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.0500%  | 0.0000% | $64700000.00       | $1955444.88        | Asset-Backed Securities |
| FBR SEC TRUST 2005-3           M-4    20351025 FLT | 2035-10-25      | 5.3817%  | 0.0000% | $3997696.00        | $3624.23           | Asset-Backed Securities |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.7500%  | 0.0000% | $5000000.00        | $50342.28          | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 5.1717%  | 0.0000% | $15045488.00       | $7685751.12        | Asset-Backed Securities |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.8417%  | 0.0000% | $31420000.00       | $41366.94          | Asset-Backed Securities |
| DRYDEN LOAN FUND 2016-45R      F-R    20301015 FLT | 2030-10-15      | 12.6992% | 0.0000% | $1650000.00        | $1325963.22        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 5.2167%  | 0.0000% | $14880624.00       | $5616919.80        | Asset-Backed Securities |
| NEUBERGER BERMAN CLO 2013-15   SUB NT 20251015 FLT | 2025-10-15      | 0.0000%  | 0.0000% | $500000.00         | $42500.00          | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.9767%  | 0.0000% | $17111776.00       | $4740754.14        | Asset-Backed Securities |
| HEMPSTEAD II CLO LTD           SUB    20290810 FLT | 2029-08-10      | 0.0000%  | 0.0000% | $2228224.00        | $222.82            | Asset-Backed Securities |
| GSAMP TRUST 2007-SEA1          M-1    20361225 FLT | 2036-12-25      | 5.5000%  | 0.0000% | $2000000.00        | $1922018.67        | Asset-Backed Securities |
| PAGAYA AI TECHNOLOGY 2023-1    G      20401026 3.6 | 2040-10-26      | 3.6000%  | 0.0000% | $23325000.00       | $18040604.62       | Asset-Backed Securities |
| RCO VII MORTGAGE LLC 2025-3    A-1    20300527 FLT | 2030-05-27      | 6.4345%  | 0.0000% | $10000000.00       | $9066393.90        | Asset-Backed Securities |
| RENAISSANCE HEQ 2007-3         AV-2   20370925 FLT | 2037-09-25      | 5.4667%  | 0.0000% | $3000000.00        | $386206.38         | Asset-Backed Securities |
| PREFER TERM SEC XXIII 2006-23  D-FP   20361222 FLT | 2036-12-22      | 6.1801%  | 0.0000% | $3375000.00        | $490128.04         | Asset-Backed Securities |
| PIONEER AIR FIN 2019           EQT CT 20440615 0.0 | 2044-06-15      | 0.0000%  | 0.0000% | $2390000.00        | $143435.85         | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M6     20351225 FLT | 2035-12-25      | 5.5167%  | 0.0000% | $6586368.00        | $6119.26           | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-7    M4     20350825 FLT | 2035-08-25      | 5.4417%  | 0.0000% | $475136.00         | $149.33            | Asset-Backed Securities |
| STRUCTURED ASSET INV 2003-BC9  M2     20330825 FLT | 2033-08-25      | 7.0917%  | 0.0000% | $46347000.00       | $564528.10         | Asset-Backed Securities |
| SECURITIZED ASSET REC 2007-NC1 A-2A   20361225 FLT | 2036-12-25      | 4.5667%  | 0.0000% | $2600000.00        | $6942.74           | Asset-Backed Securities |
| SOUNDVIEW HM LN 2006-OPT2      M-1    20360525 FLT | 2036-05-25      | 4.9167%  | 0.0000% | $13000000.00       | $7816732.90        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT3      M-4    20351125 FLT | 2035-11-25      | 5.4867%  | 0.0000% | $6548000.00        | $5232985.33        | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1340925.00        | Asset-Backed Securities |
| PK ALIFT LOAN  3 LP 2024-3     B      20390915 6.2 | 2039-09-15      | 6.2270%  | 0.0000% | $4000000.00        | $3133021.55        | Asset-Backed Securities |
| PK ALIFT LOAN  6 FDG LP 2025-1 D      20421117 FLT | 2042-11-17      | 7.3340%  | 0.0000% | $2000000.00        | $2005767.67        | Asset-Backed Securities |
| OCTAGON INV PTNS XXII 2014-22  SUB    20251125 FLT | 2025-11-25      | 0.0000%  | 0.0000% | $21770000.00       | $2449647.48        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2023-7    C1     20310715 8.7 | 2031-07-15      | 8.7980%  | 0.0000% | $15143000.00       | $13663479.78       | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $5996544.00        | $5556.28           | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF15   A5     20361125 FLT | 2036-11-25      | 4.6267%  | 0.0000% | $11586000.00       | $176790.56         | Asset-Backed Securities |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $11120000.00       | $1668000.00        | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $2062238.64        | Asset-Backed Securities |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10943808.70       | Asset-Backed Securities |
| BELLE HAVEN ABS CDO 2004-1     A1SB   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $2000000.00        | $128890.68         | Asset-Backed Securities |
| BELLE HAVEN ABS CDO            D      20460705 FLT | 2046-07-05      | 10.8000% | 0.0000% | $4000000.00        | $74594.87          | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.6000% | 0.0000% | $1000000.00        | $1138362.67        | Asset-Backed Securities |
| C-BASS CBO X 2004-10           D 144  20390607 FLT | 2039-06-07      | 7.6537%  | 0.0000% | $7500000.00        | $812720.94         | Asset-Backed Securities |
| CSMC TRUST 2006-CF2            B-1    20360525 FLT | 2036-05-25      | 6.3167%  | 0.0000% | $6466000.00        | $4613907.38        | Asset-Backed Securities |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT | 2042-04-25      | 2.8868%  | 0.0000% | $475065344.00      | $2198472.32        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8698%  | 0.0000% | $6132930.00        | $6071849.13        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $270301760.00      | $17763072.67       | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    X      20630525 FLT | 2063-05-25      | 0.0000%  | 0.0000% | $460918272.00      | $2542351.61        | Asset-Backed Securities |
| BRAVO RES FDG TR 2022-NQM3     A-IO-S 20620725 FLT | 2062-07-25      | 0.4000%  | 0.0000% | $386712320.00      | $1730984.39        | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM6     AIOS   20630925 FLT | 2063-09-25      | 0.1500%  | 0.0000% | $283611136.00      | $278356.53         | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       E      20301025 FLT | 2030-10-25      | 10.2301% | 0.0000% | $1525000.00        | $1401223.39        | Asset-Backed Securities |
| COGENT IPV4 LLC, 2024-1        A-2    20540525 7.9 | 2054-05-25      | 7.9240%  | 0.0000% | $5000000.00        | $5240318.33        | Asset-Backed Securities |
| NOMURA CRE CDO 2007-2          J 144A 20420521 FLT | 2042-05-21      | 5.7831%  | 0.0000% | $16175000.00       | $3414562.01        | Asset-Backed Securities |
| SOLRR AIRCRAFT LTD 2021-1      C      20461015 5.6 | 2046-10-15      | 5.6820%  | 0.0000% | $5250000.00        | $2419358.19        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC3 1-A4   20370625 FLT | 2037-06-25      | 4.7667%  | 0.0000% | $7124000.00        | $5949859.93        | Asset-Backed Securities |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $394195.00         | Asset-Backed Securities |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.5190%  | 0.0000% | $72737664.00       | $691965.59         | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   D      20370922 FLT | 2037-09-22      | 6.2801%  | 0.0000% | $250000.00         | $153703.92         | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-2    20441025 FLT | 2044-10-25      | 8.5500%  | 0.0000% | $6568000.00        | $6223206.27        | Asset-Backed Securities |
| RADNOR RE 2024-1 LTD           M-2    20340925 FLT | 2034-09-25      | 8.3500%  | 0.0000% | $10075000.00       | $10392762.17       | Asset-Backed Securities |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $7406170.00        | Asset-Backed Securities |
| WASH MUTUAL WMABS                                  | 2036-09-25      | 12.0000% | 0.0000% | $1920000.00        | $3841.92           | Asset-Backed Securities |
| WIND RIV 2021- 0.0 20APR34 144A FRN                | 2037-07-20      | 0.0000%  | 0.0000% | $12300000.00       | $4674000.00        | Asset-Backed Securities |
| HILLCREST CDO I LTD 2004-1     D      20391210 FLT | 2039-12-10      | 7.3637%  | 0.0000% | $4500000.00        | $99388.30          | Asset-Backed Securities |
| OZLM XVIII LTD 2018-18         F      20310415 FLT | 2031-04-15      | 11.8292% | 0.0000% | $1000000.00        | $981866.41         | Asset-Backed Securities |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2953944.24        | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        E-1    20420406 FLT | 2042-04-06      | 6.9474%  | 0.0000% | $5000000.00        | $45983.36          | Asset-Backed Securities |
| PARK PLACE SECS 2005-WCW1      M-5    20350525 FLT | 2035-05-25      | 5.4567%  | 0.0000% | $11425920.00       | $4982362.85        | Asset-Backed Securities |
| PRET 2024-NPL5 LLC             A-2    20540925 FLT | 2054-09-25      | 8.8350%  | 0.0000% | $1500000.00        | $1501431.75        | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 5.4301%  | 0.0000% | $4000000.00        | $2320062.07        | Asset-Backed Securities |
| BENEFIT STR P 0.01 15JUL37 144A FRN                | 2037-07-15      | 12.1976% | 0.0000% | $2000000.00        | $1845684.27        | Asset-Backed Securities |
| BCAP LLC TR 2011-RR5 I-II      12A1   20370326 FLT | 2037-03-26      | 4.4669%  | 0.0000% | $4800000.00        | $314366.46         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR3 M-2    20340925 FLT | 2034-09-25      | 5.4430%  | 0.0000% | $7822800.00        | $1244614.38        | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM6     B-2    20630925 FLT | 2063-09-25      | 7.9953%  | 0.0000% | $7374000.00        | $6806222.41        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $19298000.00       | $20870336.72       | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.6967%  | 0.0000% | $2500000.00        | $464234.12         | Asset-Backed Securities |
| COMMODORE CDO III 2005         A2 144 20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $28500000.00       | $1933326.00        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $424590.98         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-HE4 M-4    20350425 FLT | 2035-04-25      | 4.9779%  | 0.0000% | $1840000.00        | $1404223.27        | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-9    20340225 FLT | 2034-02-25      | 7.0167%  | 0.0000% | $2923000.00        | $784343.63         | Asset-Backed Securities |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 4.6451%  | 0.0000% | $46190528.00       | $2535091.22        | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-TC1 M-6    20350525 FLT | 2035-05-25      | 5.0619%  | 0.0000% | $471388.00         | $180682.87         | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B-2    20630525 FLT | 2063-05-25      | 5.0957%  | 0.0000% | $11467000.00       | $8669584.07        | Asset-Backed Securities |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $48055.33          | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 7.3119%  | 0.0000% | $5000000.00        | $199794.10         | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       A      20460302 FLT | 2046-03-02      | 4.9514%  | 0.0000% | $38762000.00       | $499856.97         | Asset-Backed Securities |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.9667%  | 0.0000% | $350000.00         | $284858.65         | Asset-Backed Securities |
| CENTEX HM EQ LN TR 2005-A      M-5    20350125 FLT | 2035-01-25      | 5.7117%  | 0.0000% | $10000000.00       | $1809519.21        | Asset-Backed Securities |
| CSFB HEQ PTC 2004-AA1          M-7    20350225 FLT | 2035-02-25      | 5.2517%  | 0.0000% | $2000000.00        | $40017.45          | Asset-Backed Securities |
| BARINGS CLO LTD 2015-2         SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $1376256.00        | $137.63            | Asset-Backed Securities |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 5.8200%  | 0.0000% | $1485000.00        | $287537.51         | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- B-3    20620525 FLT | 2062-05-25      | 4.6437%  | 0.0000% | $8340848.00        | $3088780.60        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B-1    20630525 FLT | 2063-05-25      | 5.0957%  | 0.0000% | $13961000.00       | $11319277.24       | Asset-Backed Securities |
| BRAVO RESI FDING TR 2023-NQM5  A-IO-S 20630625 FLT | 2063-06-25      | 0.1500%  | 0.0000% | $324038656.00      | $283041.92         | Asset-Backed Securities |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $724284.02         | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI US CLO 2018  SUB    20300115 FLT | 2030-01-15      | 0.0000%  | 0.0000% | $13867136.00       | $3498747.75        | Asset-Backed Securities |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $380000.00         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-9    20360425 FLT | 2036-04-25      | 1.5689%  | 0.0000% | $3538000.00        | $3906.24           | Asset-Backed Securities |
| ALESCO PREFERRED FDG X 2006-10 D-1    20360923 FLT | 2036-09-23      | 7.4353%  | 0.0000% | $1000000.00        | $93589.47          | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE1          M-3    20340325 FLT | 2034-03-25      | 6.4917%  | 0.0000% | $5335000.00        | $5051559.88        | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $33272.14          | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 5.0957%  | 0.0000% | $44740928.00       | $28266010.57       | Asset-Backed Securities |
| BNPP IP CLO LTD 2014-2         E      20251030 FLT | 2025-10-30      | 9.8216%  | 0.0000% | $4000000.00        | $1316735.40        | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14614225.04       | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM4     B-3    20630525 FLT | 2063-05-25      | 7.0140%  | 0.0000% | $14593424.00       | $12543280.81       | Asset-Backed Securities |
| BRAVO RES FDG TR 2022-NQM3     B-1    20620725 FLT | 2062-07-25      | 5.6330%  | 0.0000% | $11601000.00       | $10910173.70       | Asset-Backed Securities |
| BRAVO RES FDG TR 2021-NQM2     A-IO-S 20600325 FLT | 2060-03-25      | 0.4500%  | 0.0000% | $293273088.00      | $612371.49         | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007 4 CL A 3L 2016 COMMUTATIO | 2038-03-31      | 5.8102%  | 0.0000% | $9343120.00        | $601636.23         | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-2    20460406 FLT | 2046-04-06      | 8.0300%  | 0.0000% | $28500000.00       | $5063176.99        | Asset-Backed Securities |
| COMMODORE CDO III 2005         A2     20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $33750000.00       | $1843892.91        | Asset-Backed Securities |
| NATIONAL COLL 2007 3 CL A 3AR3                     | 2038-03-29      | 0.0000%  | 0.0000% | $4491000.00        | $477751.72         | Asset-Backed Securities |
| RCKT MRTG TR 2024-CES6         XS     20440925 FLT | 2044-09-25      | 0.0000%  | 0.0000% | $424461824.00      | $30798896.56       | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RS5     A-4    20360925 FLT | 2036-09-25      | 5.0267%  | 0.0000% | $700000.00         | $131548.97         | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.7667%  | 0.0000% | $10609776.00       | $6244218.78        | Asset-Backed Securities |
| RACE POINT IX CLO LTD 2015-9   INC NT 20270415 FLT | 2027-04-15      | 0.0000%  | 0.0000% | $4010000.00        | $870370.50         | Asset-Backed Securities |
| RCKT MRTG TR 2024-CES6         B-3    20440925 FLT | 2044-09-25      | 9.0891%  | 0.0000% | $2972124.00        | $2634114.68        | Asset-Backed Securities |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 6.4167%  | 0.0000% | $4000000.00        | $665827.12         | Asset-Backed Securities |
| LONG BEACH MTG LN TR 2006-1    II-A3  20360225 FLT | 2036-02-25      | 4.8467%  | 0.0000% | $54975000.00       | $9234774.45        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-1  A-4    20331025 FLT | 2033-10-25      | 4.7717%  | 0.0000% | $20849000.00       | $4083274.08        | Asset-Backed Securities |
| MERCER FIELD II CLO LTD 2017-2 SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $3637248.00        | $363.72            | Asset-Backed Securities |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19374080.00       | $9310.74           | Asset-Backed Securities |
| UNITED AIRLS INC 2018-1B       B      20270901 4.6 | 2027-09-01      | 4.6000%  | 0.0000% | $24000.00          | $9540.90           | Asset-Backed Securities |
| VENTURE 32 CLO 2018-32         E      20310718 FLT | 2031-07-18      | 10.3406% | 0.0000% | $1962000.00        | $1042359.80        | Asset-Backed Securities |
| AMMC CLO 23 LTD 2020           SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $11279000.00       | $6654610.00        | Asset-Backed Securities |
| ACA ABS 2007-3                 B-1L   20470507 FLT | 2047-05-07      | 4.3935%  | 0.0000% | $5500000.00        | $213810.67         | Asset-Backed Securities |
| ACA ABS LTD 2003-1             A-T    20380610 FLT | 2038-06-10      | 8.2500%  | 0.0000% | $282300000.00      | $1969444.57        | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 9.5667%  | 0.0000% | $2680000.00        | $289071.59         | Asset-Backed Securities |
| ACE SECS HEQ 2005-WF1          M-9    20350525 FLT | 2035-05-25      | 6.8167%  | 0.0000% | $2487000.00        | $719113.52         | Asset-Backed Securities |
| AMMC CLO XIII 2013-13R         B3L-R  20290724 FLT | 2029-07-24      | 12.8803% | 0.0000% | $5261000.00        | $17040.90          | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          A-2    20400709 FLT | 2040-07-09      | 5.3602%  | 0.0000% | $15000000.00       | $2147880.21        | Asset-Backed Securities |
| AEGIS ABS 2004-4               B3     20341025 FLT | 2034-10-25      | 9.7167%  | 0.0000% | $2000000.00        | $357741.39         | Asset-Backed Securities |
| ACREC LLC 2023-FL2             B      20380219 FLT | 2038-02-19      | 7.8229%  | 0.0000% | $3500000.00        | $3519540.64        | Asset-Backed Securities |
| ACE SECS HEQ 2006-HE3          A-2D   20360625 FLT | 2036-06-25      | 4.9467%  | 0.0000% | $300000.00         | $76678.43          | Asset-Backed Securities |
| ALESCO PREF FDG IX 2006-9      C-1    20360623 FLT | 2036-06-23      | 5.8553%  | 0.0000% | $1125000.00        | $778344.22         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M1     20370125 FLT | 2037-01-25      | 4.9167%  | 0.0000% | $4472832.00        | $3708.34           | Asset-Backed Securities |
| ALESCO PREF FDG XIII 2006-13   B 144A 20370923 FLT | 2037-09-23      | 5.2353%  | 0.0000% | $4160000.00        | $3080588.78        | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE7          M-1    20351125 FLT | 2035-11-25      | 5.1267%  | 0.0000% | $1500000.00        | $97841.07          | Asset-Backed Securities |
| AASET TRUST 2020-1             C      20400116 6.4 | 2040-01-16      | 6.4130%  | 0.0000% | $13825000.00       | $13451755.10       | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-5    20360425 FLT | 2036-04-25      | 1.5689%  | 0.0000% | $9000000.00        | $7506.72           | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $409678.50         | Asset-Backed Securities |
| ALM I LTD 2020-1               SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5000000.00        | $24730.00          | Asset-Backed Securities |
| SOUND POINT CLO 2017-17        SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4130540.00        | $206527.00         | Asset-Backed Securities |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.8406% | 0.0000% | $3000000.00        | $1712176.67        | Asset-Backed Securities |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $6000000.00        | $10288.12          | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-NC1    B-2    20350125 FLT | 2035-01-25      | 6.4167%  | 0.0000% | $2277000.00        | $281950.80         | Asset-Backed Securities |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $113776.60         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-WMC2   B-2    20340725 FLT | 2034-07-25      | 7.5417%  | 0.0000% | $4365000.00        | $121822.86         | Asset-Backed Securities |
| KKR CLO 15 LTD 2016-15         SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $200000.00         | $74722.80          | Asset-Backed Securities |
| MLMI CAYMAN NIM 2004-WMC3      N1     20350125 4.5 | 2035-01-25      | 4.5000%  | 0.0000% | $63995904.00       | $4935.36           | Asset-Backed Securities |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $62500.00          | Asset-Backed Securities |
| OCP CLO LTD 2015-9R3           E-R3   20370115 FLT | 2037-01-15      | 9.0176%  | 0.0000% | $2000000.00        | $1992835.60        | Asset-Backed Securities |
| SAYBROOK PT CBO II 2002-2      B2     20350208 FLT | 2035-02-08      | 6.4537%  | 0.0000% | $13000000.00       | $277333.33         | Asset-Backed Securities |
| SANTANDER BK NA 2023-A         F      20330615 13. | 2033-06-15      | 13.7520% | 0.0000% | $488000.00         | $528358.58         | Asset-Backed Securities |
| VENTURE XXIX CLO 2017-29       E      20300907 FLT | 2030-09-07      | 10.8379% | 0.0000% | $2881000.00        | $2868560.27        | Asset-Backed Securities |
| WELLFLEET CLO 2018-3 LTD       SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $3125000.00        | $626615.62         | Asset-Backed Securities |
| SPRITE LTD 2021-1              C      20461115 8.8 | 2046-11-15      | 8.8350%  | 0.0000% | $8500000.00        | $2228931.40        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-NC1 M6     20350225 FLT | 2035-02-25      | 4.5091%  | 0.0000% | $2136000.00        | $1117884.15        | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          B      20400105 FLT | 2040-01-05      | 8.2500%  | 0.0000% | $37000000.00       | $13962105.40       | Asset-Backed Securities |
| MP CLO VII LTD 2015-7RR        E-RR   20281018 FLT | 2028-10-18      | 10.3406% | 0.0000% | $3500000.00        | $3195234.38        | Asset-Backed Securities |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 5.0637%  | 0.0000% | $6500000.00        | $467227.96         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $18291.63          | Asset-Backed Securities |
| HOMES TR 2023-NQM2             B-2    20680225 FLT | 2068-02-25      | 7.2700%  | 0.0000% | $8417000.00        | $8101222.36        | Asset-Backed Securities |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.5721%  | 0.0000% | $15000000.00       | $2861685.06        | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE III   B      20391115 4.4 | 2039-11-15      | 4.4580%  | 0.0000% | $4340000.00        | $3831858.91        | Asset-Backed Securities |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6789608.45        | Asset-Backed Securities |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $1108120.84        | Asset-Backed Securities |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $25000.00          | Asset-Backed Securities |
| AVIS BUDGET RENT 8.03 20FEB30 144A                 | 2030-02-20      | 7.5200%  | 0.0000% | $5520000.00        | $5604664.53        | Asset-Backed Securities |
| OBX TR 2022-NQM9               B-3    20620925 FLT | 2062-09-25      | 6.4116%  | 0.0000% | $15992720.00       | $6087956.60        | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.8719%  | 0.0000% | $25000000.00       | $819903.07         | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $15600000.00       | $1790698.47        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $4000000.00        | $36583.26          | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-CH1     M-8    20360725 FLT | 2036-07-25      | 5.8617%  | 0.0000% | $1298000.00        | $1108404.49        | Asset-Backed Securities |
| MASTR SPEC LN TR 2006-03       A      20460725 FLT | 2046-07-25      | 4.9867%  | 0.0000% | $75000000.00       | $3826408.05        | Asset-Backed Securities |
| OFSI BSL 2018-9 LTD            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4350000.00        | $381516.75         | Asset-Backed Securities |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $823794.00         | Asset-Backed Securities |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 5.3667%  | 0.0000% | $2500000.00        | $2285372.70        | Asset-Backed Securities |
| HASCO NIM CO 2006-WMC1         A      20360726 7.0 | 2036-07-26      | 7.0000%  | 0.0000% | $1999858.00        | $6504.92           | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.9200%  | 0.0000% | $10372000.00       | $1570590.47        | Asset-Backed Securities |
| NATIONAL COLLEGIATE V NCMT CL 2003 AR 14 COMMUTATI | 2043-06-01      | 0.0000%  | 0.0000% | $1319500.00        | $52991.12          | Asset-Backed Securities |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-3 COMMUTAT | 2038-03-31      | 0.0000%  | 0.0000% | $1942500.00        | $288361.85         | Asset-Backed Securities |
| MADISON PRK FUND LTD 2021-52   SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $6000000.00        | $2460000.00        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2003-AR AR14   20430601 0.0 | 2043-06-01      | 0.0100%  | 0.0000% | $5000000.00        | $206150.00         | Asset-Backed Securities |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $1558909.87        | Asset-Backed Securities |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $1320000.00        | Asset-Backed Securities |
| NAVIIENT PRIV ED LN TR 2018-C  B      20420616 4.2 | 2042-06-16      | 4.2200%  | 0.0000% | $740000.00         | $551753.26         | Asset-Backed Securities |
| PARALLEL LTD 2018-1            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $339722.00         | Asset-Backed Securities |
| PK BLUE CLO 2023-III LTD 2023- SUB    20360421 FLT | 2036-04-21      | 0.0000%  | 0.0000% | $12025000.00       | $6571662.50        | Asset-Backed Securities |
| OHA CREDIT FUNDING LTD 2020-7R E-R2   20380719 FLT | 2038-07-19      | 9.1638%  | 0.0000% | $3000000.00        | $3018335.92        | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            B      20441215 5.1 | 2044-12-15      | 5.1930%  | 0.0000% | $3000000.00        | $1574404.96        | Asset-Backed Securities |
| FINANCE AMERICA MTG 2004-2     M-7    20340825 FLT | 2034-08-25      | 7.1667%  | 0.0000% | $2000000.00        | $299922.80         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2004-FF10   M-2    20340525 FLT | 2034-05-25      | 6.7917%  | 0.0000% | $5059600.00        | $2971804.95        | Asset-Backed Securities |
| CARLYLE US CLO 2017-1          SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $5750000.00        | $28750.00          | Asset-Backed Securities |
| CWABS INC NIM 2006-17N         N 144A 20370525 7.0 | 2037-05-25      | 7.0000%  | 0.0000% | $2498560.00        | $1037.45           | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- XS     20620525 FLT | 2062-05-25      | 0.0000%  | 0.0000% | $245308672.00      | $1509810.01        | Asset-Backed Securities |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 4.1314%  | 0.0000% | $10000000.00       | $2364479.24        | Asset-Backed Securities |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $958975.93         | Asset-Backed Securities |
| MAGNETITE 2021-30 LTD          SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13846000.00       | $8169140.00        | Asset-Backed Securities |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.8930%  | 0.0000% | $9400000.00        | $68756.53          | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.3000%  | 0.0000% | $18000000.00       | $95468.00          | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $3000000.00        | $3174925.25        | Asset-Backed Securities |
| GSAMP TRUST 2006-HE1           M-3    20360125 FLT | 2036-01-25      | 5.1267%  | 0.0000% | $9520736.00        | $5367435.54        | Asset-Backed Securities |
| TRAINER WORTHAM CBO V 2004-V   A2 144 20400104 FLT | 2040-01-04      | 5.1474%  | 0.0000% | $24000000.00       | $4076524.63        | Asset-Backed Securities |
| CENTRE SQUARE CDO LT           A-3    20511119 FLT | 2051-11-19      | 1.6523%  | 0.0000% | $15000000.00       | $1278589.38        | Asset-Backed Securities |
| CWABS INC 2004-5               A      20341025 FLT | 2034-10-25      | 5.3667%  | 0.0000% | $40375000.00       | $531237.26         | Asset-Backed Securities |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.7143%  | 0.0000% | $4000000.00        | $3869378.39        | Asset-Backed Securities |
| CENTEX HM EQ LN TR 2001-B      A-6    20320725 6.3 | 2032-07-25      | 6.3600%  | 0.0000% | $27116000.00       | $181238.41         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-AMC1  M-1    20360925 FLT | 2036-09-25      | 4.9017%  | 0.0000% | $24149344.00       | $9885645.93        | Asset-Backed Securities |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-4 COMMUTAT | 2038-03-31      | 0.0100%  | 0.0000% | $841250.00         | $170906.53         | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-1    20390108 FLT | 2039-01-08      | 7.9500%  | 0.0000% | $50000000.00       | $1679964.20        | Asset-Backed Securities |
| MKP CDO IV LTD                                     | 2040-07-12      | 8.2000%  | 0.0000% | $34000000.00       | $2346347.56        | Asset-Backed Securities |
| ECP CLO LTD 2015-7R            E-R    20300422 FLT | 2030-04-22      | 12.9371% | 0.0000% | $1635000.00        | $1541598.40        | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $11165000.00       | $1918437.29        | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 8.8500%  | 0.0000% | $8000000.00        | $801286.67         | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $15000000.00       | $604826.67         | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-3      M4     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $8998912.00        | $8135.74           | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2002-FF1    M-1    20320425 FLT | 2032-04-25      | 5.5167%  | 0.0000% | $12000000.00       | $313331.72         | Asset-Backed Securities |
| GENERATE LTD 2024-2R2          ER2    20371022 FLT | 2037-10-22      | 11.6820% | 0.0000% | $950000.00         | $955605.47         | Asset-Backed Securities |
| TRAPEZA CDO I 2002             C1 144 20321130 FLT | 2032-11-30      | 6.6526%  | 0.0000% | $10907000.00       | $6651947.93        | Asset-Backed Securities |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $2000000.00        | $256754.00         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      B-1    20350705 FLT | 2035-07-05      | 5.6474%  | 0.0000% | $5500000.00        | $2399457.02        | Asset-Backed Securities |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $337734.00         | Asset-Backed Securities |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 8.0419%  | 0.0000% | $2000000.00        | $2008788.89        | Asset-Backed Securities |
| SECURITIZED ASSET REC 2006-HE2 A1 144 20360725 FLT | 2036-07-25      | 4.7467%  | 0.0000% | $86518200.00       | $5578677.38        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-WMC2    A-1    20360625 FLT | 2036-06-25      | 4.7367%  | 0.0000% | $1600000.00        | $128249.14         | Asset-Backed Securities |
| KREF LTD  2022-FL3             A-S    20390222 FLT | 2039-02-22      | 6.2507%  | 0.0000% | $6000000.00        | $6011197.75        | Asset-Backed Securities |
| LEXN 2007-5A A3                                    | 2051-04-10      | 2.8178%  | 0.0000% | $45000000.00       | $74010.94          | Asset-Backed Securities |
| LEXINGTON CAP FDG II 2006-2    D      20461005 FLT | 2046-10-05      | 3.1243%  | 0.0000% | $2292000.00        | $20483.20          | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.7667%  | 0.0000% | $100000.00         | $97120.61          | Asset-Backed Securities |
| MASTER ASSET TR 2004-HE1       M-9    20340925 FLT | 2034-09-25      | 9.7167%  | 0.0000% | $3182000.00        | $400470.17         | Asset-Backed Securities |
| LONG BEACH MTG LN TR 2005-WL2  M-5    20450825 FLT | 2045-08-25      | 5.4267%  | 0.0000% | $17000000.00       | $6255652.00        | Asset-Backed Securities |
| LEXN 2007-5A C                                     | 2051-04-10      | 4.8378%  | 0.0000% | $30000000.00       | $128210.41         | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 6.0417%  | 0.0000% | $2600000.00        | $1621658.82        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $110000.00         | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 6.1797%  | 0.0000% | $11313900.00       | $3194779.07        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 5.2797%  | 0.0000% | $5737000.00        | $249480.74         | Asset-Backed Securities |
| SAXON ASSET SEC CO 2003-3      M-3    20330325 FLT | 2033-03-25      | 3.9092%  | 0.0000% | $3000000.00        | $70539.70          | Asset-Backed Securities |
| SPRINGCASTLE AMER FDG 2020-A   B      20370925 2.6 | 2037-09-25      | 2.6600%  | 0.0000% | $260000.00         | $209476.37         | Asset-Backed Securities |
| SBA IO 2019-1 TR                                   | 2045-09-25      | 2.7394%  | 0.0000% | $57476864.00       | $747607.58         | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      E      20320615 7.7 | 2032-06-15      | 7.7620%  | 0.0000% | $1600000.00        | $1308985.02        | Asset-Backed Securities |
| VENTR  CLO LTD 2017-28AR       E-R    20341020 FLT | 2034-10-20      | 11.9071% | 0.0000% | $5500000.00        | $4600956.40        | Asset-Backed Securities |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $68530.00          | Asset-Backed Securities |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5 | 2029-11-01      | 3.5000%  | 0.0000% | $800000.00         | $324845.75         | Asset-Backed Securities |
| VENTURE CLO LIMITED 2022-46R   ER     20371020 FLT | 2037-10-20      | 12.5455% | 0.0000% | $1650000.00        | $1649397.52        | Asset-Backed Securities |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $3172740.00        | Asset-Backed Securities |
| TRAPEZA CDO X 2006-10          C-1    20410708 FLT | 2041-07-08      | 5.8974%  | 0.0000% | $2750000.00        | $1939473.76        | Asset-Backed Securities |
| BCAP LLC TR 2013-RR9           4A7    20371027 FLT | 2037-10-27      | 4.4300%  | 0.0000% | $1500000.00        | $21028.26          | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR3 M-6    20340925 FLT | 2034-09-25      | 5.4430%  | 0.0000% | $3000000.00        | $120532.92         | Asset-Backed Securities |
| CAMBER 7 PLC                   D      20420612 FLT | 2042-06-12      | 8.5857%  | 0.0000% | $14450000.00       | $461203.22         | Asset-Backed Securities |
| CASTLE AIR STR TR 2017-1R      C      20410815 6.5 | 2041-08-15      | 6.5000%  | 0.0000% | $250000.00         | $162107.76         | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          C-1    20400105 FLT | 2040-01-05      | 10.6000% | 0.0000% | $12000000.00       | $158097.74         | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- E      20301216 9.9 | 2030-12-16      | 9.9900%  | 0.0000% | $4020000.00        | $4434767.52        | Asset-Backed Securities |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $2450000.00        | $2459225.61        | Asset-Backed Securities |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $1450000.00        | Asset-Backed Securities |

### Security 698: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19HRJ5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19HRJ5
- **C.18 - Value (incl. sponsor support):** $249849667.50
- **C.18.a - Value (excl. sponsor support):** $249849667.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $18673000.00       | $19103402.28       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-06-01      | 2.0690%  | 0.0000% | $5988000.00        | $5632961.50        | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.6%34     | 2034-10-01      | 4.6000%  | 0.0000% | $191000.00         | $189868.01         | Corporate Debt Securities |
| CANADIAN NATL RY CO            3.65%48             | 2048-02-03      | 3.6500%  | 0.0000% | $11371000.00       | $8774725.90        | Corporate Debt Securities |
| COCA-COLA FEMSA SAB DE CV      SR GLBL NT 43       | 2043-11-26      | 5.2500%  | 0.0000% | $824000.00         | $784376.59         | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT5.5%55    | 2055-05-15      | 5.5000%  | 0.0000% | $2226000.00        | $2221550.47        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 53       | 2053-02-15      | 5.8750%  | 0.0000% | $131000.00         | $132413.53         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $534000.00         | $528943.91         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 29       | 2029-11-07      | 2.3750%  | 0.0000% | $18000.00          | $16756.77          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 34       | 2034-10-23      | 6.2540%  | 0.0000% | $15047000.00       | $16556737.40       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 51       | 2051-04-22      | 3.1090%  | 0.0000% | $2722000.00        | $1845324.78        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-04-26      | 4.5860%  | 0.0000% | $1800000.00        | $1798491.50        | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR SEC 144A NT30    | 2030-06-12      | 4.9500%  | 0.0000% | $170000.00         | $172032.77         | Corporate Debt Securities |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-10-13      | 5.6250%  | 0.0000% | $141000.00         | $149429.68         | Corporate Debt Securities |
| NORTHERN TR CORP               SR GLBL NT 29       | 2029-05-03      | 3.1500%  | 0.0000% | $14495000.00       | $14030580.20       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-11-15      | 3.9640%  | 0.0000% | $7324000.00        | $5866219.64        | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M -89 BD2.65%51    | 2051-06-15      | 2.6500%  | 0.0000% | $320000.00         | $189131.56         | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 5.05%54     | 2054-08-14      | 5.0500%  | 0.0000% | $2125000.00        | $2024501.08        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 5.2%64      | 2064-08-14      | 5.2000%  | 0.0000% | $1549000.00        | $1481436.06        | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 45     | 2045-05-01      | 5.6500%  | 0.0000% | $295000.00         | $298848.36         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          FR 4.25%062327      | 2027-06-23      | 4.2500%  | 0.0000% | $121000.00         | $121684.39         | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT4.2%50    | 2050-03-25      | 4.2000%  | 0.0000% | $1725000.00        | $1455917.25        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 52       | 2052-09-15      | 4.9500%  | 0.0000% | $117000.00         | $107807.31         | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29       | 2029-03-15      | 4.3750%  | 0.0000% | $292000.00         | $297141.47         | Corporate Debt Securities |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-03-15      | 4.9500%  | 0.0000% | $122000.00         | $127361.29         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40    | 2040-06-15      | 5.7000%  | 0.0000% | $6000.00           | $6139.88           | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT2.5%51    | 2051-03-15      | 2.5000%  | 0.0000% | $2309000.00        | $1390120.62        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50       | 2050-11-13      | 2.5500%  | 0.0000% | $4985000.00        | $2901893.12        | Corporate Debt Securities |
| CAMDEN PPTY TR                 SR GLBL NT 49       | 2049-11-01      | 3.3500%  | 0.0000% | $6665000.00        | $4721985.88        | Corporate Debt Securities |
| LAM RESEARCH CORP              4%29                | 2029-03-15      | 4.0000%  | 0.0000% | $3309000.00        | $3325978.85        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR NT 3.17%27       | 2027-09-11      | 3.1700%  | 0.0000% | $575000.00         | $567628.34         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29       | 2029-02-22      | 5.4220%  | 0.0000% | $562000.00         | $587243.10         | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR NT 4.3%45        | 2045-08-25      | 4.3000%  | 0.0000% | $49000.00          | $42019.62          | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-09-09      | 4.9500%  | 0.0000% | $1235000.00        | $1137120.07        | Corporate Debt Securities |
| MOVIDA EUROPE S.A              SR GLBL REGS 31     | 2031-02-08      | 5.2500%  | 0.0000% | $236000.00         | $218770.43         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           GLBL B NT4.09%52    | 2052-09-15      | 4.0900%  | 0.0000% | $385000.00         | $305621.13         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT2.8%50    | 2050-06-15      | 2.8000%  | 0.0000% | $255000.00         | $158844.03         | Corporate Debt Securities |
| HERSHEY CO                     GLBL NT 2.65%50     | 2050-06-01      | 2.6500%  | 0.0000% | $75000.00          | $45132.50          | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 39       | 2039-05-15      | 6.2500%  | 0.0000% | $2309000.00        | $2545728.94        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 51       | 2051-03-15      | 2.6250%  | 0.0000% | $1200000.00        | $719288.00         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $329000.00         | $336341.77         | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 1.95%31     | 2031-07-15      | 1.9500%  | 0.0000% | $43000.00          | $37581.00          | Corporate Debt Securities |
| GENERAL DYNAMICS CORP          SR GLBL NT 28       | 2028-05-15      | 3.7500%  | 0.0000% | $198000.00         | $197844.90         | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT4.5%57    | 2057-02-06      | 4.5000%  | 0.0000% | $5499000.00        | $4998893.45        | Corporate Debt Securities |
| METHODIST HOSP HOUSTON TEX     SR GLBL 2020A 50    | 2050-12-01      | 2.7050%  | 0.0000% | $3999000.00        | $2432265.11        | Corporate Debt Securities |
| INTUIT                         SR GLBL NT 30       | 2030-07-15      | 1.6500%  | 0.0000% | $3000000.00        | $2637850.00        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $165000.00         | $159203.55         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           SR GLBL COCO 26     | 2026-08-03      | 2.7000%  | 0.0000% | $1400000.00        | $1394771.00        | Corporate Debt Securities |
| ATMOS ENERGY CORP              4.125%49            | 2049-03-15      | 4.1250%  | 0.0000% | $9960000.00        | $8021219.60        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.5%46    | 2046-08-15      | 3.5000%  | 0.0000% | $4543000.00        | $3388028.06        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $3891000.00        | $2216750.26        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 53       | 2053-04-15      | 5.0500%  | 0.0000% | $330000.00         | $293963.82         | Corporate Debt Securities |
| NSTAR ELEC CO                  SR DEB 5.5%40       | 2040-03-15      | 5.5000%  | 0.0000% | $241000.00         | $245809.82         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD 37       | 2037-05-15      | 5.9500%  | 0.0000% | $1427000.00        | $1524751.09        | Corporate Debt Securities |
| PUGET ENERGY INC               SR SEC GLBL NT54    | 2054-06-15      | 5.6850%  | 0.0000% | $506000.00         | $498695.47         | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR 144A NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $84000.00          | $85033.20          | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   FR 1.5%111726       | 2026-11-17      | 1.5000%  | 0.0000% | $10000.00          | $9655.93           | Corporate Debt Securities |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $3300000.00        | $2316325.00        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.05%29     | 2029-10-04      | 4.0500%  | 0.0000% | $376000.00         | $376685.26         | Corporate Debt Securities |
| AFLAC INC                      SR NT 6.9%39        | 2039-12-17      | 6.9000%  | 0.0000% | $552000.00         | $623193.28         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-08-05      | 4.9880%  | 0.0000% | $500000.00         | $510518.61         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52       | 2052-02-09      | 3.4300%  | 0.0000% | $3450000.00        | $2401951.33        | Corporate Debt Securities |
| MASTERCARD INCORPORATED        SR GLBL NT 2%31     | 2031-11-18      | 2.0000%  | 0.0000% | $118000.00         | $102619.36         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT4.4%45    | 2045-03-15      | 4.4000%  | 0.0000% | $224000.00         | $195256.82         | Corporate Debt Securities |
| REALTY INCOME CORP             SR GLBL NT 26       | 2026-01-13      | 5.0500%  | 0.0000% | $815000.00         | $817008.97         | Corporate Debt Securities |
| SYMPHONY CLO 2018-19           C      20310416 FLT | 2031-04-16      | 6.3294%  | 0.0000% | $499736.00         | $501843.51         | Asset-Backed Securities   |
| MARSH & MCLENNAN COS INC       SR GLBL NT 53       | 2053-03-15      | 5.4500%  | 0.0000% | $16189000.00       | $15863745.00       | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 63       | 2063-05-17      | 5.1500%  | 0.0000% | $13691000.00       | $12513520.76       | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-01      | 3.0310%  | 0.0000% | $162000.00         | $150785.95         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 51       | 2051-05-15      | 3.2500%  | 0.0000% | $235000.00         | $154705.46         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-04-15      | 5.3750%  | 0.0000% | $5779000.00        | $5390688.12        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT 4.875%40      | 2040-11-15      | 4.8750%  | 0.0000% | $3022000.00        | $2841591.64        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD3.5%51    | 2051-06-01      | 3.5000%  | 0.0000% | $1024000.00        | $713188.69         | Corporate Debt Securities |
| FMR CORP                       SR 144A NT6.5%40    | 2040-12-14      | 6.5000%  | 0.0000% | $6000000.00        | $6632916.67        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.5%40    | 2040-01-15      | 5.5000%  | 0.0000% | $896000.00         | $917767.82         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51      | 2051-02-15      | 3.0500%  | 0.0000% | $2775000.00        | $1850547.29        | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL NT4.8%29    | 2029-06-15      | 4.8000%  | 0.0000% | $12000.00          | $12302.56          | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.8%50      | 2050-05-15      | 2.8000%  | 0.0000% | $3454000.00        | $2176714.64        | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.65%34     | 2034-09-15      | 4.6500%  | 0.0000% | $200000.00         | $196741.33         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.05%012827      | 2027-01-28      | 5.0500%  | 0.0000% | $3278000.00        | $3285345.45        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $294000.00         | $304129.20         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $156000.00         | $153470.72         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-02-22      | 4.2600%  | 0.0000% | $1276000.00        | $1088357.82        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-07-24      | 4.0320%  | 0.0000% | $1040000.00        | $834177.76         | Corporate Debt Securities |
| CANADIAN IMPERIAL BK COMM      SR COCO 25          | 2025-08-04      | 3.9450%  | 0.0000% | $400000.00         | $407678.67         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $401000.00         | $372250.47         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL COCO 26     | 2026-04-17      | 4.5500%  | 0.0000% | $877000.00         | $888227.06         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 30     | 2030-09-13      | 5.6170%  | 0.0000% | $1708000.00        | $1803760.40        | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 33       | 2033-05-13      | 4.4210%  | 0.0000% | $256000.00         | $252735.70         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022G 32    | 2032-11-01      | 5.9500%  | 0.0000% | $9876000.00        | $10334394.54       | Corporate Debt Securities |
| INTUIT                         SR GLBL NT 28       | 2028-09-15      | 5.1250%  | 0.0000% | $397000.00         | $415135.40         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 33      | 2033-09-14      | 5.7170%  | 0.0000% | $11791000.00       | $12553598.97       | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.2%47    | 2047-01-15      | 4.2000%  | 0.0000% | $1671000.00        | $1331146.45        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 52       | 2052-05-15      | 4.7500%  | 0.0000% | $3218000.00        | $2724222.93        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 39       | 2039-05-15      | 4.1500%  | 0.0000% | $6149000.00        | $5427052.74        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53       | 2053-03-09      | 5.1250%  | 0.0000% | $170000.00         | $158933.50         | Corporate Debt Securities |
| MID-ATLANTIC INTERSTATE TRANS  4.1%28              | 2028-05-15      | 4.1000%  | 0.0000% | $149000.00         | $148550.85         | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $849000.00         | $881099.75         | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT 28       | 2028-05-12      | 1.6500%  | 0.0000% | $763000.00         | $717113.82         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL FL NT 29    | 2029-07-20      | 5.1903%  | 0.0000% | $3100000.00        | $3104209.65        | Corporate Debt Securities |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2041-11-18      | 3.1330%  | 0.0000% | $750000.00         | $551802.00         | Corporate Debt Securities |
| UNION PAC CORP                 SR NT 3.6%37        | 2037-09-15      | 3.6000%  | 0.0000% | $180000.00         | $157251.60         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.532%071726     | 2026-07-17      | 5.5320%  | 0.0000% | $1000000.00        | $1011837.67        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 70       | 2070-02-05      | 3.7500%  | 0.0000% | $2272000.00        | $1567301.33        | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $2670000.00        | $2374095.77        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 30     | 2030-03-04      | 5.5460%  | 0.0000% | $2050000.00        | $2154349.33        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT2.9%61    | 2061-12-10      | 2.9000%  | 0.0000% | $2863000.00        | $1648252.96        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.192%041731     | 2031-04-17      | 5.1920%  | 0.0000% | $16969000.00       | $17591747.21       | Corporate Debt Securities |

### Security 699: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19HS62, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19HS62
- **C.18 - Value (incl. sponsor support):** $1000027280.00
- **C.18.a - Value (excl. sponsor support):** $1000027280.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $125.00            | $432.50            | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $1106.00           | $29485.96          | Equities   |
| COGNYTE SOFTWARE LTD           ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $64365.00          | $599881.80         | Equities   |
| WIX COM LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $176236.00         | $24562011.32       | Equities   |
| BASSETT FURNITURE INDS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4462.00           | $72462.88          | Equities   |
| ARCELLX INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1359.26           | Equities   |
| BRP INC                        COM SUN VTG      | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3955.49           | Equities   |
| BASSETT FURNITURE INDS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1403.00           | $22784.72          | Equities   |
| NANO X IMAGING LTD             ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $43123.00          | $206559.17         | Equities   |
| ARVINAS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1658904.00        | $12574492.32       | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $30942.00          | $18530854.38       | Equities   |
| BACKBLAZE INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9573.00           | $49109.49          | Equities   |
| ATMUS FILTRATION TECHNOLOGIES  COM              | 2500-12-31      | N/A      | 0.0000% | $122473.00         | $4733581.45        | Equities   |
| ASSET ENTITIES INC             CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $61026.00          | $206267.88         | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $27000.00          | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $278767.00         | $610499.73         | Equities   |
| GUARANTY BANCSHARES INC TEX    COM              | 2500-12-31      | N/A      | 0.0000% | $538.00            | $24005.56          | Equities   |
| GREEN DOT CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $451966.00         | $4573895.92        | Equities   |
| SMARTFINANCIAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19972.00          | $684440.44         | Equities   |
| SENSIENT TECHNOLOGIES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $78.00             | $8705.58           | Equities   |
| GROCERY OUTLET HLDG CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $863.85            | Equities   |
| CALEDONIA MNG CORP PLC         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2007.00           | $38735.10          | Equities   |
| CRESCENT BIOPHARMA INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $743.40            | Equities   |
| WESTERN NEW ENG BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $29432.39          | Equities   |
| WESTERN NEW ENG BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3524.00           | $37812.52          | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $81938.00          | $237620.20         | Equities   |
| KADANT INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $358.61            | Equities   |
| JOHN MARSHALL BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $160.00            | $2976.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $79.00             | $11614.58          | Equities   |
| MVB FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $244.00            | $5538.80           | Equities   |
| LIFESTANCE HEALTH GROUP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $462930.00         | $1958193.90        | Equities   |
| LCNB CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $2169.00           | $32448.24          | Equities   |
| GENCOR INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1985.00           | $29775.00          | Equities   |
| 4D MOLECULAR THERAPEUTICS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $160727.00         | $708806.07         | Equities   |
| DISTRIBUTION SOLUTIONS GRP INC COM              | 2500-12-31      | N/A      | 0.0000% | $459.00            | $13237.56          | Equities   |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $943539.00         | $4613905.71        | Equities   |
| GEOSPACE TECHNOLOGIES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $140.00            | $2270.80           | Equities   |
| FIRST SVGS FINL GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $813.00            | $20845.32          | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $202.00            | $11560.46          | Equities   |
| SENECA FOODS CORP NEW          CL A             | 2500-12-31      | N/A      | 0.0000% | $7.00              | $735.63            | Equities   |
| SENECA FOODS CORP NEW          CL A             | 2500-12-31      | N/A      | 0.0000% | $92.00             | $9668.28           | Equities   |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $217.00            | $2538.90           | Equities   |
| SURGERY PARTNERS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4843.00           | $108337.91         | Equities   |
| SELECTQUOTE INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3953.00           | $7233.99           | Equities   |
| ASCENT INDUSTRIES CO           COM              | 2500-12-31      | N/A      | 0.0000% | $1456.00           | $18796.96          | Equities   |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1768.00           | $20685.60          | Equities   |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1733.00           | $22407.69          | Equities   |
| SELECT MED HLDGS CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1950.00           | $28236.00          | Equities   |
| OPEN LENDING CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $13694.00          | $32591.72          | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $97420.00          | $49999840.80       | Equities   |
| LENDINGCLUB CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $392571.00         | $6237953.19        | Equities   |
| LAUDER ESTEE COS INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1404.90           | Equities   |
| MEDIAALPHA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $16357.00          | $164224.28         | Equities   |
| MAINSTREET BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $744.00            | $15185.04          | Equities   |
| ALLOT LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $730.00            | $5635.60           | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $5364806.00        | $49999991.92       | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $1.00              | $87.35             | Equities   |
| VITA COCO CO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2353.92           | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $10453.00          | $41916.53          | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1269.00           | $30494.07          | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $12892.00          | $309794.76         | Equities   |
| GRAHAM HLDGS CO                COM CL B         | 2500-12-31      | N/A      | 0.0000% | $4256.00           | $4054223.04        | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3633.00           | $16711.80          | Equities   |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $134939.00         | $215902.40         | Equities   |
| MADISON SQUARE GARDEN ENTMT    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3084.48           | Equities   |
| LINDBLAD EXPEDITIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $889.00            | $10561.32          | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $26.00             | $3388.32           | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $18898.00          | $629114.42         | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $903.00            | $30060.87          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $125.00            | $7951.25           | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $17336.00          | $71250.96          | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $3827.00           | $14274.71          | Equities   |
| COMPASS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1251654.00        | $3817544.70        | Equities   |
| CARLYLE GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $4151.99           | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1593644.00        | $3697254.08        | Equities   |
| BV FINL INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $20760.32          | Equities   |
| ETON PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $110613.00         | $1606100.76        | Equities   |
| CITI TRENDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $613.00            | $18108.02          | Equities   |
| FIRST BUSEY CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $506833.00         | $11464562.46       | Equities   |
| RENEW ENERGY GLOBAL PLC        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $47.00             | $353.44            | Equities   |
| TRANSOCEAN LTD                 REGISTERED SHS   | 2500-12-31      | N/A      | 0.0000% | $64.00             | $188.80            | Equities   |
| BURFORD CAP LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $48.00             | $620.16            | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $19421.00          | $67196.66          | Equities   |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $98872.00          | $332209.92         | Equities   |
| COHERENT CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2466.29           | Equities   |
| CITIZENS INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $19.00             | $75.62             | Equities   |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $9947.00           | $33421.92          | Equities   |
| CARETRUST REIT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2424.73           | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $11912.00          | $16081.20          | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $40171.00          | $163495.97         | Equities   |
| CLEVELAND-CLIFFS INC NEW       COM              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $639.89            | Equities   |
| COMMUNITY WEST BANCSHARES NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $1415.00           | $27663.25          | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2933.50           | Equities   |
| DYCOM INDS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $82.00             | $22016.18          | Equities   |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $29701.75          | Equities   |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $609.00            | $31923.78          | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $346.00            | $19642.42          | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $409.00            | $2809.83           | Equities   |
| NORTHRIM BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $172.00            | $14571.84          | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $69313.00          | $295273.38         | Equities   |
| MADRIGAL PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $3188.68           | Equities   |
| LUXFER HLDGS PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $116072.00         | $1425364.16        | Equities   |
| WNS HLDGS LTD                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $66486.00          | $4979801.40        | Equities   |
| WISDOMTREE TR                  US HIGH DIVIDEND | 2500-12-31      | N/A      | 0.0000% | $101.00            | $9855.58           | Equities   |
| CARMAX INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $3364.00           | Equities   |
| CANGO INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $7323.00           | $34930.71          | Equities   |
| DIREXION SHS ETF TR            DAILY CRYPTO INU | 2500-12-31      | N/A      | 0.0000% | $7604.00           | $202266.40         | Equities   |
| EHEALTH INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3530.00           | $11825.50          | Equities   |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $53134.00          | $166840.76         | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $283.00            | $34775.04          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2114.56           | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $171.00            | $12913.92          | Equities   |
| INTREPID POTASH INC            COM              | 2500-12-31      | N/A      | 0.0000% | $104.00            | $3466.32           | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $9.00              | $214.56            | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $67.00             | $5907.39           | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $49874.40          | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $2055.00           | $128314.20         | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $86.00             | $15369.06          | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $44250.00          | Equities   |
| DOORDASH INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $109.00            | $27032.00          | Equities   |
| CONSUMER PORTFOLIO SVCS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $791.00            | $6565.30           | Equities   |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3484.00           | $19475.56          | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $105201.60         | Equities   |
| DENNYS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $66468.00          | $258560.52         | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $86575.00          | $274442.75         | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $1492.00           | $47908.12          | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $1457.00           | $46784.27          | Equities   |
| WASHINGTON TR BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $162.00            | $4361.04           | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $144.84            | Equities   |
| WEAVE COMMUNICATIONS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4102.00           | $30847.04          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $11355.00          | $15669.90          | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $287923.00         | $25268122.48       | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $627.00            | $20195.67          | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $354.31            | Equities   |
| MYOMO INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6229.00           | $12271.13          | Equities   |
| TRINITY INDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1099.12           | Equities   |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $105560.00         | $428573.60         | Equities   |
| UNITED SEC BANCSHARES CALIF    COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $17780.08          | Equities   |
| ORION GROUP HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $96.12             | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1110.42           | Equities   |
| FIRST BANCORP P R              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $209246.00         | $4385796.16        | Equities   |
| FIRST TR EXCHANGE TRADED FD II UTILITIES ALPH   | 2500-12-31      | N/A      | 0.0000% | $800.00            | $35280.00          | Equities   |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $582.00            | $14602.38          | Equities   |
| SAFEHOLD INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $70781.00          | $997304.29         | Equities   |
| UFP INDUSTRIES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6976.90           | Equities   |
| TUCOWS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1157.00           | $21624.33          | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $366604.00         | $6870158.96        | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $639816.00         | $29847416.40       | Equities   |
| LIFECORE BIOMEDICAL INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1756.00           | $12485.16          | Equities   |
| LIFEVANTAGE CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2436.00           | $30985.92          | Equities   |
| LANDBRIDGE COMPANY LLC         CL A             | 2500-12-31      | N/A      | 0.0000% | $15984.00          | $924035.04         | Equities   |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $339503.00         | $3177748.08        | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $278908.00         | $49999837.16       | Equities   |
| SAFETY INS GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12177.00          | $854947.17         | Equities   |
| NORTHWEST NAT HLDG CO          COM              | 2500-12-31      | N/A      | 0.0000% | $74.00             | $3004.40           | Equities   |
| SEMTECH CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1289.04           | Equities   |
| GLOBAL MED REIT INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11754.00          | $78751.80          | Equities   |
| NI HLDGS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $66.00             | $850.08            | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $957.00            | $229.01            | Equities   |
| METROPOLITAN BK HLDG CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $10370.00          | $731499.80         | Equities   |
| NI HLDGS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1314.00           | $16924.32          | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $370.00            | $31657.20          | Equities   |
| Y-MABS THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $594.00            | $2845.26           | Equities   |
| MEIRAGTX HLDGS PLC             COM              | 2500-12-31      | N/A      | 0.0000% | $34873.00          | $275147.97         | Equities   |
| PROTAGONIST THERAPEUTICS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $2020.94           | Equities   |
| RBB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $52822.00          | $977207.00         | Equities   |
| SOUTHERN MO BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $7112.00           | $388884.16         | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $179211.00         | $49999869.00       | Equities   |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $1542.00           | $25180.86          | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5603.00           | $32777.55          | Equities   |
| SECURITY NATL FINL CORP        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $990.00            | $8316.00           | Equities   |
| IBOTTA INC                     CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $1227.00           | $45276.30          | Equities   |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $89212.00          | $355063.76         | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87.00             | $9824.04           | Equities   |
| PLAYTIKA HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $466718.00         | $2072227.92        | Equities   |
| MISTRAS GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $3176.00           | Equities   |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $29627.00          | $618611.76         | Equities   |
| PHINIA INC                     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4355.40           | Equities   |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $739.00            | $25731.98          | Equities   |
| FIRST FINANCIAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $905.00            | $49032.90          | Equities   |
| FIRSTSUN CAP BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $82903.00          | $2978704.79        | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $170.00            | $5642.30           | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1824.76           | Equities   |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $759.00            | $29995.68          | Equities   |
| NATIONAL BANKSHARES INC VA     COM              | 2500-12-31      | N/A      | 0.0000% | $104.00            | $2947.36           | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $69465.00          | $259104.45         | Equities   |
| FIDELITY D & D BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1975.20           | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $76.00             | $623.96            | Equities   |
| FIRST FINL BANCORP OH          COM              | 2500-12-31      | N/A      | 0.0000% | $6542.00           | $160213.58         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1482.30           | Equities   |
| RCM TECHNOLOGIES INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1074.00           | $26753.34          | Equities   |
| UNITED STATES CELLULAR CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $189475.00         | $13666831.75       | Equities   |
| RED CAT HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $83.00             | $679.77            | Equities   |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $430997.00         | $49999961.97       | Equities   |
| NEWAMSTERDAM PHARMA COMPANY NV ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $17339.00          | $388913.77         | Equities   |
| WESTWOOD HLDGS GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1425.00           | $25094.25          | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $420.00            | $29215.20          | Equities   |
| GOLDEN OCEAN GROUP LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $63.00             | $521.01            | Equities   |
| WESTWOOD HLDGS GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1408.80           | Equities   |
| VIRGINIA NATL BANKSHARES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $607.00            | $22610.75          | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2705.00           | $24345.00          | Equities   |
| WISDOMTREE TR                  US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5429.00           | Equities   |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $9031.84           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $153.00            | $12331.80          | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $160.00            | $6747.20           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $269.00            | $11343.73          | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $5.00              | $124.05            | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $10.00             | $261.50            | Equities   |
| ONEWATER MARINE INC            CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1908.00           | $27780.48          | Equities   |
| RHYTHM PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $83104.00          | $7035584.64        | Equities   |
| ROOT INC                       CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2.00              | $226.12            | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $53658.00          | $1396717.74        | Equities   |
| RCI HOSPITALITY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1871.00           | $68123.11          | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2333.87           | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1544.95           | Equities   |
| SYNCHRONOSS TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2237.00           | $17426.23          | Equities   |
| SOUTHWEST GAS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $19086.00          | $1493479.50        | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1969.50           | Equities   |
| ONE LIBERTY PPTYS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $343.00            | $7717.50           | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $4420.00           | $334815.00         | Equities   |
| OWLET INC                      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $8175.00           | $63111.00          | Equities   |
| JADE BIOSCIENCES INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $622.00            | $4279.36           | Equities   |
| ADURO CLEAN TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10390.00          | $115744.60         | Equities   |
| ADVANCED MICRO DEVICES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $278536.00         | $49999997.36       | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $4374.00           | $15790.14          | Equities   |
| BLEND LABS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $344289.00         | $1156811.04        | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $217211.00         | $49999800.09       | Equities   |
| ALICO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1161.00           | $37465.47          | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2198.00           | $8857.94           | Equities   |
| BRIDGEBIO PHARMA INC           COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1916.04           | Equities   |
| CTS CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $768.93            | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $128324.00         | $463249.64         | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $360.72            | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $548.00            | $24709.32          | Equities   |
| BIOTE CORP                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $223.00            | $967.82            | Equities   |
| BIOTE CORP                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $5287.00           | $22945.58          | Equities   |
| DINE BRANDS GLOBAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1040.00           | $23680.80          | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQT MKT  | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2828.15           | Equities   |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $3322.00           | $20696.06          | Equities   |
| DANA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1633879.00        | $26060370.05       | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1032.00           | Equities   |
| DELEK US HLDGS INC NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $52006.00          | $1190417.34        | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $278509.00         | $1231009.78        | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $284010.00         | $5816524.80        | Equities   |
| CIVISTA BANCSHARES INC         COM NO PAR       | 2500-12-31      | N/A      | 0.0000% | $1484.00           | $29279.32          | Equities   |
| DIGITAL TURBINE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $283888.00         | $1418020.56        | Equities   |
| ENCORE CAP GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $961.22            | Equities   |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $27904.17          | Equities   |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $73940.00          | $1381938.60        | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $131.00            | $9018.04           | Equities   |
| COUPANG INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $1697792.00        | $49999974.40       | Equities   |
| NEXTNAV INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $775981.00         | $11538837.47       | Equities   |
| MATERION CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $109.00            | $11075.49          | Equities   |
| SOHO HOUSE & CO INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1754.00           | $11172.98          | Equities   |
| ELBIT SYS LTD                  ORD              | 2500-12-31      | N/A      | 0.0000% | $10096.00          | $4660717.44        | Equities   |
| UNIQURE NV                     SHS              | 2500-12-31      | N/A      | 0.0000% | $40931.00          | $591862.26         | Equities   |
| MAKEMYTRIP LIMITED MAURITIUS   SHS              | 2500-12-31      | N/A      | 0.0000% | $80.00             | $7405.60           | Equities   |
| GENCO SHIPPING & TRADING LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $29109.00          | $461086.56         | Equities   |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6033.00           | $19064.28          | Equities   |
| POPULAR INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $237.00            | $27065.40          | Equities   |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $1745.00           | $28809.95          | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2599.00           | $15204.15          | Equities   |
| RADIAN GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $571597.00         | $19154215.47       | Equities   |
| SITIO ROYALTIES CORP           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1071.00           | $19438.65          | Equities   |
| RIVERVIEW BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3089.00           | $16031.91          | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $259059.00         | $979243.02         | Equities   |
| ACRES COMMERCIAL REALTY CORP   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1792.00           | $34245.12          | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $323925.00         | $955578.75         | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $61.00             | $359.90            | Equities   |
| ACADIA PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $164.71            | Equities   |
| MAYVILLE ENGR CO INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.56             | Equities   |
| MAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $90.00             | $189.90            | Equities   |
| MEDALLION FINL CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $3157.00           | $31885.70          | Equities   |
| NEXTDOOR HOLDINGS INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6749.00           | $12080.71          | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2306.00           | $29124.78          | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $3155.00           | $84112.30          | Equities   |
| PINNACLE FINL PARTNERS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $5220.58           | Equities   |
| PARKE BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1238.00           | $25750.40          | Equities   |
| LIQUIDITY SVCS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $786.00            | $19052.64          | Equities   |
| MINERALS TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $935.52            | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2599.00           | $32331.56          | Equities   |
| GILAT SATELLITE NETWORKS LTD   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9862.00           | $74359.48          | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21142.00          | $28541.70          | Equities   |
| VALARIS LTD                    CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $48.69             | Equities   |
| KALVISTA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $510914.00         | $7071049.76        | Equities   |
| DORIAN LPG LTD                 SHS USD          | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1561.38           | Equities   |
| LCI INDS                       COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1542.72           | Equities   |
| GOLAR LNG LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $3487.68           | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $850.97            | Equities   |
| MAGNOLIA OIL & GAS CORP        CL A             | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2194.20           | Equities   |
| MIDDLEFIELD BANC CORP          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2069.55           | Equities   |
| LSB INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $6568.00           | $49654.08          | Equities   |
| CELLDEX THERAPEUTICS INC NEW   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $27.00             | $615.87            | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $3.00              | $129.84            | Equities   |
| CUSTOM TRUCK ONE SOURCE INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2640.00           | $15048.00          | Equities   |
| ARRAY TECHNOLOGIES INC         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $626050.00         | $4156972.00        | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3414.00           | $18128.34          | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $214.56            | Equities   |
| BANKWELL FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1782.00           | $69034.68          | Equities   |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12051.00          | Equities   |
| CORE MOLDING TECHNOLOGIES INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1448.00           | $24181.60          | Equities   |
| CORE MOLDING TECHNOLOGIES INC  COM              | 2500-12-31      | N/A      | 0.0000% | $763.00            | $12742.10          | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $5656.00           | $13291.60          | Equities   |
| PRINCETON BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1033.00           | $31496.17          | Equities   |
| TRANSCAT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $159.00            | $12308.19          | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2573.00           | $31647.90          | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3001.00           | $36912.30          | Equities   |
| PRINCETON BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1615.97           | Equities   |
| HOMETRUST BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $293.00            | $11526.62          | Equities   |
| HANMI FINL CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5332.00           | $122689.32         | Equities   |
| GREENE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $999.00            | $24005.97          | Equities   |
| HUDSON TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $64.00             | $532.48            | Equities   |
| NORTHWEST BANCSHARES INC MD    COM              | 2500-12-31      | N/A      | 0.0000% | $3289.00           | $39435.11          | Equities   |
| MARAVAI LIFESCIENCES HLDGS INC COM CL A         | 2500-12-31      | N/A      | 0.0000% | $462.00            | $1113.42           | Equities   |
| MASTERCARD INCORPORATED        CL A             | 2500-12-31      | N/A      | 0.0000% | $89427.00          | $49999529.97       | Equities   |
| OCEANFIRST FINL CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $3367.00           | $56801.29          | Equities   |
| FIVE POINT HOLDINGS LLC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $80.00             | $422.40            | Equities   |
| BADGER METER INC               COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $2869.50           | Equities   |
| BOLT BIOTHERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24.00             | $139.44            | Equities   |
| AXSOME THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $101.26            | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3013.00           | $15034.87          | Equities   |
| BLUE FOUNDRY BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $3318.00           | $28866.60          | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $76456.44          | Equities   |
| CASS INFORMATION SYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $363.15            | Equities   |
| ARCUTIS BIOTHERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $98.00             | $1428.84           | Equities   |
| ARIS WATER SOLUTIONS INC       CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1108.00           | $23445.28          | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $100324.20         | Equities   |
| CRAWFORD & CO                  CL A             | 2500-12-31      | N/A      | 0.0000% | $4548.00           | $44706.84          | Equities   |
| BERRY CORP                     COM              | 2049-01-01      | N/A      | 0.0000% | $231115.00         | $711834.20         | Equities   |
| VELOCITY FINL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $20802.00          | $350305.68         | Equities   |
| VELOCITY FINL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1441.00           | $24266.44          | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $87642.00          | $558279.54         | Equities   |
| THOR INDS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $51.00             | $4787.88           | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $2.00              | $35.18             | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $166214.00         | $902542.02         | Equities   |
| SPDR SERIES TRUST              S&P BK ETF       | 2500-12-31      | N/A      | 0.0000% | $545323.00         | $30952533.48       | Equities   |
| RUMBLEON INC                   COM CL B         | 2500-12-31      | N/A      | 0.0000% | $143781.00         | $310566.96         | Equities   |
| RAYONIER ADVANCED MATLS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $183661.00         | $719951.12         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $1.00              | $40.36             | Equities   |
| HAWTHORN BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $826.00            | $23755.76          | Equities   |
| GETTY RLTY CORP NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $214827.00         | $6002266.38        | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $12701.00          | $422943.30         | Equities   |
| HUDSON PAC PPTYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $43889.00          | $106211.38         | Equities   |
| HOMESTREET INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $39448.00          | $502567.52         | Equities   |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $245.00            | $13738.91          | Equities   |
| CORECARD CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $1043.00           | $27441.33          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $29760.00          | Equities   |
| UNITED CMNTY BKS BLAIRSVLE GA  COM              | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3016.44           | Equities   |
| INSPIRED ENTMT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1344.00           | $12378.24          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $33.00             | $6115.56           | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $38.00             | $2333.20           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $30838.50          | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $42242.20          | Equities   |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $3792.00           | $30715.20          | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $41318.00          | $255345.24         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $349.00            | $15910.91          | Equities   |
| INVESTAR HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1363.00           | $29577.10          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3493.36           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $86.00             | $35361.48          | Equities   |
| UNITED SEC BANCSHARES CALIF    COM              | 2500-12-31      | N/A      | 0.0000% | $462.00            | $4028.64           | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2137.00           | $21904.25          | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $7.00              | $126.07            | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $83668.00          | $2535977.08        | Equities   |
| AMERIS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $28934.00          | $1985740.42        | Equities   |
| ANDERSONS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $543.00            | $19803.21          | Equities   |
| AVEANNA HEALTHCARE HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $61039.00          | $243545.61         | Equities   |
| ANGEL OAK MORTGAGE REIT INC    COM              | 2500-12-31      | N/A      | 0.0000% | $485.00            | $4544.45           | Equities   |
| PIONEER BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $1473.00           | $17793.84          | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $35.00             | $4623.15           | Equities   |
| TIDAL TR II                    YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $6271.00           | $127865.69         | Equities   |
| VAREX IMAGING CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $2770.00           | $20636.50          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4855.82           | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $314.00            | $1893.42           | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $372.00            | $36236.52          | Equities   |
| RANPAK HOLDINGS CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $38206.00          | $152824.00         | Equities   |
| MOVADO GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $421.00            | $6790.73           | Equities   |
| RANPAK HOLDINGS CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6287.00           | $25148.00          | Equities   |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $154.00            | $771.54            | Equities   |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3301.00           | $16538.01          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $288863.00         | $600835.04         | Equities   |
| RUSH ENTERPRISES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1119.93           | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2036.00           | $23414.00          | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $406.00            | $10174.36          | Equities   |
| KENNAMETAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2263.17           | Equities   |
| KINGSTONE COS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $442.12            | Equities   |
| GLOBAL INDUSTRIAL COMPANY      COM              | 2500-12-31      | N/A      | 0.0000% | $15106.00          | $519344.28         | Equities   |
| BRIGHTVIEW HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $880.00            | Equities   |
| CNO FINL GROUP INC             COM              | 2500-12-31      | N/A      | 0.0000% | $81188.00          | $2927639.28        | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $4905.00           | $19963.35          | Equities   |
| CSG SYS INTL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1560.00           | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $458.00            | $36869.00          | Equities   |
| ARBUTUS BIOPHARMA CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $114965.00         | $379384.50         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $13992.00          | $28683.60          | Equities   |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $647.00            | $24010.17          | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4059.00           | $7062.66           | Equities   |
| CB FINL SVCS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $786.00            | $25930.14          | Equities   |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $205.00            | $760.55            | Equities   |
| EVENTBRITE INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $136672.00         | $336213.12         | Equities   |
| ENERGY SVCS ACQUISITION CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $2327.00           | $25364.30          | Equities   |
| EVENTBRITE INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8535.00           | $20996.10          | Equities   |
| E2OPEN PARENT HOLDINGS INC     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $34383.00          | $112432.41         | Equities   |
| EAGLE FINL SVCS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $882.00            | $29238.30          | Equities   |
| EQUITY RESIDENTIAL             SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $11.00             | $718.30            | Equities   |
| BRT APARTMENTS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $155.00            | $2328.10           | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2168.00           | $1525.19           | Equities   |
| BRT APARTMENTS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $2172.00           | $32623.44          | Equities   |
| ATLANTICUS HOLDINGS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $9442.00           | $467851.10         | Equities   |
| ATEA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $53397.00          | $195966.99         | Equities   |
| AMERICAN AXLE & MFG HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $117302.00         | $518474.84         | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $21.00             | $157.71            | Equities   |
| ALPINE INCOME PPTY TR INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2160.00           | $30434.40          | Equities   |
| ALPINE INCOME PPTY TR INC      COM              | 2500-12-31      | N/A      | 0.0000% | $24275.00          | $342034.75         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $3.00              | $72.15             | Equities   |
| ANGEL OAK MORTGAGE REIT INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2208.00           | $20688.96          | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $688.00            | $18589.76          | Equities   |
| CARGO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $21962.00          | $98170.14          | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $14629.00          | $31598.64          | Equities   |
| CABOT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2576.00           | $186553.92         | Equities   |
| CHEFS WHSE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $94.00             | $6290.48           | Equities   |
| EASTERN CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $150.00            | $3415.50           | Equities   |
| EASTERN CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $1096.00           | $24955.92          | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $78.00             | $1277.64           | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $18198.18          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $16244.00          | $25340.64          | Equities   |
| TENABLE HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1507918.00        | $48615276.32       | Equities   |
| REMITLY GLOBAL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $441.74            | Equities   |
| RICHARDSON ELECTRS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $2066.00           | $21093.86          | Equities   |
| RAMACO RES INC                 COM CL B         | 2500-12-31      | N/A      | 0.0000% | $3803.00           | $50922.17          | Equities   |
| MOTORCAR PTS AMER INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $33416.10          | Equities   |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $4813.00           | $20262.73          | Equities   |
| HYSTER-YALE INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $18446.00          | $775285.38         | Equities   |
| MERIDIAN CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $1612.00           | $23905.96          | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1880.78           | Equities   |
| IOVANCE BIOTHERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $12405.00          | $33121.35          | Equities   |
| IOVANCE BIOTHERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $740355.00         | $1976747.85        | Equities   |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $85.00             | $8664.05           | Equities   |
| KALTURA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $7947.00           | $14185.40          | Equities   |
| FUNKO INC                      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4299.00           | $16766.10          | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $22286.00          | $172716.50         | Equities   |
| ORCHID IS CAP INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26.00             | $185.90            | Equities   |
| RUNWAY GROWTH FINANCE CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $353368.00         | $3781037.60        | Equities   |
| TIDAL TR II                    DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $17325.00          | $495668.25         | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9.00              | $151.47            | Equities   |
| TETRA TECHNOLOGIES INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $120262.00         | $470224.42         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $989.00            | $3234.03           | Equities   |
| SIGHT SCIENCES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $8848.00           | $30525.60          | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $1556178.00        | $49999999.14       | Equities   |
| SPDR SERIES TRUST              HLTH CARE SVCS   | 2500-12-31      | N/A      | 0.0000% | $150.00            | $13725.46          | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $6509.00           | $26361.45          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $190535.00         | $46282856.85       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $1842.00           | $27040.56          | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1027.20           | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $11979.79          | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $17778.00          | $171735.48         | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $354.00            | $4035.60           | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $28688.00          | $1203748.48        | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $6360.00           | $15709.20          | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $114892.00         | $49999849.48       | Equities   |
| SIRIUSPOINT LTD                COM              | 2500-12-31      | N/A      | 0.0000% | $10132.00          | $198384.56         | Equities   |
| TARSUS PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $650319.00         | $26012760.00       | Equities   |
| TIDAL TR II                    DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $3114.00           | $284245.92         | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1602.00           | $32360.40          | Equities   |
| PULMONX CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $385648.00         | $1214791.20        | Equities   |
| REV GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3688.50           | Equities   |
| PAYONEER GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $552560.00         | $3680049.60        | Equities   |
| RE MAX HLDGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $3777.00           | $29385.06          | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $75.00             | $525.75            | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $10850.00          | $76058.50          | Equities   |
| PRIORITY TECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $4624.00           | $31628.16          | Equities   |
| PROTO LABS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1786.00           | $70064.78          | Equities   |
| POWELL INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $7841.42           | Equities   |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $141.00            | $1415.64           | Equities   |
| DYNEX CAP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $121135.00         | $1516610.20        | Equities   |
| RED RIVER BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3896.10           | Equities   |
| RICHARDSON ELECTRS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $394.00            | $4022.74           | Equities   |
| FIDELITY D & D BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15431.25          | Equities   |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $30812.00          | $533971.96         | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $1212.00           | $29953.49          | Equities   |
| CPI CARD GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1320.00           | $27218.40          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $1523.00           | $49010.14          | Equities   |
| INTERCONTINENTAL EXCHANGE INC  COM              | 2500-12-31      | N/A      | 0.0000% | $70901.00          | $13169151.74       | Equities   |
| IMMUNOVANT INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1080.30           | Equities   |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7155.00           | $15454.80          | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $749370.00         | $6871722.90        | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $80.00             | $3009.60           | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $121.00            | $30898.56          | Equities   |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1259.00           | $27572.10          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $141.00            | $365.19            | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $40.00             | $174.00            | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1226.00           | $26800.36          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $192.00            | $17495.04          | Equities   |
| FORRESTER RESH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2043.00           | $19817.10          | Equities   |
| FORGE GLOBAL HOLDINGS INC      COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1744.00           | $29334.08          | Equities   |
| FIRST MID ILL BANCSHARES INC   COM              | 2500-12-31      | N/A      | 0.0000% | $3681.00           | $141166.35         | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $378086.00         | $3058715.74        | Equities   |

### Security 700: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19HYU2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19HYU2
- **C.18 - Value (incl. sponsor support):** $249808562.50
- **C.18.a - Value (excl. sponsor support):** $249808562.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DEVON ENERGY CORP NEW          SR NT 5%45          | 2045-06-15      | 5.0000%  | 0.0000% | $259000.00         | $216886.31         | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 020422-020428    | 2028-02-04      | 5.3910%  | 0.0000% | $29000.00          | $29611.69          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD4.2%41    | 2041-06-01      | 4.2000%  | 0.0000% | $16000.00          | $12480.16          | Corporate Debt Securities                         |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $33000.00          | $30511.84          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.1%53    | 2053-05-15      | 5.1000%  | 0.0000% | $39000.00          | $36439.91          | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2022-D   A-3    20270515 5.2 | 2027-05-15      | 5.2700%  | 0.0000% | $200000.00         | $72209.60          | Asset-Backed Securities                           |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.25%42       | 2042-08-01      | 3.2500%  | 0.0000% | $50000.00          | $38149.50          | Corporate Debt Securities                         |
| BX 2021-21M MTG TR             A      20361015 FLT | 2036-10-15      | 5.1865%  | 0.0000% | $4200000.00        | $1251283.29        | Private Label Collateralized Mortgage Obligations |
| BELL CDA                       SR US-10 NT 54      | 2054-02-15      | 5.5500%  | 0.0000% | $415000.00         | $398477.81         | Corporate Debt Securities                         |
| BANK 2023-BNK46                A-4    20560817 5.7 | 2056-08-17      | 5.7450%  | 0.0000% | $74999.00          | $78489.34          | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 M1     20640825 FLT | 2064-08-25      | 5.7585%  | 0.0000% | $16777000.00       | $15660922.26       | Private Label Collateralized Mortgage Obligations |
| EL PASO ELEC CO                SR GLBL NT 5%44     | 2044-12-01      | 5.0000%  | 0.0000% | $75000.00          | $64472.50          | Corporate Debt Securities                         |
| VERUS SEC TR 2022-INV2         M-1    20671025 FLT | 2067-10-25      | 6.7734%  | 0.0000% | $1430000.00        | $1433109.52        | Private Label Collateralized Mortgage Obligations |
| AEP TRANSMISSION CO LLC        SR GLBL G NT 46     | 2046-12-01      | 4.0000%  | 0.0000% | $40000.00          | $31717.47          | Corporate Debt Securities                         |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $50000.00          | $43988.29          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -K NT 49    | 2049-06-15      | 3.8000%  | 0.0000% | $226000.00         | $168491.04         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.2%051734       | 2034-05-17      | 5.2000%  | 0.0000% | $95000.00          | $98056.04          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 5.537%071436     | 2036-07-14      | 5.5370%  | 0.0000% | $300000.00         | $303645.27         | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR NT 4%43          | 2043-04-01      | 4.0000%  | 0.0000% | $50000.00          | $41826.61          | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                A      20421219 FLT | 2042-12-19      | 5.9620%  | 0.0000% | $41375000.00       | $41428896.15       | Private Label Collateralized Mortgage Obligations |
| CORNING INC                    SR NT 5.75%40       | 2040-08-15      | 5.7500%  | 0.0000% | $86000.00          | $89227.91          | Corporate Debt Securities                         |
| DOLP TR  2021-NYC              D      20410510 3.7 | 2041-05-10      | 3.7038%  | 0.0000% | $3000000.00        | $2571184.45        | Private Label Collateralized Mortgage Obligations |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $660000.00         | $663440.80         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48      | 2048-06-15      | 4.0500%  | 0.0000% | $2380000.00        | $1911627.90        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $91000.00          | $80282.85          | Corporate Debt Securities                         |
| CFCRE COML MTG TR 2017-C8      C      20500617 FLT | 2050-06-17      | 4.8881%  | 0.0000% | $3103000.00        | $2885152.16        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 2.871%041932     | 2032-04-19      | 2.8710%  | 0.0000% | $800000.00         | $720475.80         | Corporate Debt Securities                         |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $536000.00         | $486670.36         | Corporate Debt Securities                         |
| BMO MORTGAGE TRUST 2025-5C10   A-S    20580517 FLT | 2058-05-17      | 5.9466%  | 0.0000% | $12500000.00       | $12971068.75       | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                E      20630615 FLT | 2063-06-15      | 2.5000%  | 0.0000% | $1000000.00        | $666638.33         | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 42       | 2042-03-15      | 3.5500%  | 0.0000% | $1205000.00        | $960964.74         | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46     | 2046-11-01      | 4.2000%  | 0.0000% | $93000.00          | $76585.50          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 38       | 2038-03-05      | 6.8750%  | 0.0000% | $2098000.00        | $2405927.54        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 4%33     | 2033-03-15      | 4.0000%  | 0.0000% | $43000.00          | $41047.85          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $15000.00          | $15528.40          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $6000.00           | $5948.62           | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $184000.00         | $180115.15         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT4.2%33    | 2033-01-15      | 4.2000%  | 0.0000% | $358000.00         | $345248.04         | Corporate Debt Securities                         |
| J P MORGAN MORTGAGE TR 2024-7  A-4    20530425 FLT | 2053-04-25      | 3.0000%  | 0.0000% | $180000.00         | $146792.87         | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46    | 2046-11-15      | 4.0000%  | 0.0000% | $93000.00          | $72589.70          | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 51       | 2051-03-15      | 3.0500%  | 0.0000% | $4309000.00        | $2819259.01        | Corporate Debt Securities                         |
| HESS CORP                      SR NT 5.6%41        | 2041-02-15      | 5.6000%  | 0.0000% | $236000.00         | $244963.80         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 42       | 2042-08-21      | 3.8750%  | 0.0000% | $96000.00          | $78744.21          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 6%55     | 2055-08-03      | 6.0000%  | 0.0000% | $619000.00         | $623894.23         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT4.3%47    | 2047-07-15      | 4.3000%  | 0.0000% | $163000.00         | $131330.91         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31       | 2031-11-09      | 2.2500%  | 0.0000% | $92000.00          | $80620.98          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 30       | 2030-10-15      | 1.2500%  | 0.0000% | $30000.00          | $25717.82          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $247000.00         | $257806.25         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49       | 2049-07-15      | 4.2500%  | 0.0000% | $128000.00         | $103453.30         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 47       | 2047-08-01      | 3.9500%  | 0.0000% | $47000.00          | $37772.02          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     M3     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $981000.00         | $866009.81         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B2     20580525 FLT | 2058-05-25      | 3.7500%  | 0.0000% | $282000.00         | $234416.89         | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2013-3     A-3    20550426 FLT | 2055-04-26      | 4.9645%  | 0.0000% | $800000.00         | $281203.33         | Asset-Backed Securities                           |
| SHELL INTERNATIONAL FIN BV     GLBL NT 3%51        | 2051-11-26      | 3.0000%  | 0.0000% | $85000.00          | $54711.38          | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2006-5     A-6B   20401025 FLT | 2040-10-25      | 5.3523%  | 0.0000% | $2000000.00        | $888883.16         | Asset-Backed Securities                           |
| SELECTIVE INS GROUP INC        5.375%49            | 2049-03-01      | 5.3750%  | 0.0000% | $16000.00          | $14555.45          | Corporate Debt Securities                         |
| NELNET ED LN FDG 2005-3        A-5    20351222 FLT | 2035-12-22      | 4.7239%  | 0.0000% | $1642000.00        | $205981.90         | Asset-Backed Securities                           |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 7.4309%  | 0.0000% | $13333760.00       | $13020483.00       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-MF         B      20390215 FLT | 2039-02-15      | 6.0332%  | 0.0000% | $340000.00         | $302520.51         | Private Label Collateralized Mortgage Obligations |
| ARCH CAP GROUP LTD             SR NT7.35%34        | 2034-05-01      | 7.3500%  | 0.0000% | $95000.00          | $110806.18         | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT5.3%41    | 2041-10-01      | 5.3000%  | 0.0000% | $55000.00          | $54090.12          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 40     | 2040-07-16      | 2.3750%  | 0.0000% | $757000.00         | $524040.50         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.875%53    | 2053-02-27      | 4.8750%  | 0.0000% | $399000.00         | $368729.53         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 95      | 2095-12-01      | 6.8750%  | 0.0000% | $4500000.00        | $5325877.50        | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2017 BD 47      | 2047-05-01      | 4.1500%  | 0.0000% | $1475000.00        | $1216941.38        | Corporate Debt Securities                         |
| GS MBS TR 2021-PJ4             A-6    20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $430000.00         | $215611.11         | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT 32       | 2032-04-04      | 5.6250%  | 0.0000% | $29000.00          | $30057.88          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $50000.00          | $42229.17          | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $1000000.00        | $889623.00         | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.1%32    | 2032-01-12      | 3.1000%  | 0.0000% | $86000.00          | $75985.83          | Corporate Debt Securities                         |
| GOLDENTREE LN MGMT US 2017-1R3 C-R-3  20340420 FLT | 2034-04-20      | 5.9255%  | 0.0000% | $380000.00         | $378356.87         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $96000.00          | $83154.37          | Corporate Debt Securities                         |
| NEWMARKET CORP                 SR GLBL NT2.7%31    | 2031-03-18      | 2.7000%  | 0.0000% | $80000.00          | $72055.60          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $87000.00          | $75818.76          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT4.5%48    | 2048-09-10      | 4.5000%  | 0.0000% | $12000.00          | $10325.82          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL -E NT 47    | 2047-09-01      | 4.4500%  | 0.0000% | $88000.00          | $74658.47          | Corporate Debt Securities                         |
| MAYO CLINIC                    -2016 SINK BD 52    | 2052-11-15      | 4.1280%  | 0.0000% | $49000.00          | $39050.78          | Corporate Debt Securities                         |
| KSL COMMERCIAL MTG TR 2024-HT2 B      20391215 FLT | 2039-12-15      | 6.3837%  | 0.0000% | $2500000.00        | $2509437.94        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40    | 2040-02-09      | 6.5000%  | 0.0000% | $990000.00         | $1058741.20        | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT5.5%35    | 2035-02-19      | 5.5000%  | 0.0000% | $90000.00          | $94095.90          | Corporate Debt Securities                         |
| HOME PART AMERICA TR 2021-2    B      20381217 2.3 | 2038-12-17      | 2.3020%  | 0.0000% | $3705000.00        | $3427982.45        | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV4   A-3    20511225 2.5 | 2051-12-25      | 2.5000%  | 0.0000% | $19605200.00       | $12351886.22       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      A-12   20521025 FLT | 2052-10-25      | 3.0000%  | 0.0000% | $620000.00         | $321781.05         | Private Label Collateralized Mortgage Obligations |
| TRAVELERS COMPANIES INC        SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $25000.00          | $19401.42          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $11000.00          | $9191.61           | Corporate Debt Securities                         |
| MPLX LP                        SR NT 5.2%47        | 2047-12-01      | 5.2000%  | 0.0000% | $95000.00          | $82980.28          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $175000.00         | $169946.29         | Corporate Debt Securities                         |
| MF1 LLC 2025-FL17              B      20400221 FLT | 2040-02-21      | 6.1418%  | 0.0000% | $1875000.00        | $1866684.44        | Private Label Collateralized Mortgage Obligations |
| LINCOLN NATL CORP IND          SR GLBL NT3.4%32    | 2032-03-01      | 3.4000%  | 0.0000% | $35000.00          | $32102.58          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $3470000.00        | $3141529.80        | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      SR GLBL NT 43       | 2043-11-26      | 5.2500%  | 0.0000% | $3830000.00        | $3645828.07        | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 31      | 2031-09-16      | 1.9500%  | 0.0000% | $50000.00          | $43060.12          | Corporate Debt Securities                         |
| MAYO CLINIC                    -2012B SNK BD 43    | 2043-11-15      | 3.7740%  | 0.0000% | $60000.00          | $48560.24          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $50000.00          | $45410.72          | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 35       | 2035-01-15      | 5.2500%  | 0.0000% | $55000.00          | $55261.98          | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $2808000.00        | $2578980.22        | Private Label Collateralized Mortgage Obligations |
| MASTERCARD INCORPORATED        SR GLBL NT 50       | 2050-03-26      | 3.8500%  | 0.0000% | $26000.00          | $20528.51          | Corporate Debt Securities                         |
| CNH EQUIPMENT TRUST 2024-B     A-2A   20271015 5.4 | 2027-10-15      | 5.4200%  | 0.0000% | $159999.00         | $56374.04          | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2005-R9    M-1    20351225 FLT | 2035-12-25      | 5.1717%  | 0.0000% | $499998.00         | $69064.01          | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-12-01      | 6.5500%  | 0.0000% | $371000.00         | $404262.62         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $65000.00          | $59374.68          | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 45       | 2045-03-06      | 3.5670%  | 0.0000% | $27000.00          | $20899.54          | Corporate Debt Securities                         |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $125000.00         | $8499.50           | Asset-Backed Securities                           |
| ELECTRONIC ARTS INC            SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $30000.00          | $26186.72          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.625%36      | 2036-10-15      | 6.6250%  | 0.0000% | $20000.00          | $21808.54          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 31    | 2031-08-15      | 2.2500%  | 0.0000% | $575000.00         | $505284.12         | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R01         1M-2   20411025 FLT | 2041-10-25      | 5.9000%  | 0.0000% | $6000000.00        | $3763725.96        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2024-32        A-1    20371019 FLT | 2037-10-19      | 5.6790%  | 0.0000% | $60000000.00       | $60254445.00       | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      FR 2.5%012632       | 2032-01-26      | 2.5000%  | 0.0000% | $6000.00           | $5303.86           | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT5.1%35    | 2035-10-01      | 5.1000%  | 0.0000% | $77000.00          | $80170.86          | Corporate Debt Securities                         |
| BBCMS MTG TR 2020-BID          B      20371015 FLT | 2037-10-15      | 6.9965%  | 0.0000% | $17370000.00       | $17418597.39       | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PORT TR 2017-ATRM C      20361215 FLT | 2036-12-15      | 6.2890%  | 0.0000% | $1840000.00        | $1753143.00        | Private Label Collateralized Mortgage Obligations |
| ATLX TR 2024-RPL1              A-1    20640425 FLT | 2064-04-25      | 3.8500%  | 0.0000% | $405000.00         | $360620.05         | Asset-Backed Securities                           |
| META PLATFORMS INC             SR GLBL NT 62       | 2062-08-15      | 4.6500%  | 0.0000% | $85000.00          | $72931.84          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32        | 2032-01-15      | 7.2000%  | 0.0000% | $18000.00          | $19794.24          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-08-04      | 3.8500%  | 0.0000% | $92000.00          | $75636.80          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%44     | 2044-06-01      | 6.0000%  | 0.0000% | $85000.00          | $84059.90          | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT2.2%32    | 2032-03-01      | 2.2000%  | 0.0000% | $88000.00          | $75117.39          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46    | 2046-08-01      | 3.9000%  | 0.0000% | $30000.00          | $24195.60          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD4.5%39    | 2039-03-30      | 4.5000%  | 0.0000% | $71000.00          | $65354.79          | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $26000.00          | $23025.60          | Corporate Debt Securities                         |
| GS MTG SECS TR 2021-GSA3       E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $5000000.00        | $3186405.00        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $190000.00         | $184123.72         | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD5.9%52    | 2052-12-01      | 5.9000%  | 0.0000% | $10000.00          | $10305.03          | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT37    | 2037-08-01      | 5.3000%  | 0.0000% | $9000.00           | $9230.76           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $75000.00          | $57075.08          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 3%32     | 2032-02-14      | 3.0000%  | 0.0000% | $3754000.00        | $3443719.39        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR NT 4.1%43        | 2043-04-01      | 4.1000%  | 0.0000% | $50000.00          | $41851.33          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 4.05%42       | 2042-12-03      | 4.0500%  | 0.0000% | $252000.00         | $212180.22         | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              -2021 SINK BD 51    | 2051-11-15      | 2.9020%  | 0.0000% | $60000.00          | $36634.59          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2016A 46    | 2046-01-02      | 4.3000%  | 0.0000% | $21000.00          | $17645.12          | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 48     | 2048-03-15      | 5.0000%  | 0.0000% | $11000.00          | $9965.22           | Corporate Debt Securities                         |
| ARES COMMER MTG TR 2024-IND    D      20410715 FLT | 2041-07-15      | 7.2319%  | 0.0000% | $10000000.00       | $10063391.60       | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-14   20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $2045000.00        | $1362021.57        | Private Label Collateralized Mortgage Obligations |
| WEA FIN LLC                    GLBL 144A NT 48     | 2048-09-20      | 4.6250%  | 0.0000% | $93000.00          | $74508.80          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 6.1%40        | 2040-06-01      | 6.1000%  | 0.0000% | $80000.00          | $82038.18          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 63       | 2063-05-18      | 5.0500%  | 0.0000% | $566000.00         | $516429.88         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $381000.00         | $330483.21         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $54000.00          | $62488.08          | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41    | 2041-10-15      | 4.1000%  | 0.0000% | $245000.00         | $195147.94         | Corporate Debt Securities                         |
| HOME PT AMERICA TR 2021-1      C      20410919 2.0 | 2041-09-19      | 2.0780%  | 0.0000% | $4331000.00        | $3211138.11        | Asset-Backed Securities                           |
| HALLIBURTON CO                 SR GLBL NT 5%45     | 2045-11-15      | 5.0000%  | 0.0000% | $9560000.00        | $8485604.72        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $96000.00          | $84741.44          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.9%54    | 2054-09-02      | 5.9000%  | 0.0000% | $5727000.00        | $5656933.34        | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $50000.00          | $42140.06          | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $157000.00         | $151171.64         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.3%43    | 2043-01-31      | 4.3000%  | 0.0000% | $13000.00          | $10256.87          | Corporate Debt Securities                         |
| GS MTG BCKD SECS TR 2022-PJ6   A-4    20530125 FLT | 2053-01-25      | 3.0000%  | 0.0000% | $9310000.00        | $6547649.62        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY CORP               -C 4.85%47          | 2047-07-15      | 4.8500%  | 0.0000% | $278000.00         | $235595.42         | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2016-C5      C      20481118 FLT | 2048-11-18      | 4.6119%  | 0.0000% | $1710000.00        | $1686766.72        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2022-R2                 A1     20611225 FLT | 2061-12-25      | 3.7500%  | 0.0000% | $528723.00         | $336826.20         | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY OHIO INC           1M GLBL BD 53       | 2053-04-01      | 5.6500%  | 0.0000% | $91000.00          | $91289.68          | Corporate Debt Securities                         |
| 3M CO                          FR 4%091448         | 2048-09-14      | 4.0000%  | 0.0000% | $15000.00          | $11948.88          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 60       | 2060-03-25      | 4.9500%  | 0.0000% | $48000.00          | $38503.92          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 34       | 2034-03-15      | 6.9500%  | 0.0000% | $2220000.00        | $2454777.33        | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT 34       | 2034-09-15      | 4.4500%  | 0.0000% | $186000.00         | $183751.47         | Corporate Debt Securities                         |
| HOME PART OF AMER TR 2022-1    C      20390419 4.4 | 2039-04-19      | 4.4800%  | 0.0000% | $250000.00         | $235561.89         | Asset-Backed Securities                           |
| RTX CORPORATION                GLBL NT 4.7%41      | 2041-12-15      | 4.7000%  | 0.0000% | $60000.00          | $54689.73          | Corporate Debt Securities                         |
| SUNTRUST PFD CAP I             PERP JR SB GLBL     | 2079-12-31      | 5.2251%  | 0.0000% | $690000.00         | $554240.08         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 5.05%54    | 2054-10-01      | 5.0500%  | 0.0000% | $139000.00         | $126938.04         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30       | 2030-12-15      | 1.4500%  | 0.0000% | $25000.00          | $21204.07          | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 5.65%42       | 2042-06-15      | 5.6500%  | 0.0000% | $12000.00          | $11950.67          | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL REGS NT 31     | 2031-02-10      | 1.8000%  | 0.0000% | $264000.00         | $226802.40         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $3948000.00        | $2467387.66        | Private Label Collateralized Mortgage Obligations |
| INTERNATIONAL PAPER CO         SR GLBL NT 48       | 2048-08-15      | 4.3500%  | 0.0000% | $169000.00         | $138892.37         | Corporate Debt Securities                         |

### Security 701: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19IVU3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19IVU3
- **C.18 - Value (incl. sponsor support):** $299421837.00
- **C.18.a - Value (excl. sponsor support):** $299421837.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT | 2032-01-26      | 4.8267%  | 0.0000% | $11328000.00       | $10948784.78       | Asset-Backed Securities   |
| NATIONAL COLL ST LN TR 2005-1  B      20350325 FLT | 2035-03-25      | 4.8467%  | 0.0000% | $2187542.00        | $840914.76         | Asset-Backed Securities   |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT5.7%55    | 2055-02-10      | 5.7000%  | 0.0000% | $922000.00         | $929629.55         | Corporate Debt Securities |
| SPECIALTY UNDRWR FIN 2005-BC2  M-4    20351226 FLT | 2035-12-26      | 5.5317%  | 0.0000% | $2295806.00        | $2062310.09        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-WF3 M9     20350725 FLT | 2035-07-25      | 7.8417%  | 0.0000% | $2391900.00        | $962976.86         | Asset-Backed Securities   |
| AMERICAN NEWS CO LLC           SR SEC GLBL 26      | 2026-09-01      | 8.5000%  | 0.0000% | $338.00            | $391.38            | Corporate Debt Securities |
| SANTOS FINANCE LTD             SR REGS NT 31       | 2031-04-29      | 3.6490%  | 0.0000% | $358000.00         | $334960.50         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $107.00            | $106.84            | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 26       | 2026-02-10      | 4.8750%  | 0.0000% | $838000.00         | $857773.66         | Corporate Debt Securities |
| POPULAR ABS 2006-A             M-2    20360225 FLT | 2036-02-25      | 5.3367%  | 0.0000% | $1988400.00        | $1646436.90        | Asset-Backed Securities   |
| SPIRIT IP CAYMAN LTD / SP      SR SEC GLBL 30      | 2030-03-12      | 11.0000% | 0.0000% | $840.00            | $540.17            | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82       | 2082-03-07      | 5.6000%  | 0.0000% | $3828000.00        | $3804474.81        | Corporate Debt Securities |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $8980000.00        | $8830333.33        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       8.375%27            | 2027-05-01      | 8.3750%  | 0.0000% | $110.00            | $94.84             | Corporate Debt Securities |
| HUNTINGTON AUTO TRUST 2024-2   D      20321020 FLT | 2032-10-20      | 8.3480%  | 0.0000% | $1800000.00        | $1265704.27        | Asset-Backed Securities   |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1914.05           | Corporate Debt Securities |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $100000.00         | $101834.92         | Corporate Debt Securities |
| GTE CALIF INC                  SR -F DEB6.75%27    | 2027-05-15      | 6.7500%  | 0.0000% | $4497000.00        | $4673507.25        | Corporate Debt Securities |
| HUNTINGT BK AT CR LK NT 2024-1 D      20320520 FLT | 2032-05-20      | 9.5980%  | 0.0000% | $733000.00         | $422420.37         | Asset-Backed Securities   |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $674000.00         | $700834.47         | Corporate Debt Securities |
| AMERIQUEST MTG SECS 2006-R1    M-3    20360325 FLT | 2036-03-25      | 5.1267%  | 0.0000% | $2872500.00        | $2665662.99        | Asset-Backed Securities   |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT5.7%35    | 2035-08-01      | 5.7000%  | 0.0000% | $1581000.00        | $1573911.85        | Corporate Debt Securities |
| UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $103000.00         | $97704.43          | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $9000.00           | $9401.70           | Corporate Debt Securities |
| SECURITIZED ASSET REC 2005-FR4 M-2    20360125 FLT | 2036-01-25      | 5.4267%  | 0.0000% | $6398400.00        | $702243.49         | Asset-Backed Securities   |
| NATIONSTAR HEQ LN TR 2007-C    M-1    20370625 FLT | 2037-06-25      | 4.7167%  | 0.0000% | $3832000.00        | $3329957.21        | Asset-Backed Securities   |
| TWIN HOSPITALITY I LLC                             | 2054-10-26      | 11.0000% | 0.0000% | $36496000.00       | $28966230.44       | Asset-Backed Securities   |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 30     | 2030-05-06      | 6.2500%  | 0.0000% | $139000.00         | $142528.79         | Corporate Debt Securities |
| RESIDENTIAL ASSET 2005-AHL2    M-3    20351025 FLT | 2035-10-25      | 5.1717%  | 0.0000% | $2500000.00        | $2215561.45        | Asset-Backed Securities   |
| SAXON ASSET SEC CO 2004-2      MV-1   20350825 FLT | 2035-08-25      | 2.7661%  | 0.0000% | $2640000.00        | $531430.18         | Asset-Backed Securities   |
| APA CORPORATION                SR GLBL 144A 40     | 2040-09-01      | 5.1000%  | 0.0000% | $184000.00         | $157437.76         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $2063000.00        | $2151449.41        | Corporate Debt Securities |
| CWABS INC 2007-BC2             1-A    20370625 FLT | 2037-06-25      | 4.8667%  | 0.0000% | $12199911.00       | $1702455.40        | Asset-Backed Securities   |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $3000.00           | $2861.28           | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL 144A 31     | 2031-04-21      | 3.2000%  | 0.0000% | $29000.00          | $26875.72          | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 29      | 2029-01-15      | 6.0000%  | 0.0000% | $131000.00         | $124872.69         | Corporate Debt Securities |
| GSAMP TRUST 2006-NC1           M-2    20360225 FLT | 2036-02-25      | 5.0367%  | 0.0000% | $2454000.00        | $1853119.24        | Asset-Backed Securities   |
| GALAXY XXI CLO 2015-21R        F-R    20310421 FLT | 2031-04-21      | 11.8371% | 0.0000% | $1354000.00        | $1252244.31        | Asset-Backed Securities   |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $486000.00         | $505877.40         | Corporate Debt Securities |
| RESEARCH-DRIVEN MTR TR 2022-7  C      20301125 10. | 2030-11-25      | 10.0400% | 0.0000% | $28592746.00       | $28567754.28       | Asset-Backed Securities   |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $147000.00         | $161765.33         | Corporate Debt Securities |
| ECAF I LTD 2015-1              A-2    20400615 4.9 | 2040-06-15      | 4.9470%  | 0.0000% | $5000000.00        | $1459681.40        | Asset-Backed Securities   |
| ECAF I LTD 2015-1              A-1    20400615 3.4 | 2040-06-15      | 3.4730%  | 0.0000% | $2850000.00        | $137066.84         | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2007-AMC1  A-2B   20361226 FLT | 2036-12-26      | 4.7667%  | 0.0000% | $16899900.00       | $2741873.45        | Asset-Backed Securities   |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $2051000.00        | $2291309.29        | Asset-Backed Securities   |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $3000.00           | $2986.07           | Corporate Debt Securities |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $172000.00         | $174958.40         | Corporate Debt Securities |
| CITIGROUP MTG LN TR 2006-HE1   M-5    20360125 FLT | 2036-01-25      | 5.2167%  | 0.0000% | $1315326.00        | $1225072.35        | Asset-Backed Securities   |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $405000.00         | $371993.85         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 27     | 2027-04-01      | 6.8750%  | 0.0000% | $11000.00          | $11263.08          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $100000.00         | $105208.89         | Corporate Debt Securities |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $5000.00           | $4816.89           | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 10.8750% | 0.0000% | $2000.00           | $2049.99           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $91000.00          | $86792.12          | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $59000.00          | $60270.57          | Corporate Debt Securities |
| LEHMAN ABS MTG LN TR 2007-1    2-A3   20370625 FLT | 2037-06-25      | 4.6967%  | 0.0000% | $12137920.00       | $2338554.04        | Asset-Backed Securities   |
| PAGAYA AI DEBT TRUST 2025-4    E      20330118 11. | 2033-01-18      | 11.6020% | 0.0000% | $16109868.00       | $16305332.60       | Asset-Backed Securities   |
| CVS HEALTH CORP                JR SB GLBL -A 55    | 2055-03-10      | 7.0000%  | 0.0000% | $133000.00         | $140206.83         | Corporate Debt Securities |
| CWABS INC 2004-AB2             M-4    20341125 FLT | 2034-11-25      | 5.7417%  | 0.0000% | $4900000.00        | $4365731.34        | Asset-Backed Securities   |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $1000.00           | $983.11            | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $2000.00           | $1953.99           | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $380000.00         | $262799.56         | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL34    | 2034-10-04      | 6.2500%  | 0.0000% | $98000.00          | $99543.74          | Corporate Debt Securities |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $86000.00          | $67975.83          | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR 144A NT5.5%29    | 2029-07-15      | 5.5000%  | 0.0000% | $925000.00         | $922985.04         | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.9767%  | 0.0000% | $2208574.00        | $1956143.00        | Asset-Backed Securities   |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-01-24      | 5.5020%  | 0.0000% | $28000.00          | $28715.12          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 32       | 2032-09-01      | 4.9500%  | 0.0000% | $2000.00           | $2014.81           | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $600000.00         | $625630.00         | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $600000.00         | $594125.25         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 29    | 2029-01-24      | 5.1814%  | 0.0000% | $153000.00         | $153394.35         | Corporate Debt Securities |
| GS MTG BACKED SEC 2021-RPL1 TR B      20601225 FLT | 2060-12-25      | 3.9543%  | 0.0000% | $24763250.00       | $16349560.08       | Asset-Backed Securities   |
| BANK AMERICA CORP              PERP GLBL -RR NT    | 2500-12-31      | 4.3750%  | 0.0000% | $12000.00          | $11725.27          | Corporate Debt Securities |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $1721000.00        | $1724739.59        | Corporate Debt Securities |
| SOUNDVIEW HM LN 2007-1         M-1    20370325 FLT | 2037-03-25      | 4.9467%  | 0.0000% | $6000000.00        | $4985538.48        | Asset-Backed Securities   |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-02-10      | 4.8500%  | 0.0000% | $87000.00          | $90309.26          | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $2265000.00        | $2258571.18        | Corporate Debt Securities |
| SAXON ASSET SEC CO 2005-1      M-4    20350525 FLT | 2035-05-25      | 1.0687%  | 0.0000% | $10000000.00       | $1638770.13        | Asset-Backed Securities   |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $500000.00         | $425081.11         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $52000.00          | $42172.79          | Corporate Debt Securities |
| MORGAN STANLEY CAP 2005-NC2    M-6    20350325 FLT | 2035-03-25      | 5.5017%  | 0.0000% | $6010000.00        | $2690356.39        | Asset-Backed Securities   |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $2000.00           | $2067.24           | Corporate Debt Securities |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $484000.00         | $471452.30         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT3.4%30    | 2030-05-01      | 3.4000%  | 0.0000% | $85000.00          | $81099.82          | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $2000.00           | $2047.06           | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $5000.00           | $5253.38           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35     | 2035-07-15      | 5.0000%  | 0.0000% | $35000.00          | $33951.48          | Corporate Debt Securities |
| STRUCTURED ASSET INV 2005-HE3  M2     20350925 FLT | 2035-09-25      | 5.2017%  | 0.0000% | $1206224.00        | $1050507.74        | Asset-Backed Securities   |
| SPECIALTY BLDG PRODS HLDG LLC  SR SEC 144A NT29    | 2029-10-15      | 7.7500%  | 0.0000% | $3000.00           | $3007.98           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 6.8500%  | 0.0000% | $550000.00         | $582539.07         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $7000.00           | $7094.27           | Corporate Debt Securities |
| CARRINGTON MTG LN 2006-OPT1    M-2    20360225 FLT | 2036-02-25      | 5.0067%  | 0.0000% | $5213000.00        | $4547807.68        | Asset-Backed Securities   |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $1272000.00        | $926546.00         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $1000.00           | $1025.97           | Corporate Debt Securities |
| NOMURA HEQ LN TR 2006-FM1      M-1    20351125 FLT | 2035-11-25      | 5.0817%  | 0.0000% | $23188970.00       | $9864263.14        | Asset-Backed Securities   |
| SAXON ASSET SEC TR 2006-3      A-4    20361125 FLT | 2036-11-25      | 4.9467%  | 0.0000% | $4944000.00        | $4315870.14        | Asset-Backed Securities   |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36    | 2036-01-15      | 6.7500%  | 0.0000% | $1228000.00        | $1261929.64        | Corporate Debt Securities |
| OPTION ONE MTG LN TR 2007-6    II-A-2 20370725 FLT | 2037-07-25      | 4.5967%  | 0.0000% | $13983278.00       | $3614413.77        | Asset-Backed Securities   |
| OPTION ONE MTG LN TR 2007-6    II-A-2 20370725 FLT | 2037-07-25      | 4.5967%  | 0.0000% | $19800000.00       | $5117926.76        | Asset-Backed Securities   |
| RASC TRUST 2005-KS11           M-4    20351225 FLT | 2035-12-25      | 5.3517%  | 0.0000% | $901000.00         | $815775.83         | Asset-Backed Securities   |
| ML MTG INVESTORS 2005-AR1      M-2    20360625 FLT | 2036-06-25      | 5.4717%  | 0.0000% | $3492000.00        | $1734646.21        | Asset-Backed Securities   |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $3000.00           | $3175.03           | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31    | 2031-02-09      | 4.5000%  | 0.0000% | $14000.00          | $14090.51          | Corporate Debt Securities |
| TRANSCANADA TRUST              SUB COCO 79         | 2079-09-15      | 5.5000%  | 0.0000% | $395000.00         | $395649.78         | Corporate Debt Securities |
| MERCADOLIBRE  INC              SR GLBL NT 31       | 2031-01-14      | 3.1250%  | 0.0000% | $3000000.00        | $2720477.08        | Corporate Debt Securities |
| MAXAM PRILL S.A R.L.           SR SEC 144A NT30    | 2030-07-15      | 7.7500%  | 0.0000% | $2190000.00        | $2151385.43        | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $2000.00           | $1925.75           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 30       | 2030-06-30      | 4.6250%  | 0.0000% | $47000.00          | $46990.80          | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $3413000.00        | $3595026.67        | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $672000.00         | $632794.40         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2005-NC1 M5     20350225 FLT | 2035-02-25      | 4.5091%  | 0.0000% | $3078000.00        | $1310967.79        | Asset-Backed Securities   |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $742000.00         | $739268.20         | Corporate Debt Securities |
| PARK PLACE SECS 2004-WCW2      M-5    20341025 FLT | 2034-10-25      | 6.3417%  | 0.0000% | $8532900.00        | $1753087.23        | Asset-Backed Securities   |
| PROG HOLDINGS INC              SR GLBL 144A 29     | 2029-11-15      | 6.0000%  | 0.0000% | $1547000.00        | $1510887.86        | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $10.00             | $10.40             | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32    | 2032-03-01      | 3.5000%  | 0.0000% | $450000.00         | $410145.00         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36    | 2036-01-15      | 6.7500%  | 0.0000% | $27359000.00       | $28114929.17       | Corporate Debt Securities |
| WORLD ACCEP CORPORATION        SR GLBL 144A 26     | 2026-11-01      | 7.0000%  | 0.0000% | $3000.00           | $3107.07           | Corporate Debt Securities |
| COMMSCOPE LLC                  SR GLBL 144A 28     | 2028-07-01      | 7.1250%  | 0.0000% | $179000.00         | $177005.49         | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $121000.00         | $111805.26         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $206000.00         | $188630.77         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $70000.00          | $59931.56          | Corporate Debt Securities |
| NATIONAL COLL ST LN TR 2005-3  B      20370725 FLT | 2037-07-25      | 4.9667%  | 0.0000% | $37822572.00       | $26735690.24       | Asset-Backed Securities   |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $786000.00         | $781197.21         | Corporate Debt Securities |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $621000.00         | $643026.87         | Corporate Debt Securities |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $589000.00         | $616977.50         | Corporate Debt Securities |
| ACE SECS HEQ 2006-OP2          M-1    20360825 FLT | 2036-08-25      | 4.8417%  | 0.0000% | $2874334.00        | $1728133.17        | Asset-Backed Securities   |
| ACE SECS HEQ 2006-OP1          M-1    20360425 FLT | 2036-04-25      | 4.8867%  | 0.0000% | $6798717.00        | $5243211.89        | Asset-Backed Securities   |
| HUNTINGTON CR LKD NT 2025-1    D      20330420 FLT | 2033-04-20      | 7.8480%  | 0.0000% | $1696286.00        | $1474281.62        | Asset-Backed Securities   |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $168000.00         | $148343.16         | Corporate Debt Securities |
| MERCURY FINANCIAL CREDIT 2024- C      20290220 11. | 2029-02-20      | 11.4900% | 0.0000% | $25000000.00       | $25423970.85       | Asset-Backed Securities   |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $325000.00         | $294290.21         | Corporate Debt Securities |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.9667%  | 0.0000% | $3913750.00        | $3185330.06        | Asset-Backed Securities   |
| CITIGROUP INC                  ALT TIER I PERP     | 2500-12-31      | 4.1500%  | 0.0000% | $3446000.00        | $3393900.31        | Corporate Debt Securities |
| BARINGS BDC INC                SR GLBL NT 7%29     | 2029-02-15      | 7.0000%  | 0.0000% | $100000.00         | $106940.78         | Corporate Debt Securities |
| BEAR STEARNS ABS TR 2006-AQ1   I-2A   20361027 FLT | 2036-10-27      | 4.6811%  | 0.0000% | $24899900.00       | $831285.34         | Asset-Backed Securities   |
| CARVANA AUTO REC 2023-N4       E      20300211 9.5 | 2030-02-11      | 9.5600%  | 0.0000% | $20914000.00       | $22469158.08       | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2007-AMC2  A-3A   20370125 FLT | 2037-01-25      | 4.6267%  | 0.0000% | $38347717.00       | $1122573.28        | Asset-Backed Securities   |

### Security 702: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19IXW7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19IXW7
- **C.18 - Value (incl. sponsor support):** $499936895.00
- **C.18.a - Value (excl. sponsor support):** $499936895.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $481161.00         | $885336.24         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $282016.00         | $2399956.16        | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $2093.00           | $82804.31          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $999024.00         | $16543837.44       | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $165133.00         | $933001.45         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3995.00           | $84802.66          | Equities   |
| FLEXSHARES TR                  IBOXX 5YR TRGT   | 2500-12-31      | N/A      | 0.0000% | $1101.00           | $26512.08          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $21585.00          | $419336.11         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $3887.00           | $191162.66         | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $6475.00           | $155982.75         | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $3912910.00        | $389725.84         | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $634006.66         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $238099.00         | $273813.85         | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $169935.00         | $4493081.40        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $6386.00           | $243753.62         | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $277.00            | $9774.11           | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $6879.00           | $332565.26         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $13001.00          | $19761.52          | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71035.00          | $248622.50         | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $11521.00          | $251042.59         | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $673187.00         | $2241712.71        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3991264.00        | $25065137.92       | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $18425.00          | $535246.25         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7569.00           | $287092.17         | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $330100.00         | $5298105.00        | Equities   |
| VALERO ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $7074.00           | $985903.38         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1013.00           | $50325.84          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| HALEON PLC                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $590212.00         | $5689643.68        | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $188414.00         | $1567604.48        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $211824.00         | $25065133.92       | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $143016.00         | $10537418.88       | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $34574.00          | $827950.49         | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $4986.00           | $123641.33         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $48291.00          | $2217522.72        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $7507.00           | $426617.56         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2931584.00        | $25065043.20       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2028 | 2500-12-31      | N/A      | 0.0000% | $148.00            | $3693.34           | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1214832.00        | $13436041.92       | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12818.00          | $39735.80          | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $12206.00          | $617135.36         | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $837529.00         | $3299864.26        | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $1183658.00        | $8522337.60        | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $32915.74          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTERMEDIATE GOV | 2500-12-31      | N/A      | 0.0000% | $1737.00           | $34792.11          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $334.00            | $17173.81          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7126.00           | $250874.39         | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $8961.00           | $246084.29         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4580.00           | $209562.94         | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1356904.00        | $11642236.32       | Equities   |
| GRIFOLS S A                    SP ADR REP B NVT | 2500-12-31      | N/A      | 0.0000% | $810887.00         | $8798123.95        | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $2674.00           | $69871.62          | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $143378.00         | $1472492.06        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $4479.00           | $97081.88          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $622190.00         | $1748353.90        | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $574790.58         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4371.00           | $105168.01         | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $9057.00           | $232946.04         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $50.00             | $5222.00           | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1742736.00        | $7336918.56        | Equities   |
| SPDR SERIES TRUST              MKTAXES INVT GRD | 2500-12-31      | N/A      | 0.0000% | $1687.00           | $160514.34         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1032320.00        | $25064729.60       | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $7817.00           | $256355.39         | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $750.00            | $20834.85          | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1687200.00        | $5078472.00        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $377656.00         | $25065028.72       | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $150141.00         | $2369224.98        | Equities   |
| VIRTUS ETF TR II               SEIX SR LN ETF   | 2500-12-31      | N/A      | 0.0000% | $50854.00          | $1201171.48        | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $71110.00          | $994117.80         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $13322.00          | $1370833.80        | Equities   |
| LEGG MASON ETF INVT            WESTN ASET TTL   | 2500-12-31      | N/A      | 0.0000% | $4708.00           | $94535.23          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $879924.00         | $1214295.12        | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $3932.00           | $40774.84          | Equities   |
| ISHARES TR                     IBONDS DEC25 ETF | 2500-12-31      | N/A      | 0.0000% | $3807.00           | $95822.19          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $3390.00           | $114404.70         | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $127372.00         | $3486171.64        | Equities   |
| G WILLI FOOD INTL LTD          ORD              | 2500-12-31      | N/A      | 0.0000% | $11452.00          | $242438.84         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $33459.66          | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $7031.00           | $74317.67          | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $517738.00         | $1076895.04        | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $9052.00           | $219956.36         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2577740.00        | $2783959.20        | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $26183.00          | $259211.70         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $75.00             | $1744.79           | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $495.00            | $27348.75          | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $25955.00          | $36856.10          | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $2163904.00        | $5994014.08        | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $1337.00           | $43957.62          | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $1749.00           | $101442.00         | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $78146.00          | $12763195.45       | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $397608.00         | $990043.92         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $26365.00          | $449259.60         | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $8837.00           | $242575.65         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $213202.62         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $10711.00          | $409873.55         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $10464.00          | $367600.32         | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $220069.00         | $24174579.65       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $2180.00           | $44963.37          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $743276.00         | $8540241.24        | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $30852.00          | $1912824.00        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $2047.00           | $51103.36          | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $492242.00         | $21840777.54       | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4618976.00        | $10623644.80       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $42978.00          | $25065199.38       | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8619.00           | $511436.81         | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $34158.00          | $7140729.90        | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $2296.00           | $77769.88          | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $197.00            | $20457.98          | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $250.00            | $28057.50          | Equities   |
| ISHARES TR                     IBONDS OCT 2030  | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $45444.86          | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $5749.00           | $142603.95         | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $12294.00          | $477437.49         | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $304.00            | $4400.40           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $49324.00          | $11531951.20       | Equities   |
| TWO RDS SHARED TR              LEADERSHARES  DY | 2500-12-31      | N/A      | 0.0000% | $9767.00           | $220294.69         | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $378454.00         | $12678209.00       | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE SHORT | 2500-12-31      | N/A      | 0.0000% | $332536.00         | $15948426.56       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $1990628.00        | $6170946.80        | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $238392.00         | $25064534.88       | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $33531.00          | $182073.33         | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $51286.00          | $4862938.52        | Equities   |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $579.00            | $11904.24          | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $39316.00          | $25064343.16       | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $780298.00         | $8333582.64        | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $204079.04         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $593.00            | $40512.04          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SAUDI ARB   | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $71170.08          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI | 2500-12-31      | N/A      | 0.0000% | $11038.00          | $270320.62         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN DYN MUN | 2500-12-31      | N/A      | 0.0000% | $220862.00         | $5302896.62        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $3164.00           | $129764.82         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $1806.00           | $60031.44          | Equities   |
| BRF SA                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $580652.00         | $2200671.08        | Equities   |
| ETF OPPORTUNITIES TRUST        IDX DYNAMIC FIXE | 2500-12-31      | N/A      | 0.0000% | $4056.00           | $93653.04          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $103186.00         | $25064911.26       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $12181.00          | $305621.29         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $380610.00         | $548078.40         | Equities   |
| WISDOMTREE TR                  EURO QTLY DIV GR | 2500-12-31      | N/A      | 0.0000% | $2351.00           | $79564.19          | Equities   |
| TENARIS S A                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $31567.00          | $1173029.72        | Equities   |
| WISDOMTREE TR                  NEW ECON REAL ES | 2500-12-31      | N/A      | 0.0000% | $2318.00           | $44877.87          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $2157780.00        | $3042469.80        | Equities   |
| PUTNAM ETF TRUST               FOCSD LARCP GWT  | 2500-12-31      | N/A      | 0.0000% | $7294.00           | $307760.12         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $108195.54         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $42650.00          | $2560066.25        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $87806.00          | $1854462.72        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $162047.03         | Equities   |
| HIMAX TECHNOLOGIES INC         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $47303.00          | $427619.12         | Equities   |

### Security 703: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19L360, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19L360
- **C.18 - Value (incl. sponsor support):** $499524895.00
- **C.18.a - Value (excl. sponsor support):** $499524895.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 7.1755%  | 0.0000% | $4000000.00        | $4019652.77        | Asset-Backed Securities |
| AIMCO CLO LTD 2022-17R         A-1-R  20370720 FLT | 2037-07-20      | 5.6820%  | 0.0000% | $523000.00         | $524933.28         | Asset-Backed Securities |
| DLLAD LLC 2024-1               A-4    20310922 5.3 | 2031-09-22      | 5.3800%  | 0.0000% | $5700000.00        | $5876830.47        | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 7.2755%  | 0.0000% | $1750000.00        | $1757211.70        | Asset-Backed Securities |
| SYNCHRONY CR ISSUANC TR 2025-2 A      20310515 4.4 | 2031-05-15      | 4.4900%  | 0.0000% | $35000000.00       | $35235009.46       | Asset-Backed Securities |
| VSTRONG AUTO REC 2024-A        A-2    20270816 5.7 | 2027-08-16      | 5.7900%  | 0.0000% | $500000.00         | $41861.35          | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 7.1176%  | 0.0000% | $2000000.00        | $2005686.71        | Asset-Backed Securities |
| WESTLK AUT REC TR 2021-3       D      20270115 2.1 | 2027-01-15      | 2.1200%  | 0.0000% | $14000000.00       | $6064844.59        | Asset-Backed Securities |
| WISE CLO 202 9.07456 20OCT36 144A F                | 2036-10-20      | 8.0755%  | 0.0000% | $2000000.00        | $2008106.38        | Asset-Backed Securities |
| VEROS AUTO REC TR 2023-1       A      20281115 7.1 | 2028-11-15      | 7.1200%  | 0.0000% | $8750000.00        | $142589.17         | Asset-Backed Securities |
| MAGNETITE LTD 2020-26R2        A-R2   20380125 FLT | 2038-01-25      | 5.4685%  | 0.0000% | $3750000.00        | $3740892.79        | Asset-Backed Securities |
| OWL ROCK CLO XVI LLC           C      20360421 FLT | 2036-04-21      | 7.6255%  | 0.0000% | $1000000.00        | $1001058.19        | Asset-Backed Securities |
| TACO BELL FDG LLC 2016-1       A-2III 20460525 4.9 | 2046-05-25      | 4.9700%  | 0.0000% | $6355000.00        | $6003906.11        | Asset-Backed Securities |
| STEWART PARK CLO 2015-1R       D-R    20300115 FLT | 2030-01-15      | 7.1792%  | 0.0000% | $250000.00         | $251317.68         | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-7    C      20380115 FLT | 2038-01-15      | 6.1676%  | 0.0000% | $10000000.00       | $9974411.33        | Asset-Backed Securities |
| OCP CLO LTD 2017-14R           A-1R   20370720 FLT | 2037-07-20      | 5.6955%  | 0.0000% | $500000.00         | $501791.04         | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.6755%  | 0.0000% | $271000.00         | $272001.76         | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.5 | 2030-02-15      | 5.5200%  | 0.0000% | $16000000.00       | $16189045.33       | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $964982.33         | Asset-Backed Securities |
| FIRST NATL MSTR NT TR 2024-1   A      20300515 5.3 | 2030-05-15      | 5.3400%  | 0.0000% | $9795000.00        | $9980138.56        | Asset-Backed Securities |
| HALSEYPOINT CLO II LTD 2020-2R A-R    20370720 FLT | 2037-07-20      | 5.8455%  | 0.0000% | $10000000.00       | $10046737.48       | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $1772853.17        | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 6.2255%  | 0.0000% | $2000000.00        | $2011078.61        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $10800000.00       | $8165471.14        | Asset-Backed Securities |
| CREDIT ACCEPT AT LN TR 2024-3  A      20340915 4.6 | 2034-09-15      | 4.6800%  | 0.0000% | $50000.00          | $50105.30          | Asset-Backed Securities |
| DRYDEN CLO LTD 2023-105R       A-R    20380415 FLT | 2038-04-15      | 5.7770%  | 0.0000% | $9280000.00        | $9385224.71        | Asset-Backed Securities |
| DRIVE AUTO REC TR 2021-2       D      20290315 1.3 | 2029-03-15      | 1.3900%  | 0.0000% | $4800000.00        | $1938407.07        | Asset-Backed Securities |
| CREDIT ACC AUTO LN TR 2022-1   B      20320816 4.9 | 2032-08-16      | 4.9500%  | 0.0000% | $3000000.00        | $762174.01         | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1462404.92        | Asset-Backed Securities |
| NMEF FUNDING LLC 2023-A        C      20300617 8.0 | 2030-06-17      | 8.0400%  | 0.0000% | $6880000.00        | $7192113.49        | Asset-Backed Securities |
| GREATAMERICA REC 2021-2        A-4    20270915 1.0 | 2027-09-15      | 1.0400%  | 0.0000% | $639000.00         | $242245.90         | Asset-Backed Securities |
| HYUNDAI AUTO LEASE SEC TR 24-A A-2-B  20260615 FLT | 2026-06-15      | 4.8396%  | 0.0000% | $500000.00         | $68326.89          | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $40000.00          | $39519.95          | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     D      20301115 5.6 | 2030-11-15      | 5.6100%  | 0.0000% | $3214000.00        | $3262034.30        | Asset-Backed Securities |
| USQ RAIL III LLC 2024-1        A      20540928 4.9 | 2054-09-28      | 4.9900%  | 0.0000% | $2250000.00        | $2178077.52        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17456000.00       | $3925196.88        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A C      20380520 5.6 | 2038-05-20      | 5.6900%  | 0.0000% | $2000000.00        | $2026343.22        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1381309.25        | Asset-Backed Securities |
| ACM AUTO TR 2025-2             A      20280620 5.5 | 2028-06-20      | 5.5500%  | 0.0000% | $5000000.00        | $4336619.21        | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 8.0792%  | 0.0000% | $2000000.00        | $1972641.48        | Asset-Backed Securities |
| DELL EQUIP FINANCE 2023-3      A-3    20290423 5.9 | 2029-04-23      | 5.9300%  | 0.0000% | $2987000.00        | $2577063.41        | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 7.4224%  | 0.0000% | $1000000.00        | $979626.49         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.6871%  | 0.0000% | $4000000.00        | $3981821.22        | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $752345.23         | Asset-Backed Securities |
| TRINITAS CLO XIX LTD / TRINITAS CLO XIX LL         | 2033-10-20      | 7.2755%  | 0.0000% | $410000.00         | $410918.80         | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $9637000.00        | $9792844.22        | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-2   C      20280717 3.8 | 2028-07-17      | 3.8500%  | 0.0000% | $3075000.00        | $246700.90         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2021-3    A-3    20270820 1.2 | 2027-08-20      | 1.2200%  | 0.0000% | $16750000.00       | $4118301.86        | Asset-Backed Securities |
| ENTERPRISE FLEET FING 2025-3   A4     20320322 4.6 | 2032-03-22      | 4.6400%  | 0.0000% | $3000000.00        | $3009177.33        | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-3   C      20270915 5.3 | 2027-09-15      | 5.3000%  | 0.0000% | $9527000.00        | $3947978.70        | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $1970000.00        | $721957.08         | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2024-1  D      20291217 5.9 | 2029-12-17      | 5.9500%  | 0.0000% | $6305000.00        | $6422250.58        | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $3609238.80        | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.7455%  | 0.0000% | $13685000.00       | $13755969.99       | Asset-Backed Securities |
| WESTERN FDG AUTO LN TR 2025-1  C      20351115 5.3 | 2035-11-15      | 5.3400%  | 0.0000% | $1500000.00        | $1500804.00        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      A-3    20270517 5.4 | 2027-05-17      | 5.4400%  | 0.0000% | $172000.00         | $172646.51         | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $270000.00         | $76833.49          | Asset-Backed Securities |
| KUBOTA CR OWNER TR  2023-2     A-4    20280615 5.2 | 2028-06-15      | 5.2300%  | 0.0000% | $1412000.00        | $1433584.46        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 A-3    20270915 6.1 | 2027-09-15      | 6.1200%  | 0.0000% | $16475000.00       | $4721350.88        | Asset-Backed Securities |
| LCM LTD 2022-39R               D-R    20341016 FLT | 2034-10-16      | 7.5676%  | 0.0000% | $490000.00         | $491530.44         | Asset-Backed Securities |
| ONEMAIN FINL ISSUANC TR 2025-1 C      20380714 5.2 | 2038-07-14      | 5.2000%  | 0.0000% | $2000000.00        | $2012971.11        | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    A-2    20271020 5.7 | 2027-10-20      | 5.7100%  | 0.0000% | $287000.00         | $66179.68          | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $1586000.00        | $1605693.36        | Asset-Backed Securities |
| GOLE LN MAGT US CLO LTD 2025-4 A      20381020 FLT | 2038-10-20      | 5.4285%  | 0.0000% | $10850000.00       | $10995397.17       | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $6645000.00        | $2831346.77        | Asset-Backed Securities |
| GM FINA AUTO LEASE TR 2024-2   A-4    20280522 5.3 | 2028-05-22      | 5.3600%  | 0.0000% | $20000.00          | $20218.72          | Asset-Backed Securities |
| VOLKSWAGE AUTO LEASE TR 2025-A A-3    20280620 4.5 | 2028-06-20      | 4.5000%  | 0.0000% | $5000000.00        | $5020870.00        | Asset-Backed Securities |
| HILTON GRAND VAC TR 2023-1     C      20380125 6.9 | 2038-01-25      | 6.9400%  | 0.0000% | $220000.00         | $98986.71          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $259704.68         | Asset-Backed Securities |
| ANGEL OAK MTG LN 2020-6 TR     B-2    20650525 FLT | 2065-05-25      | 5.4106%  | 0.0000% | $3158000.00        | $2559690.98        | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2025-2    C      20310415 5.4 | 2031-04-15      | 5.4300%  | 0.0000% | $6750000.00        | $6803367.75        | Asset-Backed Securities |
| WARWICK CAP CLO I LTD 2023-1   D      20361020 FLT | 2036-10-20      | 9.9255%  | 0.0000% | $650000.00         | $652903.60         | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-3    20280613 0.5 | 2028-06-13      | 0.5600%  | 0.0000% | $1208000.00        | $148412.52         | Asset-Backed Securities |
| WHEELS FLEET LEASE FDG 2025-1  A-1    20400118 4.5 | 2040-01-18      | 4.5700%  | 0.0000% | $9000000.00        | $9030593.50        | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         A      20340221 4.4 | 2034-02-21      | 4.4700%  | 0.0000% | $2500000.00        | $2480499.58        | Asset-Backed Securities |
| SCHOLAR FDG TR 2011-A          A      20431028 FLT | 2043-10-28      | 5.5021%  | 0.0000% | $690000.00         | $79505.11          | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $2130000.00        | $1148928.49        | Asset-Backed Securities |
| PFS FIN CORP 2022-D            A      20270816 4.2 | 2027-08-16      | 4.2700%  | 0.0000% | $1592000.00        | $1594838.18        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $737344.09         | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $5522047.87        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    A-2    20270615 5.7 | 2027-06-15      | 5.7700%  | 0.0000% | $1000000.00        | $129204.33         | Asset-Backed Securities |
| AREX  CLO LTD 2016-39R3        A-R3   20370720 FLT | 2037-07-20      | 5.7490%  | 0.0000% | $5000000.00        | $5030680.14        | Asset-Backed Securities |
| BSPRT ISSUER LLC 2023-FL0      D      20350917 FLT | 2035-09-17      | 9.2129%  | 0.0000% | $32500000.00       | $31998155.80       | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    D      20301115 5.5 | 2030-11-15      | 5.5400%  | 0.0000% | $1000000.00        | $1014848.22        | Asset-Backed Securities |
| VOYA CLO LTD 2015-3R           C-R    20311020 FLT | 2031-10-20      | 7.7371%  | 0.0000% | $2000000.00        | $1999558.39        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1574881.71        | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2025-LEAF1   A-4    20320316 4.9 | 2032-03-16      | 4.9100%  | 0.0000% | $2250000.00        | $2271752.62        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $19528000.00       | $867919.21         | Asset-Backed Securities |
| GREENSKY HOME IMPRV 2025-2     A-4    20600625 4.8 | 2060-06-25      | 4.8900%  | 0.0000% | $1000000.00        | $1003407.50        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2355660.00        | Asset-Backed Securities |
| PALMER SQUAR 6.8059 15JUL37 144A FR                | 2037-07-15      | 6.4676%  | 0.0000% | $5795000.00        | $5842371.03        | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2023-1    D      20270715 8.5 | 2027-07-15      | 8.5600%  | 0.0000% | $5750000.00        | $3924769.83        | Asset-Backed Securities |
| TRINITAS CLO XXII LTD 2023-22  B-1    20360721 FLT | 2036-07-21      | 7.2255%  | 0.0000% | $1700000.00        | $1707798.04        | Asset-Backed Securities |
| EXTER AUTOMOBILE REC TR 2025-3 D      20311015 5.5 | 2031-10-15      | 5.5700%  | 0.0000% | $5000000.00        | $5067322.78        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2023-4     B      20361021 FLT | 2036-10-21      | 6.8255%  | 0.0000% | $525000.00         | $526719.88         | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $832489.51         | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $11000000.00       | $11051283.23       | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $1287613.32        | Asset-Backed Securities |
| GM FINL CONS AT REC TR 2025-1  B      20300816 5.0 | 2030-08-16      | 5.0000%  | 0.0000% | $300000.00         | $304911.10         | Asset-Backed Securities |
| PFS FIN CORP 2024-A            A      20280118 FLT | 2028-01-18      | 5.1896%  | 0.0000% | $1550000.00        | $1555413.37        | Asset-Backed Securities |
| MER-BENZ  AUTO LEA TR 2023-A   A-3    20270115 4.7 | 2027-01-15      | 4.7400%  | 0.0000% | $265000.00         | $84008.94          | Asset-Backed Securities |
| REGATTA FDG LTD 2019-16R       D-R    20330118 FLT | 2033-01-18      | 7.5176%  | 0.0000% | $2000000.00        | $2015302.27        | Asset-Backed Securities |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.9 | 2050-04-15      | 4.9500%  | 0.0000% | $100000.00         | $89259.75          | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $48616.99          | Asset-Backed Securities |
| WESTLAKE AUTOMB RECV TR 2021-2 D      20261215 1.2 | 2026-12-15      | 1.2300%  | 0.0000% | $1620000.00        | $110705.14         | Asset-Backed Securities |
| WISE CLO 202 8.32456 20OCT36 144A F                | 2036-10-20      | 7.3255%  | 0.0000% | $2800000.00        | $2809701.60        | Asset-Backed Securities |
| NEW RESI MTG LN TR 2020-NQM2   A-1    20600525 FLT | 2060-05-25      | 1.6502%  | 0.0000% | $434492.00         | $34112.17          | Asset-Backed Securities |
| PRESTIGE AUTO RCVBLS TR 2021-1 C      20280215 1.5 | 2028-02-15      | 1.5300%  | 0.0000% | $9072000.00        | $1924627.20        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES5  A-1B   20440725 FLT | 2044-07-25      | 6.0470%  | 0.0000% | $15500000.00       | $12293460.76       | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-B  20270216 FLT | 2027-02-16      | 4.7426%  | 0.0000% | $8994000.00        | $1107551.43        | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        A-1-R  20331024 FLT | 2033-10-24      | 6.0406%  | 0.0000% | $1840000.00        | $1843813.14        | Asset-Backed Securities |
| AGL CORE CLO 2020-8R2 LTD      A-1-R2 20380120 FLT | 2038-01-20      | 5.6555%  | 0.0000% | $1000000.00        | $1004900.97        | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    B      20270419 2.7 | 2027-04-19      | 2.7700%  | 0.0000% | $25000.00          | $13351.17          | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-2     A      20330715 4.6 | 2033-07-15      | 4.6700%  | 0.0000% | $1885000.00        | $1894011.66        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $5100000.00        | $5109134.10        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $139842.06         | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $1500000.00        | $391361.27         | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        C-R    20331024 FLT | 2033-10-24      | 7.0306%  | 0.0000% | $3000000.00        | $2995627.06        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $11000000.00       | $4103703.71        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    D      20280613 4.8 | 2028-06-13      | 4.8500%  | 0.0000% | $34115000.00       | $11052301.08       | Asset-Backed Securities |
| SYCAMORE TREE CLO 2023-3R      B-R    20370420 FLT | 2037-04-20      | 6.4755%  | 0.0000% | $1200000.00        | $1204762.50        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.9876%  | 0.0000% | $2775000.00        | $2789960.40        | Asset-Backed Securities |
| TOYOTA AUTO REC OWN 2021-C TR  A-4    20270115 0.7 | 2027-01-15      | 0.7200%  | 0.0000% | $356000.00         | $161434.68         | Asset-Backed Securities |
| TRIMARAN CAVU LTD 2019-1R      D-2-R  20370121 FLT | 2037-01-21      | 8.3755%  | 0.0000% | $5500000.00        | $5562988.89        | Asset-Backed Securities |
| TIF FUNDING II LLC             A      20450821 2.0 | 2045-08-21      | 2.0900%  | 0.0000% | $14790000.00       | $8516852.89        | Asset-Backed Securities |
| TRINITY RAIL LEASE 2019-1      A      20490417 3.8 | 2049-04-17      | 3.8200%  | 0.0000% | $14075000.00       | $10355190.16       | Asset-Backed Securities |
| SANTANDER CONS AUTO 2021-A     D      20270115 1.5 | 2027-01-15      | 1.5700%  | 0.0000% | $2235000.00        | $1886903.14        | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.8096%  | 0.0000% | $22000000.00       | $22028160.00       | Asset-Backed Securities |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 6.1755%  | 0.0000% | $890000.00         | $896893.42         | Asset-Backed Securities |
| RR 2018-5R LTD                 C-R    20390715 FLT | 2039-07-15      | 7.9176%  | 0.0000% | $500000.00         | $503764.46         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2024-4 A-2    20271015 4.7 | 2027-10-15      | 4.7600%  | 0.0000% | $12000000.00       | $6745170.77        | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-3 A-4    20270816 0.7 | 2027-08-16      | 0.7300%  | 0.0000% | $2330000.00        | $1193720.84        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 8.0992%  | 0.0000% | $500000.00         | $500929.81         | Asset-Backed Securities |
| TRINITYR RAIL LEAS 2021-1 LLC  A      20510719 2.5 | 2051-07-19      | 2.2600%  | 0.0000% | $200000.00         | $155547.75         | Asset-Backed Securities |
| REGATTA FUNDING LTD 2021-20R   A-R    20380115 FLT | 2038-01-15      | 5.4976%  | 0.0000% | $5000000.00        | $5008216.78        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $3318663.47        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     A-3    20280915 4.7 | 2028-09-15      | 4.7700%  | 0.0000% | $800000.00         | $803012.00         | 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         | $275785.16         | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.8185%  | 0.0000% | $1650000.00        | $1644480.33        | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.4871%  | 0.0000% | $2500000.00        | $2515174.38        | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         C      20300715 5.1 | 2030-07-15      | 5.1100%  | 0.0000% | $1000000.00        | $1011509.11        | Asset-Backed Securities |
| CIFC FDG LTD 2019-5R           A-1R1  20350116 FLT | 2035-01-16      | 5.7192%  | 0.0000% | $250000.00         | $251112.96         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES 2025-A    D      20310415 5.6 | 2031-04-15      | 5.6600%  | 0.0000% | $1410000.00        | $1430338.62        | Asset-Backed Securities |
| CSMC TRUST 2021-RPL6           A-1    20601025 FLT | 2060-10-25      | 2.0000%  | 0.0000% | $2528848.00        | $1171119.14        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P2    A-3    20270410 4.1 | 2027-04-10      | 4.1300%  | 0.0000% | $6725000.00        | $342498.62         | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 B      20310315 4.6 | 2031-03-15      | 4.6800%  | 0.0000% | $3400000.00        | $3412423.60        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    A-4    20270110 0.8 | 2027-01-10      | 0.8600%  | 0.0000% | $1500000.00        | $23763.47          | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $250000.00         | $245983.17         | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2024-1 D      20300715 6.0 | 2030-07-15      | 6.0000%  | 0.0000% | $780000.00         | $801128.38         | Asset-Backed Securities |
| TESLA AUTO LEASE TRUST 2023-B  A-3    20260921 6.1 | 2026-09-21      | 6.1300%  | 0.0000% | $3322000.00        | $1237435.68        | Asset-Backed Securities |
| HONDA AUTO REC OWNR TR 2022-1  A-4    20281215 2.0 | 2028-12-15      | 2.0400%  | 0.0000% | $1471000.00        | $1470709.72        | Asset-Backed Securities |
| VOYA CLO LTD 2021-2R           A-1-R  20380420 FLT | 2038-04-20      | 5.4955%  | 0.0000% | $345000.00         | $344884.95         | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $37980000.00       | $38442503.54       | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 6.1176%  | 0.0000% | $10000000.00       | $10055489.11       | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.5255%  | 0.0000% | $2966047.00        | $2971543.08        | Asset-Backed Securities |
| TOYOTA AT REC OWN TR 2022-B    A-3    20260915 2.9 | 2026-09-15      | 2.9300%  | 0.0000% | $2906000.00        | $314893.51         | Asset-Backed Securities |
| BMW VEHICLE OWNER TR 2022-A    A-3    20260825 3.2 | 2026-08-25      | 3.2100%  | 0.0000% | $1114000.00        | $60428.09          | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 B      20290912 4.7 | 2029-09-12      | 4.7500%  | 0.0000% | $1000000.00        | $1001130.00        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 8.2255%  | 0.0000% | $1000000.00        | $1008554.86        | Asset-Backed Securities |
| AVIS BUDGET RENTAL  FD 2020-01 A      20260820 2.3 | 2026-08-20      | 2.3300%  | 0.0000% | $832000.00         | $138579.86         | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $164000.00         | $161226.24         | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    A-2    20270415 4.7 | 2027-04-15      | 4.7900%  | 0.0000% | $7450000.00        | $1705694.23        | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1480000.00        | $292801.56         | Asset-Backed Securities |
| ARES LOAN FUNDING LTD 2023-4   D      20361015 FLT | 2036-10-15      | 8.9976%  | 0.0000% | $1000000.00        | $1010428.91        | Asset-Backed Securities |
| AMERICR AUTOMOBILE RECEIVABLES A-2-A  20270419 6.1 | 2027-04-19      | 6.1900%  | 0.0000% | $1000000.00        | $58137.38          | Asset-Backed Securities |
| APIDOS CLO 2018-R3             X-R3   20370121 FLT | 2037-01-21      | 5.2755%  | 0.0000% | $2050000.00        | $2052860.60        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2025-39        A-1    20380419 FLT | 2038-04-19      | 5.4239%  | 0.0000% | $4750000.00        | $4835528.49        | Asset-Backed Securities |
| DRYDEN CLO LTD 2018-53         D      20310115 FLT | 2031-01-15      | 6.9177%  | 0.0000% | $2059264.00        | $2025372.32        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2023-4 A-2A   20261215 6.0 | 2026-12-15      | 6.0800%  | 0.0000% | $1451000.00        | $35998.68          | Asset-Backed Securities |
| CARLYLE GLBL MKT 2014-1R2      D-R    20310417 FLT | 2031-04-17      | 7.1840%  | 0.0000% | $2050000.00        | $2052693.25        | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.6955%  | 0.0000% | $1960000.00        | $1968412.48        | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $12084410.79       | Asset-Backed Securities |
| ELMWOOD CLO LTD 2022-21R       D-R    20361020 FLT | 2036-10-20      | 8.3255%  | 0.0000% | $1000000.00        | $1007202.64        | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5185090.75        | Asset-Backed Securities |
| FLATIRON CLO LTD 2025-26       A      20380115 FLT | 2038-01-15      | 5.6476%  | 0.0000% | $307000.00         | $308310.90         | Asset-Backed Securities |

### Security 704: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19L378, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19L378
- **C.18 - Value (incl. sponsor support):** $147523097.45
- **C.18.a - Value (excl. sponsor support):** $147523097.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 5.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9195%  | 0.0000% | $113492000.00      | $1120918.74        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.2812%  | 0.0000% | $2574000.00        | $2278465.19        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.8919%  | 0.0000% | $18000000.00       | $18040635.52       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.8836%  | 0.0000% | $4792000.00        | $3433450.51        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-5    20491025 FLT | 2049-10-25      | 4.9701%  | 0.0000% | $1115000.00        | $1051596.92        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-NQM1    M-1B   20650625 FLT | 2065-06-25      | 6.8440%  | 0.0000% | $724000.00         | $730008.72         | Private Label Collateralized Mortgage Obligations |
| VDCM COML MTG TR 2025-AZ       C      20440715 FLT | 2044-07-15      | 6.0329%  | 0.0000% | $13000000.00       | $13139481.97       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $435030.00         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.6990%  | 0.0000% | $1890000.00        | $18159.96          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.7565%  | 0.0000% | $834000.00         | $116808.74         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 7.2565%  | 0.0000% | $6512000.00        | $558241.86         | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 7.3192%  | 0.0000% | $3875000.00        | $3592899.19        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2021-DM    F      20361115 FLT | 2036-11-15      | 7.8915%  | 0.0000% | $110000.00         | $109039.54         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 8.5070%  | 0.0000% | $8000000.00        | $4428833.78        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.8733%  | 0.0000% | $10800000.00       | $7261348.33        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC 5.98762 25JUL45 144A FR                | 2045-07-25      | 5.9876%  | 0.0000% | $2100000.00        | $2104306.09        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9841%  | 0.0000% | $8549676.00        | $5372275.05        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6664%  | 0.0000% | $4169000.00        | $3896004.02        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   D      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $3356000.00        | $2588652.28        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 6.0490%  | 0.0000% | $5300000.00        | $3214121.99        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.7799%  | 0.0000% | $6600000.00        | $6628918.82        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-6     B-5    20550725 FLT | 2055-07-25      | 6.2223%  | 0.0000% | $1197000.00        | $723562.85         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8947%  | 0.0000% | $3134000.00        | $2763325.84        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 8.0390%  | 0.0000% | $1261000.00        | $4820.66           | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2622982.68        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         B-2    20590525 FLT | 2059-05-25      | 7.7626%  | 0.0000% | $1802000.00        | $1809097.81        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1610165.42        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $12480000.00       | $8522822.88        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $694565.65         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2037%  | 0.0000% | $975165.00         | $658081.38         | Private Label Collateralized Mortgage Obligations |
| ILPT COML MTG TR 2025-LPF2     E      20420715 FLT | 2042-07-15      | 8.1990%  | 0.0000% | $11500000.00       | $11791622.75       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1250164.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9030%  | 0.0000% | $3000000.00        | $1827612.44        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-7F   20300825 FLT | 2030-08-25      | 4.2400%  | 0.0000% | $5000000.00        | $4499393.95        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.7779%  | 0.0000% | $20500000.00       | $20660222.90       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.6322%  | 0.0000% | $5863307.00        | $4116112.61        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.8081%  | 0.0000% | $2050000.00        | $1441505.53        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5828%  | 0.0000% | $11045000.00       | $8892097.51        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.6565%  | 0.0000% | $4160000.00        | $4035872.53        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.8790%  | 0.0000% | $9900000.00        | $8999973.40        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM           B      20411212 FLT | 2041-12-12      | 6.5110%  | 0.0000% | $800000.00         | $818590.27         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.2894%  | 0.0000% | $10000000.00       | $6736644.78        | Private Label Collateralized Mortgage Obligations |

### Security 705: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19O8V4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19O8V4
- **C.18 - Value (incl. sponsor support):** $272794467.54
- **C.18.a - Value (excl. sponsor support):** $272794467.54
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $46012.00          | $605057.80         | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1221.00           | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $3900.00           | Equities   |
| SADOT GROUP INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $4928.47           | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $3690.00           | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1951.00           | $6496.83           | Equities   |
| LIGHTWAVE LOGIC INC            COM              | 2500-12-31      | N/A      | 0.0000% | $349972.00         | $811935.04         | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $126400.00         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $9635.00           | $17728.40          | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $334.00            | $9846.32           | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $126623.20         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $105201.60         | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $79.00             | $4306.29           | Equities   |
| DRAGONFLY ENERGY HOLDINGS CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $115600.00         | $29304.60          | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $100324.20         | Equities   |
| DIREXION SHS ETF TR            OIL GAS BL 2X SH | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $473220.00         | Equities   |
| VENTURE GLOBAL INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $21401.00          | $328719.36         | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $7868.00           | $11251.24          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $7809.00           | $218469.27         | Equities   |
| JERASH HLDGS US INC            COM              | 2500-12-31      | N/A      | 0.0000% | $330.00            | $1115.40           | Equities   |
| INSPIRATO INCORPORATED         CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1676.00           | $3871.56           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $182427.00         | $12107679.99       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $10642.00          | $729721.94         | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $1246.00           | $57540.28          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $392.00            | $20007.68          | Equities   |
| GRANITESHARES ETF TR           2X LONG INTC DAI | 2500-12-31      | N/A      | 0.0000% | $69600.00          | $1104552.00        | Equities   |
| SCHWAB STRATEGIC TR            ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $88200.00          | Equities   |
| SOW GOOD INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2516.00           | $2352.46           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $11306.00          | $562869.21         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $786.00            | $53440.85          | Equities   |
| GREENLANE HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $19300.00          | $66199.00          | Equities   |
| FIRST TR EXCH TRADED FD III    LNG/SHT EQUITY   | 2500-12-31      | N/A      | 0.0000% | $35541.00          | $2372361.75        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $3152.00           | $106222.40         | Equities   |
| PRESTIGE WEALTH INC            USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $2069.50           | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $4785.00           | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $13117.84          | Equities   |
| SEALSQ CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $291739.00         | $930647.41         | Equities   |
| MING SHING GROUP HLDGS LTD     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $5642.00           | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $22600.00          | $38420.00          | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $196883.00         | $9371630.80        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $89304.00          | $180394.08         | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $779156.00         | $7020195.56        | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $242614.00         | $186594.43         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $4332.00           | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $306.00            | $19288.10          | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17146.00          | $61897.06          | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $112430.00         | $405872.30         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $88566.00          | $2219782.80        | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $123700.00         | $256059.00         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.77              | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1588.00           | $3620.64           | Equities   |
| KRANESHARES TRUST              SUSTAINABLE ULTR | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2505.00           | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2982.00           | $4651.92           | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $334642.00         | $10675079.80       | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $116.00            | $6008.80           | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $92841.00          | $131834.22         | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 3X | 2500-12-31      | N/A      | 0.0000% | $658900.00         | $2892571.00        | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1861.53           | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $956203.00         | $6750793.18        | Equities   |
| MOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $95200.00          | $154224.00         | Equities   |
| GLOBAL BLUE GROUP HOLDING AG   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $17736.00          | Equities   |
| ALPHA TAU MEDICAL LTD          ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $3190.00           | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $16905.00          | $52743.60          | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $25143.00          | $172732.41         | Equities   |
| WELLGISTICS HEALTH INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $5705.28           | Equities   |
| CIBUS INC                      CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $18434.00          | $27835.34          | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $365900.00         | $790344.00         | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1988.00           | $5566.40           | Equities   |
| CHEMOMAB THERAPEUTICS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4370.00           | $4719.60           | Equities   |
| AMERICAN REBEL HLDGS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $6604.00           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $493824.00         | $13634480.64       | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $8500.00           | $316370.00         | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $10.00             | $2175.50           | Equities   |
| DIREXION SHS ETF TR            DLY FTS BUL 3X   | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2251.47           | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BULL  | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $384200.00         | Equities   |
| CLEARSIDE BIOMEDICAL INC       COM              | 2500-12-31      | N/A      | 0.0000% | $54328.00          | $24447.60          | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $137500.00         | $444125.00         | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $433936.00         | $381863.68         | Equities   |
| MONEYHERO LIMITED              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $2016.00           | Equities   |
| COLLPLANT BIOTECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $10454.00          | $24880.52          | Equities   |
| CURRENC GROUP INC              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $9000.00           | $18540.00          | Equities   |
| REDCLOUD HLDGS PLC             SHS              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $6757.00           | Equities   |
| RYVYL INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $3892.91           | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $176800.00         | Equities   |
| MOBIX LABS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1615.00           | $1548.95           | Equities   |
| LEXICON PHARMACEUTICALS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $149800.00         | $152796.00         | Equities   |
| CELLECTAR BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $11950.00          | Equities   |
| FAT BRANDS INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1190.00           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $12555.64          | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $28255.00          | $954171.35         | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20500.00          | $44895.00          | Equities   |
| CUE BIOPHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $22100.00          | $18000.45          | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $185996.00         | $431510.72         | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $48500.00          | $4570155.00        | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $58014.00          | $4392239.94        | Equities   |
| CUE BIOPHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $5586.00           | $4549.80           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2480.00           | $276065.66         | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2404.00           | $4375.28           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $60520.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $7738.00           | $110382.57         | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $40039.00          | $6322558.49        | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $842154.00         | $13634473.26       | Equities   |
| TREASURE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $13000.00          | $13000.00          | Equities   |
| TIDAL TR II                    YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $129035.00         | $1766489.15        | Equities   |
| SPHERE 3D CORP NEW             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12500.00          | $6751.25           | Equities   |
| TIDAL TR II                    YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $18200.00          | $81354.00          | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $10202.00          | $14078.76          | Equities   |
| GRANITESHARES ETF TR           2X LONG IONQ     | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $474360.00         | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2478.24           | Equities   |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $124100.00         | $606849.00         | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2960.00           | $13616.00          | Equities   |
| MANGOCEUTICALS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $2184.00           | Equities   |
| PACER FDS TR                   US SM CAP CASH   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2441.50           | Equities   |
| NETSOL TECHNOLOGIES INC        COM PAR $.001    | 2500-12-31      | N/A      | 0.0000% | $390.00            | $1595.10           | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1441.02           | Equities   |
| U-BX TECHNOLOGY LTD            SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1552.50           | Equities   |
| WHEELER REAL ESTATE INVT TR IN COM              | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $4914.00           | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $9928.00           | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $3904.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $968.00            | $52368.80          | Equities   |
| REITAR LOGTECH HLDGS LTD       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $2465.00           | $11141.80          | Equities   |
| LQR HSE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $9504.00           | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $29900.00          | $630890.00         | Equities   |
| BANK MONTREAL QUE              CAL LKD 41       | 2500-12-31      | N/A      | 0.0000% | $500.00            | $11705.00          | Equities   |
| ATAI LIFE SCIENCES NV          SHS              | 2500-12-31      | N/A      | 0.0000% | $15800.00          | $54826.00          | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $43394.73          | Equities   |
| RISKIFIED LTD                  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $65500.00          | $337325.00         | Equities   |
| WANG  LEE GROUP INC            SHS              | 2500-12-31      | N/A      | 0.0000% | $82698.00          | $4970.15           | Equities   |
| VIRGIN GALACTIC HOLDINGS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59400.00          | $217998.00         | Equities   |
| MACKENZIE RLTY CAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2430.00           | $1470.15           | Equities   |
| GENERATION ESSENTIALS GROUP    CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2720.00           | Equities   |
| AGM GROUP HOLDINGS INC         CL A ORG SHS NEW | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2420.00           | Equities   |
| BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $12628.00          | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7884.00           | $21207.96          | Equities   |
| LENDWAY INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6006.00           | $29579.55          | Equities   |
| HILLEVAX INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $18100.00          | $37829.00          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1836.00           | $51044.66          | Equities   |
| TIDAL TR II                    YIELDMAX COIN OP | 2500-12-31      | N/A      | 0.0000% | $569000.00         | $4944610.00        | Equities   |
| GAMESQUARE HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $58100.00          | $55212.43          | Equities   |
| SAFETY SHOT INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $166810.00         | $120937.25         | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $662.00            | $16577.14          | Equities   |
| INLIF LTD                      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10700.00          | $11449.00          | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $82700.00          | $5060413.00        | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $106720.00         | Equities   |
| GRANITESHARES ETF TR           HIPS US HIGH INC | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1222.00           | Equities   |
| SURGEPAYS INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1047.00           | $2847.84           | Equities   |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $10426.00          | $269303.58         | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $67690.00          | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $43740.00          | $1342818.00        | Equities   |
| PACER FDS TR                   PACER NASDAQ 100 | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $27946.80          | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $408830.00         | $13634480.50       | Equities   |
| OFFERPAD SOLUTIONS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $116521.00         | $158468.56         | Equities   |
| LM FDG AMER INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $63600.00          | $131016.00         | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $73703.00          | $3253250.42        | Equities   |
| INTELLIGENT PROTECTION MANAGEM COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1206.00           | Equities   |
| SP FUNDS TRUST                 S&P WORLD EX US  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2450.00           | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $106734.00         | $78374.78          | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $6200.00           | $7130.00           | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $85283.00          | $178241.47         | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE BBB B   | 2500-12-31      | N/A      | 0.0000% | $11042.00          | $296367.28         | Equities   |
| TIDAL TR II                    YIELDMAX PYPL OP | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $34920.00          | Equities   |
| VINFAST AUTO LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $12348.00          | Equities   |
| SOLIGENIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1008.00           | Equities   |
| HEIDMAR MARITIME HLDGS CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $9768.00           | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $505016.00         | $355531.26         | Equities   |
| ATS CORPORATION                COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1105.92           | Equities   |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $337.00            | $24959.26          | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $115.00            | $10655.90          | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUN | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $122228.52         | Equities   |
| ADVERUM BIOTECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $75200.00          | $179728.00         | Equities   |
| ACURX PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3147.00           | $1037.88           | Equities   |
| ADVISORS INNER CIRCLE FD       LSV DISCIPLINED  | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1515.57           | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1190.00           | $1570.80           | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $7626.00           | $826810.92         | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2899.00           | $1211.49           | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $52891.00          | $1842722.44        | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $50500.00          | $1595295.00        | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3508.00           | $85345.43          | Equities   |
| TIDAL TRUST III                INTECH S&P SMALL | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $56338.88          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $168100.00         | $420250.00         | Equities   |
| PGIM ROCK ETF TR               LADDERED NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $1096.00           | $29857.78          | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $9685.00           | $11137.75          | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $97868.00          | $112548.20         | Equities   |
| AMERICAN STRATEGIC INVEST CO   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $42400.00          | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13046.00          | $27005.22          | Equities   |
| NEWTON GOLF COMPANY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $1656.00           | Equities   |
| QUALIGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $7056.00           | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4911.00           | $2686.81           | Equities   |
| NEUROSENSE THERAPEUTICS LTD    ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $4956.00           | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $22797.00          | $1130959.17        | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $42700.00          | $74298.00          | Equities   |
| NEONC TECHNOLOGIES HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $416.00            | $2067.52           | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $522.00            | $1263.24           | Equities   |
| INOTIV INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7865.00           | $16280.55          | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3628.00           | $101664.54         | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2310.00           | Equities   |
| BLAIZE HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $10926.00          | $44796.60          | Equities   |
| BRANCHOUT FOOD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $6318.00           | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1164.94           | Equities   |
| BOUNDLESS BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1240.00           | $1475.60           | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $213600.00         | $11961600.00       | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $21700.00          | $786191.00         | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $34370.97          | Equities   |
| BEYOND AIR INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $15050.00          | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $747.00            | $83096.28          | Equities   |
| BIOCARDIA INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24700.00          | $54093.00          | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $13960.00          | $704142.40         | Equities   |
| CREATIVE MED TECHNOLOGY HLDGS  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2514.00           | $6863.22           | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BEAR  | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $67493.13          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL 2X S | 2500-12-31      | N/A      | 0.0000% | $33700.00          | $1440675.00        | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $76456.44          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2247.20           | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $20000.00          | $3721200.00        | Equities   |
| DIREXION SHS ETF TR            DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $7029.00           | $168906.87         | Equities   |
| DIH HLDG US INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $98553.00          | $23455.61          | Equities   |
| CID HOLDCO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $13800.00          | Equities   |
| BIOFRONTERA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16940.00          | $17787.00          | Equities   |
| DOLPHIN ENTMT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1560.00           | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5760.83           | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2118.00           | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $645.00            | $1522.20           | Equities   |
| CLASSOVER HLDGS INC            COM CL B         | 2500-12-31      | N/A      | 0.0000% | $10992.00          | $15608.64          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $107693.00         | $537388.07         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $305983.00         | $174226.72         | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $99663.00          | $5371835.70        | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| PRECISION OPTICS CORP INC MASS COM NEW          | 2500-12-31      | N/A      | 0.0000% | $467.00            | $2194.90           | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2435.93           | Equities   |
| PHIO PHARMACEUTICALS CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $5346.00           | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $49806.00          | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $9168.00           | $9168.00           | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4448.00           | $9741.12           | Equities   |
| GCT SEMICONDUCTOR HLDG INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $8200.00           | $11726.00          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII VEST U S EQUITY  | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $232335.60         | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1407.00           | $4150.65           | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1219.60           | Equities   |
| VERA BRADLEY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $11966.00          | $24410.64          | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $710.00            | $25787.20          | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $144877.00         | $385372.82         | Equities   |
| ENLIVEX THERAPEUTICS LTD       COM              | 2500-12-31      | N/A      | 0.0000% | $22800.00          | $35112.00          | Equities   |
| BIG TREE CLOUD HLDGS LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $6096.00           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $52433.00          | $111682.29         | Equities   |
| WF HLDG LTD                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $1700.00           | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $884.00            | $61491.04          | Equities   |
| COLOR STAR TECHNOLOGY CO LTD   CL A SHS NEW     | 2500-12-31      | N/A      | 0.0000% | $6200.00           | $5145.38           | Equities   |
| ORIENTAL RISE HLDGS LTD        SHS              | 2500-12-31      | N/A      | 0.0000% | $853000.00         | $119420.00         | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2040.52           | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $49305.00          | $40425.17          | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $94401.00          | $270930.87         | Equities   |
| 60 DEGREES PHARMACEUTICALS INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $1656.00           | Equities   |
| SPINNAKER ETF SERIES           INDEXPERTS YIELD | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $55072.60          | Equities   |
| POWERBANK CORP                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $3013.00           | Equities   |
| REVELATION BIOSCIENCES INC     COM NEW 2025     | 2500-12-31      | N/A      | 0.0000% | $1995.00           | $4887.75           | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $382.00            | $48128.18          | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1569.00           | Equities   |
| DIREXION SHS ETF TR            DAILY META BULL  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7990.00           | Equities   |
| COFFEE HLDG CO INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $9592.00           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $248612.00         | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $43000.00          | $1934140.00        | Equities   |
| EDIBLE GARDEN AG INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1720.00           | $4093.60           | Equities   |
| FOLD HLDGS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2888.00           | $12216.24          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $17936.00          | Equities   |
| CALLAN JMB INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $447.00            | $2127.72           | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34700.00          | $49621.00          | Equities   |
| LUCKY STRIKE ENTERTAINMENT COR CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $49400.00          | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE ETHER  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5131.98           | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $435.00            | $2101.05           | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $7799360.00        | $9359232.00        | Equities   |
| EA SERIES TRUST                FREEDOM DAY      | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2032.93           | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $256658.00         | $685276.86         | Equities   |
| AGAPE ATP CORP                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $4352.00           | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $8257.00           | $220668.33         | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $1237082.00        | $7373008.72        | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $31892.00          | $91211.12          | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $7606.00           | $218596.44         | Equities   |
| EA SERIES TRUST                STRIVE US SEMICO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $45536.00          | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2686.00           | $7332.78           | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $16748.00          | Equities   |
| ADITXT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2443.00           | $2687.30           | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2066.43           | Equities   |
| PROTAGENIC THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1201.00           | $3831.19           | Equities   |
| UL SOLUTIONS INC               CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $39400.00          | $2882898.00        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $463.00            | $18385.59          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE COMMU | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9037.78           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $212.00            | $14780.81          | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $212.00            | $9156.28           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $668.00            | $23446.80          | Equities   |
| PDS BIOTECHNOLOGY CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1619.00           | $1780.90           | Equities   |
| PDS BIOTECHNOLOGY CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $107800.00         | $118580.00         | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12501.36          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE AUTOM | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6258.48           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $6143.00           | $342410.82         | Equities   |
| FIREFLY NEUROSCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6010.00           | $16587.60          | Equities   |
| AUTHID INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3630.00           | Equities   |
| INTERACTIVE STRENGTH INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3820.00           | $18221.40          | Equities   |
| GRANITESHARES ETF TR           2X LONG AAPL DAI | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $62280.00          | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $81800.00          | $78650.70          | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $1760.00           | $43119.47          | Equities   |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $819.00            | $55200.60          | Equities   |
| K WAVE MEDIA LTD               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1297.00           | $5084.24           | Equities   |
| NETCLASS TECHNOLOGY INC        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $21932.00          | $40793.52          | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $16400.00          | $29356.00          | Equities   |
| MICROCLOUD HOLOGRAM INC        SHS CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $30925.00          | $144110.50         | Equities   |
| BLOOMZ INC                     ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $32600.00          | $6291.80           | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $242302.00         | $132054.59         | Equities   |
| POLESTAR AUTOMOTIVE HLDG UK    ADS A            | 2500-12-31      | N/A      | 0.0000% | $4102.00           | $4307.10           | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1496.00           | $1466.08           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $10645.00          | $276049.33         | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $18500.00          | $35890.00          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $51835.00          | $165872.00         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $126618.00         | $405177.60         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $15072.00          | $768370.56         | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1962.73           | Equities   |
| MESABI TR                      CTF BEN INT      | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8646.00           | Equities   |
| VIVOSIM LABS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $4305.00           | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $859.00            | $81458.97          | Equities   |
| UNITED STATES CELLULAR CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $28852.00          | Equities   |
| SMITH DOUGLAS HOMES CORP       COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $523.00            | $10146.20          | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $1653.00           | $52427.37          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1414.53           | Equities   |
| SMART SH GLOBAL LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $2283.00           | $2625.45           | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $48300.00          | $390747.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6869.47           | Equities   |
| FIBROBIOLOGICS INC             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $31152.00          | $19772.17          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    GROWTH STRENGTH  | 2500-12-31      | N/A      | 0.0000% | $243.00            | $8533.36           | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2520.00           | $5241.60           | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $8300.00           | $24734.00          | Equities   |
| DATA STORAGE CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $295.00            | $1374.70           | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $188591.00         | $311175.15         | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2248.00           | $6294.40           | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $23088.00          | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2019.40           | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $86900.00          | $151206.00         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $55415.00          | $38984.45          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $18044.00          | $1256945.04        | Equities   |
| BAUSCH HEALTH COS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $2556.00           | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $1742932.00        | $3189565.56        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLUESTAR | 2500-12-31      | N/A      | 0.0000% | $300.00            | $16548.87          | Equities   |
| ENVVENO MEDICAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $1145.00           | $5541.80           | Equities   |
| CREATIVE REALITIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4039.00           | $11107.25          | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $38910.00          | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $309216.00         | $1397656.32        | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1223026.00        | $3045334.74        | Equities   |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1747.43           | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $16998.00          | $7314.24           | Equities   |
| CHEETAH MOBILE INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $413.00            | $2374.75           | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $2758.00           | $92834.28          | Equities   |
| CELULARITY INC                 CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $17550.00          | Equities   |
| ENERGY VAULT HOLDINGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $47731.00          | $52504.10          | Equities   |
| ETF OPPORTUNITIES TRUST        TUTTLE CAP DAILY | 2500-12-31      | N/A      | 0.0000% | $738.00            | $8295.78           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BULL  | 2500-12-31      | N/A      | 0.0000% | $2498.00           | $51958.40          | Equities   |
| ERO COPPER CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $105605.00         | $1370752.90        | Equities   |
| NORTHERN LTS FD TR II          ONE GLOBAL ETF   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8493.00           | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1557.64           | Equities   |
| NEOVOLTA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $29000.00          | $140360.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE AUSTRALIA   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $27838.26          | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $75077.10          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $7058.00           | $293471.64         | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $23661.00          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $267264.00         | $9388984.32        | Equities   |
| LANDBRIDGE COMPANY LLC         CL A             | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2023.35           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA US    | 2500-12-31      | N/A      | 0.0000% | $2951.00           | $204976.46         | Equities   |
| GENPREX INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $63927.00          | $14894.99          | Equities   |
| GT BIOPHARMA INC               COM              | 2500-12-31      | N/A      | 0.0000% | $609.00            | $1218.00           | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $271237.00         | $284798.85         | Equities   |
| NEW ERA HELIUM INC             COM              | 2500-12-31      | N/A      | 0.0000% | $15900.00          | $7027.80           | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $4045.00           | $79066.00          | Equities   |
| TIDAL TR II                    ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $1067.00           | $54705.09          | Equities   |
| URGENTLY INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $545.00            | $2577.85           | Equities   |
| TIDAL TR II                    YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $460.00            | $9379.40           | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $33309.00          | $65285.64          | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $109086.00         | $293441.34         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $978.00            | $17108.74          | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $18724.00          | $655527.24         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4665.62           | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $132.00            | $5674.68           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $1295.00           | $94418.45          | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $136400.00         | $285076.00         | Equities   |
| 2023 ETF SERIES TRUST II       GMO US VALUE     | 2500-12-31      | N/A      | 0.0000% | $1.00              | $25.31             | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $11313.00          | $24662.34          | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $2078.00           | $78818.54          | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $183092.00         | $145704.61         | Equities   |
| AUTOZI INTERNET TECHNOLOGY G   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $27472.00          | $7115.25           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $105375.00         | $13634471.25       | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1085.00           | $73917.25          | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS HIG YLD   | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1401.92           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $2115.00           | $217527.75         | Equities   |
| RUMBLEON INC                   COM CL B         | 2500-12-31      | N/A      | 0.0000% | $28323.00          | $61177.68          | Equities   |
| TWIN HOSPITALITY GROUP INC     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $2351.00           | $11284.80          | Equities   |
| DATASEA INC                    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1048.00           | $2075.04           | Equities   |
| FLORA GROWTH CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $1260.20           | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $17601.00          | $36434.07          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1496.11           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $1212.00           | $29953.49          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $2536.00           | $63668.06          | Equities   |
| HOTH THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1623.00           | $2191.05           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $26497.33          | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1631.78           | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $98.00             | $8259.44           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $269139.00         | $570574.68         | Equities   |
| JAGUAR HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1604.00           | $3432.56           | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JAN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3227.00           | Equities   |
| PROFUSA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $3312.00           | Equities   |
| EA SERIES TRUST                STRIVE TOTAL RET | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $50125.25          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1427.00           | $4380.89           | Equities   |
| ALLARITY THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $183800.00         | $200342.00         | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $5703.00           | $16424.64          | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN LDR   | 2500-12-31      | N/A      | 0.0000% | $193.00            | $11402.44          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2117.20           | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $39998.00          | $41597.92          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $83.00             | $7138.83           | Equities   |
| INNEOVA HOLDINGS LTD.          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4675.00           | $4932.12           | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $835600.00         | $13319464.00       | Equities   |
| VIVOS THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2832.00           | $12800.64          | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $278062.00         | $3411820.74        | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $185352.00         | $13634493.12       | Equities   |
| ICECURE MEDICAL LTD CAESAREA   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $2808.00           | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $5399.00           | $13335.53          | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6181.00           | $7911.68           | Equities   |
| SUNLANDS TECHNOLOGY GROUP      SPONSRD ADS NEW  | 2500-12-31      | N/A      | 0.0000% | $624.00            | $6152.64           | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1381.59           | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $7278.00           | $10698.66          | Equities   |
| SYSTEM1 INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $2290.00           | $14747.60          | Equities   |
| TIDAL TR II                    DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $156.00            | $3592.68           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $486078.00         | $13634487.90       | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $32600.00          | $2860976.00        | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2849310.00        | $1744917.44        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $1168.00           | $25100.32          | Equities   |
| INNOVATOR ETFS TRUST           POWER BUFFER SET | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2843.93           | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1535.30           | Equities   |
| TIDAL TR II                    YIELDMAX MSFT OP | 2500-12-31      | N/A      | 0.0000% | $5793.00           | $103636.77         | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $35461.00          | $51063.84          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $6261.00           | $221827.23         | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $25853.90          | Equities   |
| INTENSITY THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $3600.18           | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $81116.00          | Equities   |
| IN8BIO INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12900.00          | $27735.00          | Equities   |
| TIDAL TR II                    DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $86200.00          | $260324.00         | Equities   |
| QVC GROUP INC                  COM SER A NEW    | 2500-12-31      | N/A      | 0.0000% | $15300.00          | $60282.00          | Equities   |
| PEMBINA PIPELINE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3599.67           | Equities   |
| PROKIDNEY CORP                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $36100.00          | $97109.00          | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5818.00           | $4755.63           | Equities   |
| PREDICTIVE ONCOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $1407.06           | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $42642.16          | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17087.00          | $49210.56          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $600.00            | $19338.00          | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34300.00          | $167555.50         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1904.00           | $29559.60          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $23546.00          | $483163.92         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $9608.00           | $313989.44         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1884.13           | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $325.00            | $1413.75           | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $455462.00         | $546554.40         | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1010.24           | Equities   |
| TIDAL TR II                    DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $135.00            | $7668.00           | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $56700.00          | Equities   |
| NEOS ETF TRUST                 NEOS ENHCD INME  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $18742.00          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $96758.22          | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $12279.72          | Equities   |
| PROSHARES TR                   ULTPRO SHT 2017  | 2500-12-31      | N/A      | 0.0000% | $4478.00           | $70797.18          | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $9315.00           | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $4800.00           | Equities   |
| PROSHARES TR                   ULTRASHORT REAL  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $27864.00          | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $1421.24           | Equities   |

### Security 706: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **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: ARP19P3W4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP19P3W4
- **C.18 - Value (incl. sponsor support):** $3260000000.00
- **C.18.a - Value (excl. sponsor support):** $3260000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX SOBM7274   | 2052-08-01      | 3.3470%  | 0.0000% | $38223218.00       | $32252626.05       | Agency Mortgage-Backed Securities         |
| GNII FS MA7690 M       | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $229735.81         | Agency Mortgage-Backed Securities         |
| GNII FS MA7556 M       | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $122203.30         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9384   | 2053-07-01      | 6.0000%  | 0.0000% | $31994336.00       | $26268025.42       | Agency Mortgage-Backed Securities         |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $363686.61         | Agency Mortgage-Backed Securities         |
| GNII FS MA7180 M       | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $159143.51         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $3338300.00        | $3331526.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $322400.00         | $325178.01         | U.S. Treasuries (including strips)        |
| GNII SF DE7806 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2082186.53        | Agency Mortgage-Backed Securities         |
| GNRM 2025-110 LT       | 2052-09-20      | 5.0000%  | 0.0000% | $1000000.00        | $975731.67         | Agency Collateralized Mortgage Obligation |
| GNII SF 705308 C       | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $187620.13         | Agency Mortgage-Backed Securities         |
| GNMI SP 783274 X       | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $799710.87         | Agency Mortgage-Backed Securities         |
| GNII ET DF5602 C       | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $6667644.81        | Agency Mortgage-Backed Securities         |
| GNII ET DF4407 C       | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $815989.49         | Agency Mortgage-Backed Securities         |
| GNMI SF 736644 X       | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $157187.36         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $940300.00         | $997748.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $3000.00           | $3216.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $2704500.00        | $3005928.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $4480400.00        | $4422528.17        | U.S. Treasuries (including strips)        |
| GNII SF MA6870 M       | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $263605.61         | Agency Mortgage-Backed Securities         |
| GNII FS MA6584 M       | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $94348.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA6872 M       | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $137553.19         | Agency Mortgage-Backed Securities         |
| GNII SF BY1855 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $762978.32         | Agency Mortgage-Backed Securities         |
| GNII SF BT1002 C       | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $439570.40         | Agency Mortgage-Backed Securities         |
| GNMI SP 784794 X       | 2042-06-15      | 4.0000%  | 0.0000% | $2000000.00        | $585028.89         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $2093700.00        | $1325718.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $3911200.00        | $2944854.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $68000.00          | $50559.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2846000.00        | $1666484.61        | U.S. Treasuries (including strips)        |
| GNII SF BU5005 C       | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1293369.26        | Agency Mortgage-Backed Securities         |
| GNII SF CU9140 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $951478.88         | Agency Mortgage-Backed Securities         |
| GNII SF CU7790 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $1178451.66        | Agency Mortgage-Backed Securities         |
| GNMI SF AP7290 X       | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $378348.32         | Agency Mortgage-Backed Securities         |
| GNII ET CQ3338 C       | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $532665.75         | Agency Mortgage-Backed Securities         |
| GNII SF CU0485 C       | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $874980.29         | Agency Mortgage-Backed Securities         |
| GNII SF CU7813 C       | 2053-11-20      | 7.5000%  | 0.0000% | $27841108.00       | $24529272.25       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $6305000.00        | $6071445.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $296800.00         | $224506.69         | U.S. Treasuries (including strips)        |
| GNII SF MA6481 M       | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $760815.79         | Agency Mortgage-Backed Securities         |
| GNII SF CS5067 C       | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $854680.90         | Agency Mortgage-Backed Securities         |
| GNII ET CU4374 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1223137.00        | $603674.94         | Agency Mortgage-Backed Securities         |
| GNII ET CW6906 C       | 2063-08-20      | 6.5000%  | 0.0000% | $1623279.00        | $690423.00         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3123 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1520177.34        | Agency Mortgage-Backed Securities         |
| GNII ET CX3996 C       | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $218808.64         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0778 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2184622.00        | $1694480.78        | Agency Mortgage-Backed Securities         |
| GNII SF CU3426 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $924165.08         | Agency Mortgage-Backed Securities         |
| GNII ET DB6276 C       | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $459444.15         | Agency Mortgage-Backed Securities         |
| GNII ET DC2650 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $1179897.00        | Agency Mortgage-Backed Securities         |
| GNII ET CV6825 C       | 2063-05-20      | 6.5000%  | 0.0000% | $419058.00         | $288933.91         | Agency Mortgage-Backed Securities         |
| GNII SF CZ4872 C       | 2054-01-20      | 6.0000%  | 0.0000% | $1577139.00        | $1610283.79        | Agency Mortgage-Backed Securities         |
| GNII SF DC1404 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1924873.04        | Agency Mortgage-Backed Securities         |
| GNII ET CW6332 C       | 2063-08-20      | 6.5000%  | 0.0000% | $907712.00         | $314275.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0907   | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $27510.96          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3UZM9884   | 2026-09-01      | 3.5000%  | 0.0000% | $3033894.00        | $32442.24          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $12910.00          | $490.51            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1693660.00        | $17753.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0064   | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $257657.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1840960.00        | $1548293.87        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17952 G   | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $600.14            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $182408032.00      | $152476566.26      | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52446 G   | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1435490.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $606000.00         | $524224.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $969340.00         | $932752.92         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60081 G   | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $302.12            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G60687 G   | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $3805.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3482   | 2047-06-01      | 3.5000%  | 0.0000% | $23767950.00       | $4205579.90        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0457   | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3692258.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE2763   | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1379035.60        | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $11336.00          | $260.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $20470.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297   | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $837363.75         | Agency Mortgage-Backed Securities         |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $42621.00          | $618.22            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8719   | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $594565.81         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U50822 G   | 2033-09-01      | 4.0000%  | 0.0000% | $2146020.00        | $187975.08         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q28932 G   | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2142668.59        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $24068.00          | $1096.27           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18603 G   | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1502190.37        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0468   | 2029-10-01      | 7.5000%  | 0.0000% | $66275067.00       | $29833.13          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ4912   | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $36882.26          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05899 G   | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $516.51            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $373428.77         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05398 G   | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $7341.84           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $2827.00           | $48.92             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9380   | 2051-03-01      | 2.0000%  | 0.0000% | $12597387.00       | $7183393.91        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7753   | 2054-01-01      | 7.5000%  | 0.0000% | $1103527.00        | $664475.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5578   | 2053-12-01      | 7.5000%  | 0.0000% | $1489030.00        | $1014449.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8856   | 2054-02-01      | 6.0000%  | 0.0000% | $636642.00         | $570985.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1817   | 2054-11-01      | 5.5000%  | 0.0000% | $155000.00         | $153987.14         | Agency Mortgage-Backed Securities         |
| GNII SF BT3782 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $511100.59         | Agency Mortgage-Backed Securities         |
| GNII SF BT9272 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $493988.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $398764.46         | Agency Mortgage-Backed Securities         |
| GNII SF BT3781 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $243243.78         | Agency Mortgage-Backed Securities         |
| GNII SF BT9466 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $719622.75         | Agency Mortgage-Backed Securities         |
| GNII SF BU3285 C       | 2050-04-20      | 4.0000%  | 0.0000% | $11569747.00       | $6415664.22        | Agency Mortgage-Backed Securities         |
| GNII SF CF7063 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $675090.59         | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2187 X       | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1518562.50        | Agency Mortgage-Backed Securities         |
| GNII SF AF3174 C       | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $189949.31         | Agency Mortgage-Backed Securities         |
| GNII SF CN3251 C       | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1168977.83        | Agency Mortgage-Backed Securities         |
| GNII SF AE2211 C       | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $114092.60         | Agency Mortgage-Backed Securities         |
| GNII SF CJ2186 C       | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1203328.56        | Agency Mortgage-Backed Securities         |
| GNII SF CP5275 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $693544.51         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076   | 2050-12-01      | 2.0000%  | 0.0000% | $45819825.00       | $24391561.27       | Agency Mortgage-Backed Securities         |
| GNII SF 737750 C       | 2038-02-20      | 6.5000%  | 0.0000% | $4394097.00        | $100182.84         | Agency Mortgage-Backed Securities         |
| GNMI SF 733533 X       | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $90739.25          | Agency Mortgage-Backed Securities         |
| GNII SF 742291 C       | 2031-08-20      | 7.5000%  | 0.0000% | $1082579.00        | $70135.97          | Agency Mortgage-Backed Securities         |
| GNMI SF 736643 X       | 2030-11-15      | 6.5000%  | 0.0000% | $1033784.00        | $27650.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $47151962.00       | $37603955.50       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1561   | 2052-09-01      | 5.0000%  | 0.0000% | $1342366.00        | $999045.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0055   | 2054-04-01      | 5.5000%  | 0.0000% | $157409.00         | $131902.01         | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M       | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $111733.80         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1919412.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $84061.68          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5809   | 2053-12-01      | 7.5000%  | 0.0000% | $3710764.00        | $2324210.94        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5672   | 2053-11-01      | 7.0000%  | 0.0000% | $704633.00         | $537871.41         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8115   | 2054-01-01      | 7.5000%  | 0.0000% | $1157558.00        | $773518.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $150360.00         | $109333.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5139   | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $83283.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $2104876.00        | $1949970.55        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6024   | 2050-01-01      | 3.5000%  | 0.0000% | $759860.00         | $99303.85          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4763   | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $713029.73         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24207 G   | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $167.15            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29019 G   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $331.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $139658031.00      | $111485424.80      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9526   | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1180632.81        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $2415.00           | $259.24            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3524   | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $158470.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6243   | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $603565.27         | Agency Mortgage-Backed Securities         |
| GNII ET DD5420 C       | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $755065.14         | Agency Mortgage-Backed Securities         |
| GNII ET DE0896 C       | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $324081.99         | Agency Mortgage-Backed Securities         |
| GNII ET DE0802 C       | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $143697.88         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4898500.00        | $5057418.90        | U.S. Treasuries (including strips)        |
| GNII SF CO9534 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $759492.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2054   | 2051-11-01      | 2.0000%  | 0.0000% | $310000.00         | $190197.80         | Agency Mortgage-Backed Securities         |
| GNII SF CL3171 C       | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $802026.53         | Agency Mortgage-Backed Securities         |
| GNII RG CL8529 C       | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $688167.78         | Agency Mortgage-Backed Securities         |
| GNMI SF CR2394 X       | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3832913.72        | Agency Mortgage-Backed Securities         |
| GNII SF CU7816 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $2163009.79        | Agency Mortgage-Backed Securities         |
| GNII SF CY2938 C       | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5945310.30        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9273   | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $33143559.42       | Agency Mortgage-Backed Securities         |
| GNII ET CV7254 C       | 2063-06-20      | 6.5000%  | 0.0000% | $652454.00         | $93711.91          | Agency Mortgage-Backed Securities         |
| GNII SF CU7815 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2700934.07        | Agency Mortgage-Backed Securities         |
| GNII ET CV4691 C       | 2063-07-20      | 6.0000%  | 0.0000% | $743234.00         | $344124.03         | Agency Mortgage-Backed Securities         |
| GNII SF CZ7383 C       | 2054-01-20      | 8.0000%  | 0.0000% | $7192814.00        | $7062692.01        | Agency Mortgage-Backed Securities         |
| GNII SF CU3444 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $961952.40         | Agency Mortgage-Backed Securities         |
| GNII SF CD0710 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $763031.77         | Agency Mortgage-Backed Securities         |
| GNII SF BU3284 C       | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $5169760.93        | Agency Mortgage-Backed Securities         |
| GNMI SF BD7084 X       | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1276915.37        | Agency Mortgage-Backed Securities         |
| GNII SF CR2393 C       | 2053-05-20      | 6.0000%  | 0.0000% | $8481684.00        | $8753117.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $48374400.00       | $48560125.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $96950900.00       | $98717903.93       | U.S. Treasuries (including strips)        |
| GNII SF CY2423 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $1114391.68        | Agency Mortgage-Backed Securities         |
| GNII SF CY2937 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1503903.73        | Agency Mortgage-Backed Securities         |
| GNII ET DE0875 C       | 2064-08-20      | 2.5000%  | 0.0000% | $657797.00         | $521568.86         | Agency Mortgage-Backed Securities         |
| GNII ET DE7706 C       | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $36999.45          | Agency Mortgage-Backed Securities         |
| GNII ET DE0878 C       | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $272079.97         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $245713600.00      | $249492715.22      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $1700.00           | $1716.28           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips)        |
| GNII SF CW7625 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $2981302.82        | Agency Mortgage-Backed Securities         |
| GNII SF DI3274 C       | 2055-03-20      | 6.0000%  | 0.0000% | $7681996.00        | $7873933.29        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $1489400.00        | $1470161.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $600.00            | $601.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $14046400.00       | $14072807.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $246384600.00      | $249290090.40      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $825800.00         | $842622.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | 0.0000% | $9800.00           | $9809.11           | U.S. Treasuries (including strips)        |
| GNII SF CR0057 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1172186.02        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7381 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1146598.27        | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1063488.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | 0.0000% | $7100.00           | $7196.62           | U.S. Treasuries (including strips)        |
| GNII SF DH7157 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1113386.07        | Agency Mortgage-Backed Securities         |
| GNII FS MA5177 M       | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $174561.96         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5578   | 2052-09-01      | 3.5000%  | 0.0000% | $1210000.00        | $1015901.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1733.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $196262585.00      | $153602651.68      | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $880222.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244   | 2054-08-01      | 6.5000%  | 0.0000% | $162935.00         | $142724.16         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC T62264 G   | 2048-07-01      | 4.0000%  | 0.0000% | $900000.00         | $50116.27          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04052 G   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $138.22            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91925 G   | 2037-04-01      | 3.5000%  | 0.0000% | $10530000.00       | $1672146.50        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $47233230.00       | $36582.46          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06843 G   | 2041-12-01      | 4.0000%  | 0.0000% | $17497311.00       | $1638658.03        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $264.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6532   | 2054-11-01      | 5.0000%  | 0.0000% | $34091699.00       | $32154212.37       | Agency Mortgage-Backed Securities         |
| GNII SF CC0198 C       | 2051-04-20      | 3.0000%  | 0.0000% | $9468212.00        | $5075760.46        | Agency Mortgage-Backed Securities         |
| GNII SF BU3283 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3489714.81        | Agency Mortgage-Backed Securities         |
| GNII SF BT3787 C       | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $631956.16         | Agency Mortgage-Backed Securities         |
| GNII SF BT3780 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $432596.86         | Agency Mortgage-Backed Securities         |
| GNII SF BT9274 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $803453.39         | Agency Mortgage-Backed Securities         |
| GNII SF CP5373 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $959682.42         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7273   | 2053-06-01      | 4.9080%  | 0.0000% | $24311995.00       | $19460415.87       | Agency Mortgage-Backed Securities         |
| GNII SF BT9465 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1064647.28        | Agency Mortgage-Backed Securities         |
| GNII SF BT3783 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $455675.85         | Agency Mortgage-Backed Securities         |
| GNII SF CF7447 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $420785.75         | Agency Mortgage-Backed Securities         |
| GNII SF BT3786 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $285844.10         | Agency Mortgage-Backed Securities         |
| GNII SF BM9834 C       | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $402866.12         | Agency Mortgage-Backed Securities         |
| GNII SF DH7090 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2208637.61        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8853   | 2051-02-01      | 2.0000%  | 0.0000% | $51921408.00       | $28764630.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $59224959.00       | $32317067.05       | Agency Mortgage-Backed Securities         |
| GNII SF DH6528 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1342632.00        | $1350128.68        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8941   | 2051-02-01      | 2.0000%  | 0.0000% | $46075597.00       | $25273854.01       | Agency Mortgage-Backed Securities         |
| GNII ET DE0915 C       | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $493720.14         | Agency Mortgage-Backed Securities         |
| GNII ET DC2608 C       | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $644256.64         | Agency Mortgage-Backed Securities         |
| GNII RG CG2269 C       | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $1062000.37        | Agency Mortgage-Backed Securities         |
| GNII FS MA7461 M       | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $70472.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M       | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $262977.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA7481 M       | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $76332.62          | Agency Mortgage-Backed Securities         |
| GNII FS MA7867 M       | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $95405.56          | Agency Mortgage-Backed Securities         |
| GNII SF 737769 C       | 2033-05-20      | 6.5000%  | 0.0000% | $412866.00         | $16492.82          | Agency Mortgage-Backed Securities         |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $204740371.00      | $67140903.98       | Agency Mortgage-Backed Securities         |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $4082956.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $9346600.00        | $7952068.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $977.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $5000.00           | $4597.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $960.92            | U.S. Treasuries (including strips)        |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180363.00        | $694984.68         | Agency Mortgage-Backed Securities         |
| GNII BD 421392 C       | 2033-11-20      | 6.0000%  | 0.0000% | $6188631.00        | $74139.09          | Agency Mortgage-Backed Securities         |
| GNII SF BT9273 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $965903.72         | Agency Mortgage-Backed Securities         |
| GNII SF CU1534 C       | 2053-09-20      | 7.5000%  | 0.0000% | $7259145.00        | $7454120.09        | Agency Mortgage-Backed Securities         |
| GNII SF BW9306 C       | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $414732.38         | Agency Mortgage-Backed Securities         |
| GNII SF CW7624 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2213051.44        | Agency Mortgage-Backed Securities         |
| GNII SF BU3325 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $863822.78         | Agency Mortgage-Backed Securities         |
| GNII SF BU0673 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $681868.91         | Agency Mortgage-Backed Securities         |
| GNII SF BU3391 C       | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $461326.46         | Agency Mortgage-Backed Securities         |
| GNII SF BU3326 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1318134.83        | Agency Mortgage-Backed Securities         |
| GNII SF BT3785 C       | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $1056670.82        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $296.99            | U.S. Treasuries (including strips)        |
| GNII SF DH5696 C       | 2055-03-20      | 6.0000%  | 0.0000% | $15742741.00       | $16142193.76       | Agency Mortgage-Backed Securities         |
| GNII SF DH5694 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1857037.00        | $1903455.71        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $241319100.00      | $244306630.46      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $1268000.00        | $1268887.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $400.00            | $402.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $202.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $400.00            | $385.37            | U.S. Treasuries (including strips)        |
| FEPC 04.500 3TZT0906   | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $119117.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $37288.75          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $541632.83         | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01903 G   | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $183742.53         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07351 G   | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1775.94           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07692 G   | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $60496.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $564925.86         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5590   | 2053-12-01      | 7.0000%  | 0.0000% | $1579942.00        | $1161987.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6330   | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $924360.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1024606.00        | $767110.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1533769.00        | $159906.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $92822912.00       | $27196513.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $195923.00         | $140356.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9173   | 2051-02-01      | 2.0000%  | 0.0000% | $48342740.00       | $27464173.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5777   | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1972356.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8102   | 2050-12-01      | 2.0000%  | 0.0000% | $48826989.00       | $27716811.53       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8603   | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $854399.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $145350.67         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4349   | 2051-01-01      | 2.5000%  | 0.0000% | $81000.00          | $38440.51          | Agency Mortgage-Backed Securities         |
| GNII FS MA6504 M       | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $250006.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA6157 M       | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $132953.47         | Agency Mortgage-Backed Securities         |
| GNII FS MA9058 M       | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $304340.89         | Agency Mortgage-Backed Securities         |
| GNII SF BT9270 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $707414.10         | Agency Mortgage-Backed Securities         |
| GNII SF BT3788 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $190739.27         | Agency Mortgage-Backed Securities         |
| GNII SF BT3784 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $473505.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1825   | 2055-06-01      | 5.0000%  | 0.0000% | $35791808.00       | $35170557.67       | Agency Mortgage-Backed Securities         |
| GNII SF CZ3121 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1375842.25        | Agency Mortgage-Backed Securities         |
| GNII ET DD5359 C       | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $642373.14         | Agency Mortgage-Backed Securities         |
| GNII ET DA9234 C       | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $115216.13         | Agency Mortgage-Backed Securities         |
| GNII SF CY6019 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2444537.44        | Agency Mortgage-Backed Securities         |
| GNII SF 736305 C       | 2027-05-20      | 7.0000%  | 0.0000% | $1284206.00        | $42566.87          | Agency Mortgage-Backed Securities         |
| GNII SF DG7345 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1328118.00        | $1376647.73        | Agency Mortgage-Backed Securities         |
| GNII SF DH6345 C       | 2055-03-20      | 6.5000%  | 0.0000% | $10646113.00       | $11346439.44       | Agency Mortgage-Backed Securities         |
| GNMI SF 739138 X       | 2033-07-15      | 6.0000%  | 0.0000% | $1112844.00        | $92245.16          | Agency Mortgage-Backed Securities         |
| GNII SF 736306 C       | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $146320.13         | Agency Mortgage-Backed Securities         |
| GNII SF DG6307 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1038558.66        | Agency Mortgage-Backed Securities         |
| GNII SF DH8875 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1128890.73        | Agency Mortgage-Backed Securities         |
| GNII SF BT9271 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $990824.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $172383593.00      | $27510115.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $3829124.00        | $3356932.08        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9275   | 2033-09-01      | 4.2700%  | 0.0000% | $30880453.00       | $30229565.09       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PRE6016   | 2049-10-01      | 4.0000%  | 0.0000% | $458809.00         | $29655.43          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6976   | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1006835.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2022   | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1925474.85        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $30446.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $74468.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2871   | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1145133.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9455   | 2053-08-01      | 6.5000%  | 0.0000% | $79575.00          | $63250.81          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4826   | 2053-10-01      | 5.0000%  | 0.0000% | $150000.00         | $124880.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $250837.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7496   | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3814274.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $151619496.00      | $117684251.38      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6251   | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $214371.25         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5577   | 2053-12-01      | 7.0000%  | 0.0000% | $1307106.00        | $941581.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1547.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6156   | 2053-07-01      | 6.0000%  | 0.0000% | $1861289.00        | $1482732.89        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1100   | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $28920.55          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $166377930.00      | $147719436.27      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $101874.18         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $7265600.00        | $7250556.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $255.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1100.00           | $1097.72           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1100.00           | $1045.94           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1200.00           | $1111.07           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $3195800.00        | $3113071.92        | U.S. Treasuries (including strips)        |
| GNII SF DH3157 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $3782934.82        | Agency Mortgage-Backed Securities         |
| GNMI SF 736641 X       | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $188962.74         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $76613900.00       | $77999845.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $657100.00         | $418394.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $335700.00         | $256654.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $4265100.00        | $4519346.69        | U.S. Treasuries (including strips)        |
| GNII FS MA8299 M       | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $52251.38          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $578000.00         | $524197.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.38             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $784900.00         | $371630.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $20000.00          | $19100.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $369400.00         | $244227.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $300.00            | $294.03            | U.S. Treasuries (including strips)        |
| 03.000 FGPC N35004 G   | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $44023.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-07-25      | 5.2000%  | 0.0000% | $73631510.00       | $72915050.96       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $113013.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9312   | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $24572349.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9621   | 2053-08-01      | 5.5000%  | 0.0000% | $25333702.00       | $22267436.06       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7511   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1884.89           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9057   | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6515.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9433   | 2053-07-01      | 5.5000%  | 0.0000% | $28714311.00       | $26139154.48       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1256   | 2048-02-01      | 4.5000%  | 0.0000% | $83364108.00       | $22213654.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $56714507.00       | $28894109.84       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4746   | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2400111.23        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5830   | 2053-12-01      | 7.5000%  | 0.0000% | $502007.00         | $316143.05         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07137 G   | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $374597.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2151   | 2052-10-01      | 5.5000%  | 0.0000% | $4070690.00        | $3663462.94        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $127078.00         | $1721.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6431   | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $830219.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1989   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $563.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8861   | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3225202.31        | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $343.67            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A48052 G   | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $325491.88         | Agency Mortgage-Backed Securities         |
| GNII SF 004777 M       | 2039-02-20      | 7.5000%  | 0.0000% | $1630738.00        | $13753.31          | Agency Mortgage-Backed Securities         |
| GNII SF DG7348 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9024903.00        | $9459530.54        | Agency Mortgage-Backed Securities         |
| GNII ET DF5606 C       | 2064-10-20      | 6.5000%  | 0.0000% | $43658228.00       | $32065768.51       | Agency Mortgage-Backed Securities         |
| GNII ET DE7746 C       | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $91743.03          | Agency Mortgage-Backed Securities         |
| GNII ET DE7724 C       | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $427535.39         | Agency Mortgage-Backed Securities         |
| GNII FS MA8381 M       | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $66366.81          | Agency Mortgage-Backed Securities         |
| GNMI SF 798441 X       | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $275968.15         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $10500.00          | $10937.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $203251600.00      | $206144726.36      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $205.76            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $3255500.00        | $3310379.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $2000000.00        | $2021041.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1600.00           | $1650.92           | U.S. Treasuries (including strips)        |
| GNII SF CZ3122 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1379227.63        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7380 C       | 2054-01-20      | 7.5000%  | 0.0000% | $7644325.00        | $7007566.73        | Agency Mortgage-Backed Securities         |
| GNII SF CY2978 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2712629.00        | $2853848.78        | Agency Mortgage-Backed Securities         |
| GNII SF CX7264 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $2316357.31        | Agency Mortgage-Backed Securities         |
| GNII BD 736304 C       | 2027-09-20      | 7.0000%  | 0.0000% | $1139328.00        | $53435.33          | Agency Mortgage-Backed Securities         |
| GNII FS MA8304 M       | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $81609.31          | Agency Mortgage-Backed Securities         |
| GNII FS MA8411 M       | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $62024.47          | Agency Mortgage-Backed Securities         |
| GNII FS MA7866 M       | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $475575.12         | Agency Mortgage-Backed Securities         |
| GNII SF DI3138 C       | 2055-03-20      | 6.0000%  | 0.0000% | $11917283.00       | $12225110.22       | Agency Mortgage-Backed Securities         |
| GNII SF DI7867 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2085291.00        | $2172942.76        | Agency Mortgage-Backed Securities         |
| GNII ET DE0900 C       | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $745404.44         | Agency Mortgage-Backed Securities         |
| GNII ET DE7709 C       | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $133393.15         | Agency Mortgage-Backed Securities         |
| GNII SF DE7807 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2354936.82        | Agency Mortgage-Backed Securities         |
| GNII ET DE0844 C       | 2064-08-20      | 4.0000%  | 0.0000% | $546534.00         | $493748.86         | Agency Mortgage-Backed Securities         |
| GNII ET DE7736 C       | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $59742.81          | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4980%  | 0.0000% | $4187.00           | $4039.39           | Agency Collateralized Mortgage Obligation |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1152625.07        | Agency Mortgage-Backed Securities         |
| GNII FS MA8030 M       | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $214634.91         | Agency Mortgage-Backed Securities         |
| GNII FS MA8379 M       | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $73162.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA6716 M       | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $319713.64         | Agency Mortgage-Backed Securities         |
| GNII SF DI3269 C       | 2055-03-20      | 6.0000%  | 0.0000% | $2944733.00        | $3019636.70        | Agency Mortgage-Backed Securities         |
| GNII SF DH6287 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1313892.17        | Agency Mortgage-Backed Securities         |
| GNII SF DH6340 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1002040.00        | $1067162.37        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.02             | U.S. Treasuries (including strips)        |
| GNII SF CZ3124 C       | 2053-12-20      | 8.0000%  | 0.0000% | $10571327.00       | $9919274.50        | Agency Mortgage-Backed Securities         |
| GNII ET CX3997 C       | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $95811.38          | Agency Mortgage-Backed Securities         |
| GNII SF CY2424 C       | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2644635.03        | Agency Mortgage-Backed Securities         |
| GNII SF CY6018 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1334221.49        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $824100.00         | $711847.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $3400000.00        | $2946686.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $2891900.00        | $2914933.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.63             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $228000.00         | $223645.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $982300.00         | $963537.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.95             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $5000.00           | $4841.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $3233300.00        | $2146251.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $69345100.00       | $47779402.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $3957000.00        | $3621402.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $725000.00         | $527968.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $324000.00         | $200035.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $188300.00         | $92167.25          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $24000.00          | $18366.26          | U.S. Treasuries (including strips)        |
| GNII SF CO9570 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $900183.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $2022890.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6198   | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1718852.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA3586   | 2050-09-01      | 4.0000%  | 0.0000% | $193000.00         | $49292.16          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4914   | 2031-02-01      | 7.5000%  | 0.0000% | $8574058.00        | $36028.90          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q63567 G   | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $374.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9003   | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $371.17            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $1200.00           | $1176.57           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $10040500.00       | $9339020.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $1804600.00        | $1767856.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $721100.00         | $669237.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $5000.00           | $4907.80           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $13730200.00       | $13477015.11       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $71400.00          | $67333.56          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $120800.00         | $118340.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $195.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $340800.00         | $333087.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $64752900.00       | $59923758.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $142200.00         | $139027.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $958400.00         | $943514.95         | U.S. Treasuries (including strips)        |
| GNII SF DI0493 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3841356.00        | $3917198.11        | Agency Mortgage-Backed Securities         |
| GNII FS MA7612 M       | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $56278.96          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $125000.00         | $129075.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $42000.00          | $45003.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $6301900.00        | $4549403.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $22569800.00       | $15913177.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1308000.00        | $1037180.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $16143000.00       | $18676686.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $9748700.00        | $7473036.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $2356000.00        | $1862974.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $2100.00           | $2146.63           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $4000000.00        | $4086215.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $134000.00         | $115220.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $300900.00         | $226571.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $3000000.00        | $2141326.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $591900.00         | $421079.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $56300.00          | $60626.34          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $351400.00         | $353234.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1812500.00        | $1756879.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $21600.00          | $22386.32          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $983.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $18353900.00       | $18057846.12       | U.S. Treasuries (including strips)        |
| GNII SF DG7347 C       | 2055-04-20      | 6.0000%  | 0.0000% | $9722385.00        | $10028869.75       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $675000.00         | $671103.80         | U.S. Treasuries (including strips)        |
| GNII SF MA6873 M       | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $135909.94         | Agency Mortgage-Backed Securities         |
| GNII SF CW7626 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $3117510.71        | Agency Mortgage-Backed Securities         |
| GNII ET CU9033 C       | 2063-05-20      | 6.5000%  | 0.0000% | $520874.00         | $197309.51         | Agency Mortgage-Backed Securities         |
| GNII ET CW3476 C       | 2063-07-20      | 6.5000%  | 0.0000% | $1064615.00        | $887203.32         | Agency Mortgage-Backed Securities         |
| GNII SF CW7621 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2336981.67        | Agency Mortgage-Backed Securities         |
| GNII SF CW7627 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1741287.00        | $1817066.09        | Agency Mortgage-Backed Securities         |
| GNII SF CU1540 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1365528.02        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $1147000.00        | $1100878.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $2822700.00        | $2664636.59        | U.S. Treasuries (including strips)        |
| GNII ET CW7531 C       | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $77832.71          | Agency Mortgage-Backed Securities         |
| GNII SF CW6047 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1019211.66        | Agency Mortgage-Backed Securities         |
| GNII SF CR9823 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1528762.35        | Agency Mortgage-Backed Securities         |
| GNII ET CT5358 C       | 2063-03-20      | 5.5000%  | 0.0000% | $654623.00         | $389607.21         | Agency Mortgage-Backed Securities         |
| GNII SF DB0433 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1620624.11        | Agency Mortgage-Backed Securities         |
| GNII SF CU1539 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1560216.59        | Agency Mortgage-Backed Securities         |
| GNII ET CW3509 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1160557.00        | $684454.79         | Agency Mortgage-Backed Securities         |
| GNII FS MA7691 M       | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $104741.66         | Agency Mortgage-Backed Securities         |
| GNII FS MA7811 M       | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $93122.59          | Agency Mortgage-Backed Securities         |
| GNII FS MA7299 M       | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $163432.18         | Agency Mortgage-Backed Securities         |
| GNII FS MA8997 M       | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $86086.76          | Agency Mortgage-Backed Securities         |
| GNII ET DC2577 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $973314.77         | Agency Mortgage-Backed Securities         |
| GNII ET DE0871 C       | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $104825.62         | Agency Mortgage-Backed Securities         |
| GNII ET DE0829 C       | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $542163.81         | Agency Mortgage-Backed Securities         |
| GNII ET DC2613 C       | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $534344.27         | Agency Mortgage-Backed Securities         |
| GNII ET DE0808 C       | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $174087.49         | Agency Mortgage-Backed Securities         |
| GNII SF CW7620 C       | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3328959.17        | Agency Mortgage-Backed Securities         |
| GNII ET CX4001 C       | 2063-07-20      | 2.0000%  | 0.0000% | $300785.00         | $223619.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7215   | 2050-10-01      | 2.0000%  | 0.0000% | $63932672.00       | $34168544.94       | Agency Mortgage-Backed Securities         |
| GNMI SF 705648 X       | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $114053.43         | Agency Mortgage-Backed Securities         |

### Security 707: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 5.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19QCU6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19QCU6
- **C.18 - Value (incl. sponsor support):** $249898717.50
- **C.18.a - Value (excl. sponsor support):** $249898717.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 5.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT | 2053-05-25      | 4.6922%  | 0.0000% | $6250000.00        | $5234895.07        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 5.4890%  | 0.0000% | $5000000.00        | $4652472.78        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7199%  | 0.0000% | $525000.00         | $485059.72         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.4755%  | 0.0000% | $9890000.00        | $5758672.85        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $300193.50         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     B-2    20690325 FLT | 2069-03-25      | 8.4620%  | 0.0000% | $5220000.00        | $5309891.69        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC44         F      20570817 FLT | 2057-08-17      | 2.7500%  | 0.0000% | $4243000.00        | $2192814.93        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          E      20470312 FLT | 2047-03-12      | 4.7528%  | 0.0000% | $3617822.00        | $377124.31         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 3.9744%  | 0.0000% | $1625000.00        | $966476.80         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.5 | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $2633150.00        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $9464000.00        | $8832555.61        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.6742%  | 0.0000% | $2315000.00        | $1296987.54        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT | 2036-12-15      | 7.2065%  | 0.0000% | $7800000.00        | $98597.13          | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8000000.00        | $6151596.00        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2614%  | 0.0000% | $8927000.00        | $8445354.36        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3198%  | 0.0000% | $4500000.00        | $2221008.70        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           A      20340912 FLT | 2034-09-12      | 2.9359%  | 0.0000% | $4000000.00        | $3167226.33        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 E      20470214 FLT | 2047-02-14      | 7.8087%  | 0.0000% | $6611000.00        | $6631330.31        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC24       B      20470912 FLT | 2047-09-12      | 4.4190%  | 0.0000% | $4927500.00        | $4639499.75        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1743630.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT | 2042-06-16      | 7.2826%  | 0.0000% | $22490000.00       | $22497257.25       | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 5.8545%  | 0.0000% | $5712000.00        | $474421.08         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.7048%  | 0.0000% | $8500000.00        | $7219366.98        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.0762%  | 0.0000% | $1985000.00        | $1326767.76        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.1664%  | 0.0000% | $2000000.00        | $1826169.97        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC E      20400717 FLT | 2040-07-17      | 7.7241%  | 0.0000% | $16250000.00       | $16631887.19       | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           B      20340912 FLT | 2034-09-12      | 3.1584%  | 0.0000% | $4000000.00        | $622848.00         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.6065%  | 0.0000% | $8500000.00        | $6907831.00        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $5000000.00        | $4513518.33        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT | 2049-01-15      | 3.9180%  | 0.0000% | $5000000.00        | $4273964.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024-NQM6     B-2    20640825 FLT | 2064-08-25      | 8.0259%  | 0.0000% | $620000.00         | $626717.83         | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              C      20371118 FLT | 2037-11-18      | 7.5076%  | 0.0000% | $4600000.00        | $4518670.28        | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LTD 2022-FL8      E      20370217 FLT | 2037-02-17      | 7.8396%  | 0.0000% | $25500000.00       | $24258284.54       | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-2    20700525 FLT | 2070-05-25      | 7.1445%  | 0.0000% | $2800000.00        | $2556300.00        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5315000.00        | $3400458.60        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   D      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $169000.00         | $130358.23         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $12204000.00       | $7374929.07        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON C      20310708 4.5 | 2031-07-08      | 4.5798%  | 0.0000% | $1000000.00        | $658816.50         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17783837.12       | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $12591000.00       | $9519528.25        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C5  E      20580717 4.2 | 2058-07-17      | 4.2500%  | 0.0000% | $5033000.00        | $4122287.03        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2014-3      B-4    20541125 FLT | 2054-11-25      | 5.4259%  | 0.0000% | $1854000.00        | $568839.07         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AGLN A      20370715 FLT | 2037-07-15      | 5.9934%  | 0.0000% | $5000000.00        | $5012056.82        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT | 2058-07-17      | 4.0191%  | 0.0000% | $4090000.00        | $2796215.39        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-6    20550625 FLT | 2055-06-25      | 6.1928%  | 0.0000% | $1937781.00        | $1025515.73        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-7  A-1    20550725 FLT | 2055-07-25      | 6.0000%  | 0.0000% | $6224417.00        | $6296389.93        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        F      20561215 FLT | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $2842326.67        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     D-7    20340807 FLT | 2034-08-07      | 5.1590%  | 0.0000% | $3374500.00        | $3132704.14        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 6.2565%  | 0.0000% | $4000000.00        | $217423.56         | Private Label Collateralized Mortgage Obligations |
| CALI COMMERCIAL MG TR 2024-SUN E      20410715 FLT | 2041-07-15      | 8.9597%  | 0.0000% | $15938000.00       | $16003076.07       | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3328283.00        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          D      20330310 3.6 | 2033-03-10      | 3.6332%  | 0.0000% | $1630000.00        | $1475273.34        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 1.8908%  | 0.0000% | $2500000.00        | $606009.08         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 6.3565%  | 0.0000% | $4000000.00        | $2583646.45        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.5390% | 0.0000% | $4000000.00        | $3791941.78        | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC TR 2025-01 M-2    20550525 FLT | 2055-05-25      | 7.4500%  | 0.0000% | $5000000.00        | $5018703.34        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.2508%  | 0.0000% | $1500000.00        | $1297925.00        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 8.3065%  | 0.0000% | $2500000.00        | $860368.67         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2500000.00        | $1194479.95        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $89703.98          | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2023-INV3      B-1    20681125 FLT | 2068-11-25      | 8.1863%  | 0.0000% | $1125000.00        | $1148659.79        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20515832.28       | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 7.2065%  | 0.0000% | $1168000.00        | $1121754.34        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-1    20650625 FLT | 2065-06-25      | 7.4231%  | 0.0000% | $1000000.00        | $1005500.82        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-PJ3             B-5    20520825 FLT | 2052-08-25      | 2.9390%  | 0.0000% | $1200000.00        | $522002.65         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTGTR 2025-VTT C      20380317 FLT | 2038-03-17      | 5.8343%  | 0.0000% | $180000.00         | $181249.91         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 6.1630%  | 0.0000% | $390000.00         | $159543.19         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.2943%  | 0.0000% | $1500000.00        | $32880.38          | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6685%  | 0.0000% | $560000.00         | $554563.21         | Private Label Collateralized Mortgage Obligations |

### Security 708: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **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: ARP19S7C8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19S7C8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 737898 X | 2041-01-15      | 4.0000%  | 0.0000% | $1000.00           | $104.36            | Agency Mortgage-Backed Securities |
| GNII SF DI9685 C | 2055-05-20      | 6.5000%  | 0.0000% | $10644385.00       | $11155250.40       | Agency Mortgage-Backed Securities |
| GNII SF DD2827 C | 2054-07-20      | 7.0000%  | 0.0000% | $1150377.00        | $1201986.55        | Agency Mortgage-Backed Securities |
| GNMI SP 783655 X | 2040-05-15      | 6.5000%  | 0.0000% | $408945.00         | $24301.95          | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $674583.00         | $454054.66         | Agency Mortgage-Backed Securities |
| GNII SF MA1449 M | 2043-11-20      | 4.0000%  | 0.0000% | $3450000.00        | $195843.58         | Agency Mortgage-Backed Securities |
| GNMI SF AC3732 X | 2042-12-15      | 2.5000%  | 0.0000% | $88197.00          | $16505.74          | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M | 2044-03-20      | 3.5000%  | 0.0000% | $95000000.00       | $7105547.09        | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M | 2045-12-20      | 4.5000%  | 0.0000% | $656660.00         | $49451.57          | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M | 2043-04-20      | 3.5000%  | 0.0000% | $11654000.00       | $1061665.82        | Agency Mortgage-Backed Securities |
| GNMI SF 745236 X | 2040-07-15      | 4.5000%  | 0.0000% | $2538999.00        | $83860.48          | Agency Mortgage-Backed Securities |
| GNII SF DI4009 C | 2055-04-20      | 6.5000%  | 0.0000% | $1313462.00        | $1370718.82        | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M | 2042-12-20      | 3.0000%  | 0.0000% | $36939824.00       | $4028045.72        | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $319999.00         | $26602.62          | Agency Mortgage-Backed Securities |
| GNMI SF CJ2163 X | 2052-04-15      | 3.0000%  | 0.0000% | $1733518.00        | $1298064.97        | Agency Mortgage-Backed Securities |
| GNII SF DI5706 C | 2055-04-20      | 6.5000%  | 0.0000% | $361140.00         | $367723.33         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M | 2055-03-20      | 4.0000%  | 0.0000% | $57304920.00       | $52756053.02       | Agency Mortgage-Backed Securities |
| GNII SF DI9686 C | 2055-05-20      | 6.5000%  | 0.0000% | $9833422.00        | $10186114.89       | Agency Mortgage-Backed Securities |
| GNII SF DB7488 C | 2054-06-20      | 7.0000%  | 0.0000% | $10115185.00       | $8253712.16        | Agency Mortgage-Backed Securities |
| GNII SF DD2944 C | 2054-08-20      | 7.0000%  | 0.0000% | $10142341.00       | $8037426.22        | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M | 2046-05-20      | 3.0000%  | 0.0000% | $6177184.00        | $694782.19         | Agency Mortgage-Backed Securities |
| GNII SF DI7868 C | 2055-04-20      | 6.5000%  | 0.0000% | $2050212.00        | $2135300.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0458 M | 2040-07-20      | 5.0000%  | 0.0000% | $11161551.00       | $11238729.41       | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M | 2052-05-20      | 2.5000%  | 0.0000% | $17273846.00       | $11307985.06       | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M | 2055-07-20      | 3.0000%  | 0.0000% | $12810722.00       | $11249299.96       | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $1488700.00        | $1377588.39        | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M | 2046-03-20      | 3.0000%  | 0.0000% | $817745.00         | $87379.46          | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $807.75            | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $2893325.00        | $2231205.82        | Agency Mortgage-Backed Securities |
| GNII SF DI7915 C | 2055-04-20      | 6.5000%  | 0.0000% | $1571796.00        | $1637635.69        | Agency Mortgage-Backed Securities |
| GNMI SF AU9418 X | 2046-09-15      | 4.0000%  | 0.0000% | $149793.00         | $26756.42          | Agency Mortgage-Backed Securities |
| GNII SF DI9684 C | 2055-05-20      | 6.5000%  | 0.0000% | $10503853.00       | $11021028.96       | Agency Mortgage-Backed Securities |
| GNII SF 004697 M | 2040-05-20      | 5.0000%  | 0.0000% | $2811417.00        | $98324.78          | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $525039.00         | $383632.06         | Agency Mortgage-Backed Securities |
| GNMI SF 739396 X | 2040-10-15      | 4.5000%  | 0.0000% | $1295540.00        | $357522.68         | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1021.29           | Agency Mortgage-Backed Securities |
| GNII SF DI5705 C | 2055-04-20      | 6.5000%  | 0.0000% | $7674883.00        | $8040002.35        | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M | 2050-03-20      | 5.0000%  | 0.0000% | $71538.00          | $9755.79           | Agency Mortgage-Backed Securities |
| GNII SF MA6767 M | 2050-07-20      | 3.5000%  | 0.0000% | $700000.00         | $179112.57         | Agency Mortgage-Backed Securities |
| GNPL PN DC4433   | 2059-10-15      | 4.2000%  | 0.0000% | $1000.00           | $930.12            | Agency Mortgage-Backed Securities |
| GNPL PN DF3013   | 2060-06-15      | 6.0700%  | 0.0000% | $10800000.00       | $11549357.23       | Agency Mortgage-Backed Securities |
| GNII SF DJ7917 C | 2055-05-20      | 5.5000%  | 0.0000% | $11224397.00       | $11301447.08       | Agency Mortgage-Backed Securities |
| GNII ET DJ8687 C | 2065-05-20      | 6.5000%  | 0.0000% | $2190612.00        | $2251495.13        | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M | 2052-02-20      | 3.5000%  | 0.0000% | $14700000.00       | $9942824.03        | Agency Mortgage-Backed Securities |
| GNII SF MB0144 M | 2055-01-20      | 4.0000%  | 0.0000% | $258114036.00      | $236024511.43      | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M | 2048-03-20      | 4.5000%  | 0.0000% | $842414.00         | $75169.98          | Agency Mortgage-Backed Securities |
| GNII SF DJ0055 C | 2055-06-20      | 5.5000%  | 0.0000% | $1513566.00        | $1524927.27        | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M | 2049-01-20      | 4.5000%  | 0.0000% | $8260640.00        | $542784.88         | Agency Mortgage-Backed Securities |
| GNMI SF CK8182 X | 2052-02-15      | 4.0000%  | 0.0000% | $49812.00          | $43554.87          | Agency Mortgage-Backed Securities |
| GNII SF CP6904 C | 2052-10-20      | 5.0000%  | 0.0000% | $2228473.00        | $1916827.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ8033 C | 2055-04-20      | 6.0000%  | 0.0000% | $8091612.00        | $8364971.96        | Agency Mortgage-Backed Securities |
| GNMI SP 781482 X | 2032-08-15      | 6.0000%  | 0.0000% | $49996986.00       | $250638.27         | Agency Mortgage-Backed Securities |
| GNII SF DF4954 C | 2054-12-20      | 6.0000%  | 0.0000% | $1763848.00        | $1812626.94        | Agency Mortgage-Backed Securities |
| GNII SF DE5324 C | 2054-12-20      | 6.0000%  | 0.0000% | $8676631.00        | $8917850.81        | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M | 2046-09-20      | 3.0000%  | 0.0000% | $7034502.00        | $898084.16         | Agency Mortgage-Backed Securities |
| GNII SF DJ8203 C | 2055-06-20      | 6.5000%  | 0.0000% | $1004646.00        | $1053191.34        | Agency Mortgage-Backed Securities |
| GNII SF DK2960 C | 2055-06-20      | 6.0000%  | 0.0000% | $3046146.00        | $3133396.32        | Agency Mortgage-Backed Securities |
| GNMI SF 745242 X | 2040-07-15      | 4.5000%  | 0.0000% | $9977594.00        | $356163.60         | Agency Mortgage-Backed Securities |
| GNII SF DL3993 C | 2055-07-20      | 6.5000%  | 0.0000% | $7757420.00        | $8104523.17        | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $4055006.00        | $3710175.31        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735   | 2060-06-15      | 5.8400%  | 0.0000% | $4745516.00        | $4992500.74        | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $1062182.00        | $960835.10         | Agency Mortgage-Backed Securities |
| GNII SF MA7138 M | 2051-01-20      | 3.5000%  | 0.0000% | $1970458.00        | $738531.76         | Agency Mortgage-Backed Securities |
| GNII SF MA6954 M | 2047-11-20      | 1.5000%  | 0.0000% | $505910.00         | $244853.64         | Agency Mortgage-Backed Securities |
| GNPL PN CS2717   | 2058-04-15      | 4.7300%  | 0.0000% | $18000.00          | $17385.93          | Agency Mortgage-Backed Securities |
| GNII SP 787046 C | 2051-09-20      | 4.0000%  | 0.0000% | $12660000.00       | $9628404.13        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $15277000.00       | $10744840.83       | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $48277681.00       | $8008874.58        | Agency Mortgage-Backed Securities |

### Security 709: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19S7Y0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19S7Y0
- **C.18 - Value (incl. sponsor support):** $399906580.00
- **C.18.a - Value (excl. sponsor support):** $399906580.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $82420.00          | $20020642.20       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $68680.00          | $3054886.40        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $31604.00          | $1796033.20        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $3164.00           | $129764.82         | Equities   |
| ISHARES TR                     IBONDS OCT 2031  | 2500-12-31      | N/A      | 0.0000% | $5188.00           | $135588.38         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $31404.00          | $20020364.04       | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE SHORT | 2500-12-31      | N/A      | 0.0000% | $35303.00          | $1693131.88        | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $899000.00         | $20020730.00       | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $378454.00         | $12678209.00       | Equities   |
| TWO RDS SHARED TR              LEADERSHARES  DY | 2500-12-31      | N/A      | 0.0000% | $13596.00          | $306657.78         | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $6024.00           | $147256.68         | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $7069.00           | $175346.55         | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $40667.00          | $1997969.71        | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $27095.00          | $1374998.09        | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $115712.00         | $18898662.40       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $31986.00          | $18654555.06       | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $14872.00          | $3108991.60        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $108195.54         | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $285236.00         | $20020714.84       | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1742448.00        | $20020727.52       | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $6370.00           | $270533.90         | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $729353.00         | $20020739.85       | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $10816.00          | $556158.72         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $26365.00          | $449259.60         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8619.00           | $511436.81         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $211864.00         | $2688554.16        | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $9052.00           | $219956.36         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $619524.00         | $669085.92         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $32915.74          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4580.00           | $209562.94         | Equities   |
| NXP SEMICONDUCTORS N V         COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $114667.86         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $335207.00         | $9010364.16        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $999024.00         | $16543837.44       | Equities   |
| USCF ETF TR                    MIDSTREAM ENERGY | 2500-12-31      | N/A      | 0.0000% | $18249.00          | $915603.43         | Equities   |
| LEGG MASON ETF INVT            WESTN ASET TTL   | 2500-12-31      | N/A      | 0.0000% | $4708.00           | $94535.23          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $348213.00         | $11055762.75       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $301652.00         | $20020643.24       | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $6080.00           | $154249.60         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $824560.00         | $20020316.80       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $12743.00          | $2284437.61        | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4513.00           | $108584.59         | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2333420.00        | $20020743.60       | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $190416.00         | $20020338.24       | Equities   |
| KASPI KZ JSC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $91985.00          | $7540930.30        | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $683.00            | $51653.10          | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $95836.00          | $1361829.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $143378.00         | $1472492.06        | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $33459.66          | Equities   |
| WOORI FINL GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $68663.00          | $3669350.72        | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6935.00           | $71915.95          | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $55961.00          | $582554.01         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $9981.00           | $105499.17         | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $574790.58         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $15530.00          | $524101.78         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $384718.00         | $20020724.72       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $2032420.00        | $5711100.20        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $5573.00           | $278427.08         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2341600.00        | $20020680.00       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2028 | 2500-12-31      | N/A      | 0.0000% | $6544.00           | $163305.52         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $125718.00         | $20020591.50       | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $895124.00         | $15960060.92       | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $53303.00          | $2393304.70        | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $3429.00           | $84009.47          | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $19727.00          | $2334295.91        | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $616238.00         | $887382.72         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1101.00           | $54916.23          | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $634006.66         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71033.00          | $248615.50         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $108465.00         | $3117284.10        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $199824.00         | $10622643.84       | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $140387.94         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $44048.18          | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $340760.00         | $2899867.60        | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $5875.00           | $140460.09         | Equities   |
| BLACKROCK ETF TRUST            ISHARES GOVT MON | 2500-12-31      | N/A      | 0.0000% | $2524.00           | $253548.42         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $735.00            | $29078.44          | Equities   |

### Security 710: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19TNM6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19TNM6
- **C.18 - Value (incl. sponsor support):** $450102181.50
- **C.18.a - Value (excl. sponsor support):** $450102181.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $36118.00          | $741141.36         | Equities   |
| JASPER THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8263.00           | $24458.48          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $597246.00         | $842116.86         | Equities   |
| PROSHARES TR II                ULTRASHORT GOLD  | 2500-12-31      | N/A      | 0.0000% | $9263.00           | $212493.22         | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1034.65           | Equities   |
| INTELLIGENT BIO SOLUTIONS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $3818.00           | $5917.90           | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $8123.00           | $749509.21         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $38272.00          | $84581.12          | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $72.00             | $2546.64           | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $1447.00           | $177387.73         | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $947.00            | $2717.89           | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $455462.00         | $546554.40         | Equities   |
| WISDOMTREE TR                  GLB HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $1420.00           | $82240.72          | Equities   |
| TIDAL TR II                    YIELDMAX ABNB OP | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $42801.30          | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12800.00          | $43648.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $9608.00           | $313989.44         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $222.00            | $19023.18          | Equities   |
| TIDAL TRUST III                VISTASHARES TRGT | 2500-12-31      | N/A      | 0.0000% | $400.00            | $7676.00           | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $728436.00         | $1354890.96        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $21583.00          | $445158.01         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1904.00           | $29559.60          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT HE | 2500-12-31      | N/A      | 0.0000% | $74.00             | $2812.99           | Equities   |
| GRYPHON DIGITAL MNG INC        COM              | 2500-12-31      | N/A      | 0.0000% | $123168.00         | $123168.00         | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $6555.00           | $9504.75           | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $18042.00          | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $6067.00           | $321498.82         | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $4291.00           | $150614.10         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $47310.00          | $87996.60          | Equities   |
| TIDAL TR II                    YIELDMAX MAGNIFI | 2500-12-31      | N/A      | 0.0000% | $212.00            | $3264.80           | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1836.00           | $51044.66          | Equities   |
| GRANITESHARES ETF TR           2X LONG MARA     | 2500-12-31      | N/A      | 0.0000% | $42200.00          | $874806.00         | Equities   |
| TIDAL TR II                    DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $86200.00          | $260324.00         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $36856.00          | $1305808.08        | Equities   |
| TIDAL TR II                    YIELDMAX AMD OPT | 2500-12-31      | N/A      | 0.0000% | $89200.00          | $804584.00         | Equities   |
| THERATECHNOLOGIES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $278710.00         | $877936.50         | Equities   |
| TIDAL TR II                    YIELDMAX GOLD MI | 2500-12-31      | N/A      | 0.0000% | $87.00             | $1268.46           | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $3141.00           | $145428.30         | Equities   |
| LENDWAY INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6006.00           | $29579.55          | Equities   |
| IMMUNEERING CORP               CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $7872.00           | $28575.36          | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $5950.00           | $204977.50         | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $85.00             | $1979.65           | Equities   |
| TIDAL TR II                    DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10425.00          | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $49385.00          | Equities   |
| NLS PHARMACEUTICS LTD          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1383.00           | $2779.83           | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4812.00           | $7121.76           | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $111000.00         | $703740.00         | Equities   |
| PERFECT CORP                   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $3089.28           | Equities   |
| AKSO HEALTH GROUP              ADS              | 2500-12-31      | N/A      | 0.0000% | $962.00            | $1596.92           | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5338.00           | $10355.72          | Equities   |
| BITFUFU INC                    CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $6895.10           | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9902.00           | $14654.96          | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $325.00            | $1410.50           | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $37200.00          | Equities   |
| WHEELS UP EXPERIENCE INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $751.00            | $1051.40           | Equities   |
| TIDAL TR II                    YIELDMAX NFLX    | 2500-12-31      | N/A      | 0.0000% | $93.00             | $1580.07           | Equities   |
| TIDAL TR II                    YIELDMAX NFLX    | 2500-12-31      | N/A      | 0.0000% | $800.00            | $13592.00          | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $109835.00         | $5164441.70        | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $305872.00         | $22499944.32       | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $798.00            | $64239.00          | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $19200.00          | $821760.00         | Equities   |
| AMPLIFY ETF TR                 COWS COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1125.94           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2117.20           | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $7468.00           | $526945.07         | Equities   |
| AIM ETF PRODUCTS TRUST         U S LRGCP 6M APR | 2500-12-31      | N/A      | 0.0000% | $25644.00          | $857022.48         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $36358.00          | $111619.06         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 JUL | 2500-12-31      | N/A      | 0.0000% | $6301.00           | $267304.17         | Equities   |
| PAYMENTUS HOLDINGS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $386559.00         | Equities   |
| PMGC HLDGS INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $6216.00           | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $105000.00         | $707700.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $26497.33          | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $378.00            | $18786.60          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3319.00           | $8596.21           | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3597.73           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $20825.00          | $1897574.00        | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $26670.00          | $44005.50          | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2324.96           | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4779.72           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $1212.00           | $29953.49          | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $282500.00         | Equities   |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $4764.00           | $502840.20         | Equities   |
| SEASTAR MEDICAL HOLDING CORP   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $36600.00          | $28701.72          | Equities   |
| GEN RESTAURENT GROUP           CL A COM         | 2500-12-31      | N/A      | 0.0000% | $986.00            | $3944.00           | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $4497.00           | $158474.28         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $105911.00         | $4274567.96        | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $7809.00           | $218469.27         | Equities   |
| GLIMPSE GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1994.00           | $2871.36           | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1085.00           | $73917.25          | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $173892.00         | $22499885.88       | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $11326.00          | $242716.18         | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $64700.00          | $5783533.00        | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $5116.00           | $11152.88          | Equities   |
| 2023 ETF SERIES TRUST II       GMO US VALUE     | 2500-12-31      | N/A      | 0.0000% | $16399.00          | $415025.89         | Equities   |
| TUNGRAY TECHNOLOGIES INC       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $623.00            | $1034.18           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $183092.00         | $145704.61         | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2715.00           | Equities   |
| TIDAL TR II                    YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $85100.00          | $257002.00         | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $174220.00         | $12026406.60       | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $1678.00           | $84822.90          | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $606.00            | $19622.28          | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JAN   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10249.08          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $4862.00           | $299596.44         | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $612.00            | $19229.04          | Equities   |
| ISHARES TR                     3YRTB ETF        | 2500-12-31      | N/A      | 0.0000% | $74.00             | $5498.20           | Equities   |
| GLOBAL X FDS                   RUSSELL 2000     | 2500-12-31      | N/A      | 0.0000% | $268.00            | $3963.72           | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $19207.97          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $1123.00           | $51197.57          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $334920.00         | $22499925.60       | Equities   |
| TIDAL TR II                    DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $179000.00         | $6512020.00        | Equities   |
| TIDAL TRUST I                  SP FUNDS S&P GBL | 2500-12-31      | N/A      | 0.0000% | $200.00            | $3856.00           | Equities   |
| NINE ENERGY SERVICE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $192900.00         | $148533.00         | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $29369.00          | $88107.00          | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $117.00            | $2286.95           | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6806.00           | $19124.86          | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $107537.00         | $1319478.99        | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH   | 2500-12-31      | N/A      | 0.0000% | $33926.00          | $2288987.22        | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $270301.00         | $554117.05         | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $8512.00           | $275363.20         | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $13960.00          | $704142.40         | Equities   |
| CANADIAN IMPERIAL BK COMM      COM              | 2500-12-31      | N/A      | 0.0000% | $63709.00          | $4571120.75        | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $4812.00           | $155571.96         | Equities   |
| BUZZFEED INC                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $6409.00           | Equities   |
| BRIDGELINE DIGITAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2278.00           | $3348.66           | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $137.00            | $4252.48           | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1017826.00        | $2086543.30        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $1762.00           | $46199.64          | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $479.00            | $24256.56          | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $12321.00          | $1027941.03        | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $269139.00         | $570574.68         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $37400.00          | $445060.00         | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $11616.00          | Equities   |
| TIDAL TR II                    DEFIANCE R2000   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $2285.32           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $88566.00          | $2219782.80        | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $143215.00         | $621553.10         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $137.00            | $5042.97           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $458076.00         | $12647478.36       | Equities   |
| ESSA PHARMA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $98429.00          | $185046.52         | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $94191.00          | $125274.03         | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BULL  | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $208000.00         | Equities   |
| ATOSSA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $633199.00         | $552149.53         | Equities   |
| EA SERIES TRUST                US QUAN MOMENTUM | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12817.80          | Equities   |
| AMPLIFY ETF TR                 CWP INTL ENHANCE | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2749.14           | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1017408.00        | $2197601.28        | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $496593.00         | $1072640.88        | Equities   |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $245.00            | $6362.65           | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $4258.00           | $128336.12         | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BEAR  | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $25696.00          | Equities   |
| RENOVARO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $8016.00           | $2238.07           | Equities   |
| ENVERIC BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $15203.00          | $18699.69          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $88002.00          | $3976810.38        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1392.09           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $1951.00           | $74274.57          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $805.00            | $31572.10          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV ENERGY INM PARTN | 2500-12-31      | N/A      | 0.0000% | $15005.00          | $391780.55         | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $23200.00          | $2551768.00        | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1219.60           | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $445460.00         | $610280.20         | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4994.00           | $10861.95          | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $1140.00           | $33219.60          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $11171.00          | $266316.64         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $2162.00           | $232585.37         | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9200.00           | $71024.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $10645.00          | $276049.33         | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1480.00           | $2871.20           | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $13998.00          | $393203.82         | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $6135.00           | $431045.10         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $189685.00         | $606992.00         | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $7798.00           | $628518.80         | Equities   |
| VENUS CONCEPT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $473.00            | $1248.72           | Equities   |
| OHMYHOME LTD                   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $2478.00           | $2800.14           | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $33309.00          | $65285.64          | Equities   |
| IMMUNOPRECISE ANTIBODIES LTD   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1498.00           | $2606.52           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $51029.92          | Equities   |
| FLEXSHARES TR                  M STAR DEV MKT   | 2500-12-31      | N/A      | 0.0000% | $9277.00           | $772217.48         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $8062.00           | $449375.88         | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $14270.00          | $349610.72         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $23223.00          | $689258.64         | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $530.00            | $30167.60          | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $158.00            | $2826.62           | Equities   |
| PROSHARES TR                   ULT FTSE CHIN 50 | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2105.25           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $19917.00          | $657261.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $340.00            | $6456.60           | Equities   |
| PROSHARES TR                   PSHS ULTRA INDL  | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2135.32           | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $5051.00           | $179361.01         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12294.00          | $353329.56         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $196787.00         | $10211277.43       | Equities   |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $735.00            | $90676.95          | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $288.00            | $15655.68          | Equities   |
| EA SERIES TRUST                INTL QUAN MOMNTM | 2500-12-31      | N/A      | 0.0000% | $500.00            | $16545.30          | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $4730.00           | Equities   |
| CLENE INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20952.00          | $73122.48          | Equities   |
| DIREXION SHS ETF TR            DAILY ENERGY BEA | 2500-12-31      | N/A      | 0.0000% | $93.00             | $1982.76           | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $413.00            | $12179.37          | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4328.66           | Equities   |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $90900.00          | $1042623.00        | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $313723.00         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $248612.00         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $200755.00         | $305147.60         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $1131.00           | $70449.99          | Equities   |
| DBX ETF TR                     XTRACKERS S&P MD | 2500-12-31      | N/A      | 0.0000% | $291.00            | $9139.70           | Equities   |
| DIREXION SHS ETF TR            DLY MSCI MX 3X   | 2500-12-31      | N/A      | 0.0000% | $996.00            | $16722.84          | Equities   |
| SPDR SERIES TRUST              BBG CONV SEC ETF | 2500-12-31      | N/A      | 0.0000% | $30205.00          | $2563800.40        | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $2496.00           | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4778.00           | $267663.56         | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $13660.00          | $409117.00         | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $270.00            | $4301.10           | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $740.00            | $71691.20          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $745280.00         | $1132825.60        | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $198246.00         | $174357.36         | Equities   |
| SIYATA MOBILE INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1873.00           | $6049.79           | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $5512.00           | $281497.84         | Equities   |
| PROPHASE LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $13412.00          | $4773.33           | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $2252.00           | $100155.45         | Equities   |
| METALPHA TECHN HOLDING LTD     SHS              | 2500-12-31      | N/A      | 0.0000% | $272.00            | $1088.00           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $16498.00          | $1358940.26        | Equities   |
| ZK INTL GROUP CO LTD           SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $853.00            | $1961.90           | Equities   |
| VCI GLOBAL LTD                 COM              | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $3000.00           | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $4183.00           | $6023.52           | Equities   |
| SKYCORP SOLAR GROUP LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $415.00            | $1514.75           | Equities   |
| SKYLINE BLDRS GROUP HLDG LTD   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $1165.01           | Equities   |
| SHENGFENG DEV LTD              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $2005.50           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $516242.00         | $14480588.10       | Equities   |
| TANDY LEATHER FACTORY INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1850.00           | $6345.50           | Equities   |
| VISIONARY HOLDINGS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1954.00           | $2579.28           | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $208428.00         | $8272507.32        | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $19006.00          | $1112801.30        | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $5049.00           | $1010708.82        | Equities   |
| GRAFTECH INTL LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $339960.00         | $499741.20         | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $81659.00          | $3330870.61        | Equities   |
| NAUTICUS ROBOTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5994.00           | $5623.57           | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $201480.00         | $3261961.20        | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $4764.00           | $19103.64          | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $8846.00           | $297180.49         | Equities   |
| DIREXION SHS ETF TR            DAILY URANIUM 2X | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2933.00           | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1094.00           | Equities   |
| DIREXION SHS ETF TR            DIREXION 2X SHAR | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $79940.00          | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BULL  | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $40579.00          | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3846.00           | $10768.80          | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1402.00           | $4318.16           | Equities   |
| BIO-KEY INTL INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1645.00           | $1316.00           | Equities   |
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $735.00            | $2219.70           | Equities   |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $16732.00          | $614901.00         | Equities   |
| ETF SER SOLUTIONS              BAHL & GAYNOR IN | 2500-12-31      | N/A      | 0.0000% | $304.00            | $9402.72           | Equities   |
| BEELINE HOLDINGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4259.00           | $8262.46           | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP VAL | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1599.54           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1710.00           | $3420.00           | Equities   |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3487.00           | $9798.47           | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $18.00             | $27001.08          | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $27501.00          | $40701.48          | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $206109.00         | $342140.94         | Equities   |
| AUREUS GREENWAY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $18700.00          | $37213.00          | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1469.68           | Equities   |
| ASSET ENTITIES INC             CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $132212.00         | $446876.56         | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $890100.00         | $20944053.00       | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $202265.00         | $22499958.60       | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $20133.00          | $1127850.66        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $1912.00           | $100877.12         | Equities   |
| CALCIMEDICA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $783.00            | $2873.61           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $8789.00           | $448543.98         | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3628.00           | $101664.54         | Equities   |
| GRUPO AVAL ACCIONES Y VALORES  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3965.00           | $11300.25          | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $193.00            | $7689.12           | Equities   |
| GENERATION BIO CO              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7576.00           | $34167.76          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $22797.00          | $1130959.17        | Equities   |
| FIVERR INTL LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $40612.00          | $894682.36         | Equities   |
| GOOD TIMES RESTAURANTS INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $842.00            | $1195.64           | Equities   |
| PRIMECH HOLDINGS LTD.          SHS              | 2500-12-31      | N/A      | 0.0000% | $1271.00           | $1855.66           | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $1212848.00        | Equities   |
| U POWER LTD                    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $11938.00          | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $253.00            | $6605.40           | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP GRW | 2500-12-31      | N/A      | 0.0000% | $8051.00           | $727246.83         | Equities   |
| ROCKY MTN CHOCOLATE FACTORY IN COM              | 2500-12-31      | N/A      | 0.0000% | $819.00            | $1375.92           | Equities   |
| REALPHA TECH CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $25200.00          | $10127.88          | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $11060.00          | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3615.04           | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $528587.00         | $607875.05         | Equities   |
| MUSTANG BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $20349.00          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $131587.00         | $192117.02         | Equities   |
| ADVERUM BIOTECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $50446.00          | $120565.94         | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $505016.00         | $355531.26         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM BUFFER | 2500-12-31      | N/A      | 0.0000% | $9109.00           | $239570.34         | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7312.00           | $20985.44          | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $2431.00           | $86543.60          | Equities   |
| UNITED HOMES GROUP INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $1513.00           | $5673.75           | Equities   |
| 2023 ETF SERIES TRUST          EAGLE CAPITAL SE | 2500-12-31      | N/A      | 0.0000% | $5850.00           | $175909.50         | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $41797.00          | $47230.61          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1723214.00        | $1265356.04        | Equities   |
| SSGA ACTIVE ETF TR             INCOM ALLO ETF   | 2500-12-31      | N/A      | 0.0000% | $341.00            | $11067.33          | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6440.64           | Equities   |
| SHINECO INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $122724.00         | $20666.72          | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.77              | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $242614.00         | $186594.43         | Equities   |
| SPINNAKER ETF SERIES           INDEXPERTS QUALI | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $124039.89         | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $3177.00           | $91783.53          | Equities   |
| TIDAL TR II                    YIELDMAX MRNA OP | 2500-12-31      | N/A      | 0.0000% | $90000.00          | $214200.00         | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $2222.00           | $186114.72         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1767.21           | Equities   |
| STAR EQUITY HOLDINGS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $501.00            | $1052.10           | Equities   |
| STRAN & COMPANY INC            COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $7052.00           | $10648.52          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTOR MI   | 2500-12-31      | N/A      | 0.0000% | $4065.00           | $254184.45         | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1719072.00        | $4383633.60        | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT ETF | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2473.24           | Equities   |
| TIAN RUIXIANG HLDGS LTD        CL A ORD SHS NEW | 2500-12-31      | N/A      | 0.0000% | $12600.00          | $12978.00          | Equities   |
| SOLOWIN HOLDINGS               CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $621.00            | $2440.53           | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $2457.00           | $111007.26         | Equities   |
| NOVA VISION ACQUISITION CORP   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1766.00           | $3390.72           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $662.00            | $16577.14          | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $869000.00         | $13399980.00       | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF  | 2500-12-31      | N/A      | 0.0000% | $1102.00           | $31065.38          | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $1081.00           | $4399.67           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $3627.99           | Equities   |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3172.88           | Equities   |
| XCF GLOBAL INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9597.00           | $14395.50          | Equities   |
| PYXIS TANKERS INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $17756.70          | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $5677.00           | $27874.07          | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4098.00           | $17785.32          | Equities   |
| INTEGRATED MEDIA TECHNLOGY LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1365.00           | Equities   |
| BW LPG LTD                     COM              | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $16212.00          | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $273180.00         | $117549.35         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $17727.00          | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $114400.00         | $355784.00         | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $125624.00         | $229891.92         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $303539.00         | $213539.69         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $10724.00          | $230458.76         | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $28116.00          | $42736.32          | Equities   |
| LIXIANG ED HLDG CO LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5254.00           | $7460.68           | Equities   |
| FITELL CORP                    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $27804.00          | $15347.81          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $89702.00          | $156081.48         | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $32255.00          | $826695.65         | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $55629.00          | $108476.55         | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $784575.00         | $1208245.50        | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $300.00            | $6699.00           | Equities   |
| GRANITESHARES ETF TR           BBG COMMD K 1    | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $125910.60         | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $52900.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $19810.00          | $747431.30         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $168055.00         | $6609603.15        | Equities   |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1168.00           | $2604.64           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $14574.00          | $444142.65         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $7738.00           | $110382.57         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4793.76           | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1702.63           | Equities   |
| FORTIS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $60600.00          | $2969400.00        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $125.00            | $6147.50           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $721.00            | $14007.01          | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $5612.00           | $191593.68         | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $253407.00         | $587904.24         | Equities   |
| GD CULTURE GROUP LTD           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $5205.19           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3191.00           | $355211.91         | Equities   |
| ELEVATION SERIES TRUST         OPAL DIVID INCOM | 2500-12-31      | N/A      | 0.0000% | $1919.00           | $68354.78          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $91796.00          | $201033.24         | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $100324.20         | Equities   |
| DBX ETF TR                     XTRACK CSI 500 A | 2500-12-31      | N/A      | 0.0000% | $1739.00           | $54624.25          | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $1124942.00        | $14343010.50       | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $25796.00          | $53655.68          | Equities   |
| ENVOY MEDICAL INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $1963.84           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $369327.00         | $326558.93         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $63387.00          | $392999.40         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $228900.00         | $130335.66         | Equities   |
| LARGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $4124.00           | $5773.60           | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $129381.00         | $520111.62         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DYNAMIC MUNICIP  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1164.03           | Equities   |
| SOHO HOUSE & CO INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7268.00           | $46297.16          | Equities   |
| GREENFIRE RES LTD NEW          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $5027.00           | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $4429.00           | $18247.48          | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $26648.00          | $2424968.00        | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $4888.00           | $11144.64          | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $126362.00         | $288105.36         | Equities   |
| SCIENJOY HOLDING CORP          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $21100.00          | $17620.61          | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $433936.00         | $381863.68         | Equities   |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $43579.00          | $1086860.26        | Equities   |
| AMESITE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1532.00           | $4550.04           | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $233552.00         | $252236.16         | Equities   |
| CO-DIAGNOSTICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $1488.28           | Equities   |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $17191.00          | $63778.61          | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $77189.00          | $104205.15         | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $78600.00          | $15909426.00       | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $127.00            | $9604.60           | Equities   |
| NETCAPITAL INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9063.00           | $30089.16          | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $55843.00          | $114478.15         | Equities   |
| PGIM ROCK ETF TR               LADDERED NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $2104.00           | $57318.22          | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $312.00            | $1279.20           | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12228.46          | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $690048.00         | $3836666.88        | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3508.00           | $85345.43          | Equities   |
| LION GROUP HOLDING LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1946.00           | $5156.90           | Equities   |
| WINDTREE THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35700.00          | $27492.57          | Equities   |
| LESLIES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $280046.00         | $114482.80         | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $374918.00         | Equities   |
| YSX TECH CO  LTD               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $9297.00           | $26310.51          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $968.00            | $52368.80          | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $621585.00         | Equities   |
| DRAGANFLY INC.                 COM              | 2500-12-31      | N/A      | 0.0000% | $299580.00         | $1488912.60        | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $1219.00           | $2584.28           | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $79453.00          | $123946.68         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $2568.00           | $105082.56         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $640478.00         | $22499992.14       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $2894.00           | $183277.02         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTR SML   | 2500-12-31      | N/A      | 0.0000% | $1944.00           | $77740.56          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $902.00            | $43187.76          | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $5038.00           | $240816.40         | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $136055.00         | $4537434.25        | Equities   |
| REVIVA PHARMACEUTCLS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $58461.00          | $27131.75          | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1747.23           | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $327221.00         | $6132121.54        | Equities   |
| OSTIN TECHNOLOGY GROUP CO LTD  SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $178056.00         | $13959.59          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $89304.00          | $180394.08         | Equities   |
| ZENVIA INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $3849.00           | $5773.50           | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $74545.00          | $1422318.60        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $1867.00           | $71432.91          | Equities   |
| GLOBAL X FDS                   DISRUPTIVE MATLS | 2500-12-31      | N/A      | 0.0000% | $600.00            | $11051.58          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $31679.00          | $1317212.82        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $17603.00          | $362973.86         | Equities   |
| GRANITESHARES ETF TR           2X LONG INTC DAI | 2500-12-31      | N/A      | 0.0000% | $69600.00          | $1104552.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  GLOBAL DRGN CN   | 2500-12-31      | N/A      | 0.0000% | $607.00            | $17481.60          | Equities   |
| GRANITESHARES ETF TR           2X LONG RDDT DA  | 2500-12-31      | N/A      | 0.0000% | $29600.00          | $816006.88         | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $3152.00           | $305351.58         | Equities   |
| KYVERNA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $5766.00           | $21680.16          | Equities   |
| GRANITESHARES ETF TR           2X LONG UBER     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5810.60           | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $60906.00          | $6311688.78        | Equities   |
| SONOMA PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1892.00           | $5846.28           | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $232000.00         | $5999520.00        | Equities   |
| SENSTAR TECHNOLOGIES CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $9032.00           | $41005.28          | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $21477.00          | $759426.72         | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $15059.00          | $1030939.14        | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $1315.00           | $146776.88         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $2861.00           | $98797.48          | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $97207.00          | $8570741.19        | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $149.00            | $3552.16           | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $80600.00          | $1075204.00        | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $3230.00           | $82526.50          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $3730.00           | $373991.06         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $339008.00         | $22499960.96       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $50830.00          | $2551157.70        | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR AGRI CMDTY STRA  | 2500-12-31      | N/A      | 0.0000% | $8549.00           | $295709.91         | Equities   |
| JANUS DETROIT STR TR           HENDERSON MID    | 2500-12-31      | N/A      | 0.0000% | $113.00            | $3366.30           | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $96.00             | $8385.60           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1174.00           | $1678.82           | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES SM | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $37303.74          | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $50370.00          | $1253709.30        | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $17648.00          | $54708.80          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2540.00           | Equities   |
| VANGUARD MALVERN FDS           CORE BD ETF      | 2500-12-31      | N/A      | 0.0000% | $416.00            | $32088.16          | Equities   |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $3698.52           | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $76456.44          | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $105201.60         | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $500.00            | $15080.00          | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $126623.20         | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $974736.00         | $12817778.40       | Equities   |
| DEUTSCHE BANK A G              NAMEN AKT        | 2500-12-31      | N/A      | 0.0000% | $280641.00         | $9334119.66        | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $2897.00           | $178513.14         | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $177.00            | $18856.75          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3374.77           | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $36138.00          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $210642.00         | $290685.96         | Equities   |
| WISDOMTREE TR                  ITL HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $9310.00           | $434101.09         | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $91069.00          | $17229344.11       | Equities   |

### Security 711: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VA78, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19VA78
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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 | 2028-03-15      | 3.8750%  | 0.0000% | $106379000.00      | $107891842.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $29169400.00       | $29267297.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1620000.00        | $1225407.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $6485500.00        | $6531811.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $79519400.00       | $56014744.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $67101600.00       | $67412966.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $98477200.00       | $97824296.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $51929800.00       | $51459835.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $247862400.00      | $249998147.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $49688000.00       | $40127577.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $262921000.00      | $249999700.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $360331200.00      | $249999980.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $1371400.00        | $1269172.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $10807000.00       | $10384633.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $256254400.00      | $249998862.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $9987900.00        | $9184250.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $18192000.00       | $18216937.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $80388800.00       | $81230671.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $162863000.00      | $161336973.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $152869400.00      | $93126155.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1073100.00        | $995920.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $2550000.00        | $2502873.45        | U.S. Treasuries (including strips) |

### Security 712: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VAU7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19VAU7
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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 | 2026-12-15      | 4.3750%  | 0.0000% | $151720400.00      | $153204473.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | 0.0000% | $1211200.00        | $1210834.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $5967400.00        | $6081246.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $5449900.00        | $8826096.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $5740000.00        | $5793957.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $248432800.00      | $249999954.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $36524800.00       | $36571008.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $7643500.00        | $7445514.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $2916900.00        | $2845510.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $251190800.00      | $249999989.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $248202100.00      | $249971176.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $20742400.00       | $21168651.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $249108100.00      | $249999907.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $2887200.00        | $2919691.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $144500.00         | $146023.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $2900.00           | $2902.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $27712900.00       | $28315509.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $99297400.00       | $100370363.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $257701300.00      | $249999944.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $241191900.00      | $232986631.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $18974300.00       | $18000146.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $166888300.00      | $219117359.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $13289800.00       | $12910141.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $21640200.00       | $21991751.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $10049200.00       | $10250018.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $106200400.00      | $103871189.78      | U.S. Treasuries (including strips) |

### Security 713: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19VB77, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19VB77
- **C.18 - Value (incl. sponsor support):** $399623820.00
- **C.18.a - Value (excl. sponsor support):** $399623820.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| CIFC FUNDING LTD 2021-5R       C-R    20380115 FLT | 2038-01-15      | 6.1176%  | 0.0000% | $3400000.00        | $3418594.30        | Asset-Backed Securities |
| COLT MTG LOAN TR 2022-7        A-1    20670725 FLT | 2067-07-25      | 5.1620%  | 0.0000% | $3000000.00        | $1925641.31        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.9065%  | 0.0000% | $1046000.00        | $1063024.24        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2817340.76        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $5365000.00        | $4087633.09        | Asset-Backed Securities |
| AMSR TRUST 2021-SFR4           B      20381217 2.4 | 2038-12-17      | 2.4170%  | 0.0000% | $4000000.00        | $3873276.67        | Asset-Backed Securities |
| OHA LOAN FUNDING LTD 2013-1R3  C-R3   20370423 FLT | 2037-04-23      | 6.6690%  | 0.0000% | $250000.00         | $250660.50         | Asset-Backed Securities |
| PPM CLO 5 LTD                  C      20341018 FLT | 2034-10-18      | 6.5906%  | 0.0000% | $1000000.00        | $1002629.94        | Asset-Backed Securities |
| PRESTIGE AUTO RECV TR 2023-1   B      20270415 5.5 | 2027-04-15      | 5.5500%  | 0.0000% | $1665000.00        | $126262.25         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2021-3   D      20270915 1.3 | 2027-09-15      | 1.3300%  | 0.0000% | $1293000.00        | $236666.99         | Asset-Backed Securities |
| AGL CLO 2021-10 LTD            D      20340417 FLT | 2034-04-17      | 7.4792%  | 0.0000% | $500000.00         | $502207.04         | Asset-Backed Securities |
| MORGAN STAN ETN VNCCLO 2021-1  A      20341023 FLT | 2034-10-23      | 5.7406%  | 0.0000% | $2000000.00        | $2005611.38        | Asset-Backed Securities |
| OHA CREDIT FDG LTD 2019-3R2    A-R2   20380120 FLT | 2038-01-20      | 5.6455%  | 0.0000% | $2000000.00        | $2009716.38        | Asset-Backed Securities |
| PRKCM TRUST 2022-AFC1          A-1A   20570425 FLT | 2057-04-25      | 4.1000%  | 0.0000% | $439000.00         | $296874.30         | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 C      20321015 FLT | 2032-10-15      | 6.8676%  | 0.0000% | $610000.00         | $611843.57         | Asset-Backed Securities |
| GOLUB CAPITAL PARTNERS 2025-80 A-1    20390509 FLT | 2039-05-09      | 5.6809%  | 0.0000% | $22800000.00       | $23200387.84       | Asset-Backed Securities |
| GOLUB CAP PAR CLO 2016-31(M)RR C-RR   20341106 FLT | 2034-11-06      | 6.5597%  | 0.0000% | $3800000.00        | $3840214.09        | Asset-Backed Securities |
| OCTAGON INV PART LTD 2014-17R2 D-R2   20310127 FLT | 2031-01-27      | 7.0801%  | 0.0000% | $2000000.00        | $2007140.02        | Asset-Backed Securities |
| USQ RAIL I LLC 2021-1          A      20510228 2.2 | 2051-02-28      | 2.2500%  | 0.0000% | $2610000.00        | $1985456.38        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2022-6 A-1    20670625 FLT | 2067-06-25      | 4.9100%  | 0.0000% | $571429.00         | $398603.14         | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 5.1896%  | 0.0000% | $1450000.00        | $1456775.12        | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 5.5055%  | 0.0000% | $14850000.00       | $14845237.65       | Asset-Backed Securities |
| BOWLING GREEN PARK CLO 2019-1A B-RR   20350418 FLT | 2035-04-18      | 5.7591%  | 0.0000% | $6500000.00        | $6495104.60        | Asset-Backed Securities |
| BLACKROCK ELBERT CLO 2020-5R   A-1-R  20340615 FLT | 2034-06-15      | 6.1685%  | 0.0000% | $5000000.00        | $5041394.39        | Asset-Backed Securities |
| CCG REC TR 2022-1              A-2    20290716 3.9 | 2029-07-16      | 3.9100%  | 0.0000% | $31127000.00       | $1702313.78        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9700%  | 0.0000% | $2000000.00        | $1996976.00        | Asset-Backed Securities |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.7255%  | 0.0000% | $15000000.00       | $14938806.21       | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.8701%  | 0.0000% | $184000.00         | $44887.33          | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 7.0255%  | 0.0000% | $510000.00         | $506425.68         | Asset-Backed Securities |
| AGL CORE CLO LTD 2023-27       A      20361021 FLT | 2036-10-21      | 6.0555%  | 0.0000% | $12325000.00       | $12376544.15       | Asset-Backed Securities |
| OCTAGON INVEST PART 2019-20RR  C-RR   20370812 FLT | 2037-08-12      | 6.4003%  | 0.0000% | $750000.00         | $763082.10         | Asset-Backed Securities |
| OAKTREE CLO 2024-27 LTD        A-2    20371022 FLT | 2037-10-22      | 5.9020%  | 0.0000% | $250000.00         | $250448.87         | Asset-Backed Securities |
| PENFED AUTO REC TR 2022-A      A-4    20281215 4.1 | 2028-12-15      | 4.1800%  | 0.0000% | $133000.00         | $54241.49          | Asset-Backed Securities |
| HPEFS EQUIPMENT TR 2024-1      D      20311120 5.8 | 2031-11-20      | 5.8200%  | 0.0000% | $260000.00         | $262929.51         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $6154159.31        | Asset-Backed Securities |
| BCC MIDDLE MKT CLO LLC 2024-1  C      20360717 FLT | 2036-07-17      | 7.0724%  | 0.0000% | $3750000.00        | $3778351.42        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $3944000.00        | $3908974.21        | Asset-Backed Securities |
| DOMNOS PIZZA MSTR 2018-1       A-2-I  20480725 4.1 | 2048-07-25      | 4.1160%  | 0.0000% | $11615000.00       | $10988847.75       | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-113R2      A-R2   20371020 FLT | 2037-10-20      | 5.5676%  | 0.0000% | $370000.00         | $371181.95         | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 8.3255%  | 0.0000% | $250000.00         | $250653.16         | Asset-Backed Securities |
| MARANON LOAN FUNDING 2023-2    A-1    20360115 FLT | 2036-01-15      | 6.8176%  | 0.0000% | $13000000.00       | $13076960.29       | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2025-1     A      20300515 4.3 | 2030-05-15      | 4.3400%  | 0.0000% | $7000000.00        | $7035188.22        | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $290000.00         | $276280.70         | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $98000.00          | $96641.94          | Asset-Backed Securities |
| COOPR RES MTG TR 2025-CES2     A-1A   20600625 FLT | 2060-06-25      | 5.5020%  | 0.0000% | $29453000.00       | $29364700.61       | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 A-3    20270216 3.4 | 2027-02-16      | 3.4900%  | 0.0000% | $3078000.00        | $430396.95         | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6168856.00        | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7510000.00        | $7385828.41        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  D      20310315 5.6 | 2031-03-15      | 5.6200%  | 0.0000% | $3000000.00        | $3043523.33        | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $52560.18          | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $5205000.00        | $5303996.79        | Asset-Backed Securities |
| WORLD OMNI SLCT AUTO T R2021-A D      20271115 1.4 | 2027-11-15      | 1.4400%  | 0.0000% | $2000000.00        | $1986784.00        | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.5755%  | 0.0000% | $2400000.00        | $2325604.99        | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $135000.00         | $113393.22         | Asset-Backed Securities |
| TRICON RES TR  2024-SFR3       C      20410819 5.2 | 2041-08-19      | 5.2500%  | 0.0000% | $500000.00         | $498910.50         | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  A-3    20271015 5.6 | 2027-10-15      | 5.6100%  | 0.0000% | $418000.00         | $66221.07          | Asset-Backed Securities |
| SANTANDR DR AUTO REC TR 2025-3 D      20310915 5.1 | 2031-09-15      | 5.1100%  | 0.0000% | $5980000.00        | $5958872.66        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $2084103.62        | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   B      20280215 4.9 | 2028-02-15      | 4.9800%  | 0.0000% | $110000.00         | $25781.12          | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $2033914.97        | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.5255%  | 0.0000% | $2033953.00        | $2037721.91        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        B      20290215 5.4 | 2029-02-15      | 5.4100%  | 0.0000% | $13102000.00       | $3882603.74        | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $979000.00         | $232266.36         | Asset-Backed Securities |
| WIND RIVER CLO LTD 2021-2      B      20340720 FLT | 2034-07-20      | 6.2371%  | 0.0000% | $15000000.00       | $15014287.92       | Asset-Backed Securities |
| WIND RIVER CLO LTD 2022-2      A-1-R  20350720 FLT | 2035-07-20      | 5.6720%  | 0.0000% | $770000.00         | $772205.09         | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.7392%  | 0.0000% | $2500000.00        | $2387499.06        | Asset-Backed Securities |
| KKR CLO LTD 2022-42            D      20340720 FLT | 2034-07-20      | 7.9755%  | 0.0000% | $2500000.00        | $2501063.54        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2025-2 D      20310115 5.5 | 2031-01-15      | 5.5900%  | 0.0000% | $3279000.00        | $3338659.58        | Asset-Backed Securities |
| FOURSI CAP AUTO RECV TR 2023-1 A-3    20271215 5.3 | 2027-12-15      | 5.3900%  | 0.0000% | $630000.00         | $98272.15          | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $25099.19          | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.5176%  | 0.0000% | $2390000.00        | $2396923.09        | Asset-Backed Securities |
| SYMPHONY CLO 2022-37R LTD      B-1-R  20370121 FLT | 2037-01-21      | 6.7255%  | 0.0000% | $500000.00         | $502104.10         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2020-4 E      20280417 2.8 | 2028-04-17      | 2.8500%  | 0.0000% | $3100000.00        | $1880823.71        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2020-4R    D1A-R  20361020 FLT | 2036-10-20      | 9.0755%  | 0.0000% | $1000000.00        | $1009460.97        | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $146591.96         | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2025-2      A-4    20301115 4.5 | 2030-11-15      | 4.5700%  | 0.0000% | $2500000.00        | $2517592.78        | Asset-Backed Securities |
| LENDMARK FDG TRUST 2021-2      B      20320420 2.3 | 2032-04-20      | 2.3700%  | 0.0000% | $710000.00         | $660174.45         | Asset-Backed Securities |
| MADISON PARK FDG LTD 2017-42R  A-R    20301121 FLT | 2030-11-21      | 5.4690%  | 0.0000% | $300000.00         | $155672.99         | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2025-LEAF1   A-3    20290917 4.7 | 2029-09-17      | 4.7800%  | 0.0000% | $3000000.00        | $3027995.00        | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1830446.28        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $1991000.00        | $2016307.16        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        A-3    20261015 5.9 | 2026-10-15      | 5.9100%  | 0.0000% | $120000.00         | $29880.26          | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2025-1  C      20350716 0.0 | 2035-07-16      | 5.7100%  | 0.0000% | $6880000.00        | $7008028.39        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2023-1    D      20291115 6.2 | 2029-11-15      | 6.2700%  | 0.0000% | $2000000.00        | $2045863.33        | Asset-Backed Securities |
| REGATTA FDG TR 2018-11R        X      20370717 FLT | 2037-07-17      | 5.4224%  | 0.0000% | $4500000.00        | $4008924.96        | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 5.5955%  | 0.0000% | $250000.00         | $250583.58         | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.9844%  | 0.0000% | $20000000.00       | $20191038.30       | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-A  20270216 5.1 | 2027-02-16      | 5.1200%  | 0.0000% | $500000.00         | $61603.53          | Asset-Backed Securities |
| GM FINL AUTOMOBILE LEASING TR  A-3    20260720 5.0 | 2026-07-20      | 5.0500%  | 0.0000% | $1064000.00        | $47911.62          | Asset-Backed Securities |
| TEXTAINER MARINE CONTAINERS    A      20460820 1.9 | 2046-08-20      | 1.9400%  | 0.0000% | $1950000.00        | $1187386.07        | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $3000000.00        | $3046518.50        | Asset-Backed Securities |
| AMERICAN CREDIT ACCEPTANCE 202 A      20270212 5.9 | 2027-02-12      | 5.9000%  | 0.0000% | $4000000.00        | $257513.82         | Asset-Backed Securities |
| AMERICAN CR AC REC TR 2022-1   D      20280313 2.4 | 2028-03-13      | 2.4600%  | 0.0000% | $3295000.00        | $298175.88         | Asset-Backed Securities |
| AMERICAN EX CR  ACCOUNT 2023-4 A      20300916 5.1 | 2030-09-16      | 5.1500%  | 0.0000% | $5270000.00        | $5437474.75        | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2022-2  B      20270915 3.4 | 2027-09-15      | 3.4400%  | 0.0000% | $195000.00         | $3813.63           | Asset-Backed Securities |
| TRP LLC 2021-1                 A      20510617 2.0 | 2051-06-17      | 2.0700%  | 0.0000% | $4000000.00        | $3287895.24        | Asset-Backed Securities |
| HIN TIMESHARE TR 2020-A        B      20391009 2.2 | 2039-10-09      | 2.2300%  | 0.0000% | $665000.00         | $125094.07         | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $120000.00         | $121495.46         | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2021-1    A-4    20270415 1.0 | 2027-04-15      | 1.0400%  | 0.0000% | $5625000.00        | $5211968.67        | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 8.2755%  | 0.0000% | $4250000.00        | $4252119.67        | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 7.0676%  | 0.0000% | $1300000.00        | $1300768.47        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.4992%  | 0.0000% | $3000000.00        | $3004042.21        | Asset-Backed Securities |
| T-MOBILE US TR 2022-1          A      20280522 4.9 | 2028-05-22      | 4.9100%  | 0.0000% | $1110000.00        | $219528.45         | Asset-Backed Securities |
| TRIMARAN CAVU LTD 2021-3       D      20350118 FLT | 2035-01-18      | 8.3706%  | 0.0000% | $4750000.00        | $4757470.42        | Asset-Backed Securities |
| NAVISTAR FINL DL NT TR 2023-1  A      20280825 6.1 | 2028-08-25      | 6.1800%  | 0.0000% | $1400000.00        | $1403067.40        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  D      20301216 5.6 | 2030-12-16      | 5.6700%  | 0.0000% | $270000.00         | $272733.48         | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2023-B   A-3    20261120 5.6 | 2026-11-20      | 5.6600%  | 0.0000% | $125000.00         | $77166.87          | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2018-1   D      20300715 FLT | 2030-07-15      | 7.4792%  | 0.0000% | $850000.00         | $852255.96         | Asset-Backed Securities |
| AMERICAN EX CR AC MT TR 2025-5 A      20320715 4.5 | 2032-07-15      | 4.5100%  | 0.0000% | $4645000.00        | $4684452.31        | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $961369.60         | Asset-Backed Securities |
| AMERICAN CR AC REC TR 2022-1   E      20280313 3.6 | 2028-03-13      | 3.6400%  | 0.0000% | $17660000.00       | $17681033.06       | Asset-Backed Securities |
| AVIS BUDGET CAR FDG LLC 2021-2 A      20280220 1.6 | 2028-02-20      | 1.6600%  | 0.0000% | $20058000.00       | $19277988.95       | Asset-Backed Securities |
| ANGEL OAK MTG TR 2020-5        B-2    20650525 FLT | 2065-05-25      | 5.1147%  | 0.0000% | $2480000.00        | $2344562.82        | Asset-Backed Securities |
| HTUNDAI AUTO REC TR 2021-B     A-4    20270216 0.6 | 2027-02-16      | 0.6000%  | 0.0000% | $500000.00         | $34425.39          | Asset-Backed Securities |
| RISERVA CLO LTD 2016RR         D-RR   20340118 FLT | 2034-01-18      | 7.8406%  | 0.0000% | $700000.00         | $701106.93         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2022-1    A-3    20280120 3.2 | 2028-01-20      | 3.2700%  | 0.0000% | $2074000.00        | $1652327.51        | Asset-Backed Securities |
| EXETER ATMBL REC TR 2022-4     D      20281215 5.9 | 2028-12-15      | 5.9800%  | 0.0000% | $250000.00         | $252129.94         | Asset-Backed Securities |
| EXETER AUTO REC 2021-1         E      20280215 2.2 | 2028-02-15      | 2.2100%  | 0.0000% | $10655000.00       | $10313538.40       | Asset-Backed Securities |
| FDF LTD 2019-5R                D-R    20380125 5.7 | 2038-01-25      | 5.7690%  | 0.0000% | $2000000.00        | $1904543.00        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 A-4    20310115 4.4 | 2031-01-15      | 4.4700%  | 0.0000% | $7350000.00        | $7383327.35        | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-4  A-2    20270927 5.2 | 2027-09-27      | 5.2500%  | 0.0000% | $415000.00         | $176034.33         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $6300528.89        | Asset-Backed Securities |
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $2801000.00        | $2802209.25        | Asset-Backed Securities |
| ARROYO MORTGAGE TRUST 2022-1   A-1A   20561225 FLT | 2056-12-25      | 2.4950%  | 0.0000% | $12000000.00       | $6847101.99        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    E      20280613 6.5 | 2028-06-13      | 6.5700%  | 0.0000% | $7000000.00        | $7038269.00        | Asset-Backed Securities |
| ANCHORAGE CAP 0.01 20JUL38 144A FRN                | 2038-07-20      | 5.6210%  | 0.0000% | $30000000.00       | $30173314.17       | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 D      20320517 5.2 | 2032-05-17      | 5.2200%  | 0.0000% | $4229000.00        | $4245002.54        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2650000.00        | $952304.67         | Asset-Backed Securities |
| ENTERPRISE FLEET FING 2025-3   A3     20290920 4.4 | 2029-09-20      | 4.4600%  | 0.0000% | $135000.00         | $135645.45         | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3775000.00        | $2729875.93        | Asset-Backed Securities |

### Security 714: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19VBG7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19VBG7
- **C.18 - Value (incl. sponsor support):** $1199997516.00
- **C.18.a - Value (excl. sponsor support):** $1199997516.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITGRP COML MTG TR 2015-GC29   D      20480410 3.1 | 2048-04-10      | 3.1100%  | 0.0000% | $286000.00         | $200912.62         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C5  A-S    20510612 FLT | 2051-06-12      | 4.4080%  | 0.0000% | $1363031.00        | $1337276.98        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 11.0645% | 0.0000% | $26906846.00       | $28520559.39       | Private Label Collateralized Mortgage Obligations |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32       | 2032-05-08      | 4.7500%  | 0.0000% | $896000.00         | $913276.12         | Corporate Debt Securities                         |
| BANK 2019-BNK16                A-S    20520216 FLT | 2052-02-16      | 4.2670%  | 0.0000% | $1488333.00        | $1437055.22        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2021-FPM            E      20380615 FLT | 2038-06-15      | 10.1065% | 0.0000% | $2400000.00        | $2407132.80        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK11                D      20610317 3.0 | 2061-03-17      | 3.0000%  | 0.0000% | $5465000.00        | $4130069.92        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $12000.00          | $11674.72          | Corporate Debt Securities                         |
| BAMLL CML MTG SEC TR 2022-DKLX E      20390118 FLT | 2039-01-18      | 8.4690%  | 0.0000% | $2194000.00        | $1978350.62        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1206000.00        | $959412.30         | Private Label Collateralized Mortgage Obligations |
| CONN AVN SEC TR 2022-R07       1B-2   20420625 FLT | 2042-06-25      | 16.3497% | 0.0000% | $2250000.00        | $2638257.75        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.8145% | 0.0000% | $14500000.00       | $17193965.85       | Private Label Collateralized Mortgage Obligations |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 28      | 2028-09-01      | 3.5000%  | 0.0000% | $15000.00          | $14640.54          | Corporate Debt Securities                         |
| FHLMC REMIC 2020-HQA3          B-2    20500725 FLT | 2050-07-25      | 14.4645% | 0.0000% | $1200000.00        | $1579484.10        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-1    20331025 FLT | 2033-10-25      | 7.8500%  | 0.0000% | $2715000.00        | $3056930.72        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-HQA2          B-2    20490426 FLT | 2049-04-26      | 15.7145% | 0.0000% | $3375000.00        | $4060712.53        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HRP2          B-2    20470225 FLT | 2047-02-25      | 14.9645% | 0.0000% | $6770000.00        | $8375898.72        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 12.1500% | 0.0000% | $47900000.00       | $51140578.75       | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1142433.20        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9855000.00        | $9300892.77        | Private Label Collateralized Mortgage Obligations |
| POTOMAC ELEC PWR CO            1ST MTG BD7.9%38    | 2038-12-15      | 7.9000%  | 0.0000% | $5650000.00        | $7113770.61        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $298000.00         | $311796.90         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $11912000.00       | $11626998.78       | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.7200%  | 0.0000% | $8161000.00        | $1119966.43        | Private Label Collateralized Mortgage Obligations |
| PROLOGIS L P                   SR GLBL NT 54       | 2054-03-15      | 5.2500%  | 0.0000% | $10000.00          | $9491.33           | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50       | 2050-05-15      | 3.3000%  | 0.0000% | $2000.00           | $1337.53           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $42000.00          | $37403.75          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-2    20550225 FLT | 2055-02-25      | 5.6030%  | 0.0000% | $2097000.00        | $1962516.70        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MTR 2024-NQM1  B-2    20640325 FLT | 2064-03-25      | 8.0227%  | 0.0000% | $1830000.00        | $1802034.96        | Private Label Collateralized Mortgage Obligations |
| MARVELL TECHNOLOGY INC         SR GLBL NT 35       | 2035-07-15      | 5.4500%  | 0.0000% | $2150000.00        | $2174384.58        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $377000.00         | $371267.09         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 36       | 2036-12-16      | 5.8750%  | 0.0000% | $481000.00         | $516398.59         | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7294908.60        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $471000.00         | $459155.53         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $1000.00           | $648.73            | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 4%28     | 2028-03-01      | 4.0000%  | 0.0000% | $650000.00         | $657004.83         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF GLBL 26    | 2026-01-26      | 4.9350%  | 0.0000% | $431000.00         | $431956.10         | Corporate Debt Securities                         |
| BANCO SANTANDER CHILE NEW      FR 3.177%102631     | 2031-10-26      | 3.1770%  | 0.0000% | $2970000.00        | $2721011.54        | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 54       | 2054-06-01      | 5.6500%  | 0.0000% | $95000.00          | $94661.48          | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT | 2055-05-17      | 4.4430%  | 0.0000% | $2359997.00        | $2273907.77        | Private Label Collateralized Mortgage Obligations |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $2000.00           | $1257.27           | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC23   D      20470712 FLT | 2047-07-12      | 4.5885%  | 0.0000% | $6500000.00        | $3531017.15        | Private Label Collateralized Mortgage Obligations |
| DANAHER CORP DEL               SR GLBL NT2.6%50    | 2050-10-01      | 2.6000%  | 0.0000% | $3000.00           | $1819.49           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35    | 2035-03-01      | 5.0500%  | 0.0000% | $13000.00          | $13192.55          | Corporate Debt Securities                         |
| CIM TR 2024-R1                 A1     20640625 FLT | 2064-06-25      | 4.7500%  | 0.0000% | $1000000.00        | $832018.07         | Private Label Collateralized Mortgage Obligations |
| DUPONT DE NEMOURS INC          SR GLBL NT 25       | 2025-11-15      | 4.4930%  | 0.0000% | $2000.00           | $2016.33           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $7000.00           | $6357.91           | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 26       | 2026-02-28      | 2.9500%  | 0.0000% | $7000.00           | $7024.06           | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO 2024-7    C      20370720 FLT | 2037-07-20      | 7.5255%  | 0.0000% | $5168012.00        | $5192510.51        | Asset-Backed Securities                           |
| JOHN DEERE CAPITAL CORPORATION FR 1.45%011531      | 2031-01-15      | 1.4500%  | 0.0000% | $804000.00         | $692231.49         | Corporate Debt Securities                         |
| BRAVO RESIDENTIAL 2023-NQM7    A-3    20630925 FLT | 2063-09-25      | 7.5350%  | 0.0000% | $1770000.00        | $1246617.30        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   SR GLBL NT5.2%32    | 2032-04-15      | 5.2000%  | 0.0000% | $2000.00           | $2076.68           | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R03         1B-2   20411226 FLT | 2041-12-26      | 9.8500%  | 0.0000% | $2310000.00        | $2411784.76        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 3.311%042242     | 2042-04-22      | 3.3110%  | 0.0000% | $280000.00         | $216237.07         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.6981%  | 0.0000% | $27500000.00       | $1518143.80        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $1792000.00        | $1786956.02        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53    | 2053-02-01      | 5.3000%  | 0.0000% | $140000.00         | $135158.80         | Corporate Debt Securities                         |
| CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT | 2042-01-27      | 8.8500%  | 0.0000% | $100000.00         | $104428.50         | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53    | 2053-10-01      | 6.5000%  | 0.0000% | $324000.00         | $356564.16         | Corporate Debt Securities                         |
| CROSS 2023-H1 MTG TR           M-1    20680325 FLT | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1920347.85        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT | 2069-11-25      | 5.5850%  | 0.0000% | $500000.00         | $441649.94         | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 26     | 2026-03-02      | 1.4500%  | 0.0000% | $425000.00         | $419947.34         | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 4.688%30    | 2030-07-08      | 4.6880%  | 0.0000% | $5832000.00        | $5848657.49        | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.9451%  | 0.0000% | $77607000.00       | $5079971.90        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-01-23      | 5.0400%  | 0.0000% | $347000.00         | $350143.82         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5990%  | 0.0000% | $2000000.00        | $1654690.74        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C30      B      20490917 FLT | 2049-09-17      | 3.3070%  | 0.0000% | $2000000.00        | $1853145.67        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $469000.00         | $513686.12         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $584000.00         | $607406.72         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2020B 50    | 2050-01-30      | 3.7000%  | 0.0000% | $10000.00          | $7427.80           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $1000.00           | $873.00            | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26    | 2026-04-06      | 5.4000%  | 0.0000% | $1398000.00        | $1428154.86        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $65000.00          | $66069.72          | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $2000000.00        | $1327036.89        | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL REGS 26     | 2026-09-22      | 3.5000%  | 0.0000% | $803000.00         | $801210.65         | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS4        B      20491115 FLT | 2049-11-15      | 3.8112%  | 0.0000% | $10000.00          | $9541.73           | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       SR GLBL NT 35       | 2035-08-15      | 5.3750%  | 0.0000% | $28000.00          | $28593.03          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.5%53    | 2053-09-15      | 3.5000%  | 0.0000% | $558000.00         | $382739.02         | Corporate Debt Securities                         |
| ADJUSTABLE RATE MTG 2005-7     7-M-1  20351025 FLT | 2035-10-25      | 5.4667%  | 0.0000% | $2355936.00        | $1044766.04        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1591853.02        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   A-1    20681125 FLT | 2068-11-25      | 7.0490%  | 0.0000% | $264000.00         | $209662.01         | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM3   A-1    20690725 FLT | 2069-07-25      | 6.4510%  | 0.0000% | $5967000.00        | $4967049.61        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM2   A-1    20690425 FLT | 2069-04-25      | 6.4980%  | 0.0000% | $3000000.00        | $2299647.29        | Private Label Collateralized Mortgage Obligations |
| NATWEST GROUP PLC              SR GLBL COCO 28     | 2028-03-01      | 5.5830%  | 0.0000% | $744000.00         | $772575.12         | Corporate Debt Securities                         |
| ROCKFORD TOWR CLO LTD 2019-2R2 D-R2   20320820 FLT | 2032-08-20      | 7.3220%  | 0.0000% | $5721767.00        | $5815970.06        | Asset-Backed Securities                           |
| SIMON PPTY GROUP LP            3.375%27            | 2027-12-01      | 3.3750%  | 0.0000% | $363000.00         | $357201.08         | Corporate Debt Securities                         |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $3185154.00        | $3373999.29        | Private Label Collateralized Mortgage Obligations |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $613000.00         | $511743.30         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $1218000.00        | $1270137.50        | Corporate Debt Securities                         |
| PSEG POWER LLC                 SR REGS NT 35       | 2035-05-15      | 5.7500%  | 0.0000% | $2000.00           | $2075.58           | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.7035%  | 0.0000% | $5000000.00        | $4686247.96        | Private Label Collateralized Mortgage Obligations |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 25       | 2025-12-01      | 3.7500%  | 0.0000% | $458000.00         | $459469.72         | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $1323000.00        | $1353222.10        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.08%012027      | 2027-01-20      | 5.0800%  | 0.0000% | $1802000.00        | $1810040.92        | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 5.2917%  | 0.0000% | $12500000.00       | $5661468.46        | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $20000.00          | $20872.88          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.6%25    | 2025-12-01      | 4.6000%  | 0.0000% | $1243000.00        | $1253064.16        | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 5.0667%  | 0.0000% | $49903000.00       | $1851199.11        | Private Label Collateralized Mortgage Obligations |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.3%34    | 2034-01-19      | 5.3000%  | 0.0000% | $38600000.00       | $38753606.54       | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM5   M-1    20681125 FLT | 2068-11-25      | 8.1224%  | 0.0000% | $2122800.00        | $2181386.51        | Private Label Collateralized Mortgage Obligations |
| CWALT INC ALT LN TR 2006-OA9   2-A-1A 20460720 FLT | 2046-07-20      | 4.8851%  | 0.0000% | $44499900.00       | $2484624.13        | Private Label Collateralized Mortgage Obligations |
| AMAZON COM INC                 SR GLBL NT 44       | 2044-12-05      | 4.9500%  | 0.0000% | $15000.00          | $14519.25          | Corporate Debt Securities                         |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.9067%  | 0.0000% | $63095200.00       | $2391733.83        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CHOP           G      20320715 FLT | 2032-07-15      | 9.7940%  | 0.0000% | $310000.00         | $301935.01         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-3    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $7964284.06        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY OHIO INC           1M GLBL BD4.3%49    | 2049-02-01      | 4.3000%  | 0.0000% | $4000000.00        | $3311280.00        | Corporate Debt Securities                         |
| CIM TR 2023-I2                 A-1    20671225 FLT | 2067-12-25      | 6.6390%  | 0.0000% | $1000000.00        | $682198.98         | Private Label Collateralized Mortgage Obligations |
| BENCHMART MTG TR 2019-B12      WM-C   20520816 FLT | 2052-08-16      | 4.2463%  | 0.0000% | $2596000.00        | $2244329.08        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT | 2063-09-25      | 6.6020%  | 0.0000% | $665345.00         | $458546.99         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-2    20600715 2.6 | 2060-07-15      | 2.6000%  | 0.0000% | $500000.00         | $341827.99         | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $10000.00          | $9916.88           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.317%102529     | 2029-10-25      | 6.3170%  | 0.0000% | $386000.00         | $414137.60         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $9000.00           | $9420.05           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      B      20530917 FLT | 2053-09-17      | 2.3510%  | 0.0000% | $1100000.00        | $829462.88         | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 27      | 2027-06-15      | 3.2500%  | 0.0000% | $1041000.00        | $1027542.76        | Corporate Debt Securities                         |
| BANK 2021-BNK34                A-5    20630615 FLT | 2063-06-15      | 2.4380%  | 0.0000% | $600000.00         | $517861.60         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $744357.68         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       A-1    20690527 FLT | 2069-05-27      | 6.4210%  | 0.0000% | $600000.00         | $494697.88         | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2017-C8      D      20500617 3.0 | 2050-06-17      | 3.0000%  | 0.0000% | $3741000.00        | $3202475.57        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B10      A-M    20620317 3.9 | 2062-03-17      | 3.9790%  | 0.0000% | $1500000.00        | $1430320.25        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE3         B      20451017 3.9 | 2045-10-17      | 3.9220%  | 0.0000% | $3600000.00        | $3182480.47        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 B-1    20610315 1.9 | 2061-03-15      | 1.9800%  | 0.0000% | $1095000.00        | $790313.04         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1B-1   20420325 FLT | 2042-03-25      | 10.6000% | 0.0000% | $7500000.00        | $8100530.01        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $1496000.00        | $1616255.96        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $457000.00         | $322815.66         | Corporate Debt Securities                         |
| BANK 2019-BNK19                A3     20610817 FLT | 2061-08-17      | 3.1830%  | 0.0000% | $3103000.00        | $2900546.32        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B6       A-S    20511012 FLT | 2051-10-12      | 4.4410%  | 0.0000% | $89000.00          | $85221.05          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P7  A-S    20500415 3.9 | 2050-04-15      | 3.9150%  | 0.0000% | $670000.00         | $646829.72         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVN SEC 2022-R08   1M-2   20420725 FLT | 2042-07-25      | 7.9500%  | 0.0000% | $7500000.00        | $7828785.01        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P5    C      20491013 FLT | 2049-10-13      | 4.2723%  | 0.0000% | $1620000.00        | $1386018.94        | Private Label Collateralized Mortgage Obligations |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $863000.00         | $879399.88         | Corporate Debt Securities                         |
| COLT MTG LN 2021-3 TR          A-1    20660927 FLT | 2066-09-27      | 0.9560%  | 0.0000% | $7465000.00        | $3527378.08        | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3          F      20440812 3.7 | 2044-08-12      | 3.7500%  | 0.0000% | $2000000.00        | $1386610.00        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8868%  | 0.0000% | $5500000.00        | $3832695.03        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $12000000.00       | $4828330.00        | Private Label Collateralized Mortgage Obligations |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $822000.00         | $832844.23         | Corporate Debt Securities                         |
| DEUTSCHE ALT-B SECS 2007-AB1   A-1    20370425 FLT | 2037-04-25      | 4.7667%  | 0.0000% | $32100000.00       | $2307130.52        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-5           CB-1   20350725 FLT | 2035-07-25      | 4.8667%  | 0.0000% | $19215000.00       | $420359.40         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40       | 2040-11-20      | 2.6500%  | 0.0000% | $3295000.00        | $2322205.25        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-1    20680625 FLT | 2068-06-25      | 8.0009%  | 0.0000% | $2000000.00        | $2021704.82        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2019-787E  F      20410215 FLT | 2041-02-15      | 4.5094%  | 0.0000% | $4000000.00        | $3069843.39        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $200000.00         | $208510.64         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.8%35    | 2035-01-15      | 5.8000%  | 0.0000% | $642000.00         | $659544.43         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL FL NT 31    | 2031-07-08      | 5.5670%  | 0.0000% | $3500000.00        | $3526157.37        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 27       | 2027-11-17      | 5.1250%  | 0.0000% | $20000.00          | $20519.69          | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-3    20631225 FLT | 2063-12-25      | 7.7629%  | 0.0000% | $880000.00         | $615054.04         | Private Label Collateralized Mortgage Obligations |
| PIONEER NAT RES CO             SR GLBL NT 31       | 2031-01-15      | 2.1500%  | 0.0000% | $6000.00           | $5312.85           | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $7456000.00        | $4162775.70        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            M-1    20550225 FLT | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1276396.70        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-3    20550225 FLT | 2055-02-25      | 7.2345%  | 0.0000% | $388000.00         | $256242.48         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-2    20631225 FLT | 2063-12-25      | 6.3320%  | 0.0000% | $1320000.00        | $880936.65         | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-3    20640125 FLT | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $2052197.61        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $1000000.00        | $1004649.72        | Corporate Debt Securities                         |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $5209000.00        | $3722886.86        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  B      20481217 FLT | 2048-12-17      | 4.2240%  | 0.0000% | $528412.00         | $524453.67         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ 2004-18   M      20341225 FLT | 2034-12-25      | 4.9967%  | 0.0000% | $10180000.00       | $2379321.62        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR6  II-A-1 20360725 FLT | 2036-07-25      | 4.8467%  | 0.0000% | $58972000.00       | $5376773.05        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $100000.00         | $91656.00          | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $1950000.00        | $1956919.25        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6520%  | 0.0000% | $463027.00         | $408805.00         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  B      20330815 FLT | 2033-08-15      | 5.6390%  | 0.0000% | $810000.00         | $432083.95         | Private Label Collateralized Mortgage Obligations |
| MANULIFE FINL CORP             SR NT 5.375%46      | 2046-03-04      | 5.3750%  | 0.0000% | $250000.00         | $251077.15         | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 33       | 2033-04-15      | 3.2500%  | 0.0000% | $100000.00         | $87172.94          | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LTD         FR 4.401%040228     | 2028-04-02      | 4.4010%  | 0.0000% | $850000.00         | $865440.67         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL 29      | 2029-12-15      | 6.0000%  | 0.0000% | $1100000.00        | $1130576.33        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 4.15%43       | 2043-05-18      | 4.1500%  | 0.0000% | $50000.00          | $42461.76          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $924000.00         | $942334.21         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.1%062430       | 2030-06-24      | 5.1000%  | 0.0000% | $298000.00         | $302381.59         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-146       A-2    20320625 FLT | 2032-06-25      | 2.9200%  | 0.0000% | $4555883.00        | $4143495.10        | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2018-DNA3          B-2    20480925 FLT | 2048-09-25      | 12.2145% | 0.0000% | $4815000.00        | $5551939.35        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA3          B-2    20500627 FLT | 2050-06-27      | 13.8145% | 0.0000% | $2840000.00        | $3672515.94        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $304525.20         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $5000000.00        | $4968220.54        | Private Label Collateralized Mortgage Obligations |
| PEPSICO INC                    SR GLBL NT 25       | 2025-11-10      | 5.2500%  | 0.0000% | $132000.00         | $133817.97         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $10000000.00       | $9895721.76        | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9650%  | 0.0000% | $6047000.00        | $6148199.62        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $1000.00           | $1026.30           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT54    | 2054-06-15      | 5.5500%  | 0.0000% | $650000.00         | $633783.58         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C23      C      20500715 FLT | 2050-07-15      | 4.1493%  | 0.0000% | $100000.00         | $95996.78          | Private Label Collateralized Mortgage Obligations |
| NESTLE HLDGS INC               GLBL 144A NT4%48    | 2048-09-24      | 4.0000%  | 0.0000% | $151000.00         | $123137.65         | Corporate Debt Securities                         |
| OBX 2024-NQM9 TRUST            A-2    20640125 FLT | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1494391.57        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-3    20550225 FLT | 2055-02-25      | 5.7550%  | 0.0000% | $2598000.00        | $2433596.24        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 NT 5.2%39           | 2039-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2091.83           | Corporate Debt Securities                         |
| NATIXIS COMM MTG SEC 2017-75B  A      20370410 3.8 | 2037-04-10      | 3.8581%  | 0.0000% | $8415000.00        | $7260235.49        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $984000.00         | $727756.56         | Corporate Debt Securities                         |
| HOMEBANC MTG TR 2005-1         A-1    20350325 FLT | 2035-03-25      | 4.9667%  | 0.0000% | $135065000.00      | $2288599.12        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 5.5317%  | 0.0000% | $6025000.00        | $4265483.53        | Private Label Collateralized Mortgage Obligations |
| SCULPTOR CLO LTD 2025-35       A-1    20380427 FLT | 2038-04-27      | 5.5561%  | 0.0000% | $5708558.00        | $5778079.94        | Asset-Backed Securities                           |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $5008350.00        | $3595687.70        | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 4.9687%  | 0.0000% | $36271000.00       | $1858407.35        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $1450000.00        | $967058.79         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    SR GLBL NT 26       | 2026-07-01      | 3.2500%  | 0.0000% | $412000.00         | $408316.03         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $27000.00          | $28803.58          | Corporate Debt Securities                         |
| NEUBERGER BRMN LN AD 2019-31R2 AR-2   20390120 FLT | 2039-01-20      | 5.5555%  | 0.0000% | $364854.00         | $365318.53         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $10535000.00       | $9440215.97        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-9 A-1    20691125 FLT | 2069-11-25      | 5.4380%  | 0.0000% | $366400.00         | $340517.90         | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $2711000.00        | $2726049.06        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2704%  | 0.0000% | $1715000.00        | $1733007.48        | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $7000.00           | $6834.48           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B1       A-5    20510118 FLT | 2051-01-18      | 3.6660%  | 0.0000% | $1980000.00        | $1936703.34        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $130000.00         | $128963.56         | Corporate Debt Securities                         |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 5.6267%  | 0.0000% | $72823000.00       | $1979883.16        | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT 27       | 2027-03-25      | 3.3750%  | 0.0000% | $77000.00          | $77016.36          | Corporate Debt Securities                         |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 7.4645%  | 0.0000% | $36243000.00       | $37034441.36       | Private Label Collateralized Mortgage Obligations |
| COLONIAL PIPELINE CO           SR GLBL 144A 25     | 2025-10-01      | 3.7500%  | 0.0000% | $512000.00         | $517125.12         | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R06       1B-2   20420527 FLT | 2042-05-27      | 14.9500% | 0.0000% | $450000.00         | $511785.30         | Private Label Collateralized Mortgage Obligations |
| CONN AVN SEC TR 2022-R06       1M-2   20420527 FLT | 2042-05-27      | 8.2000%  | 0.0000% | $334292.00         | $350040.72         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  C      20340615 FLT | 2034-06-15      | 5.7890%  | 0.0000% | $830000.00         | $718002.20         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-6CB             1-A-1  20360525 5.5 | 2036-05-25      | 5.5000%  | 0.0000% | $46000000.00       | $1714696.60        | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT 31       | 2031-02-26      | 4.9500%  | 0.0000% | $125000.00         | $130616.56         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $1000.00           | $828.58            | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $275000.00         | $279863.22         | Corporate Debt Securities                         |
| BX TR 2021-MFM1                E      20340117 FLT | 2034-01-17      | 6.7065%  | 0.0000% | $6510600.00        | $4573851.53        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $3942000.00        | $4011712.08        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC25   D      20471011 3.5 | 2047-10-11      | 3.5480%  | 0.0000% | $3000000.00        | $1637840.00        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT | 2027-11-25      | 3.3030%  | 0.0000% | $8000.00           | $7858.92           | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC        4.411%39            | 2039-04-23      | 4.4110%  | 0.0000% | $50000.00          | $45535.89          | Corporate Debt Securities                         |
| FLAGSTAR MTG TR 2018-4         B-2    20480725 FLT | 2048-07-25      | 4.1337%  | 0.0000% | $1500000.00        | $1125101.55        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT | 2042-02-25      | 12.8500% | 0.0000% | $1200000.00        | $1310637.20        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $587000.00         | $591683.28         | Corporate Debt Securities                         |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 6.2000%  | 0.0000% | $100000.00         | $101090.43         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B5     20610125 FLT | 2061-01-25      | 1.3801%  | 0.0000% | $1119674.00        | $720082.52         | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 B-1    20611020 2.4 | 2061-10-20      | 2.4100%  | 0.0000% | $100001.00         | $77531.11          | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 B-1    20611020 2.4 | 2061-10-20      | 2.4100%  | 0.0000% | $849999.00         | $659007.11         | Private Label Collateralized Mortgage Obligations |
| LEGG MASON INC                 SR GLBL NT 44       | 2044-01-15      | 5.6250%  | 0.0000% | $2000.00           | $1974.12           | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2018-CH2        A-15   20480625 FLT | 2048-06-25      | 4.0000%  | 0.0000% | $11375000.00       | $1971890.29        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM12 TR              A-1    20640725 FLT | 2064-07-25      | 5.4750%  | 0.0000% | $6450000.00        | $5202156.82        | Private Label Collateralized Mortgage Obligations |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $1000.00           | $990.81            | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $2357000.00        | $2238526.71        | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.2 | 2048-10-20      | 4.2900%  | 0.0000% | $1300000.00        | $1165199.88        | Private Label Collateralized Mortgage Obligations |
| 3M CO                          FR 3%080725         | 2025-08-07      | 3.0000%  | 0.0000% | $90000.00          | $91269.90          | Corporate Debt Securities                         |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 7.4630%  | 0.0000% | $4000000.00        | $3871487.54        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA5          B-2    20501025 FLT | 2050-10-25      | 15.8500% | 0.0000% | $4325000.00        | $6002830.41        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10620000.00       | $9039035.48        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.8500% | 0.0000% | $32000000.00       | $34053280.03       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA3 A-1    20431125 FLT | 2043-11-25      | 6.2000%  | 0.0000% | $700000.00         | $637418.87         | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 4.7%34      | 2034-02-09      | 4.7000%  | 0.0000% | $479000.00         | $487385.16         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 28       | 2028-08-15      | 4.1500%  | 0.0000% | $1182000.00        | $1178886.41        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL NT 46      | 2046-12-14      | 3.3690%  | 0.0000% | $3318000.00        | $2386487.54        | Corporate Debt Securities                         |
| KEYCORP                        FR 4.789%060133     | 2033-06-01      | 4.7890%  | 0.0000% | $4000.00           | $3944.29           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.625%43     | 2043-08-16      | 5.6250%  | 0.0000% | $16000.00          | $16437.14          | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 29       | 2029-06-15      | 4.8750%  | 0.0000% | $492000.00         | $496754.57         | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $6337000.00        | $6122703.78        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $1000.00           | $866.19            | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 62       | 2062-03-17      | 3.0410%  | 0.0000% | $12000.00          | $7698.95           | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     M2     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $182000.00         | $168635.30         | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 SR GLBL NT 47       | 2047-02-06      | 4.2500%  | 0.0000% | $76000.00          | $68259.38          | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT3.5%51    | 2051-11-15      | 3.5000%  | 0.0000% | $17000.00          | $11072.59          | Corporate Debt Securities                         |
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $2000000.00        | $1512116.31        | Private Label Collateralized Mortgage Obligations |
| SAUDI ARABIAN OIL CO           FR 6.375%060255     | 2055-06-02      | 6.3750%  | 0.0000% | $300000.00         | $304524.25         | Corporate Debt Securities                         |
| ROSS STORES INC                SR GLBL NT 26       | 2026-04-15      | 0.8750%  | 0.0000% | $437000.00         | $426811.95         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2019-CH3        A-13   20491025 FLT | 2049-10-25      | 4.0000%  | 0.0000% | $5000000.00        | $1083359.70        | Private Label Collateralized Mortgage Obligations |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $450000.00         | $447740.50         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $4158000.00        | $4137122.22        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 43       | 2043-01-15      | 4.6500%  | 0.0000% | $871000.00         | $756051.23         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C14       E      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $200000.00         | $105238.80         | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     FR 5.836%061234     | 2034-06-12      | 5.8360%  | 0.0000% | $1666000.00        | $1756836.06        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 46       | 2046-02-15      | 5.0500%  | 0.0000% | $1000.00           | $893.49            | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $2263000.00        | $2026264.74        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $11523000.00       | $4103820.43        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.8160%  | 0.0000% | $3000000.00        | $2611052.98        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE BK N A          SR NT 5.11%26       | 2026-12-08      | 5.1100%  | 0.0000% | $6157000.00        | $6261687.81        | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 5.4667%  | 0.0000% | $9636000.00        | $3001333.20        | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.71%30     | 2030-01-13      | 5.7100%  | 0.0000% | $658000.00         | $689015.74         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 36          | 2036-02-01      | 5.6250%  | 0.0000% | $300000.00         | $301138.50         | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $778332.00         | $663552.81         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR3  I-2A-3 20360425 FLT | 2036-04-25      | 5.0067%  | 0.0000% | $58500000.00       | $1962798.37        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 D      20491217 FLT | 2049-12-17      | 3.3748%  | 0.0000% | $8000000.00        | $6014954.50        | Private Label Collateralized Mortgage Obligations |
| LLOYDS BANKING GROUP PLC       4.375%28            | 2028-03-22      | 4.3750%  | 0.0000% | $7941000.00        | $8029586.27        | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2013-C16     D      20460917 FLT | 2046-09-17      | 4.5596%  | 0.0000% | $7848000.00        | $2873103.57        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC25  B      20591217 FLT | 2059-12-17      | 4.3274%  | 0.0000% | $15000.00          | $14505.89          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2090%  | 0.0000% | $2616000.00        | $1729816.06        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    B      20470917 FLT | 2047-09-17      | 4.5079%  | 0.0000% | $4000000.00        | $3841066.29        | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PRTF TR 2024-ATRM E      20391012 FLT | 2039-10-12      | 9.2130%  | 0.0000% | $1900000.00        | $1952442.91        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 1.922%102431     | 2031-10-24      | 1.9220%  | 0.0000% | $360000.00         | $315773.54         | Corporate Debt Securities                         |
| BANK 2019-BNK16                A-4    20520216 FLT | 2052-02-16      | 4.0050%  | 0.0000% | $800000.00         | $783032.40         | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 5.717%092528     | 2028-09-25      | 5.7170%  | 0.0000% | $10000.00          | $10581.31          | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.3150%  | 0.0000% | $41199900.00       | $3244233.03        | Private Label Collateralized Mortgage Obligations |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $175000.00         | $181473.69         | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.9267%  | 0.0000% | $46029478.00       | $3412586.54        | Private Label Collateralized Mortgage Obligations |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $100000.00         | $83653.42          | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.9886%  | 0.0000% | $2373629.00        | $2360520.49        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.078%042340     | 2040-04-23      | 4.0780%  | 0.0000% | $1091000.00        | $954899.08         | Corporate Debt Securities                         |
| BSST MORTGAGE TRUST 2022-1700  B      20370215 FLT | 2037-02-15      | 6.0920%  | 0.0000% | $2300000.00        | $1501827.62        | Private Label Collateralized Mortgage Obligations |
| ASCENSION HEALTH ALLIANCE      TAX BD-2016A 46     | 2046-11-15      | 3.9450%  | 0.0000% | $1000.00           | $796.28            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $250000.00         | $253433.56         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-8      I-A-1  20460625 FLT | 2046-06-25      | 4.7867%  | 0.0000% | $63502100.00       | $2531031.62        | Private Label Collateralized Mortgage Obligations |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $34000.00          | $36659.06          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 31     | 2031-06-24      | 2.6450%  | 0.0000% | $600000.00         | $544563.00         | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2016-UBS10   E      20490716 3.4 | 2049-07-16      | 3.4130%  | 0.0000% | $7000000.00        | $4829098.17        | Private Label Collateralized Mortgage Obligations |
| GLOBAL ATLANTIC FINANCE CO     SR REGS NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $146000.00         | $153267.88         | Corporate Debt Securities                         |
| BMO MORTGAGE TRUST 2024-C9     D      20570717 4.7 | 2057-07-17      | 4.7500%  | 0.0000% | $3870000.00        | $2985477.96        | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C           FR 4.85%020130      | 2030-02-01      | 4.8500%  | 0.0000% | $48000.00          | $49795.45          | Corporate Debt Securities                         |
| US BANCORP                     FR 2.491%110336     | 2036-11-03      | 2.4910%  | 0.0000% | $300000.00         | $256385.73         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.254%26      | 2026-12-11      | 5.2540%  | 0.0000% | $5933000.00        | $6043218.66        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN A      20370715 FLT | 2037-07-15      | 5.9934%  | 0.0000% | $1300000.00        | $1303134.77        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $364221.67         | Private Label Collateralized Mortgage Obligations |
| FHLMC STARC 2021-DNA5          B-2    20340125 FLT | 2034-01-25      | 9.8500%  | 0.0000% | $1120000.00        | $1326238.67        | Private Label Collateralized Mortgage Obligations |
| FORTRESS CR OPPORT CLO 2024-25 D      20370115 FLT | 2037-01-15      | 8.2676%  | 0.0000% | $2008347.00        | $2015668.36        | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.4232%  | 0.0000% | $608000.00         | $385567.45         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.8490%  | 0.0000% | $3000000.00        | $2194047.67        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $500000.00         | $386310.04         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $1550000.00        | $1197561.13        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               M-1    20631225 FLT | 2063-12-25      | 6.8450%  | 0.0000% | $1023000.00        | $1037151.33        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.7629%  | 0.0000% | $4619000.00        | $3740581.91        | Private Label Collateralized Mortgage Obligations |
| SIMON PPTY GROUP LP            SR GLBL NT 49       | 2049-09-13      | 3.2500%  | 0.0000% | $10000.00          | $6844.08           | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-3    20631225 FLT | 2063-12-25      | 6.4330%  | 0.0000% | $1529000.00        | $1019779.46        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54    | 2054-04-15      | 5.7500%  | 0.0000% | $6000.00           | $5480.16           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.196%061727     | 2027-06-17      | 3.1960%  | 0.0000% | $36000.00          | $35707.54          | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           SR GLBL 20232 26    | 2026-06-01      | 1.2500%  | 0.0000% | $1245000.00        | $1214221.87        | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35     | 2035-11-19      | 6.8160%  | 0.0000% | $360000.00         | $380333.52         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.123%102833     | 2033-10-28      | 6.1230%  | 0.0000% | $21000.00          | $22593.22          | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA3          B-2    20331025 FLT | 2033-10-25      | 10.6000% | 0.0000% | $9000000.00        | $11133627.01       | Private Label Collateralized Mortgage Obligations |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.3155%  | 0.0000% | $200000.00         | $196545.44         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HQA2          B-2    20481026 FLT | 2048-10-26      | 15.4645% | 0.0000% | $3795000.00        | $4759736.11        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.7667%  | 0.0000% | $37515380.00       | $1292590.10        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-HQA2          B-2    20500325 FLT | 2050-03-25      | 12.0645% | 0.0000% | $1040000.00        | $1247388.22        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $1044242.00        | $799163.50         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $8000000.00        | $6358672.00        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $65000.00          | $69391.54          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-2    20550225 FLT | 2055-02-25      | 7.2345%  | 0.0000% | $2134000.00        | $1706104.78        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM8               A-1    20650325 FLT | 2065-03-25      | 5.4720%  | 0.0000% | $910146.00         | $889660.90         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $455758.00         | $348793.82         | Private Label Collateralized Mortgage Obligations |
| NUTRIEN LTD                    SR GLBL NT 35       | 2035-03-15      | 4.1250%  | 0.0000% | $565000.00         | $519917.94         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $20000.00          | $16712.01          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $36000.00          | $39476.76          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-01-24      | 4.9150%  | 0.0000% | $23000.00          | $23272.91          | Corporate Debt Securities                         |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT | 2047-04-25      | 8.2167%  | 0.0000% | $1136000.00        | $454882.21         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 5.2617%  | 0.0000% | $30440000.00       | $9194012.51        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 D      20481217 3.2 | 2048-12-17      | 3.2410%  | 0.0000% | $1660000.00        | $1590317.90        | Private Label Collateralized Mortgage Obligations |
| LOEWS CORP                     SR GLBL NT 26       | 2026-04-01      | 3.7500%  | 0.0000% | $129000.00         | $129953.31         | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO 2023-4R   C-1-R  20370115 FLT | 2037-01-15      | 8.6176%  | 0.0000% | $11831558.00       | $11925382.52       | Asset-Backed Securities                           |
| BANK 2019-BNK19                A3     20610817 FLT | 2061-08-17      | 3.1830%  | 0.0000% | $1527000.00        | $1427371.65        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 5.5167%  | 0.0000% | $11874000.00       | $5677056.71        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C28   C      20480515 FLT | 2048-05-15      | 4.1153%  | 0.0000% | $31778.00          | $8876.44           | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $3534000.00        | $3564229.44        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 61       | 2061-08-05      | 2.8500%  | 0.0000% | $50000.00          | $30287.67          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.1523%  | 0.0000% | $5000000.00        | $601521.17         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE 2025-CCM1  A-4    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1123638.97        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 D      20530515 FLT | 2053-05-15      | 1.7500%  | 0.0000% | $3866000.00        | $1931590.20        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.7249%  | 0.0000% | $4496000.00        | $2722233.93        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-1    20690625 FLT | 2069-06-25      | 6.2180%  | 0.0000% | $800000.00         | $610982.54         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-2            B-1    20680325 FLT | 2068-03-25      | 7.4602%  | 0.0000% | $3000000.00        | $3012866.57        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 5.3667%  | 0.0000% | $23300000.00       | $7168847.98        | Private Label Collateralized Mortgage Obligations |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $3000.00           | $2947.63           | Corporate Debt Securities                         |
| GUARDIAN LIFE GLOBAL FDG MTN   SR SEC 144A NT30    | 2030-04-28      | 4.7980%  | 0.0000% | $100000.00         | $102231.48         | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2018-C8  A-S    20510616 FLT | 2051-06-16      | 4.4210%  | 0.0000% | $64000.00          | $62690.63          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3426%  | 0.0000% | $4156650.00        | $2767376.70        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 3.3%26        | 2026-04-01      | 3.3000%  | 0.0000% | $386000.00         | $387366.44         | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.8667%  | 0.0000% | $1000000.00        | $899441.27         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    B      20361215 FLT | 2036-12-15      | 6.0065%  | 0.0000% | $3000000.00        | $742371.97         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5691076.04        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR GLBL NT 29       | 2029-11-07      | 2.3750%  | 0.0000% | $875000.00         | $814565.21         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR NT 5.5%40        | 2040-03-25      | 5.5000%  | 0.0000% | $28000.00          | $28721.48          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $4284000.00        | $4250527.68        | Corporate Debt Securities                         |
| SVC ABS LLC 2023-1             C      20530220 6.7 | 2053-02-20      | 6.7000%  | 0.0000% | $3750000.00        | $3608258.33        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1MTG BD 36          | 2036-02-01      | 5.6250%  | 0.0000% | $215000.00         | $215815.92         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 31       | 2031-06-01      | 3.0500%  | 0.0000% | $1000.00           | $925.37            | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1006402.00        | $1025730.62        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-506       A-2    20280825 FLT | 2028-08-25      | 4.6500%  | 0.0000% | $1250000.00        | $1266501.25        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2023-NQM1  A-1    20671025 FLT | 2067-10-25      | 6.0500%  | 0.0000% | $225000.00         | $170468.90         | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 SR NT 5.3%41        | 2041-02-08      | 5.3000%  | 0.0000% | $297000.00         | $311362.75         | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT4.9%33    | 2033-03-22      | 4.9000%  | 0.0000% | $527000.00         | $541549.59         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.32%071935      | 2035-07-19      | 5.3200%  | 0.0000% | $1025000.00        | $1036134.92        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $1153000.00        | $1171713.19        | Corporate Debt Securities                         |
| MEAD JOHNSON NUTRITION COMPANY SR GLBL NT 25       | 2025-11-15      | 4.1250%  | 0.0000% | $2500000.00        | $2517320.83        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 31     | 2031-05-25      | 2.5910%  | 0.0000% | $400000.00         | $365211.28         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $1000000.00        | $893827.50         | Corporate Debt Securities                         |
| MOFT MTG TR 2020-B6            D      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1497500.00        | $798849.83         | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $298000.00         | $219038.94         | Corporate Debt Securities                         |
| SANTOS FINANCE LTD             GLBL REGS NT 33     | 2033-09-19      | 6.8750%  | 0.0000% | $4000.00           | $4446.99           | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $93000.00          | $81492.87          | Corporate Debt Securities                         |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $30495000.00       | $419758.78         | Private Label Collateralized Mortgage Obligations |
| LSEGA FINANCING PLC            FR 2%040628         | 2028-04-06      | 2.0000%  | 0.0000% | $494000.00         | $466727.91         | Corporate Debt Securities                         |
| WELLS FARGO COM MTG TR 2015-P2 B      20481217 4.2 | 2048-12-17      | 4.2550%  | 0.0000% | $300000.00         | $298678.45         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C33   D      20590317 3.1 | 2059-03-17      | 3.1230%  | 0.0000% | $5078000.00        | $4649617.38        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $2080154.69        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4561%  | 0.0000% | $6000000.00        | $4276772.23        | Private Label Collateralized Mortgage Obligations |
| BOCA COML MTG TR 2024-BOCA     E      20410815 FLT | 2041-08-15      | 8.7790%  | 0.0000% | $5000000.00        | $5042038.83        | Private Label Collateralized Mortgage Obligations |
| CHEVRON USA INC                SR GLBL FL NT 27    | 2027-02-26      | 4.7140%  | 0.0000% | $2612000.00        | $2638855.03        | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2023-A  A-3    20290125 5.6 | 2029-01-25      | 5.6800%  | 0.0000% | $50000.00          | $48551.31          | Asset-Backed Securities                           |
| CONN AVN SEC TR 2022-R07       1M-2   20420625 FLT | 2042-06-25      | 8.9997%  | 0.0000% | $6500000.00        | $6922454.51        | Private Label Collateralized Mortgage Obligations |
| FNMA CONN AVE SECS 2016-C05    2M-2   20290125 FLT | 2029-01-25      | 8.9145%  | 0.0000% | $2587000.00        | $350871.06         | Private Label Collateralized Mortgage Obligations |
| DEERE & CO                     SR GLBL NT 35       | 2035-01-16      | 5.4500%  | 0.0000% | $17000.00          | $17662.67          | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $110000.00         | $98129.56          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $27000.00          | $26902.50          | Corporate Debt Securities                         |
| PACIFICORP                     3.5%29              | 2029-06-15      | 3.5000%  | 0.0000% | $487000.00         | $470438.21         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT1.4%31    | 2031-02-25      | 1.4000%  | 0.0000% | $103000.00         | $88503.44          | Corporate Debt Securities                         |
| KKR CLO 22                     D      20310721 FLT | 2031-07-21      | 7.6871%  | 0.0000% | $2501800.00        | $2515197.90        | Asset-Backed Securities                           |
| MASTR ADJ MTG 2005-1           B-1    20350325 FLT | 2035-03-25      | 5.2282%  | 0.0000% | $11650000.00       | $1620824.92        | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27    | 2027-03-01      | 4.5000%  | 0.0000% | $871000.00         | $893789.71         | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2023-4      B-4    20531125 FLT | 2053-11-25      | 6.2826%  | 0.0000% | $809000.00         | $566684.37         | Private Label Collateralized Mortgage Obligations |
| LLOYDS BANKING GROUP PLC       GLBL COCO 30        | 2030-06-05      | 5.7210%  | 0.0000% | $9454000.00        | $9883971.86        | Corporate Debt Securities                         |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $1170000.00        | $881425.94         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $168000.00         | $129321.00         | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL NT 30       | 2030-06-15      | 5.1500%  | 0.0000% | $801000.00         | $814553.37         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     M1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $161000.00         | $143568.33         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $101000.00         | $103253.86         | Corporate Debt Securities                         |
| MORGAN STANLEY                 3.591% SR 072228    | 2028-07-22      | 3.5910%  | 0.0000% | $2000000.00        | $1966975.50        | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR GLBL NT 32       | 2032-03-16      | 3.7030%  | 0.0000% | $70000.00          | $66948.24          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2017-H1   C      20500617 FLT | 2050-06-17      | 4.2810%  | 0.0000% | $1131000.00        | $1045646.26        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.597%032451     | 2051-03-24      | 5.5970%  | 0.0000% | $287000.00         | $288341.72         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR SEC GLBL 28      | 2028-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1982.28           | Corporate Debt Securities                         |
| CSMC TRUST 2017-CHOP           H      20320715 FLT | 2032-07-15      | 11.7940% | 0.0000% | $350000.00         | $333109.27         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2017-C8      D      20500617 FLT | 2050-06-17      | 4.4067%  | 0.0000% | $4626885.00        | $3680961.33        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-COR1          C      20491013 FLT | 2049-10-13      | 4.3205%  | 0.0000% | $1800000.00        | $1562616.81        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-9               1-A-1  20350525 FLT | 2035-05-25      | 5.0667%  | 0.0000% | $79109000.00       | $2103301.74        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-2     B-2    20690425 FLT | 2069-04-25      | 8.3784%  | 0.0000% | $1149000.00        | $1173685.14        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $250000.00         | $173130.64         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.7606%  | 0.0000% | $5300000.00        | $1213479.97        | Private Label Collateralized Mortgage Obligations |
| CUMMINS INC                    SR GLBL NT 54       | 2054-02-20      | 5.4500%  | 0.0000% | $200000.00         | $197748.72         | Corporate Debt Securities                         |
| CIM TR 2023-R2                 A1     20640825 FLT | 2064-08-25      | 5.5000%  | 0.0000% | $2000000.00        | $1468837.97        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-1    20591025 FLT | 2059-10-25      | 3.8900%  | 0.0000% | $6924114.00        | $6356237.41        | Private Label Collateralized Mortgage Obligations |
| CATERPILLAR INC                SR GLBL NT2.6%30    | 2030-04-09      | 2.6000%  | 0.0000% | $151000.00         | $140987.02         | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $365000.00         | $252770.74         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-9               1-A-2  20350525 FLT | 2035-05-25      | 5.1667%  | 0.0000% | $53999000.00       | $562529.98         | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $6035000.00        | $5689366.50        | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $159000.00         | $164257.07         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD2.9%51    | 2051-03-15      | 2.9000%  | 0.0000% | $1000.00           | $630.65            | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $4000000.00        | $2350768.00        | Private Label Collateralized Mortgage Obligations |
| LAUDER ESTEE COS INC           SR GLBL NT 49       | 2049-12-01      | 3.1250%  | 0.0000% | $100000.00         | $64688.83          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $628000.00         | $648763.77         | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.9053%  | 0.0000% | $3328000.00        | $2891568.61        | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $1206000.00        | $823151.34         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-139       A-2    20320125 FLT | 2032-01-25      | 2.5900%  | 0.0000% | $10513919.00       | $9436529.68        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1093598.00        | $1114601.28        | Agency Collateralized Mortgage Obligation         |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4125945.34        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1000000.00        | $795532.58         | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $7247550.00        | $6425344.44        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST  2024-H1  A-1    20681225 FLT | 2068-12-25      | 6.0850%  | 0.0000% | $325000.00         | $195524.27         | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-2    20680225 FLT | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $1009036.74        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2023-H2           A-1A   20681125 FLT | 2068-11-25      | 7.1350%  | 0.0000% | $490000.00         | $303768.73         | Private Label Collateralized Mortgage Obligations |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $961000.00         | $995408.34         | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT6.5%39    | 2039-02-01      | 6.5000%  | 0.0000% | $470000.00         | $534150.30         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.8500% | 0.0000% | $12210000.00       | $13576864.75       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SC TR 2023-R07 2M-1   20430925 FLT | 2043-09-25      | 6.2997%  | 0.0000% | $3000000.00        | $1542599.82        | Private Label Collateralized Mortgage Obligations |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 5.1242%  | 0.0000% | $4600000.00        | $2739576.69        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-2    20690625 FLT | 2069-06-25      | 6.6460%  | 0.0000% | $170000.00         | $135351.86         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7199%  | 0.0000% | $2378500.00        | $2197551.53        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R05   2B-1   20420425 FLT | 2042-04-25      | 8.8500%  | 0.0000% | $10000000.00       | $10507810.01       | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R02         2B-2   20411125 FLT | 2041-11-25      | 10.5500% | 0.0000% | $1000000.00        | $1047256.33        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R04         2B-1   20390627 FLT | 2039-06-27      | 9.7145%  | 0.0000% | $9402025.00        | $6310792.79        | Private Label Collateralized Mortgage Obligations |
| CITIBANK N A                   SR GLBL NT 27       | 2027-05-29      | 4.5760%  | 0.0000% | $5402000.00        | $5459914.24        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $6000.00           | $6023.27           | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC36  C      20490212 FLT | 2049-02-12      | 4.7468%  | 0.0000% | $2500000.00        | $2063601.69        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R05         1B-1   20390725 FLT | 2039-07-25      | 8.5645%  | 0.0000% | $2950000.00        | $1823504.47        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2023-3          A-1    20680925 FLT | 2068-09-25      | 7.1800%  | 0.0000% | $577000.00         | $382488.37         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0669%  | 0.0000% | $8675000.00        | $6295693.65        | Private Label Collateralized Mortgage Obligations |
| BBAM US CLO LTD 2023-2         C-1    20381015 FLT | 2038-10-15      | 8.8176%  | 0.0000% | $3231722.00        | $3251658.21        | Asset-Backed Securities                           |
| APPLE INC                      SR GLBL NT 26       | 2026-05-08      | 4.4210%  | 0.0000% | $4049000.00        | $4087639.04        | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2019-2        B-2    20490325 FLT | 2049-03-25      | 6.2860%  | 0.0000% | $1100000.00        | $1117831.37        | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC            GLBL NT 2.25%30     | 2030-05-15      | 2.2500%  | 0.0000% | $1000.00           | $904.86            | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.9875%  | 0.0000% | $5000000.00        | $4414140.58        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5565%  | 0.0000% | $4695000.00        | $201482.27         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           G      20360616 FLT | 2036-06-16      | 9.2565%  | 0.0000% | $1290000.00        | $1080274.37        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4397435.45        | Private Label Collateralized Mortgage Obligations |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $106000.00         | $110085.24         | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1565%  | 0.0000% | $4000000.00        | $410985.78         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2023-C21  A-5    20560915 FLT | 2056-09-15      | 6.0000%  | 0.0000% | $577547.00         | $615182.27         | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $661000.00         | $701529.77         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.4%53    | 2053-06-01      | 5.4000%  | 0.0000% | $89000.00          | $85207.71          | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 5.6600%  | 0.0000% | $3376000.00        | $3081088.03        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $1280000.00        | $453142.19         | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR NT 4.375%45      | 2045-05-13      | 4.3750%  | 0.0000% | $109000.00         | $96651.30          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.4%32    | 2032-04-01      | 3.4000%  | 0.0000% | $11000.00          | $10334.21          | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-3 A-3    20290716 4.8 | 2029-07-16      | 4.8900%  | 0.0000% | $5000.00           | $5052.33           | Asset-Backed Securities                           |
| COLT MORTGAGE LN TR 2024-2     A-1    20690425 FLT | 2069-04-25      | 6.1250%  | 0.0000% | $525000.00         | $355661.28         | Private Label Collateralized Mortgage Obligations |
| EUROPEAN INVT BK               GLBL NT 1.25%31     | 2031-02-14      | 1.2500%  | 0.0000% | $2000.00           | $1736.39           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES Q-016       A-PT2  20510525 FLT | 2051-05-25      | 1.4719%  | 0.0000% | $5000000.00        | $4186804.25        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $315000.00         | $320051.60         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1595%  | 0.0000% | $870000.00         | $742664.38         | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    D      20430108 FLT | 2043-01-08      | 4.3880%  | 0.0000% | $3279000.00        | $2566852.60        | Private Label Collateralized Mortgage Obligations |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $589000.00         | $679093.44         | Corporate Debt Securities                         |
| NEW RESIDENTIAL MORTGAGE 2023- A-2    20631025 7.3 | 2063-10-25      | 7.3190%  | 0.0000% | $7500000.00        | $5028310.56        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $974000.00         | $550364.26         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-04-22      | 2.5800%  | 0.0000% | $1172000.00        | $1053962.02        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $1000.00           | $1039.85           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT1.3%30    | 2030-09-01      | 1.3000%  | 0.0000% | $345000.00         | $301314.95         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $1449000.00        | $1339854.07        | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2614%  | 0.0000% | $2500000.00        | $2365115.48        | Private Label Collateralized Mortgage Obligations |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.4007%  | 0.0000% | $3200000.00        | $2868010.43        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2024-VIS2   B-2    20641125 FLT | 2064-11-25      | 7.7204%  | 0.0000% | $1063041.00        | $1062620.74        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $129000.00         | $129149.83         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.7000%  | 0.0000% | $5762519.00        | $6000466.86        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2005-1             B-1    20341125 FLT | 2034-11-25      | 6.2600%  | 0.0000% | $3671000.00        | $3288355.76        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.9263%  | 0.0000% | $1058400.00        | $1065268.24        | Private Label Collateralized Mortgage Obligations |
| COLEM MORTGAGE TRUST 2022-HLNE D      20420412 FLT | 2042-04-12      | 2.4610%  | 0.0000% | $2180000.00        | $1748100.22        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $1530000.00        | $1705666.95        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      A-5    20530917 FLT | 2053-09-17      | 1.8500%  | 0.0000% | $5000000.00        | $4335163.33        | Private Label Collateralized Mortgage Obligations |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $563757.18         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 7.27527 25AUG59 144A F                | 2059-08-25      | 7.1942%  | 0.0000% | $5115000.00        | $4930339.17        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   EXTND GLBL 26       | 2026-12-12      | 4.7840%  | 0.0000% | $200000.00         | $201373.73         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $229000.00         | $229696.48         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $60000.00          | $55228.00          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $403920.00         | $282069.80         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.9451%  | 0.0000% | $37270000.00       | $6336406.02        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.8500%  | 0.0000% | $21775000.00       | $1513624.72        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8773%  | 0.0000% | $3000000.00        | $2762217.32        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $4902900.00        | $4415304.96        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 1.2%060326       | 2026-06-03      | 1.2000%  | 0.0000% | $212000.00         | $206740.28         | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD4.5%49    | 2049-03-15      | 4.5000%  | 0.0000% | $20000.00          | $17145.20          | Corporate Debt Securities                         |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.4092%  | 0.0000% | $750000.00         | $762700.26         | Private Label Collateralized Mortgage Obligations |
| ARES FINANCE CO III LLC        SUB GLBL 144A 51    | 2051-06-30      | 4.1250%  | 0.0000% | $449000.00         | $440705.85         | Corporate Debt Securities                         |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.9667%  | 0.0000% | $8435000.00        | $5892707.99        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 60       | 2060-08-20      | 2.5500%  | 0.0000% | $2000.00           | $1158.39           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.204%093035     | 2035-09-30      | 5.2040%  | 0.0000% | $1520000.00        | $1517441.33        | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 32       | 2032-01-15      | 3.1250%  | 0.0000% | $7000.00           | $6143.35           | Corporate Debt Securities                         |
| J.P. MORGAN MORTGAGE 2024-VIS1 B-2    20640725 FLT | 2064-07-25      | 8.0739%  | 0.0000% | $1600000.00        | $1618987.55        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT 55       | 2055-06-15      | 5.9500%  | 0.0000% | $150000.00         | $150597.96         | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 8.0009%  | 0.0000% | $5000000.00        | $5001417.04        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $4759000.00        | $4809588.17        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29      | 2029-10-24      | 6.4840%  | 0.0000% | $6094000.00        | $6549165.60        | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3736%  | 0.0000% | $1851405.00        | $792862.92         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          M2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $2850000.00        | $2148104.85        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP2 F      20490817 FLT | 2049-08-17      | 4.5615%  | 0.0000% | $4466000.00        | $1382290.77        | Private Label Collateralized Mortgage Obligations |
| WASTE CONNECTIONS INC          SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $1150000.00        | $725626.04         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.75%120746      | 2046-12-07      | 4.7500%  | 0.0000% | $556000.00         | $483795.06         | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     B-1    20690325 FLT | 2069-03-25      | 8.0870%  | 0.0000% | $2147000.00        | $2196012.07        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.7596%  | 0.0000% | $2000000.00        | $773625.95         | Private Label Collateralized Mortgage Obligations |
| VERUS SECUR TR 2023-INV1       B-2    20680225 FLT | 2068-02-25      | 7.4889%  | 0.0000% | $283228.00         | $283799.75         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR4          A1-B   20460525 FLT | 2046-05-25      | 5.0667%  | 0.0000% | $59400000.00       | $2082532.55        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2             A-1    20670225 FLT | 2067-02-25      | 4.2600%  | 0.0000% | $1200000.00        | $893753.65         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.9327%  | 0.0000% | $19525000.00       | $1158573.93        | Private Label Collateralized Mortgage Obligations |
| TARGET CORP                    SR GLBL NT 5%35     | 2035-04-15      | 5.0000%  | 0.0000% | $171000.00         | $173264.04         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-07-06      | 5.1433%  | 0.0000% | $8000000.00        | $8020040.00        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-3          B2     20560425 FLT | 2056-04-25      | 4.0726%  | 0.0000% | $1100000.00        | $1058647.53        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS 2004-4   B1     20340425 FLT | 2034-04-25      | 5.9298%  | 0.0000% | $6500000.00        | $1419425.49        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT5.1%35    | 2035-02-20      | 5.1000%  | 0.0000% | $5000.00           | $5161.55           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.5%051427       | 2027-05-14      | 4.5000%  | 0.0000% | $126000.00         | $127624.14         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.5%051427       | 2027-05-14      | 4.5000%  | 0.0000% | $628000.00         | $636094.92         | Corporate Debt Securities                         |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 4.5867%  | 0.0000% | $106818125.00      | $1748770.50        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $57495000.00       | $58931416.75       | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $338000.00         | $286528.63         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $1073000.00        | $1094290.70        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 5%35     | 2035-02-07      | 5.0000%  | 0.0000% | $47000.00          | $48493.97          | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4565%  | 0.0000% | $3500000.00        | $1933487.86        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $154000.00         | $137055.35         | Private Label Collateralized Mortgage Obligations |
| MICRON TECHNOLOGY INC          SR GLBL NT 35       | 2035-11-01      | 6.0500%  | 0.0000% | $267000.00         | $281762.73         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2018-H4   D      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $300000.00         | $226608.00         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TR 2022-HAQ2       M-1A   20420725 FLT | 2042-07-25      | 7.0000%  | 0.0000% | $3101000.00        | $1610427.98        | Private Label Collateralized Mortgage Obligations |
| FONTA MIA BE MRTG TR 2024-FBLU F      20391215 FLT | 2039-12-15      | 8.5919%  | 0.0000% | $2120000.00        | $2126109.08        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR  2022-DNA1         B-2    20420127 FLT | 2042-01-27      | 11.4500% | 0.0000% | $9750000.00        | $10399519.02       | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINL INC            FR 4.35%022550      | 2050-02-25      | 4.3500%  | 0.0000% | $490000.00         | $410840.50         | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA7          M-2    20411125 FLT | 2041-11-25      | 6.1500%  | 0.0000% | $1710320.00        | $1724900.48        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $630721.47         | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-NQM1                 A-3    20650525 FLT | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $328229.16         | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   SR GLBL NT5.2%32    | 2032-04-15      | 5.2000%  | 0.0000% | $65000.00          | $67492.17          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $77000.00          | $69783.73          | Corporate Debt Securities                         |
| CROSS MORTGAGE TR 2024-H4      A-1    20690725 FLT | 2069-07-25      | 6.1470%  | 0.0000% | $450000.00         | $346559.08         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $4272500.00        | $3512289.80        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 7.5308%  | 0.0000% | $2000000.00        | $2004194.05        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2007-5    A-1B   20370919 FLT | 2037-09-19      | 4.9251%  | 0.0000% | $33000000.00       | $958005.03         | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 5%020133         | 2033-02-01      | 5.0000%  | 0.0000% | $29000.00          | $30126.68          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $1318000.00        | $1068153.33        | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2016-JP3 A-5    20490817 2.8 | 2049-08-17      | 2.8704%  | 0.0000% | $325000.00         | $318199.70         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 A-5    20490817 2.8 | 2049-08-17      | 2.8704%  | 0.0000% | $427000.00         | $418065.45         | Private Label Collateralized Mortgage Obligations |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $260000.00         | $261933.68         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $299000.00         | $312452.09         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 30       | 2030-05-01      | 1.6250%  | 0.0000% | $11000.00          | $9781.23           | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $3500000.00        | $2888036.08        | Private Label Collateralized Mortgage Obligations |
| AIMCO CLO LTD 2022-17R         D-1-R  20370720 FLT | 2037-07-20      | 7.2320%  | 0.0000% | $6136609.00        | $6141929.93        | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT1.5%30    | 2030-06-03      | 1.5000%  | 0.0000% | $10000.00          | $8837.27           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $2000.00           | $1872.34           | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 26       | 2026-05-13      | 2.8500%  | 0.0000% | $123000.00         | $122270.10         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-20      | 5.6180%  | 0.0000% | $1400000.00        | $1425541.44        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 5.3667%  | 0.0000% | $4150000.00        | $2021895.55        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.9%012428       | 2028-01-24      | 4.9000%  | 0.0000% | $4000.00           | $4023.33           | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.8890%  | 0.0000% | $5020000.00        | $2144171.85        | Private Label Collateralized Mortgage Obligations |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54     | 2054-06-01      | 5.0990%  | 0.0000% | $1000.00           | $926.32            | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT2.5%26    | 2026-04-15      | 2.5000%  | 0.0000% | $889000.00         | $884271.51         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.6523%  | 0.0000% | $3000000.00        | $1267052.70        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C31 D      20480817 FLT | 2048-08-17      | 4.0932%  | 0.0000% | $4780000.00        | $1218488.71        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-1       A-11   20550625 FLT | 2055-06-25      | 5.6000%  | 0.0000% | $25000.00          | $22748.81          | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 45       | 2045-11-29      | 5.5340%  | 0.0000% | $1050000.00        | $1059009.82        | Corporate Debt Securities                         |
| JP MORGAN ALT LN TR 2006-S4    A-4    20361225 FLT | 2036-12-25      | 6.4600%  | 0.0000% | $10000000.00       | $1339670.88        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3198%  | 0.0000% | $7500000.00        | $3701681.16        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-HQA3 M-1A   20420825 FLT | 2042-08-25      | 6.6500%  | 0.0000% | $3186000.00        | $1879206.60        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $3500000.00        | $3327959.83        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2021-HQA1 B-2    20330825 FLT | 2033-08-25      | 9.3500%  | 0.0000% | $1810000.00        | $2083225.54        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-DNA2          M-2B   20301226 FLT | 2030-12-26      | 6.6145%  | 0.0000% | $6005982.00        | $5977162.14        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA2          B-1    20330825 FLT | 2033-08-25      | 7.7500%  | 0.0000% | $650000.00         | $721892.38         | Private Label Collateralized Mortgage Obligations |
| NATWEST GROUP PLC              LW TIER II 34       | 2034-06-01      | 6.4750%  | 0.0000% | $1020000.00        | $1074408.64        | Corporate Debt Securities                         |
| NATIXIS COM MTG SEC 2019-10K   E      20390517 FLT | 2039-05-17      | 4.1346%  | 0.0000% | $1280000.00        | $1160476.80        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.8390%  | 0.0000% | $6183000.00        | $5925901.93        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I  2016-UBS9   A-S    20490317 3.9 | 2049-03-17      | 3.9030%  | 0.0000% | $1000000.00        | $985607.50         | Private Label Collateralized Mortgage Obligations |
| PUBLIC STORAGE OPER CO         SR GLBL NT 28       | 2028-11-09      | 1.9500%  | 0.0000% | $20000.00          | $18657.03          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $10251000.00       | $10733029.36       | Corporate Debt Securities                         |
| KKR CLO LTD 2022-38            D      20330415 FLT | 2033-04-15      | 7.9676%  | 0.0000% | $8842000.00        | $8857306.68        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $11764810.00       | $505186.44         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 A-5    20481118 3.5 | 2048-11-18      | 3.5982%  | 0.0000% | $3705000.00        | $3681556.61        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.4176%  | 0.0000% | $1000000.00        | $1009048.35        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-L3   A-S    20521118 FLT | 2052-11-18      | 3.4900%  | 0.0000% | $1063000.00        | $991811.24         | Private Label Collateralized Mortgage Obligations |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $4000.00           | $3876.66           | Corporate Debt Securities                         |
| FHLMC STACR 2019-HQA1          B-2    20490225 FLT | 2049-02-25      | 16.7145% | 0.0000% | $1670000.00        | $2057708.45        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA4 M-1A   20420527 FLT | 2042-05-27      | 6.5500%  | 0.0000% | $415000.00         | $162088.96         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $7915613.79        | Private Label Collateralized Mortgage Obligations |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $936000.00         | $808048.80         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9680%  | 0.0000% | $3000000.00        | $2839660.97        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $722000.00         | $746875.11         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 A-2    20690125 5.9 | 2069-01-25      | 5.9150%  | 0.0000% | $7000000.00        | $4391851.33        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-1          M2     20580125 FLT | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2769148.23        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-J42       A-2    20321125 4.1 | 2032-11-25      | 4.1180%  | 0.0000% | $6514795.00        | $6411468.18        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-145       A-2    20320525 FLT | 2032-05-25      | 2.5800%  | 0.0000% | $7349000.00        | $6544850.37        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1522      A-2    20361025 2.3 | 2036-10-25      | 2.3610%  | 0.0000% | $1700000.00        | $1339277.85        | Agency Collateralized Mortgage Obligation         |

### Security 715: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19W5M9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19W5M9
- **C.18 - Value (incl. sponsor support):** $200518162.00
- **C.18.a - Value (excl. sponsor support):** $200518162.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JOHN DEERE CAPITAL CORPORATION FR 3.9%060732    | 2032-06-07      | 3.9000%  | 0.0000% | $20000.00          | $19313.60          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.85%102331   | 2031-10-23      | 4.8500%  | 0.0000% | $23000.00          | $23320.68          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.25%100129   | 2029-10-01      | 3.2500%  | 0.0000% | $37000.00          | $35523.45          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 1.5%030628    | 2028-03-06      | 1.5000%  | 0.0000% | $113000.00         | $106087.98         | Corporate Debt Securities |
| EURO BK RECON & DEV EURO MTN   VR 012225-072230 | 2030-07-22      | 4.7983%  | 0.0000% | $15500000.00       | $15539881.07       | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.55%040927   | 2027-04-09      | 5.5500%  | 0.0000% | $1900000.00        | $1955188.67        | Corporate Debt Securities |
| CANADIAN IMPERIAL BK COMM      SR GLBL INDX 27  | 2027-03-02      | 0.0000%  | 0.0000% | $252000.00         | $291832.13         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.875%011226  | 2026-01-12      | 4.8750%  | 0.0000% | $10000.00          | $10037.38          | Corporate Debt Securities |
| M & T BK CORP                  FR 5.4%073035    | 2035-07-30      | 5.4000%  | 0.0000% | $2000000.00        | $2004460.00        | Corporate Debt Securities |
| US BANCORP                     FR 4.839%020134  | 2034-02-01      | 4.8390%  | 0.0000% | $421000.00         | $424997.40         | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA PT   FR 4%063050      | 2050-06-30      | 4.0000%  | 0.0000% | $4622000.00        | $3337700.27        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 4.96%011330   | 2030-01-13      | 4.9600%  | 0.0000% | $1300000.00        | $1326325.00        | Corporate Debt Securities |
| NORDIC INVT BK                 FR 3.75%050930   | 2030-05-09      | 3.7500%  | 0.0000% | $7220000.00        | $7202653.95        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.25%102226   | 2026-10-22      | 4.2500%  | 0.0000% | $6000.00           | $6050.69           | Corporate Debt Securities |
| BOC AVIATION PTE LTD           FR 3.875%042726  | 2026-04-27      | 3.8750%  | 0.0000% | $200000.00         | $201042.08         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.975%031430  | 2030-03-14      | 4.9750%  | 0.0000% | $9451000.00        | $9826135.13        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.65%020134   | 2034-02-01      | 5.6500%  | 0.0000% | $48000.00          | $51550.71          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.651%031132  | 2032-03-11      | 2.6510%  | 0.0000% | $543000.00         | $492001.14         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.33%031550   | 2050-03-15      | 4.3300%  | 0.0000% | $494000.00         | $415818.46         | Corporate Debt Securities |
| AVALONBAY CMNTYS INC           FR 3.2%011528    | 2028-01-15      | 3.2000%  | 0.0000% | $1000.00           | $973.92            | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $396000.00         | $336618.92         | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD HONG KON FR 3.466%092336  | 2036-09-23      | 3.4660%  | 0.0000% | $29498000.00       | $26541335.17       | Corporate Debt Securities |
| MCDONALDS CORP                 FR 1.45%090125   | 2025-09-01      | 1.4500%  | 0.0000% | $4000.00           | $4013.41           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.173%011630  | 2030-01-16      | 5.1730%  | 0.0000% | $17000.00          | $17379.36          | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  FR 4.05%072628   | 2028-07-26      | 4.0500%  | 0.0000% | $1385000.00        | $1370114.71        | Corporate Debt Securities |
| PTT TREASURY CENTER COMPANY LT FR 3.7%071670    | 2070-07-16      | 3.7000%  | 0.0000% | $24650000.00       | $16374721.11       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.449%072029  | 2029-07-20      | 5.4490%  | 0.0000% | $254000.00         | $261103.10         | Corporate Debt Securities |
| PT PERTAMINA HULU              FR 5.25%052130   | 2030-05-21      | 5.2500%  | 0.0000% | $5500000.00        | $5624863.75        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5%112425      | 2025-11-24      | 5.0000%  | 0.0000% | $93000.00          | $93919.36          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $1219000.00        | $1335145.81        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.457%042239  | 2039-04-22      | 4.4570%  | 0.0000% | $525000.00         | $490563.54         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 0.949%012227  | 2027-01-22      | 0.9490%  | 0.0000% | $152000.00         | $149344.70         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.819%091529  | 2029-09-15      | 5.8190%  | 0.0000% | $277000.00         | $293806.39         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.85%020130   | 2030-02-01      | 4.8500%  | 0.0000% | $15219000.00       | $15788270.93       | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.496%021331  | 2031-02-13      | 2.4960%  | 0.0000% | $651000.00         | $601802.63         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134    | 2034-04-11      | 5.1000%  | 0.0000% | $101000.00         | $104339.40         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2016  FR 4%050447      | 2047-05-04      | 4.0000%  | 0.0000% | $985000.00         | $861269.77         | Corporate Debt Securities |
| MORGAN STANLEY                 3.591% SR 072228 | 2028-07-22      | 3.5910%  | 0.0000% | $13000.00          | $12785.34          | Corporate Debt Securities |
| KEYCORP                        FR 4.1%043028    | 2028-04-30      | 4.1000%  | 0.0000% | $31000.00          | $31052.08          | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28  | 2028-08-04      | 0.0000%  | 0.0000% | $114000.00         | $145995.13         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $70000.00          | $70128.33          | Corporate Debt Securities |
| KOREA GAS CORP                 FR 2%071331      | 2031-07-13      | 2.0000%  | 0.0000% | $1950000.00        | $1700915.67        | Corporate Debt Securities |
| GE AEROSPACE                   FR 6.75%031532   | 2032-03-15      | 6.7500%  | 0.0000% | $2000.00           | $2304.86           | Corporate Debt Securities |
| PETRONAS CAPITAL LTD           FR 5.34%040335   | 2035-04-03      | 5.3400%  | 0.0000% | $20651000.00       | $21294175.39       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR -E STEP 36    | 2036-08-29      | 3.0000%  | 0.0000% | $1000.00           | $856.69            | Corporate Debt Securities |
| JPMORGAN CHASE & CO            4.203%29         | 2029-07-23      | 4.2030%  | 0.0000% | $76000.00          | $75567.10          | Corporate Debt Securities |
| KEYCORP                        FR 4.789%060133  | 2033-06-01      | 4.7890%  | 0.0000% | $44000.00          | $43387.15          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 27    | 2027-04-22      | 1.5780%  | 0.0000% | $63000.00          | $61903.14          | Corporate Debt Securities |
| US BANCORP                     FR 2.375%072226  | 2026-07-22      | 2.3750%  | 0.0000% | $120000.00         | $117872.85         | Corporate Debt Securities |
| WESTPAC NZ LIMITED             FR 4.938%022730  | 2030-02-27      | 4.9380%  | 0.0000% | $1000000.00        | $1035486.50        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $75000.00          | $70425.36          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.25%042134   | 2034-04-21      | 5.2500%  | 0.0000% | $435000.00         | $447555.55         | Corporate Debt Securities |
| M & T BK CORP                  FR 7.413%103029  | 2029-10-30      | 7.4130%  | 0.0000% | $15000.00          | $16519.09          | Corporate Debt Securities |
| M & T BK CORP                  FR 5.385%011636  | 2036-01-16      | 5.3850%  | 0.0000% | $10000.00          | $9966.64           | Corporate Debt Securities |
| US BANCORP                     FR 2.677%012733  | 2033-01-27      | 2.6770%  | 0.0000% | $81000.00          | $70977.66          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.994%041229  | 2029-04-12      | 4.9940%  | 0.0000% | $92000.00          | $94473.61          | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        FR 4.654%032729  | 2029-03-27      | 4.6540%  | 0.0000% | $16000.00          | $16267.06          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.7%120935    | 2035-12-09      | 4.7000%  | 0.0000% | $12000.00          | $11723.51          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%090932    | 2032-09-09      | 4.6000%  | 0.0000% | $399000.00         | $405166.32         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 5.15%020134   | 2034-02-01      | 5.1500%  | 0.0000% | $237000.00         | $248299.44         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 2.5%012632    | 2032-01-26      | 2.5000%  | 0.0000% | $3000.00           | $2651.93           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 3%103028      | 2028-10-30      | 3.0000%  | 0.0000% | $27000.00          | $26051.49          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 1.05%101526   | 2026-10-15      | 1.0500%  | 0.0000% | $169000.00         | $163110.63         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.92%092525   | 2025-09-25      | 5.9200%  | 0.0000% | $85000.00          | $86910.42          | Corporate Debt Securities |
| AVALONBAY CMNTYS INC           FR 3.5%111525    | 2025-11-15      | 3.5000%  | 0.0000% | $16000.00          | $16059.66          | Corporate Debt Securities |
| BARCLAYS BANK PLC              GLBL IDX COCO 27 | 2027-04-22      | 0.0000%  | 0.0000% | $200000.00         | $287848.60         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD           FR 4.55%042150   | 2050-04-21      | 4.5500%  | 0.0000% | $4200000.00        | $3632506.50        | Corporate Debt Securities |
| PT PERTAMINA PERSERO           FR 5.625%052043  | 2043-05-20      | 5.6250%  | 0.0000% | $496000.00         | $479581.16         | Corporate Debt Securities |
| HSBC HLDGS PLC                 FR 6.1%011442    | 2042-01-14      | 6.1000%  | 0.0000% | $384000.00         | $407435.95         | Corporate Debt Securities |
| 3M CO                          FR 3.375%030129  | 2029-03-01      | 3.3750%  | 0.0000% | $93000.00          | $91146.74          | Corporate Debt Securities |
| PT PERTAMINA PERSERO           FR 6.45%053044   | 2044-05-30      | 6.4500%  | 0.0000% | $8504000.00        | $8966447.52        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.267%030227  | 2027-03-02      | 1.2670%  | 0.0000% | $9000.00           | $8861.17           | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 3.462%090629  | 2029-09-06      | 3.4620%  | 0.0000% | $35000.00          | $34042.20          | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 2.726%032531  | 2031-03-25      | 2.7260%  | 0.0000% | $10000.00          | $9066.01           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $10072000.00       | $7778356.32        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.087%061429  | 2029-06-14      | 2.0870%  | 0.0000% | $6000.00           | $5633.61           | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28  | 2028-12-04      | 0.0000%  | 0.0000% | $1000.00           | $1273.36           | Corporate Debt Securities |
| CNH INDL N V                   FR 3.85%111527   | 2027-11-15      | 3.8500%  | 0.0000% | $3000.00           | $2989.02           | Corporate Debt Securities |
| CAIXABANK S A                  FR 4.634%070329  | 2029-07-03      | 4.6340%  | 0.0000% | $200000.00         | $200403.10         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | 0.0000% | $17000.00          | $16808.35          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.475%012128  | 2028-01-21      | 2.4750%  | 0.0000% | $1373000.00        | $1333632.66        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 45    | 2045-11-29      | 5.5340%  | 0.0000% | $1943000.00        | $1959672.45        | Corporate Debt Securities |
| IMPERIAL TOB FIN PLC           FR 5.5%020130    | 2030-02-01      | 5.5000%  | 0.0000% | $223000.00         | $235048.07         | Corporate Debt Securities |
| INTERNATIONAL BK FOR RECON&DEV FR 4.625%071828  | 2028-07-18      | 4.6250%  | 0.0000% | $28078000.00       | $28083100.85       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-11-19      | 2.5250%  | 0.0000% | $67000.00          | $47236.34          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.664%041736  | 2036-04-17      | 5.6640%  | 0.0000% | $22000.00          | $23034.50          | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK N Y BRH  FR 4.966%011226  | 2026-01-12      | 4.9660%  | 0.0000% | $250000.00         | $251100.75         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.68%062628   | 2028-06-26      | 5.6800%  | 0.0000% | $1012000.00        | $1042412.85        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-04-22      | 2.5220%  | 0.0000% | $166000.00         | $152926.75         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.969%080230  | 2030-08-02      | 4.9690%  | 0.0000% | $10000.00          | $10387.69          | Corporate Debt Securities |
| ROYAL BK CDA                   FR 1.4%110226    | 2026-11-02      | 1.4000%  | 0.0000% | $11000.00          | $10646.70          | Corporate Debt Securities |
| TENCENT HLDGS LTD              FR 2.88%042231   | 2031-04-22      | 2.8800%  | 0.0000% | $6940000.00        | $6462458.60        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.994%040529  | 2029-04-05      | 4.9940%  | 0.0000% | $749000.00         | $774805.34         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.965%012429  | 2029-01-24      | 4.9650%  | 0.0000% | $545000.00         | $551691.24         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.928%042832  | 2032-04-28      | 1.9280%  | 0.0000% | $802000.00         | $691549.09         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.511%102032  | 2032-10-20      | 2.5110%  | 0.0000% | $262000.00         | $231087.86         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 5.0947%  | 0.0000% | $30000.00          | $30165.94          | Corporate Debt Securities |
| MISC CAP TWO LABUAN LTD        FR 3.75%040627   | 2027-04-06      | 3.7500%  | 0.0000% | $1815000.00        | $1806079.27        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.35%030734   | 2034-03-07      | 5.3500%  | 0.0000% | $288000.00         | $299529.04         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.103%010926  | 2026-01-09      | 5.1030%  | 0.0000% | $56000.00          | $56292.70          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.523%071728  | 2028-07-17      | 5.5230%  | 0.0000% | $1061000.00        | $1095264.38        | Corporate Debt Securities |
| GE AEROSPACE                   FR 5.875%011438  | 2038-01-14      | 5.8750%  | 0.0000% | $1000.00           | $1066.91           | Corporate Debt Securities |
| ROYAL BK CDA                   FR 2.05%012127   | 2027-01-21      | 2.0500%  | 0.0000% | $227000.00         | $219961.30         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.342%101833  | 2033-10-18      | 6.3420%  | 0.0000% | $60000.00          | $66047.11          | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.24%080327   | 2027-08-03      | 4.2400%  | 0.0000% | $19000.00          | $19353.34          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $77000.00          | $61673.80          | Corporate Debt Securities |
| US BANCORP                     FR 3.9%042628    | 2028-04-26      | 3.9000%  | 0.0000% | $5000.00           | $5006.36           | Corporate Debt Securities |
| INTERNATIONAL FIN CORP         VR 013123-031626 | 2026-03-16      | 4.6455%  | 0.0000% | $1500000.00        | $1509328.88        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.867%060834  | 2034-06-08      | 5.8670%  | 0.0000% | $234000.00         | $246331.22         | Corporate Debt Securities |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.816%061836  | 2036-06-18      | 5.8160%  | 0.0000% | $520000.00         | $530771.97         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.916%072833  | 2033-07-28      | 4.9160%  | 0.0000% | $9000.00           | $8806.95           | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.35%010935   | 2035-01-09      | 5.3500%  | 0.0000% | $76000.00          | $77968.36          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.693%091527  | 2027-09-15      | 4.6930%  | 0.0000% | $8000.00           | $8189.35           | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.55%112030   | 2030-11-20      | 5.5500%  | 0.0000% | $1889000.00        | $2000594.25        | Corporate Debt Securities |
| INTERNATIONAL FIN CORP         FR 4.05%032128   | 2028-03-21      | 4.0500%  | 0.0000% | $1650000.00        | $1663154.62        | Corporate Debt Securities |
| INTERNATIONAL FIN CORP         VR 021325-082829 | 2029-08-28      | 4.7125%  | 0.0000% | $1150000.00        | $1158949.56        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 5.069%072327  | 2027-07-23      | 5.0690%  | 0.0000% | $729000.00         | $733101.09         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.706%020134  | 2034-02-01      | 4.7060%  | 0.0000% | $1000.00           | $1009.56           | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 2.259%032528  | 2028-03-25      | 2.2590%  | 0.0000% | $529000.00         | $503849.49         | Corporate Debt Securities |
| COOPERATIEVE CENTRALE RAIFFEIS FR 4.494%101729  | 2029-10-17      | 4.4940%  | 0.0000% | $270000.00         | $274891.81         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 2.05%012627   | 2027-01-26      | 2.0500%  | 0.0000% | $40000.00          | $38770.59          | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.45%101626   | 2026-10-16      | 4.4500%  | 0.0000% | $5000.00           | $5078.00           | Corporate Debt Securities |

### Security 716: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 5.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19W6A4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19W6A4
- **C.18 - Value (incl. sponsor support):** $349854022.00
- **C.18.a - Value (excl. sponsor support):** $349854022.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 4.4561%  | 0.0000% | $3122000.00        | $2225347.15        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.1124%  | 0.0000% | $4080000.00        | $3901632.06        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.8810%  | 0.0000% | $8469000.00        | $7841876.20        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $210514.20         | Private Label Collateralized Mortgage Obligations |
| CHNGE MTG TR 2023-2            B-2    20580625 FLT | 2058-06-25      | 8.0554%  | 0.0000% | $3119000.00        | $3141225.40        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.9098%  | 0.0000% | $6963239.00        | $4131404.63        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1429%  | 0.0000% | $126934.00         | $116332.19         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-4    20550625 FLT | 2055-06-25      | 6.1928%  | 0.0000% | $3551000.00        | $2304665.30        | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPT FD TR 2024-RTL1  A-1    20290725 7.1 | 2029-07-25      | 7.1200%  | 0.0000% | $8500000.00        | $8544375.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.7565%  | 0.0000% | $3551000.00        | $497347.51         | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.8109%  | 0.0000% | $4000000.00        | $3079492.34        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83464.67          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.4565%  | 0.0000% | $3750000.00        | $170464.96         | Private Label Collateralized Mortgage Obligations |
| WBHT CML MTG TR 2025-WBM       A      20420616 FLT | 2042-06-16      | 6.0842%  | 0.0000% | $5335000.00        | $5362763.86        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6730%  | 0.0000% | $1850000.00        | $1881972.58        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 4.9443%  | 0.0000% | $6866000.00        | $3924676.10        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.6459%  | 0.0000% | $15385000.00       | $11582929.23       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4488836.64        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $4690000.00        | $3080041.81        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $6550000.00        | $5542662.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.7130%  | 0.0000% | $750000.00         | $456663.83         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5176%  | 0.0000% | $6665000.00        | $5962946.92        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $21335.21          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4565%  | 0.0000% | $3482000.00        | $1923544.21        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $5000000.00        | $3625336.25        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 7.1380%  | 0.0000% | $9747000.00        | $1143424.68        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5262%  | 0.0000% | $57193357.00       | $34187788.98       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $10000000.00       | $5759143.33        | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2025-NQM3           B-1    20700525 FLT | 2070-05-25      | 6.8593%  | 0.0000% | $4650000.00        | $4635133.95        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3518206.67        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C24      B      20470816 FLT | 2047-08-16      | 4.3004%  | 0.0000% | $2713000.00        | $1872425.56        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4018407.47        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.7614%  | 0.0000% | $9700000.00        | $5244106.41        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $5281000.00        | $5391710.01        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH D      20420616 FLT | 2042-06-16      | 8.2811%  | 0.0000% | $8000000.00        | $7940587.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C30   E      20580917 3.2 | 2058-09-17      | 3.2500%  | 0.0000% | $3000000.00        | $2811703.00        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 7.3396%  | 0.0000% | $8000000.00        | $8026016.43        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.9760%  | 0.0000% | $9250000.00        | $7532658.39        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   B      20381215 FLT | 2038-12-15      | 5.9053%  | 0.0000% | $10678000.00       | $9746022.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.6477%  | 0.0000% | $7203000.00        | $6510597.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.6438%  | 0.0000% | $1500000.00        | $1395202.19        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $6495000.00        | $5996117.61        | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  D      20380517 FLT | 2038-05-17      | 6.8839%  | 0.0000% | $3500000.00        | $3178995.71        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $3812000.00        | $2705392.60        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.7760% | 0.0000% | $16260000.00       | $16010583.96       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $750177.50         | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 8.0300%  | 0.0000% | $500000.00         | $500846.95         | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR 2022-JS2  G      20391215 3.4 | 2039-12-15      | 3.4539%  | 0.0000% | $300000.00         | $218466.98         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTGTR 2025-VTT B      20380317 FLT | 2038-03-17      | 5.4921%  | 0.0000% | $1340000.00        | $1348964.22        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $4249000.00        | $4500919.88        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $2000000.00        | $1914876.38        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 8.0223%  | 0.0000% | $1610000.00        | $1628954.87        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.8565%  | 0.0000% | $12000000.00       | $11632886.56       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $45882000.00       | $30897405.21       | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 6.4167%  | 0.0000% | $3187500.00        | $62214.84          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-6    20491025 FLT | 2049-10-25      | 4.7404%  | 0.0000% | $3345030.00        | $2280482.45        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5990%  | 0.0000% | $8246000.00        | $6822289.93        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 1.8759%  | 0.0000% | $1753173.00        | $277615.94         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.8490%  | 0.0000% | $4750000.00        | $3473908.80        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 7.0990%  | 0.0000% | $13700000.00       | $1978345.46        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $5976000.00        | $4971659.35        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8962%  | 0.0000% | $6281000.00        | $4825358.27        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.2961%  | 0.0000% | $4001000.00        | $1198143.89        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.5319%  | 0.0000% | $13400000.00       | $13442437.44       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.9890%  | 0.0000% | $2500000.00        | $2379655.28        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.9565%  | 0.0000% | $3000000.00        | $312667.67         | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              E      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $700000.00         | $615966.94         | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.7382% | 0.0000% | $26550000.00       | $19885410.04       | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6742%  | 0.0000% | $5522000.00        | $2542073.68        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1229%  | 0.0000% | $8000000.00        | $608228.76         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    E      20521217 3.3 | 2052-12-17      | 3.3790%  | 0.0000% | $3432000.00        | $2944672.59        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8908%  | 0.0000% | $2500000.00        | $1055401.58        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.1693%  | 0.0000% | $3000000.00        | $2973600.01        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC 6.98762 25JUL45 144A FR                | 2045-07-25      | 6.9876%  | 0.0000% | $5000000.00        | $5011897.04        | Private Label Collateralized Mortgage Obligations |
| NYMT LN TR SERIES 2024-BPL1    A1     20290225 7.1 | 2029-02-25      | 7.1540%  | 0.0000% | $230000.00         | $230836.59         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8947%  | 0.0000% | $1090000.00        | $803068.29         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.7086%  | 0.0000% | $3290000.00        | $3020656.87        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $509954.67         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $644401.80         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2131960.42        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2901%  | 0.0000% | $5096000.00        | $5017598.51        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.4565%  | 0.0000% | $799425.00         | $796078.43         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-GC34       B      20481013 FLT | 2048-10-13      | 4.4660%  | 0.0000% | $1800000.00        | $1498782.00        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.7065% | 0.0000% | $280000.00         | $1422.58           | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $10000000.00       | $9084933.33        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.7025%  | 0.0000% | $286000.00         | $197622.21         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-6     B-6    20550725 FLT | 2055-07-25      | 6.2223%  | 0.0000% | $1436950.00        | $706110.39         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18174462.25       | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-NQM1            B-1    20610725 FLT | 2061-07-25      | 3.2070%  | 0.0000% | $2600000.00        | $1991128.10        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 9.1065%  | 0.0000% | $5000000.00        | $338236.62         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.7025%  | 0.0000% | $570000.00         | $488168.94         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 7.3065%  | 0.0000% | $7000000.00        | $2823920.10        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.7528%  | 0.0000% | $4086750.00        | $1676021.98        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2020-2    B-3    20650525 FLT | 2065-05-25      | 6.3881%  | 0.0000% | $5000000.00        | $5005897.25        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.8146%  | 0.0000% | $1909000.00        | $600698.67         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $958958.38         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.0355%  | 0.0000% | $1000000.00        | $973704.64         | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2021-1    B-2    20650525 3.9 | 2065-05-25      | 3.9550%  | 0.0000% | $4320000.00        | $3783403.44        | Private Label Collateralized Mortgage Obligations |

### Security 717: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19W6B2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19W6B2
- **C.18 - Value (incl. sponsor support):** $1404000000.00
- **C.18.a - Value (excl. sponsor support):** $1404000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? 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 | 2048-08-15      | 3.0000%  | 0.0000% | $5220000.00        | $3870128.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $362838400.00      | $249998947.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $50000.00          | $36411.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $16400000.00       | $14763252.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $27050100.00       | $25071939.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | 0.0000% | $1809400.00        | $1803823.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $250800.00         | $233691.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $610000.00         | $499710.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $12800000.00       | $13582027.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $159197600.00      | $161442057.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1310000.00        | $1269799.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $14973400.00       | $16086805.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $12000000.00       | $12492150.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $12524100.00       | $13037744.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $33476700.00       | $33657176.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $115000.00         | $106752.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $45900.00          | $39051.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $130786200.00      | $128185052.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $49272900.00       | $45382227.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $5004000.00        | $5020988.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $85200.00          | $82994.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $4717000.00        | $4544420.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $148462400.00      | $148288698.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $188052600.00      | $186192759.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $11901300.00       | $11786321.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | 0.0000% | $94400.00          | $94477.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $243868000.00      | $249999897.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | 0.0000% | $25000000.00       | $25023250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $2160500.00        | $2170910.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $76945800.00       | $77316550.49       | U.S. Treasuries (including strips) |

### Security 718: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19W6G1, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19W6G1
- **C.18 - Value (incl. sponsor support):** $701000000.00
- **C.18.a - Value (excl. sponsor support):** $701000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? 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 | 2027-01-31      | 1.5000%  | 0.0000% | $91043600.00       | $87728065.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $708100.00         | $728390.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $5841000.00        | $5877845.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $121606600.00      | $123781879.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $100000000.00      | $101002217.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100000000.00      | $102971283.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $248483300.00      | $239759835.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $52448000.00       | $53170287.63       | U.S. Treasuries (including strips) |

### Security 719: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.370000%
- **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: ARP19W6U0, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19W6U0
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SP 787604 C | 2054-10-20      | 5.0000%  | 0.0000% | $254881297.00      | $246978483.88      | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $300000000.00      | $242324279.93      | Agency Mortgage-Backed Securities |
| GNII SP 787605 C | 2054-10-20      | 5.0000%  | 0.0000% | $235903541.00      | $228229078.38      | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $705114799.00      | $121918157.84      | Agency Mortgage-Backed Securities |

### Security 720: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WPH8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19WPH8
- **C.18 - Value (incl. sponsor support):** $668000000.00
- **C.18.a - Value (excl. sponsor support):** $668000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $355320900.00      | $348454678.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $348441000.00      | $342842835.39      | U.S. Treasuries (including strips) |

### Security 721: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.620000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WY21, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19WY21
- **C.18 - Value (incl. sponsor support):** $249926827.50
- **C.18.a - Value (excl. sponsor support):** $249926827.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JP MG COML MORTG SEC TR 22-ACB A      20370316 FLT | 2037-03-16      | 5.7396%  | 0.0000% | $5000000.00        | $5015879.71        | Private Label Collateralized Mortgage Obligations |
| KRFF 2021-FL2 LTD              A      20390217 FLT | 2039-02-17      | 5.5276%  | 0.0000% | $10000000.00       | $4863676.69        | Asset-Backed Securities                           |
| GCAT TRUST 2024-INV1           2-A-2  20540125 FLT | 2054-01-25      | 6.5000%  | 0.0000% | $6509800.00        | $4099893.87        | Private Label Collateralized Mortgage Obligations |
| AMMC CLO 18 LTD 2015-18R       AR     20310527 FLT | 2031-05-27      | 5.6914%  | 0.0000% | $24000000.00       | $1502241.86        | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2021-6        A-2    20660925 FLT | 2066-09-25      | 1.5810%  | 0.0000% | $249998.00         | $120409.51         | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2025-4        A-1    20700425 FLT | 2070-04-25      | 5.8550%  | 0.0000% | $4550000.00        | $4368919.67        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SEC TR 2024-BHP A      20390815 FLT | 2039-08-15      | 6.6919%  | 0.0000% | $4000000.00        | $4021752.89        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR 2025-NQM6 A-1    20650625 FLT | 2065-06-25      | 5.3330%  | 0.0000% | $8689000.00        | $8443940.06        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  A-2    20500916 3.1 | 2050-09-16      | 3.1090%  | 0.0000% | $2000000.00        | $1702511.03        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2014-2RR      A-R    20371026 FLT | 2037-10-26      | 5.6787%  | 0.0000% | $17725000.00       | $17839046.02       | Asset-Backed Securities                           |
| CSMC TR 2021-NQM4              A-1    20660525 FLT | 2066-05-25      | 1.1010%  | 0.0000% | $9690000.00        | $3387014.69        | Private Label Collateralized Mortgage Obligations |
| HIT TR 2022-HI32               A      20390715 FLT | 2039-07-15      | 6.7331%  | 0.0000% | $1670000.00        | $1278624.14        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-J1         A-1    20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $10137000.00       | $10059114.81       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM8            A-1    20640525 FLT | 2064-05-25      | 6.2330%  | 0.0000% | $6614000.00        | $4859597.38        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG 2021-48 LTD   A      20330419 FLT | 2033-04-19      | 5.7371%  | 0.0000% | $6546000.00        | $5911550.35        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2020-TAC1     B1IO   20571025 FLT | 2057-10-25      | 1.4673%  | 0.0000% | $4846000.00        | $160552.91         | Asset-Backed Securities                           |
| CIM TR 2018-INV1               B-3    20480825 FLT | 2048-08-25      | 4.6957%  | 0.0000% | $10607000.00       | $8146915.98        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $13000000.00       | $13826849.19       | Private Label Collateralized Mortgage Obligations |
| CONE 2024-DWF1                 A      20410815 FLT | 2041-08-15      | 5.9837%  | 0.0000% | $3500000.00        | $3507120.43        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2024-NQM2            A-1    20690825 FLT | 2069-08-25      | 5.2720%  | 0.0000% | $3000000.00        | $2468562.05        | Private Label Collateralized Mortgage Obligations |
| 1211 AVE OF AMERICA 2015-1211  A-1A2  20350810 3.9 | 2035-08-10      | 3.9005%  | 0.0000% | $5000000.00        | $4822502.08        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B31      A-4    20541217 2.4 | 2054-12-17      | 2.4200%  | 0.0000% | $28900000.00       | $25319829.45       | Private Label Collateralized Mortgage Obligations |
| CSTL COMMERCIAL MTG 2024-GATE  A      20411113 4.9 | 2041-11-13      | 4.7644%  | 0.0000% | $3070000.00        | $3056419.29        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.6065%  | 0.0000% | $12324300.00       | $11954466.92       | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK22                A-3    20621117 FLT | 2062-11-17      | 2.7260%  | 0.0000% | $7550000.00        | $7073282.93        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2024-5C4       A-3    20570517 FLT | 2057-05-17      | 6.5262%  | 0.0000% | $10000000.00       | $10619615.00       | Private Label Collateralized Mortgage Obligations |
| FIP MASTER FDG LLC 2024-1      A-1    20541015 4.8 | 2054-10-15      | 4.8800%  | 0.0000% | $1500000.00        | $1486024.35        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRBK             A      20411015 FLT | 2041-10-15      | 7.2197%  | 0.0000% | $15000000.00       | $15155963.87       | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           1-A-2  20540125 FLT | 2054-01-25      | 5.5000%  | 0.0000% | $5654000.00        | $4518816.08        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2024-7          A-12   20540825 FLT | 2054-08-25      | 5.5000%  | 0.0000% | $143000.00         | $71129.08          | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-2    20520425 FLT | 2052-04-25      | 3.5000%  | 0.0000% | $1800000.00        | $1281915.74        | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-3BP A      20421215 FLT | 2042-12-15      | 5.5549%  | 0.0000% | $28784000.00       | $28709243.61       | Private Label Collateralized Mortgage Obligations |
| SIXTH STREET CLO LTD 2021-7R   A-1-R  20380419 FLT | 2038-04-19      | 5.4724%  | 0.0000% | $2995090.00        | $2998798.39        | Asset-Backed Securities                           |
| OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT | 2038-07-19      | 5.5438%  | 0.0000% | $10000000.00       | $10077158.63       | Asset-Backed Securities                           |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 5.1065%  | 0.0000% | $49560000.00       | $47875918.14       | Private Label Collateralized Mortgage Obligations |
| BALLYROCK CLO LTD 2024-28      A-1A   20380120 FLT | 2038-01-20      | 5.6455%  | 0.0000% | $550000.00         | $551679.81         | Asset-Backed Securities                           |
| MHP COMM MTG TR 2021-STOR      A      20380715 FLT | 2038-07-15      | 5.1565%  | 0.0000% | $125000.00         | $125286.47         | Private Label Collateralized Mortgage Obligations |
| MAD MTG TR 2015-11MD           A      20350912 FLT | 2035-09-12      | 3.5548%  | 0.0000% | $100000.00         | $99368.73          | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM4       M-1    20590925 FLT | 2059-09-25      | 2.9859%  | 0.0000% | $6939000.00        | $6118409.36        | Private Label Collateralized Mortgage Obligations |

### Security 722: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WY54, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19WY54
- **C.18 - Value (incl. sponsor support):** $399984852.00
- **C.18.a - Value (excl. sponsor support):** $399984852.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6123.00           | $162047.03         | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $4782.00           | $101426.22         | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $278898.00         | $20002564.56       | Equities   |
| PUTNAM ETF TRUST               FOCSD LARCP GWT  | 2500-12-31      | N/A      | 0.0000% | $7294.00           | $307760.12         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE INTE | 2500-12-31      | N/A      | 0.0000% | $7278.00           | $372087.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $82344.00          | $20002181.04       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $21380.00          | $710671.20         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $163961.04         | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $82799.75          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SAUDI ARB   | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $71170.08          | Equities   |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $86506.00          | $2115936.76        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $45050.58          | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $3840.00           | $121689.60         | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $898184.00         | $20002557.68       | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $378454.00         | $12678209.00       | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $98577.00          | $4983067.35        | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $190240.00         | $20001833.60       | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $31601.00          | $2304028.91        | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $6024.00           | $147256.68         | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $27095.00          | $1374998.09        | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $59031.00          | $1710128.07        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $5330.00           | $3108509.30        | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $95683.00          | $20002531.15       | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $2296.00           | $77769.88          | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $66214.00          | $3907288.14        | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $308830.00         | $9990650.50        | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $401968.00         | $5100973.92        | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $569388.00         | $20002600.44       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $108195.54         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $4760.00           | $166347.24         | Equities   |
| ETF OPPORTUNITIES TRUST        IDX DYNAMIC FIXE | 2500-12-31      | N/A      | 0.0000% | $7275.00           | $167979.75         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $5107.00           | $87023.28          | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $118741.00         | $317038.47         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $2618.00           | $86074.08          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $10263.00          | $567030.75         | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $28294.00          | $280110.60         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1618.00           | $81611.92          | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $141774.00         | $1456018.98        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $55961.00          | $582554.01         | Equities   |
| MAPLEBEAR INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $426857.00         | $20002519.02       | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43086.00          | $447017.25         | Equities   |
| NXP SEMICONDUCTORS N V         COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $114667.86         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $999024.00         | $16543837.44       | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6935.00           | $71915.95          | Equities   |
| LEGG MASON ETF INVT            WESTN ASET TTL   | 2500-12-31      | N/A      | 0.0000% | $334.00            | $6706.62           | Equities   |
| VIRTUS ETF TR II               ALPHASIMPLEX MNG | 2500-12-31      | N/A      | 0.0000% | $14843.00          | $332265.01         | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $6080.00           | $154249.60         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $301380.00         | $20002590.60       | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4751208.00        | $20002585.68       | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $176302.00         | $8427235.60        | Equities   |
| SPDR SERIES TRUST              MKTAXES INVT GRD | 2500-12-31      | N/A      | 0.0000% | $1389.00           | $132160.29         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $20320.00          | $3642766.40        | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $574790.58         | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $3497.00           | $114682.72         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $724694.88         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $113209.00         | $5567618.62        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $6184.00           | $134037.58         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $52906.00          | $153427.40         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $114840.00         | $1963764.00        | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $32915.74          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $334.00            | $17173.81          | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $384370.00         | $20002614.80       | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $44287.77          | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $15774.00          | $241181.31         | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2023280.00        | $19180694.40       | Equities   |
| VALERO ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $7593.00           | $1058236.41        | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $489728.00         | $8731850.24        | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2339456.00        | $20002348.80       | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $14837.00          | $304826.17         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $169040.00         | $20002503.20       | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $955.00            | $66566.37          | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $21212.00          | $218271.48         | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $21539.00          | $625707.95         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3185120.00        | $20002553.60       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $68680.00          | $3054886.40        | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $251243.04         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7569.00           | $287092.17         | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19515.00          | $197686.95         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $634528.00         | $913720.32         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $63232.00          | $221312.00         | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $976800.00         | $18686184.00       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2028 | 2500-12-31      | N/A      | 0.0000% | $6544.00           | $163305.52         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $125605.00         | $20002596.25       | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $634006.66         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $17792.00          | $967004.10         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $4728.00           | $100362.20         | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $119024.33         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $5573.00           | $278427.08         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $2093.00           | $82804.31          | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $340760.00         | $2899867.60        | Equities   |

### Security 723: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **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: ARP19WYA3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19WYA3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? 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% | $243608400.00      | $244292939.60      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $240006900.00      | $249999947.29      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $205794200.00      | $209714669.03      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $151264500.00      | $151475160.47      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $9724400.00        | $10052162.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $248447800.00      | $249600652.20      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $198104900.00      | $201580155.21      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $223670000.00      | $206168660.37      | U.S. Treasuries (including strips)        |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $14595328.00       | $8657139.33        | Agency Collateralized Mortgage Obligation |

### Security 724: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WYJ4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19WYJ4
- **C.18 - Value (incl. sponsor support):** $964992550.20
- **C.18.a - Value (excl. sponsor support):** $964992550.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $3913000.00        | $4010157.61        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 37 BD 31    | 2031-06-15      | 1.8750%  | 0.0000% | $2447000.00        | $2108251.59        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3.7%031351       | 2051-03-13      | 3.7000%  | 0.0000% | $50000.00          | $37023.17          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.466%28      | 2028-07-06      | 4.4660%  | 0.0000% | $2410000.00        | $2412314.94        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $278000.00         | $274826.17         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 32       | 2032-01-15      | 3.6250%  | 0.0000% | $47000.00          | $43006.43          | Corporate Debt Securities                         |
| PROVIDENT FDG MTG LN 2020-1    B-1    20500225 FLT | 2050-02-25      | 3.2390%  | 0.0000% | $1390000.00        | $1015300.05        | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL 144A 50     | 2050-05-15      | 5.2500%  | 0.0000% | $2530000.00        | $2247913.43        | Corporate Debt Securities                         |
| GS MRTGE BCKD SEC TR 2021-PJ7  A-2    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $430030.00         | $265203.69         | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL 144A 47     | 2047-01-15      | 4.4000%  | 0.0000% | $23000.00          | $17972.79          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   GLBL NT 4.5%26      | 2026-02-06      | 4.5000%  | 0.0000% | $319000.00         | $325997.27         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.875%110127     | 2027-11-01      | 4.8750%  | 0.0000% | $3500000.00        | $3552141.25        | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.9%50    | 2050-06-01      | 3.9000%  | 0.0000% | $1013000.00        | $737464.00         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-1       A-11   20550625 FLT | 2055-06-25      | 5.6000%  | 0.0000% | $2042200.00        | $1858304.72        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $209000.00         | $206613.92         | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 54       | 2054-03-01      | 5.7500%  | 0.0000% | $20000.00          | $19946.97          | Corporate Debt Securities                         |
| APIDOS CLO LTD 2024-49         D-1    20371026 FLT | 2037-10-26      | 7.1687%  | 0.0000% | $8289000.00        | $8296824.09        | Asset-Backed Securities                           |
| ALLSTATE CORP                  SR GLBL NT 29       | 2029-06-24      | 5.0500%  | 0.0000% | $92000.00          | $94439.87          | Corporate Debt Securities                         |
| APEX CREDIT CLO 2018-2 2018-2R B-R3   20311020 FLT | 2031-10-20      | 5.5755%  | 0.0000% | $21364080.00       | $21328802.50       | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL REGS 29     | 2029-08-05      | 3.1000%  | 0.0000% | $80000.00          | $76574.04          | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR REGS NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $500000.00         | $412152.50         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30    | 2030-01-15      | 2.9000%  | 0.0000% | $111000.00         | $103075.59         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $15864000.00       | $16954614.75       | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.3%020128       | 2028-02-01      | 5.3000%  | 0.0000% | $40000.00          | $41786.40          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $23000.00          | $19692.83          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31    | 2031-09-15      | 2.3000%  | 0.0000% | $6000.00           | $5253.71           | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.625%32    | 2032-04-15      | 3.6250%  | 0.0000% | $8000.00           | $7452.99           | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT6.9%29    | 2029-04-13      | 6.9000%  | 0.0000% | $41000.00          | $43620.31          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%52     | 2052-01-15      | 3.0000%  | 0.0000% | $75000.00          | $47574.25          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL 144A 40     | 2040-09-01      | 5.1000%  | 0.0000% | $16847000.00       | $14414967.08       | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $90000.00          | $67274.21          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.15%012429      | 2029-01-24      | 4.1500%  | 0.0000% | $1783000.00        | $1768712.72        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     LW TIER II 25       | 2025-10-20      | 4.3530%  | 0.0000% | $407000.00         | $411375.93         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $312000.00         | $317572.06         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 36     | 2036-11-15      | 3.1870%  | 0.0000% | $5000.00           | $4157.74           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.4%35    | 2035-03-23      | 5.4000%  | 0.0000% | $39000.00          | $40398.54          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $423000.00         | $464981.10         | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 3%30     | 2030-06-01      | 3.0000%  | 0.0000% | $100000.00         | $93132.00          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 30       | 2030-06-30      | 4.4500%  | 0.0000% | $498000.00         | $499159.51         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013D 43    | 2043-10-01      | 4.6500%  | 0.0000% | $1000.00           | $834.06            | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $84000.00          | $80606.40          | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $2000.00           | $1978.76           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $98000.00          | $75153.75          | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN  FR 0.85%090225      | 2025-09-02      | 0.8500%  | 0.0000% | $1414000.00        | $1413567.94        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $9000.00           | $9270.01           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $3950000.00        | $2335785.32        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $576000.00         | $647216.64         | Corporate Debt Securities                         |
| GLS AUTO RECEIVABLES 2024-2    D      20300215 6.1 | 2030-02-15      | 6.1900%  | 0.0000% | $780000.00         | $800798.79         | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $1182000.00        | $698961.58         | Corporate Debt Securities                         |
| GLS AUTO RECEIVABLES 2024-2    D      20300215 6.1 | 2030-02-15      | 6.1900%  | 0.0000% | $7378000.00        | $7574735.19        | Asset-Backed Securities                           |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT2.5%31    | 2031-10-12      | 2.5000%  | 0.0000% | $25000.00          | $21708.00          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $190000.00         | $191807.32         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $2614000.00        | $2567244.25        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 26     | 2026-05-15      | 2.6250%  | 0.0000% | $12030000.00       | $11937870.25       | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $999000.00         | $809624.56         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $646000.00         | $696119.91         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $106000.00         | $83786.70          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $1377000.00        | $1438951.61        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1859885.30        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $96000.00          | $103448.16         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $73000.00          | $75788.60          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $1238000.00        | $1285291.60        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $2065000.00        | $2380862.40        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $496000.00         | $571868.16         | Corporate Debt Securities                         |
| FORD CREDIT AT TR  2025-A      A-3    20280615 4.7 | 2028-06-15      | 4.7200%  | 0.0000% | $1000.00           | $1007.34           | Asset-Backed Securities                           |
| PRUDENTIAL FINL INC            FR 6.625%092827     | 2037-12-01      | 6.6250%  | 0.0000% | $50000.00          | $56059.58          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $1000.00           | $969.16            | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $17000.00          | $14411.20          | Corporate Debt Securities                         |
| PRPM TR 2025-NQM2              A-1    20700425 FLT | 2070-04-25      | 5.6880%  | 0.0000% | $233961.00         | $230653.44         | Private Label Collateralized Mortgage Obligations |
| PEPSICO INC                    SR GLBL NT4.3%30    | 2030-07-23      | 4.3000%  | 0.0000% | $873000.00         | $869870.78         | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 54       | 2054-07-18      | 6.4150%  | 0.0000% | $48000.00          | $49393.75          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $200000.00         | $200041.44         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $300000.00         | $288096.92         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $500000.00         | $500103.61         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $1332000.00        | $1337489.32        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT4.5%45    | 2045-11-15      | 4.5000%  | 0.0000% | $16000.00          | $13528.96          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $478000.00         | $527520.27         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $239000.00         | $224241.88         | Corporate Debt Securities                         |
| COMM MTG TR 2012-CCRE5         E      20451212 FLT | 2045-12-12      | 4.5410%  | 0.0000% | $4001190.00        | $2232340.11        | Private Label Collateralized Mortgage Obligations |
| CARNIVAL CORP                  SR SEC GLBL 28      | 2028-08-01      | 4.0000%  | 0.0000% | $288000.00         | $285448.00         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $9735000.00        | $9816148.53        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.204%093035     | 2035-09-30      | 5.2040%  | 0.0000% | $200000.00         | $199663.33         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 32       | 2032-02-04      | 2.4500%  | 0.0000% | $339000.00         | $295447.26         | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $466000.00         | $448637.36         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $2810000.00        | $2846738.41        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.1%33    | 2033-05-01      | 5.1000%  | 0.0000% | $8000.00           | $8054.64           | Corporate Debt Securities                         |
| DBWF MORTGAGE TRUST 2024-LCRS  D      20370415 FLT | 2037-04-15      | 7.5309%  | 0.0000% | $8000000.00        | $8021776.89        | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR GLBL NT 6%48     | 2048-06-15      | 6.0000%  | 0.0000% | $100000.00         | $96266.67          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 5.2500%  | 0.0000% | $1043000.00        | $1055852.37        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD2.9%51    | 2051-03-15      | 2.9000%  | 0.0000% | $52000.00          | $32793.57          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $30000.00          | $18785.20          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $35000.00          | $21916.07          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $85000.00          | $76439.65          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-09-01      | 6.0500%  | 0.0000% | $239000.00         | $234943.77         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 6%14     | 2114-01-22      | 6.0000%  | 0.0000% | $10000.00          | $9517.73           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 3.4%51      | 2051-08-01      | 3.4000%  | 0.0000% | $300000.00         | $202132.67         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1MTG BD 2.4% 26     | 2026-10-01      | 2.4000%  | 0.0000% | $4200000.00        | $4135614.00        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            3.125%26            | 2026-05-20      | 3.1250%  | 0.0000% | $1111000.00        | $1106892.85        | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT4.5%28    | 2028-12-15      | 4.5000%  | 0.0000% | $48000.00          | $48363.36          | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $83000.00          | $75588.10          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.9%26    | 2026-02-26      | 4.9000%  | 0.0000% | $1800000.00        | $1843087.00        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $23000.00          | $19511.90          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $110284.63         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 55     | 2055-05-20      | 6.5000%  | 0.0000% | $100000.00         | $102484.89         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -A NT 32    | 2032-08-15      | 4.3500%  | 0.0000% | $100000.00         | $98092.83          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2984000.00        | $2871645.77        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 51       | 2051-04-15      | 3.4500%  | 0.0000% | $612000.00         | $433007.34         | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT 34       | 2034-08-01      | 5.8500%  | 0.0000% | $39000.00          | $40260.87          | Corporate Debt Securities                         |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 5.1242%  | 0.0000% | $7500000.00        | $4466701.12        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $1699000.00        | $2128611.03        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%32    | 2032-07-15      | 4.9000%  | 0.0000% | $17366000.00       | $17482390.79       | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37      | 2037-05-21      | 5.6410%  | 0.0000% | $127000.00         | $127092.53         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37      | 2037-05-21      | 5.6410%  | 0.0000% | $188000.00         | $188136.98         | Corporate Debt Securities                         |
| CME GROUP INC                  SR NT 5.3%43        | 2043-09-15      | 5.3000%  | 0.0000% | $85000.00          | $86048.24          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $40000.00          | $41432.19          | Corporate Debt Securities                         |
| BX COML MTG TR 2020-VIV4 2020- A      20440311 2.8 | 2044-03-11      | 2.8430%  | 0.0000% | $8695000.00        | $7950900.73        | Private Label Collateralized Mortgage Obligations |
| ASSURANT INC                   CR SEN SR GLBL30    | 2030-02-22      | 3.7000%  | 0.0000% | $23000.00          | $22243.11          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $3041000.00        | $3017131.53        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $20000.00          | $19859.05          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $79000.00          | $82860.34          | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $10000.00          | $9855.79           | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-3 A-3    20290716 4.8 | 2029-07-16      | 4.8900%  | 0.0000% | $191000.00         | $192998.88         | Asset-Backed Securities                           |
| ESSENTIAL UTILS INC            SR GLBL NT5.3%52    | 2052-05-01      | 5.3000%  | 0.0000% | $90000.00          | $82122.30          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL -F 78    | 2078-02-15      | 5.3750%  | 0.0000% | $97000.00          | $97906.44          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 62       | 2062-08-15      | 4.6500%  | 0.0000% | $2088000.00        | $1791549.24        | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $50000.00          | $44442.06          | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.25%31     | 2031-02-14      | 1.2500%  | 0.0000% | $1000.00           | $868.19            | Corporate Debt Securities                         |
| FARM CR BK TEX                 CL B -3 6.2%        | 2500-12-31      | 6.2000%  | 0.0000% | $232000.00         | $232097.96         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $19676000.00       | $20622513.98       | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $4000.00           | $3965.68           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 5.35%012335      | 2035-01-23      | 5.3500%  | 0.0000% | $2792000.00        | $2855151.94        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1498000.00        | $1573521.67        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-01-23      | 5.0120%  | 0.0000% | $9000.00           | $9160.23           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-01-23      | 5.0120%  | 0.0000% | $201000.00         | $204578.56         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-07-24      | 4.0320%  | 0.0000% | $10000.00          | $8020.94           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $60000.00          | $60069.69          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-01-23      | 5.0120%  | 0.0000% | $236000.00         | $240201.69         | Corporate Debt Securities                         |
| KROGER CO                      SR NT 4.45%47       | 2047-02-01      | 4.4500%  | 0.0000% | $906000.00         | $764455.62         | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL30    | 2030-05-15      | 4.3750%  | 0.0000% | $7000.00           | $6934.73           | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL30    | 2030-05-15      | 4.3750%  | 0.0000% | $73000.00          | $72319.36          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $2000.00           | $2079.70           | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31       | 2031-10-15      | 2.6250%  | 0.0000% | $14000.00          | $12299.41          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $401000.00         | $498140.24         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 50     | 2050-05-15      | 5.2500%  | 0.0000% | $4535000.00        | $4029362.62        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 47     | 2047-01-15      | 4.4000%  | 0.0000% | $965000.00         | $754075.66         | Corporate Debt Securities                         |
| GOLUB CAP PARTNRS CLO 2024-71M A      20370209 FLT | 2037-02-09      | 6.2482%  | 0.0000% | $42803459.00       | $43694441.42       | Asset-Backed Securities                           |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $207000.00         | $257144.71         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31    | 2031-01-28      | 5.4632%  | 0.0000% | $1999000.00        | $1993807.39        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $25606000.00       | $24847934.37       | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $6505000.00        | $6305621.75        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $10000.00          | $10333.32          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $52000.00          | $53733.28          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $1541000.00        | $1583746.10        | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $3913000.00        | $3907600.06        | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT4.5%49    | 2049-12-15      | 4.5000%  | 0.0000% | $69000.00          | $54754.26          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT3.5%51    | 2051-10-15      | 3.5000%  | 0.0000% | $30000.00          | $20672.57          | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2023-8 A-3    20681225 FLT | 2068-12-25      | 6.9677%  | 0.0000% | $440000.00         | $265050.01         | Private Label Collateralized Mortgage Obligations |
| UNITED OVERSEAS BK LTD         FR 3.863%100732     | 2032-10-07      | 3.8630%  | 0.0000% | $380000.00         | $378428.90         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 32       | 2032-02-04      | 2.4500%  | 0.0000% | $151000.00         | $131600.40         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.2%011527       | 2027-01-15      | 2.2000%  | 0.0000% | $542000.00         | $525148.02         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.816%061836     | 2036-06-18      | 5.8160%  | 0.0000% | $200000.00         | $204143.07         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 6%34     | 2034-06-17      | 6.0000%  | 0.0000% | $100000.00         | $105215.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.123%020129     | 2029-02-01      | 5.1230%  | 0.0000% | $2997000.00        | $3118663.21        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $1839000.00        | $1948322.42        | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             CR SEN SR NT 43     | 2043-07-15      | 5.7000%  | 0.0000% | $50000.00          | $48605.67          | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT5.7%33    | 2033-08-14      | 5.7000%  | 0.0000% | $42000.00          | $44929.99          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $14153000.00       | $14185347.47       | Corporate Debt Securities                         |
| WEA FIN LLC                    GLBL 144A NT 48     | 2048-09-20      | 4.6250%  | 0.0000% | $912000.00         | $730666.91         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.435%012430     | 2030-01-24      | 5.4350%  | 0.0000% | $6000.00           | $6171.40           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.3%26        | 2026-04-01      | 3.3000%  | 0.0000% | $400000.00         | $401416.00         | Corporate Debt Securities                         |
| US BANCORP                     FR 3.1%042726       | 2026-04-27      | 3.1000%  | 0.0000% | $278000.00         | $277167.24         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-01-23      | 5.0400%  | 0.0000% | $976000.00         | $984842.56         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.65%081825      | 2025-08-18      | 3.6500%  | 0.0000% | $677000.00         | $687829.56         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.2%61    | 2061-08-12      | 3.2000%  | 0.0000% | $5584000.00        | $3100249.21        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023B 33    | 2033-05-17      | 4.9500%  | 0.0000% | $46000.00          | $46658.03          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 26       | 2026-03-01      | 3.6500%  | 0.0000% | $247000.00         | $249553.57         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $46957000.00       | $47916618.46       | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $12475000.00       | $12377528.67       | Corporate Debt Securities                         |
| RATE MTG TR 2021-J2            A-31   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1813520.00        | $1107497.30        | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $17885000.00       | $17745258.54       | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 6%55     | 2055-05-01      | 6.0000%  | 0.0000% | $700000.00         | $683552.33         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $139760.00         | $97598.72          | Private Label Collateralized Mortgage Obligations |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $21000.00          | $21183.22          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $300000.00         | $288096.92         | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 3.9%35        | 2035-02-01      | 3.9000%  | 0.0000% | $1399000.00        | $1274754.81        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32        | 2032-01-15      | 7.2000%  | 0.0000% | $8000.00           | $8797.44           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $10141000.00       | $10833186.63       | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $139540.43         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $149000.00         | $156308.24         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $374000.00         | $350905.71         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $37000.00          | $35880.24          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 35     | 2035-05-20      | 5.7500%  | 0.0000% | $378000.00         | $385057.47         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $50000.00          | $41871.14          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT4.5%30    | 2030-09-03      | 4.5000%  | 0.0000% | $1000.00           | $1009.20           | Corporate Debt Securities                         |
| ASSURED GTY MUN HLDGS INC      EXT JR SB GLBL86    | 2086-12-15      | 6.4000%  | 0.0000% | $100000.00         | $92846.78          | Corporate Debt Securities                         |
| AMDOCS LTD                     SR GLBL NT 30       | 2030-06-15      | 2.5380%  | 0.0000% | $555000.00         | $502243.09         | Corporate Debt Securities                         |
| CITIGROUP INC                  LW TIER II 36       | 2036-08-25      | 6.1250%  | 0.0000% | $100000.00         | $106871.17         | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.405%27    | 2027-02-26      | 4.4050%  | 0.0000% | $2000.00           | $2045.99           | Corporate Debt Securities                         |
| CLERMONT PK CLO LTD 2025-1     D-1    20380426 FLT | 2038-04-26      | 7.2266%  | 0.0000% | $7106000.00        | $7248649.96        | Asset-Backed Securities                           |
| COMMONWEALTH BK AUSTRALIA N Y  SR NT 4.577%26      | 2026-11-27      | 4.5770%  | 0.0000% | $3806000.00        | $3853231.51        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-04-15      | 5.0500%  | 0.0000% | $55000.00          | $57010.77          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.8%54    | 2054-11-15      | 5.8000%  | 0.0000% | $1543000.00        | $1512625.19        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.8%54    | 2054-11-15      | 5.8000%  | 0.0000% | $2422000.00        | $2374321.58        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $100000.00         | $76484.78          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.8%25    | 2025-11-10      | 5.8000%  | 0.0000% | $3000.00           | $3048.51           | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL 144A 32     | 2032-07-16      | 5.1710%  | 0.0000% | $1600000.00        | $1616257.51        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $26000.00          | $19886.04          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.597%032451     | 2051-03-24      | 5.5970%  | 0.0000% | $9669000.00        | $9714202.30        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              SR GLBL REGS 62     | 2062-01-12      | 3.7500%  | 0.0000% | $610000.00         | $415547.25         | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $2422000.00        | $2472228.24        | Corporate Debt Securities                         |
| MERCK & CO INC                 3.9%39              | 2039-03-07      | 3.9000%  | 0.0000% | $652000.00         | $576641.84         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL REGS 46     | 2046-04-01      | 4.5500%  | 0.0000% | $274000.00         | $225662.75         | Corporate Debt Securities                         |
| MORGAN STANLEY                 3.591% SR 072228    | 2028-07-22      | 3.5910%  | 0.0000% | $94000.00          | $92447.85          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL REGS 46     | 2046-04-01      | 4.5500%  | 0.0000% | $486000.00         | $400263.12         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $707000.00         | $726771.24         | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 5.5%34      | 2034-03-01      | 5.5000%  | 0.0000% | $15000.00          | $15597.70          | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 5.5%34      | 2034-03-01      | 5.5000%  | 0.0000% | $69000.00          | $71749.42          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $5182000.00        | $5528154.72        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $3506000.00        | $3133759.21        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $89000.00          | $86412.06          | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1M GLBL BD 33       | 2033-04-15      | 5.4500%  | 0.0000% | $742000.00         | $776871.94         | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LTD         FR 3.863%100732     | 2032-10-07      | 3.8630%  | 0.0000% | $5142000.00        | $5120740.54        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT4.1%27    | 2027-04-28      | 4.1000%  | 0.0000% | $32000.00          | $32363.25          | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33    | 2033-10-10      | 6.3000%  | 0.0000% | $65000.00          | $70469.43          | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $300000.00         | $298728.00         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.6%28    | 2028-03-01      | 4.6000%  | 0.0000% | $2792000.00        | $2879966.61        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 2.15%31     | 2031-06-03      | 2.1500%  | 0.0000% | $311000.00         | $275886.29         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 32       | 2032-09-01      | 4.9500%  | 0.0000% | $6000.00           | $6044.43           | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $2144000.00        | $2155321.81        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT5.1%35    | 2035-02-20      | 5.1000%  | 0.0000% | $7000.00           | $7226.17           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $35000.00          | $37364.68          | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $23303000.00       | $21994148.16       | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 6%55     | 2055-03-15      | 6.0000%  | 0.0000% | $508000.00         | $522420.43         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $2988000.00        | $2626974.40        | Corporate Debt Securities                         |
| WOODMONT  TR 2017-2RR          D-RR   20361020 FLT | 2036-10-20      | 8.2255%  | 0.0000% | $6137283.00        | $6094781.44        | Asset-Backed Securities                           |
| WELLS FARGO & CO               FR 4.75%120746      | 2046-12-07      | 4.7500%  | 0.0000% | $1157000.00        | $1006746.19        | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     A-3    20690325 FLT | 2069-03-25      | 6.4700%  | 0.0000% | $250000.00         | $204364.12         | Private Label Collateralized Mortgage Obligations |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-11-09      | 7.6600%  | 0.0000% | $60000.00          | $67967.87          | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $2856772.00        | $2435489.07        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $553000.00         | $550191.37         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 34       | 2034-06-01      | 4.9500%  | 0.0000% | $2000.00           | $2084.10           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $6000.00           | $6360.65           | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 50       | 2050-01-15      | 3.9500%  | 0.0000% | $47000.00          | $35039.70          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.2%48    | 2048-03-01      | 5.2000%  | 0.0000% | $302000.00         | $275712.91         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 32       | 2032-02-03      | 2.1500%  | 0.0000% | $85000.00          | $71631.25          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 52       | 2052-04-22      | 3.3280%  | 0.0000% | $8000.00           | $5618.58           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $4917000.00        | $3936705.91        | Corporate Debt Securities                         |
| SK HYNIX INC                   GLBL 144A NT 33     | 2033-01-17      | 6.5000%  | 0.0000% | $390000.00         | $422251.92         | Corporate Debt Securities                         |
| SK HYNIX INC                   GLBL 144A NT 33     | 2033-01-17      | 6.5000%  | 0.0000% | $1330000.00        | $1439987.31        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.123%102833     | 2033-10-28      | 6.1230%  | 0.0000% | $63000.00          | $67779.67          | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28     | 2028-01-15      | 6.2500%  | 0.0000% | $3419000.00        | $3439232.88        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $1128000.00        | $1126955.03        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $214000.00         | $191328.84         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $815000.00         | $728658.90         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $61000.00          | $61665.71          | Corporate Debt Securities                         |
| JAMESTOWN CL 5.35599 20OCT34 144A F                | 2034-10-20      | 5.3655%  | 0.0000% | $20667478.00       | $20601350.62       | Asset-Backed Securities                           |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29      | 2029-10-29      | 3.2500%  | 0.0000% | $900000.00         | $833234.00         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34       | 2034-05-09      | 4.8750%  | 0.0000% | $304000.00         | $309114.55         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-22      | 4.9790%  | 0.0000% | $1667000.00        | $1685578.30        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31       | 2031-06-15      | 3.1250%  | 0.0000% | $100000.00         | $89250.31          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.9%29    | 2029-10-06      | 4.9000%  | 0.0000% | $17000.00          | $17209.66          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $1168000.00        | $1162067.86        | Corporate Debt Securities                         |
| STATE STR CORP                 ALT TIER I EXT77    | 2077-06-01      | 5.5801%  | 0.0000% | $21000.00          | $18734.73          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 GLBL 2022B NT 52    | 2052-05-15      | 5.1250%  | 0.0000% | $83000.00          | $78143.62          | Corporate Debt Securities                         |
| LG CHEM LTD                    GLBL 144A NT 26     | 2026-07-07      | 1.3750%  | 0.0000% | $400000.00         | $388083.39         | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49       | 2049-09-15      | 3.8750%  | 0.0000% | $50000.00          | $37317.94          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.707%042228     | 2028-04-22      | 5.7070%  | 0.0000% | $1351000.00        | $1398128.62        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50     | 2050-10-15      | 3.9510%  | 0.0000% | $5341000.00        | $3999412.90        | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $20000.00          | $9562.87           | Private Label Collateralized Mortgage Obligations |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53       | 2053-03-02      | 5.7500%  | 0.0000% | $820000.00         | $810667.26         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR NT 6.75%28       | 2028-01-15      | 6.7500%  | 0.0000% | $2000.00           | $2106.36           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.875%080125     | 2025-08-01      | 3.8750%  | 0.0000% | $1013000.00        | $1032495.19        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $5000.00           | $4143.02           | Corporate Debt Securities                         |
| ARROYO MTG TR 2019-3           A-1    20481025 FLT | 2048-10-25      | 2.9620%  | 0.0000% | $3985000.00        | $474157.11         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2023-C21  A-5    20560915 FLT | 2056-09-15      | 6.0000%  | 0.0000% | $4134700.00        | $4404133.59        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              PERP GLBL -RR NT    | 2500-12-31      | 4.3750%  | 0.0000% | $751000.00         | $733806.69         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $2525000.00        | $2635015.65        | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $90000.00          | $88702.13          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.45%020232      | 2032-02-02      | 2.4500%  | 0.0000% | $2000.00           | $1760.63           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $8000.00           | $8274.60           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $80000.00          | $80749.30          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-10-19      | 7.7500%  | 0.0000% | $86000.00          | $100893.34         | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.9267%  | 0.0000% | $92092.00          | $6827.62           | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $1000.00           | $972.89            | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.9886%  | 0.0000% | $473813.00         | $471196.34         | Private Label Collateralized Mortgage Obligations |
| CHILE ELECTRICITY LUX MPC II S SR SEC GLBL 35      | 2035-10-20      | 5.6720%  | 0.0000% | $400000.00         | $414473.60         | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $24006.93          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $6440000.00        | $5980990.79        | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT30    | 2030-10-15      | 2.6500%  | 0.0000% | $25000.00          | $22267.57          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $199000.00         | $211146.52         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT3.4%38    | 2038-01-15      | 3.4000%  | 0.0000% | $71000.00          | $60648.28          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $10059000.00       | $12189241.93       | Corporate Debt Securities                         |
| YARA INTL ASA                  SR GLBL REGS 28     | 2028-06-01      | 4.7500%  | 0.0000% | $8000.00           | $8058.92           | Corporate Debt Securities                         |
| M & T BK CORP                  FR 7.413%103029     | 2029-10-30      | 7.4130%  | 0.0000% | $12000.00          | $13215.27          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $2000.00           | $2039.78           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $2000.00           | $1732.38           | Corporate Debt Securities                         |
| FORTRESS CR OPPORT CLO 2024-25 D      20370115 FLT | 2037-01-15      | 8.2676%  | 0.0000% | $1210483.00        | $1214895.78        | Asset-Backed Securities                           |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35     | 2035-07-15      | 5.0000%  | 0.0000% | $1475000.00        | $1430812.28        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30    | 2030-03-15      | 4.8000%  | 0.0000% | $3447000.00        | $3530463.36        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.75%091428      | 2028-09-14      | 4.7500%  | 0.0000% | $2838000.00        | $2897638.99        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $306000.00         | $299651.52         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $1197000.00        | $1166811.66        | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 30       | 2030-04-15      | 3.4500%  | 0.0000% | $100000.00         | $96051.83          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $329000.00         | $318563.75         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT3.4%26    | 2026-08-15      | 3.4000%  | 0.0000% | $9000.00           | $9029.77           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $99795.00          | $83273.94          | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $183000.00         | $138756.09         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $100000.00         | $92268.67          | Corporate Debt Securities                         |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT5.2%30    | 2030-01-15      | 5.2000%  | 0.0000% | $276000.00         | $282057.28         | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $80000.00          | $70101.40          | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $531000.00         | $472317.86         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $300000.00         | $280659.50         | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3148.35           | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2126183.45        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $132000.00         | $130947.62         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35    | 2035-06-15      | 5.4000%  | 0.0000% | $1550000.00        | $1561609.50        | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $835000.00         | $847233.68         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.5%30    | 2030-07-01      | 5.5000%  | 0.0000% | $54000.00          | $56039.76          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67    | 2067-06-15      | 6.7051%  | 0.0000% | $999000.00         | $960409.98         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 44    | 2044-05-06      | 5.3000%  | 0.0000% | $99000.00          | $94053.36          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.65%081225      | 2025-08-12      | 3.6500%  | 0.0000% | $79000.00          | $80330.73          | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 29     | 2029-06-15      | 4.1250%  | 0.0000% | $94000.00          | $90952.60          | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2019-521F  C      20340615 FLT | 2034-06-15      | 5.7890%  | 0.0000% | $2460000.00        | $2128054.72        | Private Label Collateralized Mortgage Obligations |
| CAIXABANK S A                  FR 4.634%070329     | 2029-07-03      | 4.6340%  | 0.0000% | $717000.00         | $718445.11         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33    | 2033-10-10      | 6.3000%  | 0.0000% | $30000.00          | $32524.35          | Corporate Debt Securities                         |
| CSMC 2021-GATE                 C      20361215 FLT | 2036-12-15      | 7.1634%  | 0.0000% | $1740000.00        | $1672233.89        | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC            GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $580000.00         | $562428.90         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-05-22      | 2.3750%  | 0.0000% | $1000.00           | $919.42            | Corporate Debt Securities                         |
| BPCE                           FR 6.915%011446     | 2046-01-14      | 6.9150%  | 0.0000% | $17004000.00       | $17804605.00       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $13127000.00       | $13962254.60       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $1000.00           | $828.58            | Corporate Debt Securities                         |
| CHASE HOME LENDING 2024-2      A-9    20550225 FLT | 2055-02-25      | 6.5000%  | 0.0000% | $2500000.00        | $1927326.79        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $1599000.00        | $1367584.73        | Corporate Debt Securities                         |
| 3M CO                          FR 3%080725         | 2025-08-07      | 3.0000%  | 0.0000% | $126000.00         | $127777.86         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.2%33      | 2033-01-15      | 5.2000%  | 0.0000% | $3717000.00        | $3776327.45        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $3250000.00        | $3362941.11        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $3980000.00        | $4217048.80        | Corporate Debt Securities                         |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL 144A 32     | 2032-01-27      | 4.0000%  | 0.0000% | $348000.00         | $325596.92         | Corporate Debt Securities                         |
| LAKESIDE PK CLO LTD 2025       D      20380415 FLT | 2038-04-15      | 6.8561%  | 0.0000% | $2522453.00        | $2577808.64        | Asset-Backed Securities                           |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.625%43      | 2043-10-23      | 6.6250%  | 0.0000% | $50000.00          | $51908.24          | Corporate Debt Securities                         |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $300000.00         | $277380.33         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 34       | 2034-03-15      | 5.8520%  | 0.0000% | $3000.00           | $3126.53           | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2811000.00        | $3112854.71        | Corporate Debt Securities                         |
| MELLON CAP IV                  PERP JR SB GLBL     | 2079-12-31      | 5.1455%  | 0.0000% | $75000.00          | $64524.42          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $400000.00         | $328323.56         | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 44       | 2044-09-15      | 4.7500%  | 0.0000% | $44000.00          | $37418.68          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.699%012231     | 2031-01-22      | 2.6990%  | 0.0000% | $485000.00         | $447327.50         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $77000.00          | $70621.75          | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $22000.00          | $24362.43          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR 144A NT 39       | 2039-08-01      | 7.1250%  | 0.0000% | $104000.00         | $117802.36         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $15349000.00       | $14689351.14       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1399000.00        | $1520080.34        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 48     | 2048-10-17      | 4.9500%  | 0.0000% | $460000.00         | $392030.40         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $1098000.00        | $853131.97         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $4000000.00        | $3932631.11        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT4.2%47    | 2047-10-03      | 4.2000%  | 0.0000% | $40000.00          | $30293.87          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $62000.00          | $63230.22          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $2496000.00        | $2545526.19        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 46     | 2046-04-01      | 4.5500%  | 0.0000% | $100000.00         | $82358.67          | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $1000.00           | $726.83            | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 46     | 2046-04-01      | 4.5500%  | 0.0000% | $410000.00         | $337670.53         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.35%022550      | 2050-02-25      | 4.3500%  | 0.0000% | $710000.00         | $595299.50         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.875%062327     | 2027-06-23      | 4.8750%  | 0.0000% | $9000.00           | $9073.22           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $1504000.00        | $1626312.80        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $11000.00          | $9374.64           | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $9000.00           | $8543.45           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $286000.00         | $302366.39         | Corporate Debt Securities                         |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL 144A 49     | 2049-09-12      | 5.6500%  | 0.0000% | $3000000.00        | $2711365.00        | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT1.9%31    | 2031-06-01      | 1.9000%  | 0.0000% | $100000.00         | $85507.67          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 27     | 2027-03-01      | 4.4500%  | 0.0000% | $2069000.00        | $2107549.49        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $3959000.00        | $2673812.92        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $209000.00         | $159716.64         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 47    | 2047-09-15      | 4.5000%  | 0.0000% | $24000.00          | $24029.04          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $378000.00         | $387893.21         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 6%64     | 2064-05-15      | 6.0000%  | 0.0000% | $15000.00          | $14951.35          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $406364.31         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 6%64     | 2064-05-15      | 6.0000%  | 0.0000% | $10000.00          | $9967.57           | Corporate Debt Securities                         |
| SEQUOIA MTG 2021-6 TR          A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $250000.00         | $154701.12         | Private Label Collateralized Mortgage Obligations |
| SOLAR STAR FDG LLC             SR SEC GLBL 35      | 2035-06-30      | 5.3750%  | 0.0000% | $5171000.00        | $3633072.25        | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2025-35       A-1    20380427 FLT | 2038-04-27      | 5.5561%  | 0.0000% | $1621234.00        | $1640978.27        | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $6880984.00        | $6837249.21        | Private Label Collateralized Mortgage Obligations |
| MONDELEZ INTL INC              SR GLBL NT 28       | 2028-05-06      | 4.2500%  | 0.0000% | $1442000.00        | $1451192.35        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54     | 2054-06-01      | 5.0990%  | 0.0000% | $3344000.00        | $3097608.51        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $85000.00          | $78778.57          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $105000.00         | $97314.70          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $300000.00         | $278042.00         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $124000.00         | $123172.09         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $80000.00          | $80813.20          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT3.8%30    | 2030-09-15      | 3.8000%  | 0.0000% | $29000.00          | $28019.67          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $40000.00          | $41936.71          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $35000.00          | $35773.54          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $1997000.00        | $1927522.71        | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $401000.00         | $398725.22         | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $3145000.00        | $3127159.11        | Corporate Debt Securities                         |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $100000.00         | $95940.67          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.4%47    | 2047-10-01      | 5.4000%  | 0.0000% | $100000.00         | $90289.00          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               VR 051624-041626    | 2026-04-16      | 4.7979%  | 0.0000% | $2160000.00        | $2166303.09        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL FL NT 28    | 2028-04-24      | 5.3314%  | 0.0000% | $706000.00         | $710239.91         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.97%042329      | 2029-04-23      | 4.9700%  | 0.0000% | $1000.00           | $1025.18           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 3%25     | 2025-11-20      | 3.0000%  | 0.0000% | $3163000.00        | $3166848.32        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 50       | 2050-03-01      | 3.9500%  | 0.0000% | $2000.00           | $1445.88           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $31000.00          | $21230.76          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $66000.00          | $45200.98          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $292000.00         | $199980.09         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40    | 2040-08-01      | 3.3000%  | 0.0000% | $39000.00          | $28682.55          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 50       | 2050-03-01      | 3.9500%  | 0.0000% | $6000.00           | $4337.63           | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $428792.00         | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1500772.00        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 4.4510%  | 0.0000% | $337000.00         | $294611.58         | Corporate Debt Securities                         |
| GS MORTGAGE BACKED 2023-PJ5    A-16   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $1250000.00        | $782199.09         | Private Label Collateralized Mortgage Obligations |
| PIONEER NAT RES CO             SR GLBL NT 31       | 2031-01-15      | 2.1500%  | 0.0000% | $5000.00           | $4427.38           | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT32    | 2032-01-15      | 2.6500%  | 0.0000% | $213000.00         | $180327.46         | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT4.5%47    | 2047-06-15      | 4.5000%  | 0.0000% | $68000.00          | $57452.52          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.1%34      | 2034-09-12      | 5.1000%  | 0.0000% | $2495000.00        | $2464486.15        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $76000.00          | $77441.97          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           GLBL NT 5.25%35     | 2035-03-15      | 5.2500%  | 0.0000% | $25000.00          | $25482.42          | Corporate Debt Securities                         |
| WILDWOOD PARK CLO 2024-1 LTD   D-1    20371020 FLT | 2037-10-20      | 7.3255%  | 0.0000% | $7698000.00        | $7551475.17        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-C28   C      20480515 FLT | 2048-05-15      | 4.1153%  | 0.0000% | $36222.00          | $10117.77          | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.8%36    | 2036-03-15      | 5.8000%  | 0.0000% | $377000.00         | $399842.85         | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5%031530         | 2030-03-15      | 5.0000%  | 0.0000% | $200000.00         | $206727.11         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E A      20320913 3.9 | 2032-09-13      | 3.9120%  | 0.0000% | $2000000.00        | $1794386.00        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.7579%  | 0.0000% | $1000.00           | $1018.57           | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 32     | 2032-02-15      | 5.1250%  | 0.0000% | $220000.00         | $219567.03         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $1000.00           | $984.50            | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR -B NT 7%38       | 2038-06-15      | 7.0000%  | 0.0000% | $49000.00          | $55623.55          | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $69000.00          | $70311.23          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $60000.00          | $59486.18          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 5.2500%  | 0.0000% | $657000.00         | $665095.88         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2017-P7  A-S    20500415 3.9 | 2050-04-15      | 3.9150%  | 0.0000% | $1418000.00        | $1368962.01        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.305%031141     | 2041-03-11      | 3.3050%  | 0.0000% | $450000.00         | $338152.94         | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $1240000.00        | $1236596.61        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.45%52     | 2052-08-15      | 2.4500%  | 0.0000% | $2000.00           | $1099.33           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $37000.00          | $33273.73          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $63000.00          | $56655.27          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $40000.00          | $39657.46          | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL NT     | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $261951.75         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 33       | 2033-09-15      | 6.0500%  | 0.0000% | $2943000.00        | $3156913.59        | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26       | 2026-09-24      | 4.2120%  | 0.0000% | $30000.00          | $30448.77          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 35       | 2035-04-15      | 4.7500%  | 0.0000% | $4000.00           | $3870.10           | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 4.25%31     | 2031-10-04      | 4.2500%  | 0.0000% | $383000.00         | $382564.34         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $2010000.00        | $1972183.52        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $942000.00         | $955547.27         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $1000.00           | $936.17            | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT3.5%46    | 2046-08-15      | 3.5000%  | 0.0000% | $204000.00         | $146379.97         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $597000.00         | $725962.94         | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $234000.00         | $243393.48         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $621000.00         | $755147.38         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $12026000.00       | $13406765.19       | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.9%30    | 2030-06-23      | 4.9000%  | 0.0000% | $2835000.00        | $2857346.10        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $10080000.00       | $10049729.76       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $22902000.00       | $25531493.13       | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             C      20440715 FLT | 2044-07-15      | 6.6500%  | 0.0000% | $510000.00         | $512941.96         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $45000.00          | $45722.91          | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2016-C7      D      20491118 FLT | 2049-11-18      | 4.3605%  | 0.0000% | $850320.00         | $715736.22         | Private Label Collateralized Mortgage Obligations |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $100000.00         | $98617.89          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $176000.00         | $173567.48         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $515000.00         | $507882.13         | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 4.95%43       | 2043-06-01      | 4.9500%  | 0.0000% | $50000.00          | $44792.00          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26       | 2026-03-15      | 3.1250%  | 0.0000% | $232000.00         | $233230.89         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $1795000.00        | $1352487.62        | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $260000.00         | $259286.39         | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $750000.00         | $747941.50         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 5%34     | 2034-05-13      | 5.0000%  | 0.0000% | $53000.00          | $54750.24          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $14000.00          | $12765.29          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $41000.00          | $37157.57          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $1888000.00        | $1912907.44        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $300000.00         | $259636.17         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $15841000.00       | $15988963.75       | Corporate Debt Securities                         |
| BORGWARNER INC                 GLBL NT 4.95%29     | 2029-08-15      | 4.9500%  | 0.0000% | $15000.00          | $15489.08          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP     | 2079-12-31      | 4.7000%  | 0.0000% | $110000.00         | $111765.81         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT | 2055-05-17      | 4.4430%  | 0.0000% | $2000003.00        | $1927045.82        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $600000.00         | $610274.67         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-02-08      | 4.8740%  | 0.0000% | $1000.00           | $1034.48           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $3876000.00        | $3771002.39        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FXD/FLT SR NT 48    | 2048-01-20      | 4.4430%  | 0.0000% | $7287000.00        | $6203915.58        | Corporate Debt Securities                         |
| BPCE                           FR 5.936%053035     | 2035-05-30      | 5.9360%  | 0.0000% | $768000.00         | $795297.28         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $14000.00          | $13620.75          | Corporate Debt Securities                         |
| CROSS  MTG TR 2025-H5          A-2    20700725 FLT | 2070-07-25      | 5.7620%  | 0.0000% | $5635945.00        | $5640175.55        | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT2.9%27    | 2027-05-25      | 2.9000%  | 0.0000% | $460000.00         | $452836.27         | Corporate Debt Securities                         |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54       | 2054-09-13      | 5.7500%  | 0.0000% | $900000.00         | $825751.75         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 4.375%42      | 2042-11-15      | 4.3750%  | 0.0000% | $100000.00         | $80430.61          | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $1188000.00        | $1275529.53        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $100000.00         | $94731.89          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $3000.00           | $3036.78           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $12000.00          | $10899.28          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $30000.00          | $27248.20          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $16750000.00       | $18739230.00       | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL 144A 35     | 2035-07-16      | 5.5020%  | 0.0000% | $1315000.00        | $1335986.96        | Corporate Debt Securities                         |
| MORGAN STNLY RES MTG 2025-NQM3 B-1    20700525 FLT | 2070-05-25      | 7.2154%  | 0.0000% | $3025412.00        | $2925521.43        | Private Label Collateralized Mortgage Obligations |
| MPLX LP                        SR GLBL NT 53       | 2053-03-01      | 5.6500%  | 0.0000% | $300000.00         | $279813.50         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $553000.00         | $565340.43         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $5628000.00        | $5785386.86        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL REGS 46     | 2046-04-01      | 4.5500%  | 0.0000% | $2780000.00        | $2289570.93        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT4.1%26    | 2026-01-26      | 4.1000%  | 0.0000% | $853000.00         | $851865.04         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19818000.00       | $20135418.31       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $22870000.00       | $23236301.17       | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1732698.24        | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $382000.00         | $334017.40         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 34       | 2034-10-24      | 4.5500%  | 0.0000% | $57000.00          | $57428.62          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $42000.00          | $27607.44          | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $50000.00          | $56568.40          | Corporate Debt Securities                         |
| AIMCO CLO LTD 2025-24          D      20380419 FLT | 2038-04-19      | 7.4474%  | 0.0000% | $2721111.00        | $2760032.52        | Asset-Backed Securities                           |
| AT&T INC                       SR GLBL NT 26       | 2026-01-15      | 3.8750%  | 0.0000% | $53000.00          | $52868.15          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.1%43      | 2043-02-01      | 3.1000%  | 0.0000% | $100000.00         | $73526.00          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT3.2%29    | 2029-11-21      | 3.2000%  | 0.0000% | $749000.00         | $718172.82         | Corporate Debt Securities                         |
| AGL CLO 2025-41 LTD            D-1    20380720 FLT | 2038-07-20      | 7.9774%  | 0.0000% | $12687600.00       | $12963329.04       | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 3.5%61      | 2061-02-01      | 3.5000%  | 0.0000% | $40000.00          | $26142.00          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $20000.00          | $13365.40          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $167000.00         | $169401.69         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $85000.00          | $96166.27          | Corporate Debt Securities                         |
| RATE MTG TRUST 2025-J1         A-13   20550325 FLT | 2055-03-25      | 6.0000%  | 0.0000% | $3579994.00        | $3595953.61        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $38000.00          | $37846.56          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2401454.38        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $1000.00           | $1095.28           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $1361000.00        | $1438132.41        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $155000.00         | $160859.26         | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR GLBL FL NT 26    | 2026-12-08      | 5.3619%  | 0.0000% | $1385000.00        | $1406242.93        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 46       | 2046-02-15      | 5.0500%  | 0.0000% | $56000.00          | $50035.22          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $543000.00         | $504851.84         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $74000.00          | $54729.66          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $392000.00         | $415562.47         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $12000.00          | $10476.02          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $177000.00         | $177476.30         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $4366000.00        | $4425963.74        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $8040000.00        | $8150423.37        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT3.9%38    | 2038-03-01      | 3.9000%  | 0.0000% | $398000.00         | $348496.76         | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTRALIA N Y  SR NT 5.499%25      | 2025-09-12      | 5.4990%  | 0.0000% | $2943000.00        | $3007597.38        | Corporate Debt Securities                         |
| BANK OF AMERICA AUTO 2023-2    A-4    20291115 5.6 | 2029-11-15      | 5.6600%  | 0.0000% | $2988000.00        | $3045619.26        | Asset-Backed Securities                           |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $3487000.00        | $3477185.06        | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US2 NT49    | 2049-07-29      | 4.3000%  | 0.0000% | $7000.00           | $5385.94           | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 34       | 2034-06-01      | 5.4500%  | 0.0000% | $12000.00          | $12478.60          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $2806000.00        | $2798101.89        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 35       | 2035-07-26      | 5.8840%  | 0.0000% | $79000.00          | $81425.87          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $2000.00           | $1952.71           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $29174000.00       | $30362564.98       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $82000.00          | $86956.72          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 35       | 2035-04-27      | 4.8540%  | 0.0000% | $100000.00         | $98784.43          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $177000.00         | $181836.97         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%49     | 2049-05-20      | 5.0000%  | 0.0000% | $2573000.00        | $2249165.08        | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $8000.00           | $6215.90           | Corporate Debt Securities                         |
| MARKEL GROUP INC               GLBL NT 6%54        | 2054-05-16      | 6.0000%  | 0.0000% | $1930000.00        | $1941136.10        | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 3.25%41     | 2041-05-15      | 3.2500%  | 0.0000% | $15000.00          | $10794.47          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT2.8%27    | 2027-03-25      | 2.8000%  | 0.0000% | $140000.00         | $138437.60         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $1805000.00        | $1486573.93        | Corporate Debt Securities                         |

### Security 725: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WZ79, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19WZ79
- **C.18 - Value (incl. sponsor support):** $49999447.50
- **C.18.a - Value (excl. sponsor support):** $49999447.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                             | 2025-09-25      | 0.0000%  | 0.0000% | $186100.00         | $184866.16         | U.S. Treasuries (including strips)                |
| ALABAMA PWR CO                 SR -2012A NT 42     | 2042-01-15      | 4.1000%  | 0.0000% | $1000.00           | $825.70            | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $214996.00         | $206549.67         | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $817000.00         | $784185.42         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-25      | 4.7500%  | 0.0000% | $5000.00           | $5104.55           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $1000.00           | $713.16            | Corporate Debt Securities                         |
| GEO GROUP INC                  SR SEC GLBL NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $11000.00          | $11940.89          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 30       | 2030-02-15      | 3.3750%  | 0.0000% | $40000.00          | $36656.50          | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP           SR 144A NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $39000.00          | $40703.42          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.4%26    | 2026-05-01      | 3.4000%  | 0.0000% | $592000.00         | $592130.24         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB -T NT      | 2500-12-31      | 6.2500%  | 0.0000% | $31000.00          | $32072.58          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $45000.00          | $42766.60          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.54%081526      | 2026-08-15      | 4.5400%  | 0.0000% | $1000.00           | $1020.62           | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $9000.00           | $9227.04           | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL NT3.5%32    | 2032-03-15      | 3.5000%  | 0.0000% | $90000.00          | $77937.50          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 31     | 2031-03-03      | 5.6489%  | 0.0000% | $298000.00         | $301136.82         | Corporate Debt Securities                         |
| PARKLAND CORP                  SR 144A NT 32       | 2032-08-15      | 6.6250%  | 0.0000% | $59000.00          | $61963.84          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC GLBL 30      | 2030-11-19      | 2.5500%  | 0.0000% | $2000.00           | $1781.80           | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR 144A NT 31       | 2031-05-15      | 7.2500%  | 0.0000% | $19000.00          | $19665.68          | Corporate Debt Securities                         |
| SASOL FING USA LLC             SR GLBL NT5.5%31    | 2031-03-18      | 5.5000%  | 0.0000% | $5237000.00        | $4458202.82        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2008A 38    | 2038-05-15      | 6.1250%  | 0.0000% | $2477000.00        | $2680164.92        | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         C      20390715 FLT | 2039-07-15      | 6.9859%  | 0.0000% | $5294500.00        | $5289390.08        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 4.6250%  | 0.0000% | $200000.00         | $195824.50         | Corporate Debt Securities                         |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $38000.00          | $39791.13          | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $2579000.00        | $2347070.53        | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2025-10-23      | 0.0000%  | 0.0000% | $20400.00          | $20198.24          | U.S. Treasuries (including strips)                |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $49000.00          | $47488.05          | Corporate Debt Securities                         |
| PARKLAND CORP                  SR 144A NT 30       | 2030-05-01      | 4.6250%  | 0.0000% | $895000.00         | $866712.65         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2033-02-15      | 3.5000%  | 0.0000% | $311600.00         | $302482.50         | U.S. Treasuries (including strips)                |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $131000.00         | $129093.08         | Corporate Debt Securities                         |
| DBS GROUP HOLDINGS LTD         VR 091223-091225    | 2025-09-12      | 4.9724%  | 0.0000% | $1500000.00        | $1510498.26        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $3262000.00        | $3477025.60        | Corporate Debt Securities                         |
| AIR CDA INC                    SR SEC GLBL 26      | 2026-08-15      | 3.8750%  | 0.0000% | $336000.00         | $337827.98         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30     | 2030-09-17      | 4.8100%  | 0.0000% | $670000.00         | $627803.59         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $1409000.00        | $1422402.72        | Corporate Debt Securities                         |
| MSDBTRUST 2017-712F            A      20390713 FLT | 2039-07-13      | 3.3160%  | 0.0000% | $287000.00         | $275051.17         | Private Label Collateralized Mortgage Obligations |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 29      | 2029-12-01      | 4.5000%  | 0.0000% | $16000.00          | $15480.80          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-05-01      | 7.2500%  | 0.0000% | $29000.00          | $30959.10          | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM2            A-1    20610525 FLT | 2061-05-25      | 1.1010%  | 0.0000% | $3158288.00        | $1309482.24        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C27      B      20471217 FLT | 2047-12-17      | 4.4721%  | 0.0000% | $74907.00          | $74061.35          | Private Label Collateralized Mortgage Obligations |
| FORD MTR CO                    SR GLBL NT 31       | 2031-07-16      | 7.4500%  | 0.0000% | $19000.00          | $20662.58          | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.6359%  | 0.0000% | $2786500.00        | $2786247.28        | Private Label Collateralized Mortgage Obligations |
| PARKLAND CORP                  SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $138000.00         | $138401.29         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $519000.00         | $355168.42         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-03-04      | 4.7860%  | 0.0000% | $2544000.00        | $2607200.17        | Corporate Debt Securities                         |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29        | 2029-06-15      | 8.0000%  | 0.0000% | $800000.00         | $681433.78         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL REGS 30     | 2030-09-17      | 4.8100%  | 0.0000% | $463000.00         | $433840.39         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $5324000.00        | $5617422.89        | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR 2021-1440 A      20360317 FLT | 2036-03-17      | 5.7565%  | 0.0000% | $16878000.00       | $15498939.73       | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-10-23      | 5.0160%  | 0.0000% | $57000.00          | $56598.99          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 43       | 2043-02-24      | 3.4360%  | 0.0000% | $1000.00           | $775.15            | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 3.126%081330     | 2030-08-13      | 3.1260%  | 0.0000% | $330000.00         | $316245.99         | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 30       | 2030-07-15      | 7.2500%  | 0.0000% | $27000.00          | $27855.96          | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $166000.00         | $170907.26         | Corporate Debt Securities                         |

### Security 726: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XKA6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XKA6
- **C.18 - Value (incl. sponsor support):** $7028000000.00
- **C.18.a - Value (excl. sponsor support):** $7028000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $2720811300.00     | $2797227870.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $622247600.00      | $647210817.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $367800000.00      | $354371471.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3318462600.00     | $3369750003.62     | U.S. Treasuries (including strips) |

### Security 727: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XKE8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XKE8
- **C.18 - Value (incl. sponsor support):** $3163000000.00
- **C.18.a - Value (excl. sponsor support):** $3163000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $850000000.00      | $913141459.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1268525500.00     | $1295134826.63     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $471432400.00      | $488466586.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $554000000.00      | $529517249.74      | U.S. Treasuries (including strips) |

### Security 728: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19XRZ4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XRZ4
- **C.18 - Value (incl. sponsor support):** $98500000.00
- **C.18.a - Value (excl. sponsor support):** $98500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                        | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $181.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                        | 2026-07-15      | 0.1250%  | 0.0000% | $700.00            | $932.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                        | 2027-04-15      | 0.1250%  | 0.0000% | $89991000.00       | $100468698.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                        | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $107.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                        | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $162.15            | U.S. Treasuries (including strips) |
| PROSHARES TR                   SP500 EX FINLS | 2500-12-31      | N/A      | 0.0000% | $191.00            | $13012.16          | Equities                           |

### Security 729: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.370000%
- **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: ARP19XS18, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XS18
- **C.18 - Value (incl. sponsor support):** $195925523.00
- **C.18.a - Value (excl. sponsor support):** $195925523.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-115 AU | 2055-07-20      | 5.0000%  | 0.0000% | $897072.00         | $899149.32         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 TK | 2055-07-20      | 5.5000%  | 0.0000% | $20000000.00       | $20133306.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 LF | 2055-07-20      | 5.6456%  | 0.0000% | $50000000.00       | $51467252.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 PH | 2055-07-20      | 5.0000%  | 0.0000% | $19049512.00       | $18882117.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LT | 2055-07-20      | 4.5000%  | 0.0000% | $34068652.00       | $33021756.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-002 AJ | 2061-08-16      | 2.5000%  | 0.0000% | $152000.00         | $68722.70          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-126 AD | 2065-05-16      | 5.0000%  | 0.0000% | $31940782.00       | $31602901.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FD | 2055-07-20      | 5.8256%  | 0.0000% | $41267.00          | $42816.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FL | 2055-06-20      | 5.4980%  | 0.0000% | $1000.00           | $1000.41           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-021 AH | 2063-06-16      | 1.4000%  | 0.0000% | $190524.00         | $122160.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 FW | 2065-06-20      | 5.2480%  | 0.0000% | $49507029.00       | $49479473.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FE | 2055-07-20      | 5.8346%  | 0.0000% | $1965.00           | $2038.68           | Agency Collateralized Mortgage Obligation |

### Security 730: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XS26, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XS26
- **C.18 - Value (incl. sponsor support):** $8785000000.00
- **C.18.a - Value (excl. sponsor support):** $8785000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $248459200.00      | $249999687.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $64491400.00       | $64896889.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $163430400.00      | $175547958.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $241120000.00      | $249999645.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $245600000.00      | $249999678.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $275806800.00      | $249999958.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $148961000.00      | $149581939.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $257747000.00      | $249999430.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $255072800.00      | $249999772.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $241326400.00      | $249998826.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $245689600.00      | $249999609.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $268220400.00      | $249999651.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $256332800.00      | $249999974.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $226617600.00      | $249998965.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $269313600.00      | $249999775.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $50610600.00       | $47438388.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $245232000.00      | $249999353.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $245324800.00      | $249998344.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $247456000.00      | $249999489.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $603100.00         | $609738.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $136872400.00      | $138305796.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $246673600.00      | $249388654.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $245667200.00      | $249998519.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $269620800.00      | $249999820.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $1000000.00        | $955684.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $245792000.00      | $246128927.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $265892800.00      | $249999944.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $245132800.00      | $249999298.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $255748800.00      | $249961122.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $1443700.00        | $1390879.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $258419200.00      | $249999439.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $272104800.00      | $249999822.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $139518000.00      | $136509820.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $250292000.00      | $249999158.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1923500.00        | $1940074.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $245939200.00      | $248058376.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $247702800.00      | $249999830.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $245360000.00      | $249999790.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $246494400.00      | $249999858.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $247581600.00      | $249999772.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $246643200.00      | $249999060.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $249591200.00      | $249999593.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $251772000.00      | $249999768.58      | U.S. Treasuries (including strips) |

### Security 731: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.370000%
- **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: ARP19XS34, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XS34
- **C.18 - Value (incl. sponsor support):** $6106347000.00
- **C.18.a - Value (excl. sponsor support):** $6106347000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAB7126   | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $135.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $1024.00           | $10.22             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479   | 2041-03-01      | 4.5000%  | 0.0000% | $1008.00           | $66.24             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6884   | 2053-08-01      | 6.5000%  | 0.0000% | $7201.00           | $5627.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6936   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1588.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP959967   | 2037-11-01      | 6.0000%  | 0.0000% | $5346.00           | $7.81              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $26819112.00       | $21756127.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7858   | 2054-01-01      | 5.5000%  | 0.0000% | $6232.00           | $5618.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7336   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $851.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $929000.00         | $92620.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6935   | 2053-08-01      | 6.5000%  | 0.0000% | $43891856.00       | $36346565.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $1003.00           | $864.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8538   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1844.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3024   | 2052-09-01      | 4.0000%  | 0.0000% | $160000.00         | $123597.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8999   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $937.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309   | 2053-10-01      | 6.5000%  | 0.0000% | $26032096.00       | $22364641.44       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $5000.00           | $4244.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA2073   | 2038-07-01      | 4.0000%  | 0.0000% | $15119230.00       | $3504979.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2497   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC0100   | 2045-12-01      | 3.5000%  | 0.0000% | $8000.00           | $982.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $24365305.00       | $22276021.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4203   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6930   | 2053-08-01      | 6.5000%  | 0.0000% | $22691224.00       | $17789248.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6309   | 2053-05-01      | 5.0000%  | 0.0000% | $8367360.00        | $6292938.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2905   | 2045-11-01      | 4.0000%  | 0.0000% | $4003.00           | $614.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $843.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9085   | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $577.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9397   | 2051-03-01      | 2.0000%  | 0.0000% | $108471225.00      | $61487523.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $70404792.00       | $35550447.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804   | 2051-02-01      | 2.0000%  | 0.0000% | $3072.00           | $1666.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8338   | 2054-04-01      | 6.0000%  | 0.0000% | $51847034.00       | $45475290.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8383   | 2054-04-01      | 5.5000%  | 0.0000% | $1017.00           | $956.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9037   | 2051-02-01      | 2.0000%  | 0.0000% | $4856.00           | $2640.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $610.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4331   | 2046-09-01      | 3.5000%  | 0.0000% | $14000.00          | $3250.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8819   | 2051-02-01      | 2.0000%  | 0.0000% | $39171586.00       | $20334819.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696   | 2053-07-01      | 5.5000%  | 0.0000% | $32156480.00       | $25921028.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3213   | 2049-03-01      | 4.5000%  | 0.0000% | $2048.00           | $512.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601   | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $893.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3342   | 2049-04-01      | 4.5000%  | 0.0000% | $20202.00          | $4350.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7524   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $525.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8497   | 2054-05-01      | 6.0000%  | 0.0000% | $2611193.00        | $2440386.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899282   | 2036-11-01      | 6.5000%  | 0.0000% | $6000.00           | $24.95             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6369   | 2052-08-01      | 5.0000%  | 0.0000% | $1138147.00        | $701967.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1139   | 2052-11-01      | 5.0000%  | 0.0000% | $1279812.00        | $1202188.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6350   | 2053-04-01      | 5.5000%  | 0.0000% | $31451520.00       | $27204640.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5765   | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1403.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP897064   | 2036-07-01      | 6.0000%  | 0.0000% | $12497.00          | $45.12             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $10.17             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $1024.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP915801   | 2037-08-01      | 6.5000%  | 0.0000% | $1069.00           | $4.20              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0173   | 2053-02-01      | 5.5000%  | 0.0000% | $1395811.00        | $1219924.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $3223675.00        | $5649.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858   | 2037-10-01      | 6.5000%  | 0.0000% | $19465.00          | $91.47             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1068   | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $796203.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2754   | 2053-05-01      | 6.5000%  | 0.0000% | $7000.00           | $5729.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7625   | 2053-05-01      | 5.0000%  | 0.0000% | $1249429.00        | $1167325.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3440   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $861.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0745   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $775.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995941   | 2039-07-01      | 6.5000%  | 0.0000% | $6272.00           | $124.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $5000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1646   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $998.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272   | 2050-10-01      | 2.0000%  | 0.0000% | $47030401.00       | $23665033.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3643   | 2052-05-01      | 4.5000%  | 0.0000% | $17226240.00       | $11744054.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0389   | 2051-05-01      | 2.5000%  | 0.0000% | $209235392.00      | $117071959.71      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639   | 2054-06-01      | 5.5000%  | 0.0000% | $43871343.00       | $41698708.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8683   | 2051-01-01      | 2.0000%  | 0.0000% | $27080176.00       | $14414973.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $955.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0828   | 2051-06-01      | 2.0000%  | 0.0000% | $6013.00           | $3573.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0173   | 2051-04-01      | 2.5000%  | 0.0000% | $190223360.00      | $111405060.01      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0172   | 2051-04-01      | 2.5000%  | 0.0000% | $62974464.00       | $35729038.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0358   | 2051-05-01      | 2.0000%  | 0.0000% | $5524580.00        | $3249849.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995301   | 2038-11-01      | 6.0000%  | 0.0000% | $5132.00           | $73.67             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6282   | 2042-09-01      | 3.5000%  | 0.0000% | $2000.00           | $156.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY7077   | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2773.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2777   | 2053-06-01      | 5.5000%  | 0.0000% | $1531057.00        | $1346924.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8252   | 2053-05-01      | 5.0000%  | 0.0000% | $1253788.00        | $1192826.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $1135066.00        | $1036763.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0722   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $947.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9100   | 2053-03-01      | 5.0000%  | 0.0000% | $1520900.00        | $1449857.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.660 ML957499   | 2038-02-01      | 5.6600%  | 0.0000% | $2093.00           | $7.91              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628   | 2047-06-01      | 4.5000%  | 0.0000% | $12000.00          | $4531.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $67798107.00       | $34854149.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAR9224   | 2043-03-01      | 3.5000%  | 0.0000% | $11317499.00       | $1375290.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAY4215   | 2045-05-01      | 3.5000%  | 0.0000% | $3000.00           | $176.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5290   | 2048-06-01      | 4.5000%  | 0.0000% | $18780266.00       | $3615809.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3198   | 2043-03-01      | 3.5000%  | 0.0000% | $5000.00           | $850.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1336   | 2043-12-01      | 4.5000%  | 0.0000% | $6143.00           | $289.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5771   | 2045-09-01      | 3.5000%  | 0.0000% | $4104.00           | $405.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1256250.00        | $1045254.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1014100.00        | $982706.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609   | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018   | 2046-09-01      | 3.0000%  | 0.0000% | $164434176.00      | $34492609.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY3178   | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $442.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9762   | 2048-08-01      | 4.5000%  | 0.0000% | $11020.00          | $972.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5850   | 2048-03-01      | 3.5000%  | 0.0000% | $2764643.00        | $1286775.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS5221   | 2045-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1755.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1611   | 2043-09-01      | 4.0000%  | 0.0000% | $16000.00          | $2306.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8822   | 2054-07-01      | 6.5000%  | 0.0000% | $28644388.00       | $25581509.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2916   | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $899.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $2279767.00        | $2227565.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604   | 2053-12-01      | 6.5000%  | 0.0000% | $50314624.00       | $39874257.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6707   | 2053-08-01      | 6.0000%  | 0.0000% | $1400250.00        | $536898.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6992   | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3939.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7272   | 2053-08-01      | 5.5000%  | 0.0000% | $9001.00           | $8102.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5851   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1849.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $982.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $38803139.00       | $33750734.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $347100.00         | $313380.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340   | 2054-04-01      | 6.0000%  | 0.0000% | $6109.00           | $5427.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8838   | 2054-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5736.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $881.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAC6616   | 2039-11-01      | 5.5000%  | 0.0000% | $5120.00           | $136.73            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3610   | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1979.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7362   | 2050-10-01      | 2.5000%  | 0.0000% | $67871330.00       | $30914642.09       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7704   | 2050-11-01      | 2.0000%  | 0.0000% | $69643306.00       | $38006802.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $181.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6179   | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1747.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0370   | 2051-05-01      | 2.0000%  | 0.0000% | $14903936.00       | $8612967.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5289   | 2035-02-01      | 3.5000%  | 0.0000% | $51418.00          | $15055.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $1342494.00        | $1107358.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8719   | 2051-01-01      | 2.0000%  | 0.0000% | $231056128.00      | $121678554.35      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2255   | 2042-08-01      | 3.5000%  | 0.0000% | $39343600.00       | $3765006.93        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQB0734   | 2050-07-01      | 3.5000%  | 0.0000% | $1012600.00        | $645800.67         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC2687   | 2051-06-01      | 3.0000%  | 0.0000% | $6000.00           | $3850.60           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58355 G   | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1255.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7329   | 2050-10-01      | 2.0000%  | 0.0000% | $57621828.00       | $30887848.94       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8849   | 2051-02-01      | 2.0000%  | 0.0000% | $171913728.00      | $97187795.42       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6505   | 2050-01-01      | 3.0000%  | 0.0000% | $260536.00         | $104128.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0044   | 2051-04-01      | 3.0000%  | 0.0000% | $65404201.00       | $36953695.99       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0548   | 2049-06-01      | 3.5000%  | 0.0000% | $6000.00           | $2613.11           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $1389.00           | $0.68              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9178   | 2051-02-01      | 2.0000%  | 0.0000% | $58626063.00       | $34783579.73       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6087   | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $679549.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959   | 2052-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3026.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7813   | 2049-05-01      | 4.5000%  | 0.0000% | $4137785.00        | $1229921.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2333   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $254.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0821   | 2062-06-01      | 2.5000%  | 0.0000% | $41808717.00       | $32173070.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1604   | 2053-05-01      | 6.5000%  | 0.0000% | $1017436.00        | $1031487.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0548   | 2061-07-01      | 3.0000%  | 0.0000% | $1000.00           | $543.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663   | 2053-05-01      | 6.5000%  | 0.0000% | $1269684.00        | $1020755.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3137   | 2047-07-01      | 4.0000%  | 0.0000% | $5484792.00        | $1129078.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK0122   | 2048-06-01      | 4.5000%  | 0.0000% | $1616567.00        | $560161.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $4000.00           | $3053.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511   | 2037-08-01      | 6.5000%  | 0.0000% | $17523084.00       | $49414.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2530   | 2051-10-01      | 2.5000%  | 0.0000% | $5761430.00        | $3603868.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3944   | 2040-07-01      | 6.0000%  | 0.0000% | $878656.00         | $913555.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132   | 2037-07-01      | 6.5000%  | 0.0000% | $46323803.00       | $138083.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357   | 2038-05-01      | 6.0000%  | 0.0000% | $17306.00          | $390.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995   | 2048-11-01      | 4.5000%  | 0.0000% | $11000.00          | $3318.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $44000.00          | $30448.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587   | 2042-05-01      | 4.5000%  | 0.0000% | $980659.00         | $94176.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9280   | 2053-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1721.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3826   | 2052-01-01      | 3.0000%  | 0.0000% | $41000.00          | $28159.90          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $20757749.00       | $103562.14         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2202   | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $560.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ7729   | 2051-03-01      | 2.5000%  | 0.0000% | $110000.00         | $71544.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851630   | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $294968.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099   | 2050-10-01      | 3.0000%  | 0.0000% | $11000.00          | $3836.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872280   | 2036-05-01      | 6.0000%  | 0.0000% | $5120.00           | $35.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $748.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4355   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $515.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA4360   | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2185.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444   | 2050-01-01      | 4.5000%  | 0.0000% | $318692.00         | $181391.57         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57476 G   | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2331.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7724   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $299.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932   | 2036-11-01      | 6.5000%  | 0.0000% | $79981807.00       | $475939.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008   | 2048-09-01      | 4.5000%  | 0.0000% | $12000.00          | $3510.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0337   | 2059-01-01      | 4.5000%  | 0.0000% | $3002.00           | $1228.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC2809   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $331.55            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1105   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK1971   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $232.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7243   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $438.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9601   | 2048-06-01      | 4.0000%  | 0.0000% | $1787175.00        | $641998.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $4000.00           | $747.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $212.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1763   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7331   | 2050-10-01      | 2.0000%  | 0.0000% | $62564672.00       | $31591374.85       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986   | 2050-12-01      | 2.0000%  | 0.0000% | $70860700.00       | $37834873.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2676   | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $346268.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8807   | 2051-01-01      | 2.0000%  | 0.0000% | $63858007.00       | $33556594.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8459   | 2051-01-01      | 2.0000%  | 0.0000% | $20740746.00       | $12620700.30       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1127   | 2049-07-01      | 3.5000%  | 0.0000% | $6845880.00        | $1270550.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8688   | 2051-01-01      | 2.0000%  | 0.0000% | $206197591.00      | $107821695.88      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0059   | 2051-04-01      | 2.0000%  | 0.0000% | $49566128.00       | $27906893.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2914   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $5000.00           | $1723.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3746   | 2046-09-01      | 3.5000%  | 0.0000% | $30282228.00       | $9065695.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2239   | 2055-07-01      | 6.5000%  | 0.0000% | $1996398.00        | $2080962.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2500   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1293   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $441.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7878   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831276   | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $488605.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2261   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3928   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161   | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1692.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4183   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2597   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $406.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4219   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3861   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $224.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9736   | 2049-04-01      | 4.5000%  | 0.0000% | $4001.00           | $2154.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1502520.00        | $699954.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066   | 2048-01-01      | 4.5000%  | 0.0000% | $6000.00           | $2314.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2555   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7253   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1006.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM7223   | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $741.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1236   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $435.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4571.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8871   | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1147567.12        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59890 G   | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1703.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230   | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5679.65           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC8921   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $557.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061   | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1250.50           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1129   | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $212.79            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57654 G   | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $166114.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8632   | 2052-08-01      | 5.0000%  | 0.0000% | $1137950.00        | $944678.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4399   | 2052-06-01      | 3.0000%  | 0.0000% | $1315642.00        | $743569.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9710   | 2052-09-01      | 5.0000%  | 0.0000% | $1722915.00        | $1218260.56        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58716 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1298255.00        | $475656.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395   | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3057.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2074   | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $4581.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6811   | 2053-01-01      | 6.0000%  | 0.0000% | $1304687.00        | $1016298.67        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $793619.00         | $2826.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7760   | 2052-07-01      | 5.0000%  | 0.0000% | $1203939.00        | $1085674.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0800   | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3298.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5867   | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $791.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1633   | 2053-04-01      | 5.0000%  | 0.0000% | $1245875.00        | $1185764.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0862   | 2052-10-01      | 5.0000%  | 0.0000% | $8012.00           | $5554.38           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61559 G   | 2048-03-01      | 4.0000%  | 0.0000% | $35696005.00       | $5613322.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4893   | 2052-07-01      | 5.0000%  | 0.0000% | $1393620.00        | $647418.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8032   | 2052-08-01      | 5.0000%  | 0.0000% | $40409603.00       | $28164068.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0798   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $815.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2652   | 2052-11-01      | 5.5000%  | 0.0000% | $2170622.00        | $1193309.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1231   | 2053-04-01      | 5.0000%  | 0.0000% | $1577500.00        | $1168278.43        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1250   | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2249.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6197   | 2050-01-01      | 3.5000%  | 0.0000% | $4100887.00        | $1369173.30        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48714 G   | 2047-06-01      | 4.5000%  | 0.0000% | $4226024.00        | $1236930.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583   | 2040-12-01      | 4.0000%  | 0.0000% | $5000.00           | $203.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $7000.00           | $945.60            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57827 G   | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2918.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0455   | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $646728.66         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63846 G   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $395.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4932   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $357.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8446   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $182.74            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7299   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $227.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8729   | 2053-08-01      | 6.5000%  | 0.0000% | $8000.00           | $7419.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9651   | 2052-09-01      | 4.5000%  | 0.0000% | $1640988.00        | $855655.79         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G   | 2034-05-01      | 6.0000%  | 0.0000% | $2000.00           | $28.83             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0225   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4566.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9918   | 2053-03-01      | 5.5000%  | 0.0000% | $1119500.00        | $1088354.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646   | 2052-09-01      | 5.0000%  | 0.0000% | $1293994.00        | $1130530.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0702   | 2052-09-01      | 5.0000%  | 0.0000% | $1184860.00        | $663674.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3952   | 2052-06-01      | 5.0000%  | 0.0000% | $1817695.00        | $1230041.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8799   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $911.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4375   | 2052-06-01      | 5.0000%  | 0.0000% | $1985844.00        | $1146112.63        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8035   | 2035-03-01      | 2.5000%  | 0.0000% | $229000.00         | $43671.67          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $761.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0612   | 2050-11-01      | 2.5000%  | 0.0000% | $64000.00          | $33587.93          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5425   | 2049-12-01      | 3.0000%  | 0.0000% | $4635630.00        | $1330742.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0792   | 2052-09-01      | 5.0000%  | 0.0000% | $1659000.00        | $1312618.40        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59602 G   | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1487.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1527   | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4384.96           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q59886 G   | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4993.17           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G   | 2047-12-01      | 4.0000%  | 0.0000% | $6000.00           | $2110.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0278   | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $990.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1339   | 2032-09-01      | 3.5000%  | 0.0000% | $562998.00         | $57981.49          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $37214000.00       | $8045213.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS0846   | 2035-02-01      | 6.0000%  | 0.0000% | $1000.00           | $9.56              | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48686 G   | 2036-05-01      | 6.0000%  | 0.0000% | $10080.00          | $87.44             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82013 G   | 2038-09-01      | 7.0000%  | 0.0000% | $1008.00           | $31.89             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A44247 G   | 2036-04-01      | 6.5000%  | 0.0000% | $10222.00          | $193.56            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48537 G   | 2036-05-01      | 6.0000%  | 0.0000% | $10240.00          | $110.95            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10226 G   | 2036-01-01      | 5.5000%  | 0.0000% | $9216.00           | $97.59             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51239 G   | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $285639.12         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $788554.00         | $21562.04          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H01814 G   | 2037-10-01      | 6.5000%  | 0.0000% | $6756.00           | $8.17              | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07175 G   | 2041-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1370.48           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H09186 G   | 2038-06-01      | 5.0000%  | 0.0000% | $9216.00           | $48.85             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90326 G   | 2039-12-01      | 5.5000%  | 0.0000% | $9216.00           | $166.26            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07314 G   | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.29            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82560 G   | 2038-10-01      | 7.0000%  | 0.0000% | $7000.00           | $124.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659   | 2037-09-01      | 6.5000%  | 0.0000% | $2093.00           | $4.62              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940520   | 2037-07-01      | 6.5000%  | 0.0000% | $8151.00           | $62.41             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD3135   | 2040-04-01      | 5.5000%  | 0.0000% | $18172031.00       | $900923.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8576   | 2050-02-01      | 3.0000%  | 0.0000% | $395000.00         | $199483.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4144   | 2052-07-01      | 5.5000%  | 0.0000% | $4019.00           | $2547.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4602   | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1537.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP900174   | 2036-08-01      | 6.0000%  | 0.0000% | $34309955.00       | $109678.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $19329191.00       | $15177728.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2200   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.58           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0131   | 2051-04-01      | 1.5000%  | 0.0000% | $56068924.00       | $30734385.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3793   | 2052-05-01      | 3.5000%  | 0.0000% | $27156348.00       | $19729542.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174   | 2053-07-01      | 6.5000%  | 0.0000% | $6000.00           | $5374.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9761   | 2053-04-01      | 5.5000%  | 0.0000% | $1077700.00        | $807992.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3320   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $984.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6466   | 2053-06-01      | 6.0000%  | 0.0000% | $39550016.00       | $31341002.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1751   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4873   | 2053-06-01      | 5.5000%  | 0.0000% | $1212196.00        | $1182763.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4208   | 2053-07-01      | 6.0000%  | 0.0000% | $1123500.00        | $1075871.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4222   | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4840.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472   | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $4204.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0211   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889711   | 2038-07-01      | 6.5000%  | 0.0000% | $1000.00           | $8.33              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7535   | 2054-02-01      | 6.5000%  | 0.0000% | $12734042.00       | $10808110.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $4981.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942487   | 2037-08-01      | 6.5000%  | 0.0000% | $1049.00           | $6.60              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7350   | 2053-09-01      | 6.5000%  | 0.0000% | $1098520.00        | $837763.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7360   | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $5672.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9537   | 2052-10-01      | 5.0000%  | 0.0000% | $1649800.00        | $1415308.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL904672   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8874   | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2439.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9424   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4779.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4775.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $5228.00           | $6.04              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2559   | 2052-11-01      | 5.0000%  | 0.0000% | $204671.00         | $165062.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6779   | 2053-03-01      | 5.5000%  | 0.0000% | $14000.00          | $10034.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3369   | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $866292.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8912   | 2052-06-01      | 4.5000%  | 0.0000% | $1712800.00        | $1370431.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751   | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $854.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A61517 G   | 2036-10-01      | 6.0000%  | 0.0000% | $101720869.00      | $848826.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0296   | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $535742.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9785   | 2054-11-01      | 5.5000%  | 0.0000% | $31723379.00       | $30676391.68       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690   | 2048-07-01      | 4.5000%  | 0.0000% | $1829579.00        | $610011.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7487   | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $298305.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0906   | 2054-12-01      | 5.0000%  | 0.0000% | $36331842.00       | $34719342.64       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6129   | 2048-07-01      | 4.5000%  | 0.0000% | $1673696.00        | $599446.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2620   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1141   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $994.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8436   | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1160299.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0725   | 2055-02-01      | 5.5000%  | 0.0000% | $1088.00           | $991.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442   | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2180.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL9246   | 2044-08-01      | 4.5000%  | 0.0000% | $1000.00           | $149.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1450   | 2055-05-01      | 5.0000%  | 0.0000% | $5080800.00        | $4946660.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9102   | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $849002.16         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8867   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $785.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2669   | 2047-04-01      | 4.0000%  | 0.0000% | $3215061.00        | $586972.04         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX5393   | 2055-02-01      | 7.0000%  | 0.0000% | $1796506.00        | $1908143.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3962   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9789   | 2053-04-01      | 6.5000%  | 0.0000% | $1175690.00        | $875746.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2815   | 2046-09-01      | 3.0000%  | 0.0000% | $216064768.00      | $36100978.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3311   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596   | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $332.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2244   | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $623.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016   | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $928737.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $5191.31           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50909 G   | 2047-09-01      | 4.0000%  | 0.0000% | $5006.00           | $1723.85           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48220 G   | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1526.19           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49304 G   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $371.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $3870.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1248   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $871.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7680   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4646.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $915.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374   | 2053-02-01      | 4.5000%  | 0.0000% | $1217454.00        | $922695.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1142   | 2052-11-01      | 5.0000%  | 0.0000% | $1655642.00        | $1239847.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777   | 2052-12-01      | 6.0000%  | 0.0000% | $8000.00           | $6212.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727   | 2053-05-01      | 6.0000%  | 0.0000% | $7000.00           | $5357.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3447   | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $28316277.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2159   | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4599.69           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G   | 2049-04-01      | 4.0000%  | 0.0000% | $14720.00          | $4053.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $1032325.00        | $887303.94         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62230 G   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $83.95             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6639   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.98           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58671 G   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $630.39            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48657 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $288.08            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $254.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6827   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4607.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9004   | 2053-08-01      | 6.0000%  | 0.0000% | $1040710.00        | $807231.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1966   | 2053-05-01      | 6.0000%  | 0.0000% | $7000.00           | $4311.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $16000.00          | $11335.83          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1398900.00        | $934496.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7347   | 2053-09-01      | 6.5000%  | 0.0000% | $1095623.00        | $997328.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5527   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $810.62            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62759 G   | 2049-04-01      | 4.5000%  | 0.0000% | $3543256.00        | $1020754.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1116700.00        | $988622.66         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48174 G   | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2264.75           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50914 G   | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2141.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0519   | 2054-08-01      | 6.0000%  | 0.0000% | $17383136.00       | $17222091.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2777   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $576.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0243   | 2053-03-01      | 5.0000%  | 0.0000% | $29469825.00       | $23206642.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0578   | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4047.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946   | 2047-03-01      | 3.5000%  | 0.0000% | $27489500.00       | $5599698.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0434   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4554.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7513   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $821.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0607   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $831.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2582   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8411   | 2053-02-01      | 6.0000%  | 0.0000% | $1105750.00        | $778960.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0731   | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $905352.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5888   | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $3627.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3259   | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $1028.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2770   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $688.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0962   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4586.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9006   | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1544.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0573   | 2053-04-01      | 5.5000%  | 0.0000% | $1001838.00        | $940833.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3154   | 2044-08-01      | 4.0000%  | 0.0000% | $2122.00           | $124.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0365   | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3381.49           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81321 G   | 2044-08-01      | 4.0000%  | 0.0000% | $30193779.00       | $4407475.26        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $347.46            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62733 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $259.21            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58035 G   | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2461.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7038   | 2050-02-01      | 3.5000%  | 0.0000% | $7022.00           | $3145.26           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48688 G   | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $671864.32         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52693 G   | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1880.65           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6190   | 2050-01-01      | 4.5000%  | 0.0000% | $1042720.00        | $506283.22         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42043 G   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $136.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0555   | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1042.75           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0081   | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1264.25           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5971   | 2050-01-01      | 3.5000%  | 0.0000% | $1544109.00        | $922894.28         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB9065   | 2051-02-01      | 2.5000%  | 0.0000% | $276000.00         | $133252.57         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48850 G   | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1582.70           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63503 G   | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2309.34           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6043   | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2764.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6177   | 2050-01-01      | 3.5000%  | 0.0000% | $2815091.00        | $1220458.50        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q14866 G   | 2043-01-01      | 3.0000%  | 0.0000% | $419687.00         | $77267.69          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48675 G   | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2300.26           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61920 G   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.22            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47338 G   | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $1980.75           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q44618 G   | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $252.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6063   | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3630.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA2150   | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1732.88           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZS9240   | 2036-11-01      | 4.0000%  | 0.0000% | $310000.00         | $52674.66          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57334 G   | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2445.54           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18598 G   | 2043-05-01      | 3.5000%  | 0.0000% | $5856082.00        | $1153375.58        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5866   | 2049-12-01      | 3.5000%  | 0.0000% | $2603170.00        | $1224265.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5879   | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2453.11           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52358 G   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $341.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $48943424.00       | $39440121.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4374   | 2053-12-01      | 6.5000%  | 0.0000% | $22751936.00       | $17870583.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6124   | 2036-10-01      | 6.5000%  | 0.0000% | $1009.00           | $31.06             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29169 G   | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $108.70            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A90398 G   | 2039-12-01      | 4.5000%  | 0.0000% | $8000.00           | $348.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3917   | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1657.79           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q25770 G   | 2044-04-01      | 4.0000%  | 0.0000% | $37730318.00       | $5805632.97        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84386 G   | 2048-06-01      | 4.5000%  | 0.0000% | $150000002.00      | $20221486.44       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62279 G   | 2049-03-01      | 4.5000%  | 0.0000% | $8087166.00        | $2033218.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879495   | 2036-02-01      | 6.0000%  | 0.0000% | $2063.00           | $25.90             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $12996.00          | $1440.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0006   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $703.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7471   | 2053-02-01      | 6.5000%  | 0.0000% | $6000.00           | $2827.93           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04887 G   | 2038-11-01      | 7.0000%  | 0.0000% | $9215.00           | $78.68             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G03344 G   | 2037-10-01      | 6.5000%  | 0.0000% | $9000.00           | $81.60             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03822 G   | 2038-01-01      | 7.0000%  | 0.0000% | $2054.00           | $21.87             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51367 G   | 2036-11-01      | 6.0000%  | 0.0000% | $1073.00           | $21.14             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Z40129 G   | 2043-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $15625336.27       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62244 G   | 2049-03-01      | 4.0000%  | 0.0000% | $2049910.00        | $457423.34         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59889 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $1003.00           | $928.36            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q56730 G   | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1957.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4387   | 2047-10-01      | 4.5000%  | 0.0000% | $7000.00           | $1980.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7203   | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1863.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4129   | 2049-03-01      | 4.5000%  | 0.0000% | $3540056.00        | $1089371.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7247   | 2048-07-01      | 4.5000%  | 0.0000% | $3722769.00        | $1359348.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8462   | 2048-10-01      | 4.5000%  | 0.0000% | $2425394.00        | $932941.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5367   | 2048-01-01      | 4.5000%  | 0.0000% | $7000.00           | $2372.84           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3408   | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $488143.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7187   | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $2392.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3194   | 2047-05-01      | 4.5000%  | 0.0000% | $14073619.00       | $3590789.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3194   | 2049-02-01      | 4.5000%  | 0.0000% | $1435770.00        | $561755.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3421   | 2047-06-01      | 4.5000%  | 0.0000% | $5126274.00        | $1326156.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6095   | 2049-05-01      | 4.5000%  | 0.0000% | $1234173.00        | $476606.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3180   | 2047-05-01      | 4.5000%  | 0.0000% | $8000.00           | $1841.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8026   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $280.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7402   | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $717287.95         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3922   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $420.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5455   | 2048-01-01      | 4.5000%  | 0.0000% | $2231110.00        | $807676.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4287   | 2047-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1646.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6331   | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $576081.26         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $601300.00         | $607797.38         | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCA6038   | 2050-06-01      | 2.5000%  | 0.0000% | $73465473.00       | $31481623.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1931.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $944.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5445   | 2044-02-01      | 4.0000%  | 0.0000% | $20000000.00       | $8744437.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8690   | 2054-06-01      | 5.5000%  | 0.0000% | $26957492.00       | $23703534.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0223   | 2039-05-01      | 6.0000%  | 0.0000% | $7243.00           | $74.69             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526   | 2054-12-01      | 5.0000%  | 0.0000% | $9023.00           | $8169.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6619   | 2036-03-01      | 2.0000%  | 0.0000% | $69000.00          | $31280.85          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411   | 2054-02-01      | 7.0000%  | 0.0000% | $44037681.00       | $39721934.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9372   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197   | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2526.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM2629   | 2050-03-01      | 2.5000%  | 0.0000% | $49000.00          | $18090.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097   | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $586.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354   | 2055-04-01      | 6.0000%  | 0.0000% | $41362429.00       | $41423015.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7306   | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $42432019.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540   | 2054-05-01      | 6.0000%  | 0.0000% | $6919624.00        | $6394925.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5984   | 2053-04-01      | 5.0000%  | 0.0000% | $54955328.00       | $48562065.19       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374   | 2054-04-01      | 7.0000%  | 0.0000% | $39627449.00       | $31678630.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7498   | 2053-11-01      | 6.0000%  | 0.0000% | $2024.00           | $1751.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7244   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $431.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777   | 2053-02-01      | 6.0000%  | 0.0000% | $50190464.00       | $42777704.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810   | 2054-01-01      | 6.5000%  | 0.0000% | $46464118.00       | $32204619.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1761   | 2055-06-01      | 5.5000%  | 0.0000% | $16435456.00       | $16521094.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7516   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $853.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5157   | 2052-11-01      | 6.5000%  | 0.0000% | $1015.00           | $796.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5498   | 2053-01-01      | 6.5000%  | 0.0000% | $39158076.00       | $26119304.01       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3052   | 2049-02-01      | 4.5000%  | 0.0000% | $100277798.00      | $6625017.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7875   | 2050-11-01      | 2.0000%  | 0.0000% | $67541480.00       | $35583162.74       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4121   | 2050-09-01      | 3.0000%  | 0.0000% | $92000.00          | $28340.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344   | 2050-10-01      | 2.0000%  | 0.0000% | $4064.00           | $2160.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1841.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8362   | 2054-04-01      | 6.5000%  | 0.0000% | $19946688.00       | $17523280.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6150   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $101.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN1280   | 2049-06-01      | 3.5000%  | 0.0000% | $5055.00           | $1379.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486   | 2049-04-01      | 5.0000%  | 0.0000% | $1050590.00        | $423523.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2201   | 2048-08-01      | 4.5000%  | 0.0000% | $240885760.00      | $35391400.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523   | 2051-01-01      | 2.0000%  | 0.0000% | $1378.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $20488878.00       | $18377319.23       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5963   | 2050-06-01      | 2.5000%  | 0.0000% | $51200000.00       | $21848411.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP923294   | 2037-04-01      | 6.0000%  | 0.0000% | $29136.00          | $230.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4335   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $900.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665   | 2052-07-01      | 4.0000%  | 0.0000% | $1062432.00        | $877038.39         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC3926   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7940   | 2052-08-01      | 5.0000%  | 0.0000% | $1291923.00        | $1218163.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL903793   | 2036-10-01      | 6.5000%  | 0.0000% | $1024.00           | $10.21             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3133   | 2054-10-01      | 5.0000%  | 0.0000% | $3787985.00        | $3602640.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0452   | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2910.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP943997   | 2037-08-01      | 6.5000%  | 0.0000% | $6180.00           | $15.21             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP901421   | 2036-10-01      | 6.0000%  | 0.0000% | $26752289.00       | $71780.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7935   | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3450.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767   | 2037-06-01      | 6.0000%  | 0.0000% | $1024.00           | $5.84              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4731   | 2055-01-01      | 5.5000%  | 0.0000% | $9536673.00        | $9424667.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $188904.00         | $24093.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995867   | 2039-06-01      | 5.5000%  | 0.0000% | $6206.00           | $124.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7663   | 2052-09-01      | 5.0000%  | 0.0000% | $1772880.00        | $1322960.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293   | 2036-05-01      | 6.0000%  | 0.0000% | $5721.00           | $52.79             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2175   | 2053-07-01      | 6.5000%  | 0.0000% | $8000.00           | $7503.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $937.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3779.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9013   | 2053-08-01      | 6.0000%  | 0.0000% | $7000.00           | $5060.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831440   | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $493315.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL868838   | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $488271.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2685   | 2049-07-01      | 3.5000%  | 0.0000% | $3491780.00        | $1038927.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7596   | 2053-08-01      | 6.5000%  | 0.0000% | $1011560.00        | $699157.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8870   | 2049-05-01      | 3.5000%  | 0.0000% | $4360201.00        | $1151658.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $7010.00           | $1164.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2365   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $487.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL869016   | 2036-05-01      | 6.0000%  | 0.0000% | $1151.00           | $1.64              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880307   | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.18              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880316   | 2036-04-01      | 6.0000%  | 0.0000% | $4040.00           | $15.80             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872316   | 2036-05-01      | 6.0000%  | 0.0000% | $5006.00           | $29.67             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL871311   | 2036-05-01      | 6.0000%  | 0.0000% | $5121.00           | $11.07             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8300   | 2049-07-01      | 3.5000%  | 0.0000% | $1066458.00        | $475002.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017   | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $862229.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3678   | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2467   | 2053-10-01      | 6.5000%  | 0.0000% | $3269600.00        | $2540240.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0124   | 2047-08-01      | 4.0000%  | 0.0000% | $99999801.00       | $19518172.77       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $8238900.00        | $8408207.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $10881800.00       | $10923063.79       | U.S. Treasuries (including strips) |
| FNMS 03.500 CLBM5313   | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $855.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6102   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9502   | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $681698.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6337   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1949.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8692   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $210.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507   | 2048-09-01      | 5.0000%  | 0.0000% | $5000.00           | $477.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6733   | 2052-07-01      | 5.0000%  | 0.0000% | $1367227.00        | $1286792.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7501   | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $845023.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2598   | 2043-08-01      | 4.0000%  | 0.0000% | $3608987.00        | $328277.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4984   | 2045-05-01      | 3.5000%  | 0.0000% | $124993408.00      | $26834872.30       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO0210   | 2042-05-01      | 4.0000%  | 0.0000% | $4034.00           | $284.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8218   | 2045-05-01      | 4.0000%  | 0.0000% | $4000.00           | $407.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ3308   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $191.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2947   | 2044-07-01      | 4.0000%  | 0.0000% | $3005.00           | $365.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8654   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $527.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307   | 2043-08-01      | 4.0000%  | 0.0000% | $6004.00           | $648.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS7969   | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1046.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK1516   | 2042-02-01      | 4.0000%  | 0.0000% | $2003418.00        | $231169.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728   | 2043-05-01      | 3.5000%  | 0.0000% | $6137.00           | $1167.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1286   | 2051-07-01      | 2.5000%  | 0.0000% | $10478704.00       | $5690603.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $881.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2506.87           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV9710   | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $684488.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $178.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $17223567.00       | $14527907.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7420   | 2053-11-01      | 6.5000%  | 0.0000% | $39865470.00       | $33130125.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8330   | 2053-02-01      | 5.5000%  | 0.0000% | $1167300.00        | $1131183.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5054   | 2053-11-01      | 6.5000%  | 0.0000% | $1027383.00        | $1062485.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT4918   | 2043-05-01      | 4.0000%  | 0.0000% | $5000.00           | $571.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6952   | 2049-02-01      | 4.5000%  | 0.0000% | $14000.00          | $3264.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888   | 2049-05-01      | 4.5000%  | 0.0000% | $5000.00           | $1783.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9165   | 2053-06-01      | 5.5000%  | 0.0000% | $20843676.00       | $17934423.15       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBM7689   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $901.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $335.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB7471   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $979.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5434   | 2054-07-01      | 5.5000%  | 0.0000% | $15227233.00       | $12597302.36       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6557   | 2049-04-01      | 4.5000%  | 0.0000% | $5772206.00        | $1344911.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $468.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $43000.00          | $36015.04          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3492.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185   | 2051-12-01      | 3.5000%  | 0.0000% | $26000.00          | $15900.71          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $3598.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8492   | 2055-01-01      | 5.0000%  | 0.0000% | $6526720.00        | $6136202.91        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05827 G   | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $193.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2381   | 2053-03-01      | 5.5000%  | 0.0000% | $4496000.00        | $3611335.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $901.07            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06799 G   | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $650.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $6565184.00        | $6159714.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8530   | 2053-02-01      | 4.5000%  | 0.0000% | $45283538.00       | $37244197.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8289   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0735   | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4071.57           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6016   | 2051-10-01      | 2.5000%  | 0.0000% | $6493000.00        | $3774026.24        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ3382   | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1519.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7736   | 2054-01-01      | 6.5000%  | 0.0000% | $1121015.00        | $981689.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5061   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $896.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9268   | 2053-06-01      | 5.5000%  | 0.0000% | $16816707.00       | $14364116.30       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9171   | 2053-06-01      | 6.0000%  | 0.0000% | $10545151.00       | $8934713.64        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8902   | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $630.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4098   | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $543.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7930   | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1358801.09        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA5803   | 2051-09-01      | 4.0000%  | 0.0000% | $23895881.00       | $9958328.48        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945   | 2052-03-01      | 3.5000%  | 0.0000% | $37000.00          | $26333.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8083   | 2052-10-01      | 5.0000%  | 0.0000% | $6018.00           | $4764.52           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9451   | 2053-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3430.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $759.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5726.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6442   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8272   | 2053-01-01      | 6.0000%  | 0.0000% | $34032829.00       | $29010400.28       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6755   | 2052-11-01      | 3.5000%  | 0.0000% | $26802705.00       | $22580314.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2489   | 2044-05-01      | 4.0000%  | 0.0000% | $120916233.00      | $11207268.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR6380   | 2043-02-01      | 3.0000%  | 0.0000% | $21093248.00       | $4041832.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8336   | 2046-11-01      | 4.5000%  | 0.0000% | $7734492.00        | $2144880.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT6360   | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $130.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAU9356   | 2043-11-01      | 4.0000%  | 0.0000% | $4000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7737   | 2046-08-01      | 3.0000%  | 0.0000% | $222213376.00      | $24420519.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAO6522   | 2042-06-01      | 3.5000%  | 0.0000% | $25379328.00       | $3400985.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835   | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $808.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4561   | 2045-03-01      | 3.5000%  | 0.0000% | $3072.00           | $261.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR8634   | 2043-03-01      | 4.0000%  | 0.0000% | $6000.00           | $1364.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7913   | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $36542995.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ8465   | 2041-12-01      | 4.0000%  | 0.0000% | $1025.00           | $95.46             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $33545215.00       | $8651937.62        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $2218.00           | $1.72              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96200 G   | 2041-01-01      | 4.5000%  | 0.0000% | $8192.00           | $313.27            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09189 G   | 2037-03-01      | 5.5000%  | 0.0000% | $642659715.00      | $1622454.70        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H00416 G   | 2036-12-01      | 6.0000%  | 0.0000% | $8064.00           | $101.08            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09192 G   | 2038-04-01      | 5.5000%  | 0.0000% | $1021.00           | $1.90              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A94889 G   | 2040-11-01      | 4.0000%  | 0.0000% | $3243.00           | $141.97            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02643 G   | 2038-05-01      | 6.0000%  | 0.0000% | $31305985.00       | $181941.86         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97236 G   | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $59.34             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2849   | 2042-03-01      | 4.0000%  | 0.0000% | $9000.00           | $544.59            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02644 G   | 2038-05-01      | 6.0000%  | 0.0000% | $11039.00          | $111.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3542   | 2047-06-01      | 4.5000%  | 0.0000% | $8000.00           | $2183.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5392   | 2048-01-01      | 3.5000%  | 0.0000% | $8000.00           | $740.03            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39025 G   | 2048-04-01      | 5.5000%  | 0.0000% | $7168.00           | $94.13             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC K39030 G   | 2047-12-01      | 6.5000%  | 0.0000% | $9216.00           | $28.75             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4271   | 2047-09-01      | 4.5000%  | 0.0000% | $1633503.00        | $912483.28         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97806 G   | 2041-03-01      | 4.5000%  | 0.0000% | $1002.00           | $141.14            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39033 G   | 2047-04-01      | 5.5000%  | 0.0000% | $9216.00           | $150.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4963   | 2047-11-01      | 4.5000%  | 0.0000% | $2524740.00        | $923907.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4959   | 2047-11-01      | 4.5000%  | 0.0000% | $7000.00           | $1870.02           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K30272 G   | 2047-08-01      | 5.5000%  | 0.0000% | $7000.00           | $53.50             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90775 G   | 2040-01-01      | 5.5000%  | 0.0000% | $1024.00           | $53.35             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A94284 G   | 2040-10-01      | 4.5000%  | 0.0000% | $9216.00           | $277.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5308   | 2047-12-01      | 4.5000%  | 0.0000% | $7000.00           | $1836.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3180   | 2053-06-01      | 6.5000%  | 0.0000% | $902818.00         | $734639.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646   | 2037-03-01      | 2.5000%  | 0.0000% | $52000.00          | $32901.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3472   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $468.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4366   | 2047-10-01      | 4.5000%  | 0.0000% | $1671280.00        | $729227.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN4057   | 2049-03-01      | 5.0000%  | 0.0000% | $3237651.00        | $999719.25         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0653   | 2051-07-01      | 2.5000%  | 0.0000% | $300000.00         | $173695.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4685   | 2054-01-01      | 6.0000%  | 0.0000% | $1048.00           | $916.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4212   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $259.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3520   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1535.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6592   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $925.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $21555600.00       | $17835795.73       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9924   | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1221594.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6492   | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1104.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1643   | 2053-04-01      | 6.0000%  | 0.0000% | $1045600.00        | $685590.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0729   | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3300.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8360   | 2040-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3212.75           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08697 G   | 2046-03-01      | 3.0000%  | 0.0000% | $381369.00         | $50161.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $35008.00          | $24288.14          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6126   | 2049-05-01      | 4.5000%  | 0.0000% | $42909236.00       | $8385765.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639   | 2054-06-01      | 5.5000%  | 0.0000% | $14000.00          | $12782.62          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1211   | 2049-06-01      | 3.5000%  | 0.0000% | $39773973.00       | $26521978.33       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4277   | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $458495.11         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1541.81           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0503   | 2048-04-01      | 4.0000%  | 0.0000% | $414357.00         | $169927.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $5459.48           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H09184 G   | 2038-09-01      | 6.5000%  | 0.0000% | $1024.00           | $2.95              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09047 G   | 2037-07-01      | 5.5000%  | 0.0000% | $140000000.00      | $415650.50         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H09062 G   | 2037-08-01      | 6.0000%  | 0.0000% | $8192.00           | $15.99             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10310 G   | 2048-07-01      | 5.0000%  | 0.0000% | $9000.00           | $1799.27           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08767 G   | 2047-06-01      | 4.0000%  | 0.0000% | $732111.00         | $75129.56          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H05119 G   | 2038-04-01      | 5.0000%  | 0.0000% | $8064.00           | $180.41            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H19029 G   | 2037-09-01      | 6.0000%  | 0.0000% | $1112.00           | $1.30              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C91386 G   | 2031-08-01      | 4.5000%  | 0.0000% | $933930.00         | $37700.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7667   | 2047-10-01      | 4.5000%  | 0.0000% | $1487719.00        | $525083.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0187   | 2057-01-01      | 4.5000%  | 0.0000% | $10300.00          | $2892.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0299   | 2058-08-01      | 3.5000%  | 0.0000% | $4000.00           | $1204.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398   | 2047-08-01      | 3.5000%  | 0.0000% | $209108480.00      | $30498026.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1791019.00        | $798072.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3697   | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $248.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $768.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5192   | 2046-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1279.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0064   | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $319.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4438   | 2053-11-01      | 6.5000%  | 0.0000% | $2356749.00        | $2108608.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9050   | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $869570.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6683   | 2047-07-01      | 4.0000%  | 0.0000% | $18918329.00       | $592358.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2948   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $263.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264   | 2058-05-01      | 3.5000%  | 0.0000% | $2000.00           | $673.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452   | 2053-07-01      | 6.0000%  | 0.0000% | $2047.00           | $1785.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6081   | 2048-09-01      | 4.5000%  | 0.0000% | $4441878.00        | $1204447.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1226   | 2050-09-01      | 2.0000%  | 0.0000% | $243244989.00      | $123868127.23      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6032   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $461.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711   | 2053-12-01      | 6.5000%  | 0.0000% | $5050.00           | $4463.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850583   | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $432051.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879177   | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $17.23             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945   | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $515.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8377   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $525.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $232.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878663   | 2036-02-01      | 6.5000%  | 0.0000% | $5000.00           | $48.13             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $29422640.00       | $24646305.41       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $817.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872247   | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $40.34             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $78817862.00       | $65992264.30       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $733.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6886   | 2053-08-01      | 6.5000%  | 0.0000% | $33821147.00       | $29038720.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7609   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3654.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $35462132.00       | $29466514.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8177   | 2054-03-01      | 6.5000%  | 0.0000% | $1008.00           | $861.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAO5296   | 2042-07-01      | 4.0000%  | 0.0000% | $25012559.00       | $2642637.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9386   | 2043-04-01      | 4.0000%  | 0.0000% | $5000.00           | $1917.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8865   | 2054-07-01      | 6.5000%  | 0.0000% | $31679197.00       | $30695266.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497   | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4736.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0407   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $548.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $38727040.00       | $29600796.59       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9189   | 2051-02-01      | 2.0000%  | 0.0000% | $7940650.00        | $4481891.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1754   | 2036-09-01      | 2.0000%  | 0.0000% | $2240.00           | $1402.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976   | 2046-04-01      | 4.5000%  | 0.0000% | $2001.00           | $209.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047   | 2042-12-01      | 3.5000%  | 0.0000% | $8000.00           | $1927.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9291   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $2927.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0730   | 2052-10-01      | 5.0000%  | 0.0000% | $1495360.00        | $1407764.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9442   | 2046-11-01      | 3.5000%  | 0.0000% | $59250000.00       | $13626874.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4202   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $808.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP2981   | 2042-08-01      | 4.0000%  | 0.0000% | $5040.00           | $756.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4198   | 2052-12-01      | 6.0000%  | 0.0000% | $1123350.00        | $1116278.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3315   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1705   | 2053-04-01      | 5.5000%  | 0.0000% | $1457500.00        | $1397779.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4284   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8713   | 2054-06-01      | 6.0000%  | 0.0000% | $2125322.00        | $2087916.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC3492   | 2046-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1465.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $60261050.00       | $45631324.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913   | 2052-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2487.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7051   | 2053-09-01      | 6.0000%  | 0.0000% | $37301267.00       | $31492385.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5419   | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4133.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3358   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135   | 2052-11-01      | 5.5000%  | 0.0000% | $21007276.00       | $16719267.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5658   | 2053-02-01      | 6.5000%  | 0.0000% | $33508992.00       | $29042008.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1403   | 2052-10-01      | 5.0000%  | 0.0000% | $290892.00         | $253119.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4225   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8535   | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2796.84           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6648   | 2053-01-01      | 6.0000%  | 0.0000% | $1161734.00        | $947138.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1722   | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $572.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7860   | 2053-02-01      | 6.0000%  | 0.0000% | $6000.00           | $3498.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651   | 2045-03-01      | 3.5000%  | 0.0000% | $254006528.00      | $24163922.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7988   | 2053-08-01      | 6.5000%  | 0.0000% | $6000.00           | $4503.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5362   | 2045-07-01      | 3.5000%  | 0.0000% | $18360218.00       | $4140408.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAU8868   | 2043-11-01      | 4.5000%  | 0.0000% | $20005221.00       | $2174018.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566   | 2045-08-01      | 3.5000%  | 0.0000% | $50684920.00       | $11694109.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0585   | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $3354.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0186   | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $748305.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8631   | 2052-08-01      | 5.0000%  | 0.0000% | $11001.00          | $8416.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT2780   | 2043-04-01      | 4.0000%  | 0.0000% | $3001.00           | $327.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5902   | 2043-06-01      | 3.5000%  | 0.0000% | $156930560.00      | $28749266.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1280   | 2053-04-01      | 6.0000%  | 0.0000% | $1263430.00        | $1035604.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785   | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $4068.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1780   | 2053-05-01      | 6.0000%  | 0.0000% | $6000.00           | $4825.70           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19026 G   | 2037-06-01      | 5.5000%  | 0.0000% | $9216.00           | $92.20             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6785   | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $3676.02           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6539   | 2053-07-01      | 6.5000%  | 0.0000% | $10000.00          | $4352.19           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7693   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1748.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2562   | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $4334.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8728   | 2053-08-01      | 6.5000%  | 0.0000% | $1151457.00        | $959698.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1048   | 2053-04-01      | 5.5000%  | 0.0000% | $1232787.00        | $1061164.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448   | 2053-07-01      | 6.5000%  | 0.0000% | $1292894.00        | $1086901.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6022   | 2053-06-01      | 5.5000%  | 0.0000% | $2068500.00        | $1344581.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG7960   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $954.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1644   | 2053-04-01      | 6.0000%  | 0.0000% | $1000880.00        | $770375.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $771.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152   | 2052-02-01      | 3.0000%  | 0.0000% | $6926.00           | $5002.31           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5014   | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2770.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH1440   | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3096.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227   | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3627.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0922   | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4253.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7619   | 2053-07-01      | 6.5000%  | 0.0000% | $1085533.00        | $812507.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7800   | 2053-02-01      | 6.5000%  | 0.0000% | $6000.00           | $4651.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7235   | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3770.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8207   | 2053-08-01      | 5.5000%  | 0.0000% | $3033.00           | $2740.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1771   | 2053-05-01      | 5.5000%  | 0.0000% | $1865685.00        | $1439370.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2773   | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4796.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8415   | 2053-08-01      | 5.5000%  | 0.0000% | $30609.00          | $25681.48          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0612   | 2053-04-01      | 6.0000%  | 0.0000% | $1537351.00        | $1158964.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2934   | 2052-11-01      | 5.5000%  | 0.0000% | $1465321.00        | $1139748.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8760   | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $3887.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3810   | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $1730.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427   | 2053-07-01      | 6.5000%  | 0.0000% | $4001.00           | $2600.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5227   | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $3496.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215   | 2039-07-01      | 6.0000%  | 0.0000% | $51000.00          | $35885.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5768   | 2042-10-01      | 4.5000%  | 0.0000% | $76829316.00       | $9663088.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839   | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1585.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $3996604.00        | $3884584.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL2748   | 2031-08-01      | 4.5000%  | 0.0000% | $4096.00           | $246.42            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4577   | 2044-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $893929.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5942   | 2042-06-01      | 3.5000%  | 0.0000% | $6048.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $24937429.00       | $21504243.05       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2592   | 2046-04-01      | 3.5000%  | 0.0000% | $17003.00          | $3960.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2959   | 2049-01-01      | 4.5000%  | 0.0000% | $54602236.00       | $4039383.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3202   | 2048-02-01      | 4.0000%  | 0.0000% | $3530201.00        | $665325.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0317   | 2047-09-01      | 3.5000%  | 0.0000% | $200061440.00      | $30244669.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0308   | 2055-02-01      | 5.5000%  | 0.0000% | $14963520.00       | $14878337.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8168   | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2457.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8699   | 2054-06-01      | 6.0000%  | 0.0000% | $2070.00           | $1915.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8981   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5150   | 2052-10-01      | 6.0000%  | 0.0000% | $220086.00         | $120133.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6172   | 2048-09-01      | 4.5000%  | 0.0000% | $12000.00          | $3694.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $2083.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6879   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $254.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7762   | 2049-04-01      | 4.5000%  | 0.0000% | $1582917.00        | $576346.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5337   | 2048-07-01      | 4.5000%  | 0.0000% | $27751748.00       | $4680083.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3308   | 2047-04-01      | 3.0000%  | 0.0000% | $36576192.00       | $25753044.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101   | 2053-09-01      | 5.5000%  | 0.0000% | $8840504.00        | $7367746.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9379   | 2051-03-01      | 2.0000%  | 0.0000% | $63604221.00       | $35853895.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9381   | 2047-10-01      | 4.5000%  | 0.0000% | $8639190.00        | $1669764.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0136   | 2056-08-01      | 5.0000%  | 0.0000% | $1000.00           | $259.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $31808361.00       | $24792724.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6262   | 2053-05-01      | 6.0000%  | 0.0000% | $34555078.00       | $27850871.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $851.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6134   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $301.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $5282.00           | $43.75             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9570   | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1043.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5067   | 2052-07-01      | 5.0000%  | 0.0000% | $1115421.00        | $1058441.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372   | 2043-02-01      | 3.5000%  | 0.0000% | $5000.00           | $731.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5818   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $961.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9340   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620   | 2053-06-01      | 6.0000%  | 0.0000% | $1122500.00        | $1131145.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9876   | 2048-10-01      | 4.5000%  | 0.0000% | $3780850.00        | $1143813.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7243   | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $995022.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $5000.00           | $903.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4845   | 2049-03-01      | 4.5000%  | 0.0000% | $14000.00          | $3604.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033   | 2049-04-01      | 4.5000%  | 0.0000% | $1023277.00        | $256969.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1278   | 2049-03-01      | 4.5000%  | 0.0000% | $4218548.00        | $1100298.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $303.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8671   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9672   | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1962.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8758   | 2054-06-01      | 6.5000%  | 0.0000% | $36062894.00       | $32758035.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542   | 2054-05-01      | 6.0000%  | 0.0000% | $6243220.00        | $5702961.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9636   | 2054-12-01      | 4.5000%  | 0.0000% | $10390904.00       | $9596632.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1943   | 2055-05-01      | 5.5000%  | 0.0000% | $216033.00         | $217120.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1366   | 2033-03-01      | 3.0000%  | 0.0000% | $383000.00         | $43752.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2633   | 2046-04-01      | 3.5000%  | 0.0000% | $7000.00           | $1624.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268   | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $396.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2236   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7935   | 2049-06-01      | 3.5000%  | 0.0000% | $4694374.00        | $1189971.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3305   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0306   | 2049-04-01      | 4.5000%  | 0.0000% | $1486941.00        | $638914.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9672   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $906.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8680   | 2053-08-01      | 6.5000%  | 0.0000% | $1029455.00        | $1062524.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $857.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831404   | 2036-03-01      | 6.0000%  | 0.0000% | $6148.00           | $40.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3591   | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $395.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $5001.00           | $4961.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0110   | 2056-03-01      | 4.0000%  | 0.0000% | $120365641.00      | $45324547.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4252   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $12000.00          | $2260.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3270   | 2047-11-01      | 4.5000%  | 0.0000% | $21000.00          | $7893.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5973   | 2050-01-01      | 3.5000%  | 0.0000% | $2115512.00        | $1342688.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK3106   | 2042-02-01      | 3.5000%  | 0.0000% | $5000.00           | $784.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1754   | 2043-02-01      | 3.5000%  | 0.0000% | $4939471.00        | $1274941.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7232   | 2041-07-01      | 4.5000%  | 0.0000% | $10001.00          | $376.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3506   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2981   | 2048-11-01      | 4.5000%  | 0.0000% | $1056540.00        | $431303.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR5851   | 2043-02-01      | 3.5000%  | 0.0000% | $11185631.00       | $1127699.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH4474   | 2041-01-01      | 4.0000%  | 0.0000% | $1184.00           | $75.02             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5064   | 2044-02-01      | 4.5000%  | 0.0000% | $5121.00           | $504.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI8465   | 2041-08-01      | 4.5000%  | 0.0000% | $38894350.00       | $4400381.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8899   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3621.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0512   | 2052-09-01      | 5.0000%  | 0.0000% | $1059400.00        | $788422.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5318   | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4473.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792   | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5767.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1934   | 2053-05-01      | 5.5000%  | 0.0000% | $1353170.00        | $1325577.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765   | 2042-03-01      | 4.0000%  | 0.0000% | $6000.00           | $565.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4750   | 2049-04-01      | 4.5000%  | 0.0000% | $1965563.00        | $373292.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545   | 2053-12-01      | 6.0000%  | 0.0000% | $6308.00           | $5595.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125   | 2039-04-01      | 5.5000%  | 0.0000% | $16069.00          | $268.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871   | 2054-11-01      | 5.5000%  | 0.0000% | $1030.00           | $976.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738   | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $28.02             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3117   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5162   | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $785.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3971   | 2053-11-01      | 6.5000%  | 0.0000% | $3039.00           | $2366.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5463   | 2053-11-01      | 6.5000%  | 0.0000% | $1163340.00        | $1044635.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734   | 2046-08-01      | 3.5000%  | 0.0000% | $12038.00          | $3624.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP256327   | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $88478.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $73861291.00       | $69182589.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7656   | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4814.18           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9174   | 2051-02-01      | 2.0000%  | 0.0000% | $9238912.00        | $5289294.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $20866880.00       | $18424833.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8143   | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4809.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8625   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4619.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $695.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9390   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $662.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7423   | 2053-11-01      | 5.5000%  | 0.0000% | $25054952.00       | $22619040.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110   | 2053-09-01      | 5.5000%  | 0.0000% | $34783054.00       | $30529523.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9241   | 2054-07-01      | 6.5000%  | 0.0000% | $7001.00           | $6908.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6825   | 2042-11-01      | 3.5000%  | 0.0000% | $6048.00           | $609.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ994095   | 2048-11-01      | 5.5000%  | 0.0000% | $5220.00           | $32.78             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1347   | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2508.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8606   | 2051-01-01      | 2.5000%  | 0.0000% | $12567143.00       | $7123183.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3627   | 2052-05-01      | 4.0000%  | 0.0000% | $36000.00          | $28743.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0300   | 2051-05-01      | 2.0000%  | 0.0000% | $8727743.00        | $5051608.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843   | 2054-07-01      | 5.5000%  | 0.0000% | $24823919.00       | $23798546.62       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793   | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1653.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $24113560.00       | $21203674.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3318   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8848   | 2051-02-01      | 2.0000%  | 0.0000% | $73974671.00       | $41642326.96       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9092   | 2052-08-01      | 5.0000%  | 0.0000% | $12000.00          | $7894.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $2866920.00        | $2108573.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ0017   | 2042-10-01      | 4.0000%  | 0.0000% | $9000.00           | $849.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5745   | 2049-12-01      | 3.5000%  | 0.0000% | $1281750.00        | $542611.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3233   | 2052-04-01      | 3.0000%  | 0.0000% | $115000.00         | $78501.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $45999.00          | $31446.14          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9582   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4779.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4184   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3343   | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $506461.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN1028   | 2049-03-01      | 5.0000%  | 0.0000% | $901400.00         | $83955.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545   | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $692.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4327   | 2052-06-01      | 5.0000%  | 0.0000% | $1434715.00        | $1076205.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1562   | 2051-09-01      | 3.0000%  | 0.0000% | $8048293.00        | $4587575.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1394   | 2049-07-01      | 3.5000%  | 0.0000% | $2064000.00        | $978274.52         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61281 G   | 2048-01-01      | 3.5000%  | 0.0000% | $210000.00         | $37165.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL2932   | 2042-07-01      | 4.0000%  | 0.0000% | $156000000.00      | $17875287.28       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA5873   | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1706.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748   | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5418.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504   | 2051-01-01      | 2.0000%  | 0.0000% | $26355956.00       | $16326325.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8011   | 2050-12-01      | 2.0000%  | 0.0000% | $55293563.00       | $29348210.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3851   | 2052-06-01      | 5.0000%  | 0.0000% | $1164387.00        | $879836.28         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2022   | 2052-05-01      | 3.0000%  | 0.0000% | $455000.00         | $299041.06         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8563   | 2051-01-01      | 1.5000%  | 0.0000% | $1008.00           | $548.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6667   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $751.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229   | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1863.52           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8368   | 2053-08-01      | 6.5000%  | 0.0000% | $1123170.00        | $896423.28         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A61350 G   | 2036-11-01      | 6.5000%  | 0.0000% | $9360.00           | $164.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7808   | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4550.55           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03577 G   | 2037-11-01      | 7.0000%  | 0.0000% | $29814447.00       | $362655.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7057   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $698.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4294.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3665   | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $770.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0181   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $789.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8327   | 2039-09-01      | 5.0000%  | 0.0000% | $84000.00          | $67503.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1041   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1537   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3854.26           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G07806 G   | 2041-06-01      | 5.0000%  | 0.0000% | $1000.00           | $83.02             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51359 G   | 2036-10-01      | 5.5000%  | 0.0000% | $25160.00          | $1601.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5430   | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $930322.46         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10220 G   | 2034-01-01      | 5.5000%  | 0.0000% | $10232.00          | $49.88             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6542   | 2052-07-01      | 5.0000%  | 0.0000% | $1816940.00        | $1359009.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5511   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4201.18           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0718   | 2051-08-01      | 2.5000%  | 0.0000% | $1008.00           | $661.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3362   | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4554.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6685   | 2053-07-01      | 5.5000%  | 0.0000% | $1103.00           | $912.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9702   | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $3962.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3354   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $822.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1015   | 2048-05-01      | 4.5000%  | 0.0000% | $87001.00          | $55333.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4046.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5395   | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5751.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4791   | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $3653.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6624   | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1692.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $491.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7424   | 2052-08-01      | 5.0000%  | 0.0000% | $1063840.00        | $872082.50         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q55635 G   | 2048-04-01      | 4.5000%  | 0.0000% | $7168.00           | $2029.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0505   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4732.34           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51363 G   | 2036-09-01      | 5.5000%  | 0.0000% | $3473.00           | $82.50             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $2314.00           | $33.56             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5708   | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4035.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8969   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $783.33            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51364 G   | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $28.61             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5269   | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5700.29           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04303 G   | 2038-04-01      | 6.0000%  | 0.0000% | $1024.00           | $11.85             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67429 G   | 2037-11-01      | 6.5000%  | 0.0000% | $10080.00          | $163.42            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $1551.00           | $250.32            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1152   | 2054-08-01      | 7.0000%  | 0.0000% | $5000.00           | $3731.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4276   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $751.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0923   | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4206.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5349   | 2054-05-01      | 5.0000%  | 0.0000% | $31710652.00       | $27240917.08       | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03878 G   | 2038-02-01      | 6.0000%  | 0.0000% | $11200.00          | $111.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8280   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $554.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1109   | 2042-09-01      | 4.0000%  | 0.0000% | $37765120.00       | $3190979.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1664   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8518   | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1384377.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7869   | 2049-04-01      | 4.5000%  | 0.0000% | $1012470.00        | $432043.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933   | 2049-06-01      | 3.5000%  | 0.0000% | $1427184.00        | $579860.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5120   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1793.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2698   | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $277764.14         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $711.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3450   | 2047-06-01      | 4.5000%  | 0.0000% | $2424.00           | $613.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3231   | 2042-06-01      | 4.0000%  | 0.0000% | $20774952.00       | $3803436.03        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $325000.00         | $181197.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $3559700.00        | $3586939.04        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLBV5097   | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $870857.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $8648131.00        | $8105113.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785   | 2049-12-01      | 4.0000%  | 0.0000% | $1008971.00        | $437528.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR4728   | 2051-03-01      | 2.5000%  | 0.0000% | $8644240.00        | $3591746.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370   | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $181.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8092   | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2210.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9496   | 2049-05-01      | 4.5000%  | 0.0000% | $4898884.00        | $1703832.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566   | 2040-08-01      | 2.0000%  | 0.0000% | $19895684.00       | $9203546.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0084   | 2051-04-01      | 2.0000%  | 0.0000% | $18399744.00       | $10391223.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $54478.00          | $42196.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $20327482.00       | $18457314.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1901.68           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3610   | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $733.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $18000.00          | $12114.79          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5010   | 2049-04-01      | 4.5000%  | 0.0000% | $226399.00         | $14886.39          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09089 G   | 2037-09-01      | 5.5000%  | 0.0000% | $2513.00           | $9.27              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3156   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $226.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6435   | 2051-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1297.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1877   | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $68067.68          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6023   | 2054-07-01      | 6.5000%  | 0.0000% | $9576645.00        | $8872006.53        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $14215.00          | $5042.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9873   | 2053-09-01      | 6.0000%  | 0.0000% | $16374571.00       | $14108593.58       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTRB5181   | 2042-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2819.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190371   | 2036-07-01      | 6.5000%  | 0.0000% | $203745057.00      | $1425641.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4805   | 2049-11-01      | 3.5000%  | 0.0000% | $2525850.00        | $1131074.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8227   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.06            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20299 G   | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $682.70            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05105 G   | 2041-12-01      | 4.0000%  | 0.0000% | $3322776.00        | $364441.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3818   | 2053-08-01      | 5.5000%  | 0.0000% | $22628918.00       | $17963127.72       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G   | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $190.53            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q24959 G   | 2044-02-01      | 4.5000%  | 0.0000% | $1026.00           | $80.65             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5808   | 2052-12-01      | 4.0000%  | 0.0000% | $3702325.00        | $3160599.65        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48791 G   | 2047-06-01      | 4.0000%  | 0.0000% | $2518683.00        | $854132.74         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V84260 G   | 2048-06-01      | 3.5000%  | 0.0000% | $400000.00         | $66117.96          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42622 G   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $139.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3676   | 2053-08-01      | 6.0000%  | 0.0000% | $24099651.00       | $22003383.99       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V84373 G   | 2048-06-01      | 4.0000%  | 0.0000% | $201290969.00      | $28636687.16       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $166359296.00      | $35866195.73       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63742 G   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $58.30             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114   | 2050-12-01      | 2.5000%  | 0.0000% | $66000.00          | $29850.93          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47946 G   | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1561.24           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8103   | 2052-03-01      | 2.0000%  | 0.0000% | $15000.00          | $9978.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8142   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4209.76           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9652   | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4339.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY3392   | 2045-04-01      | 4.0000%  | 0.0000% | $5000.00           | $786.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3034.44           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1459   | 2052-01-01      | 3.0000%  | 0.0000% | $56801567.00       | $36730100.33       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD2809   | 2051-11-01      | 3.0000%  | 0.0000% | $6000.00           | $2775.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8165   | 2052-08-01      | 5.0000%  | 0.0000% | $1329150.00        | $1121418.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852707   | 2036-01-01      | 6.0000%  | 0.0000% | $6969.00           | $53.14             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850088   | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $283115.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7945   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4706.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8749   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1649.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6327   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $998.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7202   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4537.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8193   | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1142181.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8679   | 2052-08-01      | 4.0000%  | 0.0000% | $1413370.00        | $757911.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645   | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $4096.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9215   | 2052-09-01      | 5.0000%  | 0.0000% | $1200603.00        | $991898.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5072   | 2052-07-01      | 5.0000%  | 0.0000% | $1211705.00        | $868305.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6140   | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $862655.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9140   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8255   | 2055-01-01      | 6.5000%  | 0.0000% | $9827907.00        | $9293745.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8588   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2052.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $995.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1360   | 2052-11-01      | 5.5000%  | 0.0000% | $1002.00           | $720.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $6000.00           | $3781.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1528   | 2049-07-01      | 3.5000%  | 0.0000% | $3277153.00        | $1169141.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $496862.00         | $243852.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7022   | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $3831.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1714   | 2052-08-01      | 5.0000%  | 0.0000% | $1207159.00        | $1141966.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3694   | 2052-07-01      | 5.0000%  | 0.0000% | $1279215.00        | $952053.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8756   | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2727.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $857.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1085725.00        | $770732.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1885   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $968.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $3499.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987   | 2049-12-01      | 3.5000%  | 0.0000% | $11001.00          | $4135.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8662   | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4643.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7623   | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $692910.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3713   | 2052-08-01      | 5.0000%  | 0.0000% | $1457150.00        | $1373925.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8372   | 2052-08-01      | 5.0000%  | 0.0000% | $1669083.00        | $1241902.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772   | 2050-05-01      | 2.0000%  | 0.0000% | $45651497.00       | $19777629.85       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2693   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0593   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $9004.00           | $281.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $37000.00          | $31611.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353   | 2054-05-01      | 5.5000%  | 0.0000% | $2392188.00        | $2099627.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8370   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4847.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9053   | 2052-09-01      | 5.0000%  | 0.0000% | $1659650.00        | $1424374.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4124   | 2035-09-01      | 2.5000%  | 0.0000% | $7000.00           | $2390.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3890   | 2040-01-01      | 3.0000%  | 0.0000% | $8000.00           | $1373.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3991   | 2050-04-01      | 3.0000%  | 0.0000% | $9000.00           | $1740.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9209   | 2051-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1649.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0140   | 2051-04-01      | 2.0000%  | 0.0000% | $85873760.00       | $47742659.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3400.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9886   | 2052-05-01      | 3.5000%  | 0.0000% | $4755978.00        | $2956446.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1976   | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $899037.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $1707706.00        | $1736474.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8732   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528   | 2051-12-01      | 4.0000%  | 0.0000% | $35000.00          | $15627.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAE0512   | 2050-07-01      | 4.5000%  | 0.0000% | $7004.00           | $976.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019   | 2050-12-01      | 2.0000%  | 0.0000% | $6355409.00        | $3881523.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7454   | 2050-10-01      | 2.0000%  | 0.0000% | $241849344.00      | $122758603.85      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6910   | 2050-09-01      | 2.5000%  | 0.0000% | $52263187.00       | $26779645.13       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $578.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8891   | 2051-02-01      | 2.0000%  | 0.0000% | $13996170.00       | $7810722.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0351   | 2051-05-01      | 2.0000%  | 0.0000% | $67217534.00       | $38625222.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7903   | 2052-08-01      | 5.0000%  | 0.0000% | $1147808.00        | $1081075.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7890   | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $5756.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3118   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $576.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7703   | 2050-11-01      | 2.0000%  | 0.0000% | $4485552.00        | $2455790.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $2223.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8596   | 2051-01-01      | 2.5000%  | 0.0000% | $62396416.00       | $33825675.17       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813   | 2047-11-01      | 3.5000%  | 0.0000% | $1999.00           | $373.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8499   | 2052-04-01      | 2.0000%  | 0.0000% | $6000.00           | $3745.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9047   | 2051-02-01      | 2.0000%  | 0.0000% | $13073859.00       | $6866001.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925   | 2052-10-01      | 5.0000%  | 0.0000% | $9000.00           | $6707.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1082   | 2055-01-01      | 6.5000%  | 0.0000% | $6271859.00        | $6475888.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1065730.00        | $793894.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2665   | 2052-01-01      | 3.0000%  | 0.0000% | $34164674.00       | $23186417.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0215   | 2053-05-01      | 6.5000%  | 0.0000% | $1320775.00        | $1133779.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0694   | 2036-06-01      | 2.0000%  | 0.0000% | $92353472.00       | $51138499.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0975   | 2052-10-01      | 5.0000%  | 0.0000% | $1647867.00        | $1141220.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7973   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8787   | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6015.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880086   | 2036-03-01      | 6.0000%  | 0.0000% | $5120.00           | $53.60             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704   | 2054-06-01      | 6.5000%  | 0.0000% | $2001.00           | $1755.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2766   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0325   | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $571127.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9275   | 2053-10-01      | 6.0000%  | 0.0000% | $10738.00          | $5560.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9748   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4257.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7929   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $506.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $5036.00           | $4360.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6275   | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1739.99           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA1095   | 2053-12-01      | 7.0000%  | 0.0000% | $1159261.00        | $1223484.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4169   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $663.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1844   | 2053-01-01      | 5.5000%  | 0.0000% | $1131950.00        | $1095639.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6457   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $873.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017   | 2050-12-01      | 2.0000%  | 0.0000% | $50014528.00       | $28278875.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8756   | 2054-06-01      | 6.0000%  | 0.0000% | $26799607.00       | $25299077.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469   | 2053-06-01      | 6.5000%  | 0.0000% | $4145.00           | $2988.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3652   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $508.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1897   | 2048-06-01      | 4.5000%  | 0.0000% | $60198.00          | $14462.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5521   | 2054-11-01      | 5.0000%  | 0.0000% | $3024.00           | $2937.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443   | 2051-10-01      | 2.5000%  | 0.0000% | $43000.00          | $25154.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB9257   | 2039-09-01      | 4.5000%  | 0.0000% | $429948.00         | $377663.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5465   | 2049-01-01      | 4.5000%  | 0.0000% | $1483186.00        | $492832.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8358   | 2054-04-01      | 6.5000%  | 0.0000% | $5104.00           | $3949.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4643   | 2049-11-01      | 3.0000%  | 0.0000% | $55625318.00       | $18421324.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $26159813.00       | $24220428.08       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $11000.00          | $1378.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2431   | 2049-07-01      | 3.5000%  | 0.0000% | $4165618.00        | $995881.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1033   | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $519.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0696   | 2048-09-01      | 4.5000%  | 0.0000% | $13000.00          | $3823.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8286   | 2049-11-01      | 3.5000%  | 0.0000% | $3528024.00        | $1524203.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8724   | 2054-06-01      | 6.5000%  | 0.0000% | $41406370.00       | $36433365.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0477   | 2052-09-01      | 5.0000%  | 0.0000% | $1285250.00        | $1211174.23        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9915   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3605.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $12631.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0410   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $826.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $25000.00          | $15998.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700   | 2055-05-01      | 5.5000%  | 0.0000% | $3136.00           | $3074.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7892   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4165.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8782   | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $5555.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3833   | 2049-11-01      | 2.5000%  | 0.0000% | $9000.00           | $1811.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7258   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1028.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8888   | 2053-03-01      | 4.5000%  | 0.0000% | $6000.00           | $4997.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $33334920.00       | $30798965.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $771.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6526   | 2053-06-01      | 5.5000%  | 0.0000% | $30759924.00       | $25342176.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7086   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $880.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2806   | 2046-11-01      | 3.0000%  | 0.0000% | $181000.00         | $31634.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0168   | 2057-02-01      | 3.5000%  | 0.0000% | $2001.00           | $618.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC1509   | 2039-08-01      | 6.0000%  | 0.0000% | $7001.00           | $251.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038   | 2036-08-01      | 6.0000%  | 0.0000% | $1027.00           | $6.06              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP885032   | 2036-05-01      | 6.5000%  | 0.0000% | $6003.00           | $3.33              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL900928   | 2037-02-01      | 6.5000%  | 0.0000% | $5258.00           | $54.80             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6849   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $116000.00         | $74259.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8594   | 2051-01-01      | 2.5000%  | 0.0000% | $52818646.00       | $30789611.22       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1729640.00        | $1160180.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684   | 2050-05-01      | 2.5000%  | 0.0000% | $50148460.00       | $22554881.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0410   | 2051-05-01      | 2.0000%  | 0.0000% | $200277248.00      | $117642850.93      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1648.94           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP889809   | 2037-10-01      | 7.0000%  | 0.0000% | $11341.00          | $45.84             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768   | 2037-06-01      | 6.0000%  | 0.0000% | $5200.00           | $27.35             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5914   | 2053-01-01      | 6.0000%  | 0.0000% | $1117876.00        | $980784.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5948   | 2053-02-01      | 6.0000%  | 0.0000% | $7000.00           | $4478.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9490   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5954   | 2053-02-01      | 6.0000%  | 0.0000% | $2048675.00        | $1296673.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1859   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $926.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9799   | 2053-04-01      | 6.5000%  | 0.0000% | $1643600.00        | $1326392.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4643.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $7000.00           | $4196.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW9616   | 2053-06-01      | 6.0000%  | 0.0000% | $1499990.00        | $1225006.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8583   | 2051-01-01      | 2.0000%  | 0.0000% | $161858935.00      | $90021519.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5324   | 2052-12-01      | 6.5000%  | 0.0000% | $2003.00           | $1068.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2070   | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $3300.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5016   | 2053-01-01      | 5.5000%  | 0.0000% | $1638500.00        | $1046524.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2139   | 2053-06-01      | 6.5000%  | 0.0000% | $11000.00          | $9016.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2662   | 2053-05-01      | 6.0000%  | 0.0000% | $1241138.00        | $1234655.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2404   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $679.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247   | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $779612.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4827   | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $916.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0245   | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1125310.96        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9698   | 2055-02-01      | 7.0000%  | 0.0000% | $1657594.00        | $1749873.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224   | 2037-04-01      | 6.5000%  | 0.0000% | $37968464.00       | $468420.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $54000.00          | $41613.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944054   | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $2.12              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423   | 2036-03-01      | 6.0000%  | 0.0000% | $7710.00           | $9.34              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1859   | 2053-03-01      | 5.5000%  | 0.0000% | $1036210.00        | $1001765.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $703.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0464   | 2047-05-01      | 3.5000%  | 0.0000% | $1018279.00        | $853775.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8831   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $711.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204   | 2052-12-01      | 4.5000%  | 0.0000% | $5000.00           | $4611.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1687   | 2052-07-01      | 5.0000%  | 0.0000% | $1654020.00        | $1323568.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $1505027.00        | $1044473.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7112   | 2052-11-01      | 5.0000%  | 0.0000% | $4761090.00        | $3851874.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1848   | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $1044632.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4235.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7030   | 2052-08-01      | 4.5000%  | 0.0000% | $8036.00           | $4181.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3421   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2364   | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1228470.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2147   | 2053-01-01      | 5.5000%  | 0.0000% | $1236198.00        | $1085601.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6471   | 2052-09-01      | 5.0000%  | 0.0000% | $1982435.00        | $1469105.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896   | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $4157.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8794   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3721.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8751   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4841.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6452   | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1043560.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6578.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6577   | 2053-12-01      | 6.0000%  | 0.0000% | $16582167.00       | $14609929.12       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $602.88            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $54888.00          | $2500.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0903   | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $3283.34           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58037 G   | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3163.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0529   | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $480.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5508   | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $157381.51         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $210.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6730   | 2052-07-01      | 5.0000%  | 0.0000% | $1059300.00        | $990540.36         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7508   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $796.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0590   | 2051-04-01      | 3.0000%  | 0.0000% | $2457360.00        | $1490324.97        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48105 G   | 2047-05-01      | 4.0000%  | 0.0000% | $11326580.00       | $3134643.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8789   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1725.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0086   | 2049-06-01      | 3.5000%  | 0.0000% | $1998098.00        | $835629.71         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63189 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $679884.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0451   | 2049-06-01      | 3.5000%  | 0.0000% | $4742589.00        | $1250553.15        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q35715 G   | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $177.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7114   | 2050-02-01      | 3.0000%  | 0.0000% | $125000.00         | $36940.66          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6187   | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $954.32            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62126 G   | 2049-03-01      | 4.0000%  | 0.0000% | $3896400.00        | $610964.40         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61703 G   | 2049-02-01      | 5.0000%  | 0.0000% | $2343476.00        | $855331.15         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48578 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $379.96            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50600 G   | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2468.06           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57072 G   | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1590.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1124   | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2117.26           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58465 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2607777.00        | $767609.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0283   | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1575.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5232   | 2049-04-01      | 4.5000%  | 0.0000% | $7000.00           | $1585.32           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H01001 G   | 2037-07-01      | 5.0000%  | 0.0000% | $9072.00           | $117.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1257   | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1150.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $234.42            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46150 G   | 2047-02-01      | 4.0000%  | 0.0000% | $11414309.00       | $3228639.64        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q61909 G   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $208.95            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57806 G   | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1958.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5359   | 2048-01-01      | 4.5000%  | 0.0000% | $8000.00           | $2506.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2666   | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $556921.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4541   | 2047-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2274.38           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58535 G   | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1716.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2843   | 2053-05-01      | 5.5000%  | 0.0000% | $1226125.00        | $1060003.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2296   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4205   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9395   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6621   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2878   | 2045-10-01      | 4.0000%  | 0.0000% | $8000.00           | $811.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ9244   | 2045-10-01      | 4.0000%  | 0.0000% | $3000.00           | $489.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3312   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3085   | 2045-12-01      | 3.5000%  | 0.0000% | $3484499.00        | $987407.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1731   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3245   | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1947.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4253   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0086   | 2052-09-01      | 5.0000%  | 0.0000% | $1151111.00        | $898504.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8775   | 2053-03-01      | 5.5000%  | 0.0000% | $6000.00           | $3641.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7340   | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $1140458.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2201   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4220   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2419   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $720.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1000   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4887.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2157   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0285   | 2046-03-01      | 3.5000%  | 0.0000% | $155422975.00      | $22233189.98       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59601 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1475034.00        | $251806.46         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59891 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1515144.00        | $511938.58         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7156   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $179.18            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52072 G   | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1608.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7250   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $210.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8027   | 2048-09-01      | 4.5000%  | 0.0000% | $5592344.00        | $1450356.70        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48724 G   | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4050.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2564   | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2305.97           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $240603.00         | $3259.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6298   | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5291.54           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $69896.00          | $1344.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0827   | 2052-10-01      | 5.0000%  | 0.0000% | $2297261.00        | $1523063.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2786   | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $242.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7496   | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $4536.97           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180   | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2628.74           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58368 G   | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1700.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1139   | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $727.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0841   | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1620.74           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59887 G   | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2362.15           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5746   | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2228.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5506   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3807.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $7000.00           | $917.27            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29156 G   | 2044-10-01      | 4.0000%  | 0.0000% | $1156050.00        | $359156.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4154   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $294.76            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $189.66            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38970 G   | 2046-02-01      | 4.0000%  | 0.0000% | $8069125.00        | $1506412.37        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62961 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $310.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7256   | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $405879.21         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49260 G   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $375.38            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57805 G   | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $730.52            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $41491.00          | $955.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6203   | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $827738.19         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G   | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1200.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0721   | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1937.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4032   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1849   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0764   | 2052-12-01      | 5.5000%  | 0.0000% | $2013318.00        | $1475053.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4276   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4782   | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $455.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9815   | 2055-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4040.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134   | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $2746.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC4421   | 2046-03-01      | 4.0000%  | 0.0000% | $4000.00           | $660.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3149   | 2046-04-01      | 3.5000%  | 0.0000% | $9270151.00        | $1505153.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0108   | 2053-05-01      | 5.0000%  | 0.0000% | $6000.00           | $3962.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4629   | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4347.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7287   | 2053-06-01      | 6.5000%  | 0.0000% | $1068520.00        | $855455.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3314   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9489   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $8000.00           | $6042.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX6397   | 2053-01-01      | 6.5000%  | 0.0000% | $1002.00           | $909.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944   | 2040-04-01      | 5.5000%  | 0.0000% | $8376.00           | $383.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 NPAE0290   | 2040-03-01      | 4.5000%  | 0.0000% | $8251.00           | $219.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1791   | 2055-02-01      | 5.5000%  | 0.0000% | $3001.00           | $2988.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $6000.00           | $4046.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662   | 2052-11-01      | 6.0000%  | 0.0000% | $1214000.00        | $546521.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4189   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $801.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4144   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910   | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $3206.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8481   | 2053-03-01      | 4.5000%  | 0.0000% | $1107147.00        | $561188.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4611   | 2052-12-01      | 5.5000%  | 0.0000% | $1052270.00        | $775751.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $785.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8864   | 2054-07-01      | 6.5000%  | 0.0000% | $23672144.00       | $21785479.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX1190   | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1029.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY1318   | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3419.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9913   | 2048-09-01      | 4.5000%  | 0.0000% | $5551240.00        | $1405596.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX2449   | 2044-09-01      | 4.0000%  | 0.0000% | $8998384.00        | $935240.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051   | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $762.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX6481   | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1162726.41        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A41752 G   | 2036-01-01      | 5.5000%  | 0.0000% | $10240.00          | $87.90             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H10115 G   | 2037-04-01      | 5.5000%  | 0.0000% | $24686222.00       | $646809.92         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51366 G   | 2036-11-01      | 5.5000%  | 0.0000% | $1027.00           | $23.98             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10232 G   | 2040-06-01      | 5.0000%  | 0.0000% | $9216.00           | $83.29             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02223 G   | 2038-01-01      | 6.0000%  | 0.0000% | $1022.00           | $3.93              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19004 G   | 2037-01-01      | 5.5000%  | 0.0000% | $8192.00           | $29.27             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03442 G   | 2037-10-01      | 7.0000%  | 0.0000% | $9216.00           | $104.85            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48582 G   | 2036-04-01      | 6.0000%  | 0.0000% | $9216.00           | $32.63             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G   | 2036-09-01      | 6.0000%  | 0.0000% | $11483.00          | $581.90            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31136 G   | 2034-09-01      | 5.5000%  | 0.0000% | $1080249.00        | $1687.93           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $3245.00           | $56.16             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4399   | 2039-10-01      | 5.0000%  | 0.0000% | $2062.00           | $46.95             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0281   | 2049-04-01      | 5.0000%  | 0.0000% | $1652225.00        | $168963.74         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.53            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63082 G   | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2784.06           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51255 G   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.38            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $126.06            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81353 G   | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $209.55            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62228 G   | 2049-03-01      | 4.0000%  | 0.0000% | $3968504.00        | $465228.13         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8150   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $595.59            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53142 G   | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $505343.36         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16722 G   | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $349.85            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q01903 G   | 2041-07-01      | 4.5000%  | 0.0000% | $17237672.00       | $1030498.13        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63996 G   | 2049-05-01      | 4.5000%  | 0.0000% | $2196000.00        | $1384799.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48678 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $307.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2854   | 2042-03-01      | 4.0000%  | 0.0000% | $8000.00           | $502.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3660   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $301.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6041   | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $2838.23           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $25778.00          | $270.21            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A44666 G   | 2036-04-01      | 6.0000%  | 0.0000% | $9219.00           | $10.67             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $73356.00          | $2787.15           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC K30411 G   | 2048-07-01      | 5.0000%  | 0.0000% | $9072.00           | $677.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5959   | 2049-05-01      | 4.5000%  | 0.0000% | $2462980.00        | $923501.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $18458272.00       | $3365101.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9170   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $579.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL835760   | 2035-09-01      | 4.5000%  | 0.0000% | $1059.00           | $7.57              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005   | 2036-04-01      | 6.0000%  | 0.0000% | $4096.00           | $48.79             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3752.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852322   | 2036-04-01      | 6.0000%  | 0.0000% | $5153.00           | $34.23             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP878450   | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.31              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0021   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3767.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL849355   | 2036-01-01      | 6.0000%  | 0.0000% | $3104.00           | $54.96             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6910   | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $351.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0791   | 2052-09-01      | 5.0000%  | 0.0000% | $1271750.00        | $810426.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0239   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $757.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7162   | 2054-01-01      | 6.5000%  | 0.0000% | $1102170.00        | $998433.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9250   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $831.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7586   | 2054-04-01      | 6.5000%  | 0.0000% | $1090072.00        | $1034143.36        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q07066 G   | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $144.64            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8905   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $721.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4810   | 2049-11-01      | 4.0000%  | 0.0000% | $5003.00           | $1251.73           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $32000.00          | $23621.46          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03146 G   | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $88.82             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90953 G   | 2040-02-01      | 5.5000%  | 0.0000% | $8192.00           | $307.75            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K00031 G   | 2037-04-01      | 5.5000%  | 0.0000% | $8066.00           | $27.78             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI6535   | 2054-06-01      | 7.0000%  | 0.0000% | $248039.00         | $196471.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8359   | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $775.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2391   | 2036-12-01      | 2.0000%  | 0.0000% | $1151.00           | $700.48            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q36591 G   | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4498.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8369   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1225   | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1833.73           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58538 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $471.89            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63051 G   | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2728.33           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31066 G   | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $124.84            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20119 G   | 2043-07-01      | 4.0000%  | 0.0000% | $5828031.00        | $253031.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2231   | 2052-12-01      | 4.5000%  | 0.0000% | $11000.00          | $8379.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8918   | 2052-09-01      | 5.0000%  | 0.0000% | $1138375.00        | $1075509.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828   | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $2617.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8393   | 2053-04-01      | 6.0000%  | 0.0000% | $11000.00          | $8275.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6415   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $9000.00           | $8179.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $3003.00           | $2441.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1112060.00        | $1056522.81        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $834.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451   | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $755.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3155   | 2052-12-01      | 6.0000%  | 0.0000% | $1153368.00        | $873437.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9846   | 2052-09-01      | 5.0000%  | 0.0000% | $144475.00         | $96535.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943   | 2052-08-01      | 5.0000%  | 0.0000% | $1323000.00        | $983054.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8784   | 2052-09-01      | 5.0000%  | 0.0000% | $1223550.00        | $1154099.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1147669.00        | $1159077.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1417.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2054   | 2052-09-01      | 5.0000%  | 0.0000% | $1540832.00        | $1342487.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3903   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $837.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041   | 2053-05-01      | 6.0000%  | 0.0000% | $4000.00           | $4017.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7479   | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7870.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8173   | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4789.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4882   | 2053-01-01      | 6.0000%  | 0.0000% | $6796569.00        | $4669116.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1238   | 2052-03-01      | 2.0000%  | 0.0000% | $62000.00          | $39721.16          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2824   | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1351.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3985   | 2052-10-01      | 4.5000%  | 0.0000% | $1629020.00        | $1079196.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $888.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8051   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098   | 2046-10-01      | 3.0000%  | 0.0000% | $2049.00           | $461.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4933   | 2052-12-01      | 6.0000%  | 0.0000% | $13652312.00       | $8771982.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP880419   | 2036-12-01      | 5.5000%  | 0.0000% | $5121.00           | $5.96              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880824   | 2036-04-01      | 6.0000%  | 0.0000% | $4096.00           | $30.29             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9817   | 2054-09-01      | 7.0000%  | 0.0000% | $6893.00           | $6612.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2993   | 2053-11-01      | 6.5000%  | 0.0000% | $9146900.00        | $8600467.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $5495.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1641.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR2410   | 2042-12-01      | 4.0000%  | 0.0000% | $9000.00           | $1540.80           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7081   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $817.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ6640   | 2046-01-01      | 4.0000%  | 0.0000% | $4606268.00        | $1515859.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7117   | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $725.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0186   | 2057-02-01      | 4.5000%  | 0.0000% | $9002.00           | $2548.74           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067   | 2047-05-01      | 4.5000%  | 0.0000% | $12000.00          | $4000.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $15201507.00       | $14233025.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8365   | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $902164.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4281   | 2047-06-01      | 4.5000%  | 0.0000% | $1502261.00        | $613373.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $3000.00           | $706.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I6BF0833   | 2064-06-01      | 4.5000%  | 0.0000% | $36165086.00       | $33623962.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0446   | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $158.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8492   | 2054-05-01      | 6.0000%  | 0.0000% | $36178997.00       | $29026603.67       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF9073   | 2053-02-01      | 4.5000%  | 0.0000% | $1234722.00        | $1095551.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8141   | 2054-03-01      | 5.5000%  | 0.0000% | $13862.00          | $12633.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2593.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054   | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $870.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8870   | 2054-07-01      | 6.5000%  | 0.0000% | $56391771.00       | $52707780.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496   | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $862.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5127   | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1173.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH4318   | 2053-10-01      | 5.5000%  | 0.0000% | $650000.00         | $555486.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8587   | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $5560.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $1305323.00        | $1117596.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5903   | 2053-03-01      | 5.5000%  | 0.0000% | $53358400.00       | $44427860.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8811   | 2053-07-01      | 5.5000%  | 0.0000% | $1269000.00        | $835928.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6470   | 2052-09-01      | 5.0000%  | 0.0000% | $1219216.00        | $1143464.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475   | 2053-06-01      | 6.0000%  | 0.0000% | $9000.00           | $7420.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8305   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7150   | 2052-07-01      | 5.0000%  | 0.0000% | $1046500.00        | $984196.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675   | 2052-07-01      | 5.0000%  | 0.0000% | $1690092.00        | $1291451.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759   | 2052-10-01      | 5.0000%  | 0.0000% | $10001.00          | $8052.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1112710.00        | $573693.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4521   | 2053-08-01      | 6.0000%  | 0.0000% | $1088594.00        | $1063254.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851   | 2052-09-01      | 4.5000%  | 0.0000% | $3072.00           | $2289.25           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24102 G   | 2043-12-01      | 4.0000%  | 0.0000% | $2051.00           | $269.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9112   | 2052-08-01      | 5.0000%  | 0.0000% | $1140021.00        | $1076479.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4329.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8872   | 2053-09-01      | 5.5000%  | 0.0000% | $1218079.00        | $1192652.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8583   | 2052-10-01      | 5.0000%  | 0.0000% | $1023340.00        | $964781.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $8000.00           | $5605.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8148   | 2053-04-01      | 5.5000%  | 0.0000% | $1412390.00        | $1328593.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2572   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.06           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57312 G   | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1091.68           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53573 G   | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3004.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0121   | 2049-06-01      | 3.5000%  | 0.0000% | $1875026.00        | $488947.73         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58621 G   | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $2152.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9777   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $812.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4303   | 2053-06-01      | 6.5000%  | 0.0000% | $9001.00           | $6558.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $805.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8200   | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1158809.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4887   | 2053-07-01      | 5.5000%  | 0.0000% | $11000.00          | $7757.88           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55627 G   | 2048-04-01      | 4.0000%  | 0.0000% | $20359856.00       | $3407742.87        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q56865 G   | 2048-06-01      | 4.5000%  | 0.0000% | $1099300.00        | $471003.16         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0399   | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $2089.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327   | 2045-12-01      | 3.5000%  | 0.0000% | $33773904.00       | $6389863.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2485   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.50           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9914   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $977.27            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC7828   | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2592   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9134   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8003   | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $444.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3605   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $792.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7170   | 2048-07-01      | 4.5000%  | 0.0000% | $7001.00           | $2718.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $28000.00          | $6489.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8896   | 2053-08-01      | 6.0000%  | 0.0000% | $1020254.00        | $1020692.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4171   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5818   | 2044-08-01      | 4.0000%  | 0.0000% | $1661830.00        | $268678.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7833   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $994.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7199   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $481.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6633   | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $942529.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $1114.00           | $294.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $4999.00           | $260.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975   | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $138.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $9263.00           | $50.84             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8266   | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $439075.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760   | 2036-07-01      | 6.0000%  | 0.0000% | $56785658.00       | $104490.35         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58036 G   | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $483013.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079   | 2048-01-01      | 3.5000%  | 0.0000% | $299834076.00      | $36553575.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798   | 2050-11-01      | 2.0000%  | 0.0000% | $118878492.00      | $60594396.47       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59245 G   | 2048-10-01      | 4.0000%  | 0.0000% | $14620862.00       | $3662778.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX8714   | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2211.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $236.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0166   | 2051-04-01      | 2.5000%  | 0.0000% | $49929775.00       | $28517689.21       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50946 G   | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2061.08           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62283 G   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $288.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2624   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0739   | 2053-05-01      | 5.0000%  | 0.0000% | $1312280.00        | $1252575.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5604   | 2053-07-01      | 6.0000%  | 0.0000% | $6000.00           | $3874.42           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1381   | 2049-07-01      | 3.5000%  | 0.0000% | $2842050.00        | $1014402.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3091   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $2751.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005   | 2048-01-01      | 4.0000%  | 0.0000% | $3450.00           | $986.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2449   | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1094123.37        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752   | 2051-01-01      | 2.0000%  | 0.0000% | $62706816.00       | $34110048.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1485   | 2047-06-01      | 4.5000%  | 0.0000% | $12000.00          | $3801.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO9551   | 2042-07-01      | 4.0000%  | 0.0000% | $5000.00           | $677.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $1606.00           | $1519.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4296   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4280   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766   | 2053-02-01      | 5.5000%  | 0.0000% | $49565696.00       | $43708500.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3220   | 2048-01-01      | 4.5000%  | 0.0000% | $3033.00           | $834.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $37904060.00       | $31738002.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6561   | 2053-06-01      | 5.0000%  | 0.0000% | $5096.00           | $4072.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4194   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $61571968.00       | $47458030.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6744   | 2053-07-01      | 5.5000%  | 0.0000% | $1040.00           | $913.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613   | 2055-07-01      | 5.5000%  | 0.0000% | $1239.00           | $1216.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4182   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $784.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6732   | 2053-06-01      | 5.0000%  | 0.0000% | $33623120.00       | $30175602.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5369   | 2047-06-01      | 4.0000%  | 0.0000% | $7016.00           | $3114.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316   | 2047-09-01      | 3.5000%  | 0.0000% | $3073.00           | $335.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $14370.00          | $9728.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD5350   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1485   | 2052-03-01      | 2.0000%  | 0.0000% | $18555011.00       | $14574945.37       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195   | 2051-05-01      | 4.0000%  | 0.0000% | $119853621.00      | $35377088.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618   | 2062-03-01      | 2.5000%  | 0.0000% | $6785041.00        | $4431451.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1441   | 2054-01-01      | 5.5000%  | 0.0000% | $14255149.00       | $13880329.04       | Agency Mortgage-Backed Securities  |

### Security 732: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.370000%
- **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: ARP19XS59, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19XS59
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $5012956.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2420 | 2048-10-01      | 4.5000%  | 0.0000% | $35000000.00       | $9167261.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $30881216.00       | $24499245.16       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8017 | 2054-02-01      | 6.5000%  | 0.0000% | $32792912.00       | $24447538.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $2318770.00        | $1719524.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0179 | 2047-08-01      | 3.5000%  | 0.0000% | $75141760.00       | $23910228.51       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3661 | 2047-05-01      | 2.5000%  | 0.0000% | $4393473.00        | $2937862.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  | 0.0000% | $1012720.00        | $512628.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9052 | 2055-05-01      | 6.0000%  | 0.0000% | $4191620.00        | $4304806.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7398 | 2055-04-01      | 5.5000%  | 0.0000% | $9288040.00        | $9047566.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3265284.00        | $1986135.27        | Agency Mortgage-Backed Securities |
| FMAR 2B1701 G        | 2043-09-01      | 6.8590%  | 0.0000% | $18055.00          | $721.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3541 | 2053-10-01      | 6.5000%  | 0.0000% | $7373808.00        | $3653877.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $10340590.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1825 | 2055-02-01      | 5.5000%  | 0.0000% | $16237348.00       | $15977150.25       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14280145.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189 | 2051-12-01      | 3.0000%  | 0.0000% | $3851488.00        | $2600407.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7395 | 2055-04-01      | 5.5000%  | 0.0000% | $10998786.00       | $10985332.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $13339151.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1518 | 2053-10-01      | 6.0000%  | 0.0000% | $295119.00         | $231137.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4781 | 2055-03-01      | 6.0000%  | 0.0000% | $1851811.00        | $1910009.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7029 | 2053-04-01      | 5.0000%  | 0.0000% | $1705358.00        | $1161852.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8282 | 2055-04-01      | 6.0000%  | 0.0000% | $10227618.00       | $10413596.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1039093.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9675 | 2054-12-01      | 5.5000%  | 0.0000% | $12161074.00       | $12110402.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $408230.00         | $366659.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  | 0.0000% | $7635464.00        | $4520362.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  | 0.0000% | $24505631.00       | $18831146.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0499 | 2054-07-01      | 6.0000%  | 0.0000% | $2020599.00        | $2052957.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2409357.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $12676605.88       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.0920%  | 0.0000% | $1061.00           | $927.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80279822.00       | $12180781.66       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $29082382.00       | $1877508.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7362601.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1372 | 2052-11-01      | 5.0000%  | 0.0000% | $26940168.00       | $21300812.88       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  | 0.0000% | $1773968.00        | $769947.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $1318606.00        | $819416.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $5372392.00        | $5029078.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $20357020.00       | $13562614.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4625 | 2048-02-01      | 4.5000%  | 0.0000% | $13000000.00       | $1929592.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE7472 | 2047-02-01      | 3.5000%  | 0.0000% | $25815104.00       | $9436624.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK3768 | 2042-03-01      | 4.0000%  | 0.0000% | $7380.00           | $696.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2460441.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  | 0.0000% | $48025536.00       | $13489266.96       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7949914.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA9517 | 2046-10-01      | 3.5000%  | 0.0000% | $35589184.00       | $7285416.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $13503776.00       | $10111364.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14486689.47       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $29500000.00       | $6672942.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $26341344.00       | $24529162.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $53999135.00       | $11134405.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $27120384.00       | $6647613.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15747739.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $65130751.00       | $9381326.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2146038.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14839900.00       | $10036781.76       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7849 | 2054-01-01      | 6.5000%  | 0.0000% | $1283294.00        | $1096208.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4680 | 2054-05-01      | 5.0000%  | 0.0000% | $1182085.00        | $1132290.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5631 | 2052-08-01      | 5.0000%  | 0.0000% | $1764541.00        | $1426544.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8339 | 2054-12-01      | 5.5000%  | 0.0000% | $2017964.00        | $2011815.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5064 | 2053-11-01      | 6.5000%  | 0.0000% | $3896367.00        | $2706813.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $9753426.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2806 | 2048-12-01      | 4.5000%  | 0.0000% | $68968700.00       | $17528521.38       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $18818908.00       | $10368589.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $1376.00           | $4.91              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4951 | 2053-02-01      | 5.0000%  | 0.0000% | $12475580.00       | $9305328.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $28596.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7600614.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8524 | 2053-08-01      | 6.5000%  | 0.0000% | $13194916.00       | $9541508.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0893 | 2048-11-01      | 4.5000%  | 0.0000% | $35834928.00       | $5972697.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $43559110.00       | $34587266.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  | 0.0000% | $1059369.00        | $960188.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $25530434.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  | 0.0000% | $19219122.00       | $18384308.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $17996272.89       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2154 | 2048-08-01      | 4.5000%  | 0.0000% | $37500000.00       | $7861630.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $60308520.00       | $11960199.40       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256628 | 2027-01-01      | 6.5000%  | 0.0000% | $98619.00          | $327.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103139584.00      | $7675286.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2633 | 2048-11-01      | 4.5000%  | 0.0000% | $80926976.00       | $21317164.57       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0120 | 2047-08-01      | 4.0000%  | 0.0000% | $94876928.00       | $25721674.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2192 | 2048-08-01      | 4.0000%  | 0.0000% | $72385664.00       | $16625747.85       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7464 | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2165312.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  | 0.0000% | $16815644.00       | $6290786.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9070096.00        | $2108691.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7027 | 2047-12-01      | 4.5000%  | 0.0000% | $7721314.00        | $2461836.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  | 0.0000% | $44078782.00       | $38480089.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | 0.0000% | $97443171.00       | $85344202.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $27617600.00       | $22558226.47       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $8209979.00        | $6423852.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1117573.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7400 | 2055-04-01      | 5.5000%  | 0.0000% | $12953504.00       | $12813922.97       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $75539007.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6181857.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0022 | 2053-04-01      | 6.5000%  | 0.0000% | $298998.00         | $177669.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $12557821.00       | $9653654.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $222564.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25758400.00       | $6615157.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0811 | 2053-04-01      | 6.0000%  | 0.0000% | $2580853.00        | $2311980.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1766 | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2433430.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1438 | 2046-07-01      | 3.5000%  | 0.0000% | $59709384.00       | $16395861.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11698550.95       | Agency Mortgage-Backed Securities |

### Security 733: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19XS67, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19XS67
- **C.18 - Value (incl. sponsor support):** $780000000.00
- **C.18.a - Value (excl. sponsor support):** $780000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 32    | 2032-03-15      | 2.8500%  | 0.0000% | $50000.00          | $45221.83          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $15000.00          | $16781.40          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $179000.00         | $178922.02         | Corporate Debt Securities |
| DIAGEO INVT CORP               GLBL NT 5.625%35 | 2035-04-15      | 5.6250%  | 0.0000% | $1116000.00        | $1182795.39        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $263000.00         | $274621.09         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $12000.00          | $11673.34          | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 35  | 2035-01-10      | 5.8430%  | 0.0000% | $120000.00         | $124649.81         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52 | 2052-03-17      | 3.0010%  | 0.0000% | $24000.00          | $15258.49          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 26    | 2026-12-01      | 2.6700%  | 0.0000% | $1004000.00        | $982464.20         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL29 | 2029-05-01      | 6.2980%  | 0.0000% | $11000.00          | $11781.28          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $188000.00         | $180355.92         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $155000.00         | $165660.21         | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $108000.00         | $107608.00         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 45    | 2045-11-03      | 4.3500%  | 0.0000% | $72000.00          | $62275.20          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-02-15      | 2.2500%  | 0.0000% | $901000.00         | $897878.04         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 27   | 2027-01-30      | 3.7000%  | 0.0000% | $26000.00          | $25643.54          | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $1631000.00        | $1547695.77        | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $6000.00           | $6075.75           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 46    | 2046-07-08      | 5.7960%  | 0.0000% | $10690000.00       | $10626095.18       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27 | 2027-05-15      | 3.7500%  | 0.0000% | $19000.00          | $18964.60          | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $332000.00         | $332400.43         | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.414%27   | 2027-05-21      | 5.4140%  | 0.0000% | $7000.00           | $7115.20           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 31    | 2031-03-15      | 1.6250%  | 0.0000% | $232000.00         | $198487.34         | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 4%28  | 2028-03-01      | 4.0000%  | 0.0000% | $65000.00          | $65218.83          | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -M NT 33 | 2033-06-01      | 5.4000%  | 0.0000% | $347000.00         | $354328.64         | Corporate Debt Securities |
| AETNA INC NEW                  SR GLBL NT 42    | 2042-11-15      | 4.1250%  | 0.0000% | $50000.00          | $38725.92          | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 26    | 2026-05-03      | 3.3500%  | 0.0000% | $605000.00         | $604733.13         | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $416000.00         | $320938.80         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.75%34  | 2034-04-01      | 5.7500%  | 0.0000% | $20000.00          | $20793.93          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 29  | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $417153.89         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $9000.00           | $9414.75           | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30  | 2030-05-19      | 4.6500%  | 0.0000% | $681000.00         | $692768.25         | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26    | 2026-10-15      | 3.3750%  | 0.0000% | $822000.00         | $818192.08         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 40 BD 53 | 2053-04-01      | 5.2500%  | 0.0000% | $6000.00           | $5581.08           | Corporate Debt Securities |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 31    | 2031-09-01      | 2.1500%  | 0.0000% | $223000.00         | $192615.88         | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $5000.00           | $4943.53           | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $51000.00          | $49398.94          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $168000.00         | $175390.04         | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  SR NT 4.543%27   | 2027-05-13      | 4.5430%  | 0.0000% | $1250000.00        | $1260703.96        | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $25500000.00       | $27013680.00       | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 28      | 2028-06-15      | 1.9000%  | 0.0000% | $18000.00          | $16874.78          | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL 29   | 2029-12-15      | 6.0000%  | 0.0000% | $846000.00         | $869515.98         | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 29    | 2029-04-01      | 5.2500%  | 0.0000% | $25000.00          | $26029.50          | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $2000.00           | $2023.22           | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 37 | 2037-09-15      | 6.5000%  | 0.0000% | $117000.00         | $126515.02         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 34    | 2034-09-15      | 5.4500%  | 0.0000% | $41000.00          | $41976.16          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $9539000.00        | $9752742.49        | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $26000.00          | $19231.18          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53 | 2053-06-01      | 5.7500%  | 0.0000% | $10000.00          | $9887.53           | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD30 | 2030-03-15      | 2.4000%  | 0.0000% | $26000.00          | $24035.87          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL BD 32   | 2032-12-15      | 4.1500%  | 0.0000% | $349000.00         | $335173.59         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $394000.00         | $415492.54         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $6000.00           | $5803.95           | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 54    | 2054-09-15      | 5.2500%  | 0.0000% | $78000.00          | $74948.12          | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $750000.00         | $795667.50         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 34    | 2034-01-15      | 5.1250%  | 0.0000% | $4680000.00        | $4732078.00        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            3.375%27         | 2027-12-01      | 3.3750%  | 0.0000% | $497000.00         | $489060.42         | Corporate Debt Securities |
| SMURFIT WESTROCK FINANCING     SR GLBL NT 35    | 2035-01-15      | 5.4180%  | 0.0000% | $2815000.00        | $2860483.36        | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $9000.00           | $9752.53           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 3%41  | 2041-02-15      | 3.0000%  | 0.0000% | $887000.00         | $659700.34         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-15      | 2.0500%  | 0.0000% | $2029000.00        | $1934575.98        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $1615000.00        | $1820880.20        | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $750000.00         | $745809.17         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            3.8%28           | 2028-07-15      | 3.8000%  | 0.0000% | $31000.00          | $30730.27          | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-12-04      | 5.4880%  | 0.0000% | $717000.00         | $732680.31         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $100000.00         | $103981.25         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30    | 2030-02-01      | 2.4500%  | 0.0000% | $353000.00         | $329250.16         | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 35    | 2035-02-15      | 5.4390%  | 0.0000% | $290000.00         | $295541.05         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $1651000.00        | $1671242.18        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $200000.00         | $202197.78         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29 | 2029-12-01      | 2.5000%  | 0.0000% | $3000.00           | $2789.72           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53 | 2053-11-15      | 5.9000%  | 0.0000% | $23000.00          | $23654.94          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 52    | 2052-11-15      | 5.9500%  | 0.0000% | $35000.00          | $36256.89          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50    | 2050-10-15      | 2.8500%  | 0.0000% | $95000.00          | $60959.76          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $1225000.00        | $1244664.65        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-01-16      | 3.0170%  | 0.0000% | $19000.00          | $18686.44          | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $6904000.00        | $7448441.77        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28    | 2028-04-15      | 3.2500%  | 0.0000% | $14000.00          | $13784.67          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 25    | 2025-09-21      | 3.7960%  | 0.0000% | $130000.00         | $131600.01         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53 | 2053-10-01      | 6.5000%  | 0.0000% | $148000.00         | $162874.99         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $196000.00         | $202636.12         | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28    | 2028-08-15      | 6.0420%  | 0.0000% | $155000.00         | $165333.90         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $52061.10          | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $14000.00          | $14591.84          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $15594000.00       | $15597227.08       | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53  | 2053-12-15      | 5.8000%  | 0.0000% | $36000.00          | $32302.12          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $651000.00         | $591998.42         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.3%29 | 2029-01-08      | 5.3000%  | 0.0000% | $147000.00         | $149711.58         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $6000.00           | $5328.52           | Corporate Debt Securities |
| SINOPEC GRP OVSEAS DEV 2015    GLBL REGS NT 45  | 2045-04-28      | 4.1000%  | 0.0000% | $8162000.00        | $7230779.28        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 55    | 2055-04-01      | 6.1410%  | 0.0000% | $4000.00           | $4122.00           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 50    | 2050-04-15      | 3.1500%  | 0.0000% | $10000.00          | $6800.55           | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 4.95%27  | 2027-08-15      | 4.9500%  | 0.0000% | $71000.00          | $73040.18          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR DEB 7.75%29   | 2029-11-15      | 7.7500%  | 0.0000% | $21000.00          | $24026.96          | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 30  | 2030-07-16      | 4.8760%  | 0.0000% | $7000000.00        | $7052893.55        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.25%31  | 2031-10-04      | 4.2500%  | 0.0000% | $35000.00          | $34960.19          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $72000.00          | $66625.32          | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 34    | 2034-02-15      | 4.8500%  | 0.0000% | $17000.00          | $17256.94          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $14000.00          | $13911.33          | Corporate Debt Securities |
| PRICOA GLOBAL FDG I            SR SEC 144A NT31 | 2031-08-27      | 4.6500%  | 0.0000% | $7236000.00        | $7354827.18        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     GLBL NT 3%51     | 2051-11-26      | 3.0000%  | 0.0000% | $137000.00         | $88181.88          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1016.02           | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55  | 2055-05-01      | 5.7000%  | 0.0000% | $106000.00         | $106627.34         | Corporate Debt Securities |
| OMNIS FDG TR                   SR 144A NT 55    | 2055-05-15      | 6.7220%  | 0.0000% | $140000.00         | $145957.44         | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $246000.00         | $296534.89         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A NT4.754%26 | 2026-04-21      | 4.7540%  | 0.0000% | $375000.00         | $380514.58         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 40    | 2040-03-01      | 5.6900%  | 0.0000% | $12400000.00       | $13039695.33       | Corporate Debt Securities |
| PRESIDENT&FELLOW HARVARD COLL  -2016B BD3.15%46 | 2046-07-15      | 3.1500%  | 0.0000% | $6200000.00        | $4408882.00        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 26    | 2026-10-01      | 3.2500%  | 0.0000% | $199000.00         | $198427.54         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31    | 2031-11-09      | 2.2500%  | 0.0000% | $6000.00           | $5257.89           | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 5%35  | 2035-07-01      | 5.0000%  | 0.0000% | $2788000.00        | $2767889.23        | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29  | 2029-05-01      | 4.3000%  | 0.0000% | $20000.00          | $20121.00          | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $203000.00         | $207945.08         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30  | 2030-02-04      | 2.5500%  | 0.0000% | $43000.00          | $39755.97          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35   | 2035-03-15      | 5.4500%  | 0.0000% | $65000.00          | $67807.08          | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 30    | 2030-05-29      | 4.9140%  | 0.0000% | $1725000.00        | $1766232.68        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $224000.00         | $232910.35         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $793000.00         | $837217.68         | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.35%55  | 2055-01-08      | 5.3500%  | 0.0000% | $188000.00         | $181727.95         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34  | 2034-11-22      | 6.0000%  | 0.0000% | $2000.00           | $2007.40           | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-10-01      | 2.7500%  | 0.0000% | $2000.00           | $1974.39           | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $32796000.00       | $32703688.37       | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35 | 2035-03-01      | 5.0500%  | 0.0000% | $2370000.00        | $2405103.65        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $374000.00         | $394909.97         | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48 | 2048-04-01      | 4.0000%  | 0.0000% | $33000.00          | $26135.78          | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT34 | 2034-01-15      | 5.6500%  | 0.0000% | $20000.00          | $20706.62          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $86000.00          | $71708.42          | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $118000.00         | $126623.55         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34 | 2034-04-10      | 4.9890%  | 0.0000% | $302000.00         | $307639.17         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $1000.00           | $1043.57           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      SR GLBL NT6.1%37 | 2037-06-01      | 6.1000%  | 0.0000% | $100000.00         | $106667.67         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $82000.00          | $58971.94          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $28298.67          | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $40000.00          | $33235.98          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.125%39   | 2039-10-15      | 6.1250%  | 0.0000% | $14000.00          | $15019.83          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.25%32  | 2032-08-16      | 4.2500%  | 0.0000% | $948000.00         | $955424.68         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29 | 2029-07-15      | 3.9000%  | 0.0000% | $6000.00           | $5832.20           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D28 | 2028-01-07      | 2.5520%  | 0.0000% | $1071000.00        | $1040530.53        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $40000.00          | $38789.44          | Corporate Debt Securities |
| EVERGY KANS CENT INC           SR GLBL NT4.7%28 | 2028-03-13      | 4.7000%  | 0.0000% | $15838000.00       | $16228987.43       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $155000.00         | $144655.30         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.3%28 | 2028-06-20      | 4.3000%  | 0.0000% | $10000.00          | $10041.37          | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $20652000.00       | $17893251.34       | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 30  | 2030-09-22      | 2.1500%  | 0.0000% | $1283000.00        | $1174823.14        | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 42  | 2042-06-12      | 6.3500%  | 0.0000% | $2862000.00        | $3059039.16        | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $2616000.00        | $3084285.80        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8178000.00        | $6187599.74        | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 35  | 2035-07-16      | 5.5020%  | 0.0000% | $11255000.00       | $11434626.05       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB NT 5.25%44   | 2044-03-14      | 5.2500%  | 0.0000% | $242000.00         | $232555.55         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 4.447%27   | 2027-10-15      | 4.4470%  | 0.0000% | $4122000.00        | $4170697.08        | Corporate Debt Securities |
| MOLEX ELECTRONIC TECHNOLOGIES  SR 144A NT 28    | 2028-04-30      | 4.7500%  | 0.0000% | $29000.00          | $29408.39          | Corporate Debt Securities |
| MASSMUTUAL GLBL FDG II MTN     -20235 144A NT28 | 2028-06-14      | 5.0500%  | 0.0000% | $5186000.00        | $5328942.01        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $5203000.00        | $3513481.84        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT4.9%33 | 2033-05-01      | 4.9000%  | 0.0000% | $3000.00           | $3028.83           | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26  | 2026-12-02      | 1.7500%  | 0.0000% | $5000.00           | $4838.10           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 39    | 2039-01-24      | 3.8780%  | 0.0000% | $214000.00         | $183786.21         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 2.939%51 | 2051-06-04      | 2.9390%  | 0.0000% | $49000.00          | $30552.65          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 46   | 2046-05-18      | 4.7500%  | 0.0000% | $12000.00          | $10443.50          | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR NT 4.75%48    | 2048-04-01      | 4.7500%  | 0.0000% | $8590000.00        | $7688078.63        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36   | 2036-04-01      | 6.1250%  | 0.0000% | $2000.00           | $2173.83           | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 4.952%28   | 2028-01-14      | 4.9520%  | 0.0000% | $1460000.00        | $1471955.13        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1895000.00        | $1973391.94        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     LW TIER II GLBL  | 2031-09-13      | 2.5640%  | 0.0000% | $14365000.00       | $12645903.73       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $2007000.00        | $2067705.06        | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $55000.00          | $57042.94          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-06-15      | 5.7500%  | 0.0000% | $296000.00         | $300983.82         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR NT 7.3%33     | 2033-08-15      | 7.3000%  | 0.0000% | $4000.00           | $4614.04           | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT5.7%27 | 2027-05-20      | 5.7000%  | 0.0000% | $93000.00          | $95539.06          | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35 | 2035-08-15      | 5.7000%  | 0.0000% | $190000.00         | $198444.23         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $757000.00         | $894233.59         | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 28  | 2028-05-17      | 3.9000%  | 0.0000% | $131000.00         | $130558.09         | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26 | 2026-09-12      | 2.5000%  | 0.0000% | $191000.00         | $189245.35         | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT5.3%36 | 2036-02-01      | 5.3000%  | 0.0000% | $5701000.00        | $5735278.85        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $197000.00         | $157724.44         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 30    | 2030-10-01      | 2.2500%  | 0.0000% | $17000.00          | $15103.48          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       LW TIER II 36    | 2036-06-13      | 6.0680%  | 0.0000% | $12003000.00       | $12362515.19       | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44 | 2044-09-01      | 5.4000%  | 0.0000% | $3000.00           | $2837.34           | Corporate Debt Securities |
| LYB INTL FIN II BV             SR GLBL NT3.5%27 | 2027-03-02      | 3.5000%  | 0.0000% | $2000.00           | $1993.24           | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           SUB GLBL REGS 81 | 2081-04-15      | 3.3750%  | 0.0000% | $4474000.00        | $4076367.66        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $71000.00          | $72471.51          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34 | 2034-01-07      | 6.1000%  | 0.0000% | $6000.00           | $6198.28           | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $244000.00         | $168636.40         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2023A 28 | 2028-05-16      | 4.6500%  | 0.0000% | $17000.00          | $17300.86          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $472000.00         | $586339.64         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 53 | 2053-04-01      | 5.4000%  | 0.0000% | $4000.00           | $3956.72           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $216000.00         | $260111.52         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR GLBL39 | 2039-01-15      | 8.2000%  | 0.0000% | $48000.00          | $60794.61          | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 32    | 2032-04-29      | 2.1250%  | 0.0000% | $377000.00         | $322625.87         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34 | 2034-03-15      | 5.5000%  | 0.0000% | $18000.00          | $19043.60          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 54    | 2054-03-15      | 5.5500%  | 0.0000% | $71000.00          | $68796.63          | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 27  | 2027-02-01      | 5.7500%  | 0.0000% | $83000.00          | $86273.52          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29 | 2029-11-01      | 4.6500%  | 0.0000% | $14000.00          | $14273.77          | Corporate Debt Securities |
| NTT FINANCE CORP               GLBL 144A NT 31  | 2031-07-02      | 5.1360%  | 0.0000% | $6000000.00        | $6101488.00        | Corporate Debt Securities |
| WYETH                          SR GLBL NT 6%36  | 2036-02-15      | 6.0000%  | 0.0000% | $4000.00           | $4386.31           | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 30   | 2030-03-15      | 5.0500%  | 0.0000% | $12000.00          | $12516.83          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 33   | 2033-10-15      | 6.9500%  | 0.0000% | $285000.00         | $318936.06         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 34 | 2034-08-15      | 5.0500%  | 0.0000% | $68000.00          | $69588.90          | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.625%52 | 2052-05-15      | 5.6250%  | 0.0000% | $20675000.00       | $19094706.38       | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.6%35 | 2035-06-29      | 5.6000%  | 0.0000% | $88000.00          | $91137.20          | Corporate Debt Securities |
| KOMMUNINVEST I SVERIGE AB      SR -2346 144A 26 | 2026-07-01      | 4.1250%  | 0.0000% | $1300000.00        | $1303175.79        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26    | 2026-10-15      | 3.2500%  | 0.0000% | $335000.00         | $332879.26         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.95%30  | 2030-02-15      | 4.9500%  | 0.0000% | $5000.00           | $5136.68           | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 2.7%050150    | 2050-05-01      | 2.7000%  | 0.0000% | $65000.00          | $40413.10          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32 | 2032-03-15      | 3.0000%  | 0.0000% | $40000.00          | $36450.53          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $1357000.00        | $1398377.01        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 6%34  | 2034-05-20      | 6.0000%  | 0.0000% | $53000.00          | $55344.90          | Corporate Debt Securities |
| GEORGIA TECH FNDTN INC         -2021 SINK BD 51 | 2051-11-01      | 2.8860%  | 0.0000% | $1000000.00        | $632975.00         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 28    | 2028-05-15      | 3.8750%  | 0.0000% | $7000.00           | $6997.64           | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $335000.00         | $343936.59         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35  | 2035-07-15      | 5.0000%  | 0.0000% | $18000.00          | $17460.76          | Corporate Debt Securities |
| AMHERST COLLEGE                SR -2009A BD 39  | 2039-11-01      | 5.8750%  | 0.0000% | $2750000.00        | $2969773.12        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 54 | 2054-04-16      | 5.9500%  | 0.0000% | $592000.00         | $610872.30         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 32    | 2032-03-15      | 2.1500%  | 0.0000% | $31000.00          | $26863.43          | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 49    | 2049-11-07      | 3.1250%  | 0.0000% | $279000.00         | $187249.42         | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $900000.00         | $843325.50         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $10000.00          | $10494.61          | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $15000.00          | $13387.55          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT31 | 2031-07-15      | 2.3750%  | 0.0000% | $38000.00          | $33037.41          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-01      | 4.7500%  | 0.0000% | $178000.00         | $182300.48         | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $3000000.00        | $2984521.67        | Corporate Debt Securities |
| CSL FIN PLC                    GLBL REGS NT 34  | 2034-04-03      | 5.1060%  | 0.0000% | $1000000.00        | $1028584.50        | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $31698000.00       | $28512720.82       | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2013  SR GLBL REGS 43  | 2043-05-22      | 4.3750%  | 0.0000% | $500000.00         | $467071.94         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 29    | 2029-08-15      | 4.2500%  | 0.0000% | $208000.00         | $204658.94         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35 | 2035-03-15      | 5.8000%  | 0.0000% | $101000.00         | $105711.76         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26  | 2026-05-03      | 3.5000%  | 0.0000% | $345000.00         | $345710.12         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 29    | 2029-01-30      | 4.6250%  | 0.0000% | $18000.00          | $18025.92          | Corporate Debt Securities |
| MARS INC                       SR 144A NT5.8%65 | 2065-05-01      | 5.8000%  | 0.0000% | $25000.00          | $25215.11          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40    | 2040-10-01      | 3.3750%  | 0.0000% | $150000.00         | $110254.50         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 29  | 2029-08-08      | 2.9500%  | 0.0000% | $300000.00         | $291274.33         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%33 | 2033-04-01      | 5.0000%  | 0.0000% | $191000.00         | $195369.44         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50  | 2050-05-15      | 5.8000%  | 0.0000% | $425000.00         | $407980.17         | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT5%41 | 2041-08-02      | 5.0000%  | 0.0000% | $7019000.00        | $5565630.26        | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD         SR REGS NT 34    | 2034-09-16      | 5.1250%  | 0.0000% | $800000.00         | $805653.11         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46  | 2046-05-03      | 4.2500%  | 0.0000% | $2200000.00        | $1963765.83        | Corporate Debt Securities |
| GOODMAN US FIN FIVE LLC        SR REGS NT 32    | 2032-05-04      | 4.6250%  | 0.0000% | $1400000.00        | $1379261.92        | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $39784000.00       | $35673218.74       | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28 | 2028-03-15      | 5.7000%  | 0.0000% | $2000.00           | $2052.79           | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26    | 2026-12-15      | 2.0610%  | 0.0000% | $50000.00          | $48520.68          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $2000.00           | $2207.08           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 43    | 2043-08-02      | 7.0790%  | 0.0000% | $87000.00          | $98107.15          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-08-02      | 6.4210%  | 0.0000% | $35000.00          | $39010.88          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28    | 2028-02-28      | 4.7500%  | 0.0000% | $22000.00          | $22671.78          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $196000.00         | $188000.59         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 1.375%27 | 2027-01-15      | 1.3750%  | 0.0000% | $3000.00           | $2873.79           | Corporate Debt Securities |
| NEVADA POWER CO                SR SEC -CC NT 29 | 2029-05-01      | 3.7000%  | 0.0000% | $21000.00          | $20624.73          | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 39    | 2039-05-15      | 6.2500%  | 0.0000% | $2760000.00        | $3042967.47        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT30 | 2030-05-15      | 2.7500%  | 0.0000% | $29000.00          | $26951.60          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013A 43 | 2043-03-15      | 3.9000%  | 0.0000% | $160000.00         | $120810.13         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 29    | 2029-02-19      | 3.4550%  | 0.0000% | $212000.00         | $210253.44         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 32    | 2032-02-03      | 2.4500%  | 0.0000% | $17000.00          | $15186.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $968000.00         | $942465.24         | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 32    | 2032-12-15      | 5.2500%  | 0.0000% | $6000.00           | $6125.09           | Corporate Debt Securities |
| NATIONAL SECS CLEARING CORP    SR 144A NT5.1%27 | 2027-11-21      | 5.1000%  | 0.0000% | $1022000.00        | $1049529.27        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT3.4%30 | 2030-05-01      | 3.4000%  | 0.0000% | $20000.00          | $19082.31          | Corporate Debt Securities |
| NBN CO LTD                     REGS NT 2.625%31 | 2031-05-05      | 2.6250%  | 0.0000% | $7263000.00        | $6573363.02        | Corporate Debt Securities |
| CITIGROUP INC                  SR NT 5.875%42   | 2042-01-30      | 5.8750%  | 0.0000% | $200000.00         | $206394.00         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $571000.00         | $566145.07         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AP BD 30 | 2030-03-15      | 4.8000%  | 0.0000% | $17000.00          | $17550.35          | Corporate Debt Securities |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT27 | 2027-03-05      | 5.0711%  | 0.0000% | $900000.00         | $910827.25         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54    | 2054-09-01      | 5.9500%  | 0.0000% | $34000.00          | $31808.08          | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.2650%  | 0.0000% | $2679000.00        | $2716055.04        | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 31  | 2031-03-25      | 2.9580%  | 0.0000% | $600000.00         | $552072.50         | Corporate Debt Securities |
| ENSTAR GROUP LTD               GLBL NT 3.1%31   | 2031-09-01      | 3.1000%  | 0.0000% | $69000.00          | $61497.67          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%34 | 2034-06-15      | 5.3000%  | 0.0000% | $16000.00          | $16517.00          | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32 | 2032-03-24      | 3.6250%  | 0.0000% | $297000.00         | $281068.38         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 29    | 2029-06-15      | 5.1500%  | 0.0000% | $14000.00          | $14492.81          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $5000.00           | $5039.46           | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   SR FL 144A NT 25 | 2025-08-01      | 4.9106%  | 0.0000% | $1200000.00        | $1214840.33        | Corporate Debt Securities |
| ING GROEP N.V.                 GLBL COCO 35     | 2035-03-19      | 5.5500%  | 0.0000% | $200000.00         | $207975.17         | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30 | 2030-02-15      | 2.5000%  | 0.0000% | $1000.00           | $930.33            | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $45000.00          | $49661.95          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $30000.00          | $29657.50          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $173000.00         | $178515.72         | Corporate Debt Securities |
| WYETH                          CR SEN SR GLBL34 | 2034-02-01      | 6.5000%  | 0.0000% | $20000.00          | $22839.20          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.2%29 | 2029-10-01      | 4.2000%  | 0.0000% | $263000.00         | $263891.57         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $119000.00         | $122602.66         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $6995000.00        | $7168681.96        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $3000.00           | $3029.71           | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT27 | 2027-03-15      | 5.0000%  | 0.0000% | $679000.00         | $694297.12         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28 | 2028-05-15      | 4.4000%  | 0.0000% | $97000.00          | $98250.22          | Corporate Debt Securities |
| PRESIDENT&FELLOW HARVARD COLL  SR GLBL 2020B 50 | 2050-10-15      | 2.5170%  | 0.0000% | $572000.00         | $346598.35         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -N  | 2099-12-31      | 7.7401%  | 0.0000% | $1967000.00        | $2013765.62        | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $4000.00           | $4023.14           | Corporate Debt Securities |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30    | 2030-08-15      | 3.1500%  | 0.0000% | $3956000.00        | $3585856.86        | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $302000.00         | $311757.12         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33 | 2033-02-28      | 5.0500%  | 0.0000% | $77000.00          | $78902.09          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 35    | 2035-04-15      | 5.2500%  | 0.0000% | $7792000.00        | $8024766.52        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-02-15      | 2.6250%  | 0.0000% | $196000.00         | $186257.66         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $160000.00         | $179782.40         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36   | 2036-05-01      | 6.4500%  | 0.0000% | $197000.00         | $214208.93         | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43       | 2043-10-16      | 5.0000%  | 0.0000% | $55000.00          | $50398.94          | Corporate Debt Securities |
| TRANS-ALLEGHENY INTST LINE CO  SR 144A NT 5%31  | 2031-01-15      | 5.0000%  | 0.0000% | $10000.00          | $10151.12          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-01-17      | 4.3500%  | 0.0000% | $3000.00           | $2992.36           | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 27  | 2027-04-30      | 2.1000%  | 0.0000% | $2989000.00        | $2894637.27        | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4763.07           | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 27    | 2027-12-01      | 4.9500%  | 0.0000% | $20000.00          | $20354.40          | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-10-06      | 6.3750%  | 0.0000% | $35000.00          | $38099.76          | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT3.8%29 | 2029-03-21      | 3.8000%  | 0.0000% | $2000.00           | $1989.33           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $20000.00          | $20418.51          | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.1%30 | 2030-02-15      | 3.1000%  | 0.0000% | $27000.00          | $25449.78          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT29 | 2029-06-15      | 4.1250%  | 0.0000% | $8040000.00        | $7923507.10        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $34000.00          | $34484.27          | Corporate Debt Securities |
| WYETH                          SR GLBL NT 37    | 2037-04-01      | 5.9500%  | 0.0000% | $57000.00          | $61532.26          | Corporate Debt Securities |
| ALCAN INC                      SR GLBL NT 33    | 2033-12-15      | 6.1250%  | 0.0000% | $32000.00          | $34815.56          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $7400000.00        | $8284781.00        | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 28    | 2028-02-15      | 4.2500%  | 0.0000% | $2000.00           | $2022.03           | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $4000.00           | $4123.11           | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51 | 2051-08-23      | 2.9000%  | 0.0000% | $11000.00          | $6840.77           | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 34    | 2034-03-01      | 5.1500%  | 0.0000% | $196000.00         | $202610.75         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT2.8%30 | 2030-05-01      | 2.8000%  | 0.0000% | $166000.00         | $155052.30         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $312000.00         | $312380.64         | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL NT 26    | 2026-05-15      | 3.3500%  | 0.0000% | $4000.00           | $3980.01           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53  | 2053-03-08      | 5.8500%  | 0.0000% | $1387000.00        | $1417038.95        | Corporate Debt Securities |
| TELEFONICA EUROPE B V          SR GLBL NT 30    | 2030-09-15      | 8.2500%  | 0.0000% | $46000.00          | $54277.12          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 45    | 2045-05-11      | 4.3750%  | 0.0000% | $178000.00         | $150867.86         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 30    | 2030-04-15      | 4.3500%  | 0.0000% | $224000.00         | $224102.48         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $18000.00          | $17393.79          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 26    | 2026-05-04      | 3.1190%  | 0.0000% | $46000.00          | $45912.49          | Corporate Debt Securities |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33    | 2033-06-14      | 6.0870%  | 0.0000% | $2409000.00        | $2569986.04        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $27000.00          | $21906.80          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34   | 2034-07-15      | 5.5000%  | 0.0000% | $15000.00          | $15200.47          | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4.625%44   | 2044-02-01      | 4.6250%  | 0.0000% | $71000.00          | $64710.57          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $3831000.00        | $3787267.00        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $182000.00         | $189138.17         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD28 | 2028-02-07      | 3.4000%  | 0.0000% | $8000.00           | $7946.03           | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -59 DEB 32  | 2032-01-15      | 2.4400%  | 0.0000% | $6000.00           | $5192.55           | Corporate Debt Securities |
| RAYONIER L P                   GLBL NT 2.75%31  | 2031-05-17      | 2.7500%  | 0.0000% | $1000000.00        | $891462.78         | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $5875000.00        | $5907870.62        | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR GLBL NT 51    | 2051-11-02      | 2.7500%  | 0.0000% | $10000.00          | $6095.72           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 27    | 2027-10-27      | 3.8750%  | 0.0000% | $20000.00          | $19903.16          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT4.5%30 | 2030-04-15      | 4.5000%  | 0.0000% | $29000.00          | $29575.65          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 29    | 2029-12-01      | 2.9500%  | 0.0000% | $1000.00           | $941.24            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45   | 2045-05-22      | 5.1500%  | 0.0000% | $167000.00         | $151976.82         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR NT 6.75%40    | 2040-02-01      | 6.7500%  | 0.0000% | $1620000.00        | $1879783.20        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 55    | 2055-03-14      | 5.7500%  | 0.0000% | $66000.00          | $67264.71          | Corporate Debt Securities |
| GEORGETOWN UNIV                SR -2019A NT 18  | 2118-10-01      | 5.2150%  | 0.0000% | $5000000.00        | $4380666.67        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53    | 2053-03-09      | 5.1250%  | 0.0000% | $20000.00          | $18698.06          | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RF NT 34   | 2034-09-05      | 4.2500%  | 0.0000% | $25000.00          | $24696.20          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.6%34 | 2034-04-01      | 5.6000%  | 0.0000% | $66000.00          | $68441.78          | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26 | 2026-08-01      | 3.5000%  | 0.0000% | $5000.00           | $5024.15           | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $275000.00         | $265772.91         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $3396000.00        | $3371158.83        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $3900000.00        | $3513549.00        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33    | 2033-03-03      | 5.2500%  | 0.0000% | $6000.00           | $6287.15           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2031-09-15      | 3.6250%  | 0.0000% | $361000.00         | $361004.96         | Corporate Debt Securities |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT2.8%31 | 2031-06-15      | 2.8000%  | 0.0000% | $9000.00           | $8062.81           | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $8000.00           | $8178.72           | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT5.1%49 | 2049-03-15      | 5.1000%  | 0.0000% | $1000.00           | $916.88            | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $138000.00         | $136130.56         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 30    | 2030-06-15      | 4.9500%  | 0.0000% | $4758000.00        | $4837006.59        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2025A 35 | 2035-04-02      | 5.1000%  | 0.0000% | $10000.00          | $10211.10          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD5.2%34 | 2034-04-01      | 5.2000%  | 0.0000% | $3000.00           | $3090.49           | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $19000.00          | $18927.91          | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $12500000.00       | $12746045.14       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT2.7%32 | 2032-03-15      | 2.7000%  | 0.0000% | $4449000.00        | $3951423.84        | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE CO      SR 144A NT2.9%30 | 2030-03-01      | 2.9000%  | 0.0000% | $31000.00          | $28996.57          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44    | 2044-07-09      | 5.8360%  | 0.0000% | $3474000.00        | $3518308.55        | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT5.9%32 | 2032-11-15      | 5.9000%  | 0.0000% | $11000.00          | $12047.92          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-03-15      | 4.9500%  | 0.0000% | $251000.00         | $258708.21         | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3257000.00        | $2567297.68        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67 | 2067-06-01      | 7.3689%  | 0.0000% | $477000.00         | $475634.29         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.15%37   | 2037-05-01      | 6.1500%  | 0.0000% | $6000.00           | $6582.27           | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 31 | 2031-03-01      | 2.6250%  | 0.0000% | $1633000.00        | $1498746.99        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $4000.00           | $4445.18           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $7000.00           | $4799.68           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $28000.00          | $23864.84          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $48000.00          | $51632.64          | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT4.6%28 | 2028-05-01      | 4.6000%  | 0.0000% | $7000.00           | $7136.01           | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 34    | 2034-09-15      | 5.1500%  | 0.0000% | $2000.00           | $2049.75           | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD5.8%55 | 2055-03-15      | 5.8000%  | 0.0000% | $2000.00           | $2052.35           | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AD BD 50 | 2050-07-01      | 2.9000%  | 0.0000% | $51000.00          | $32381.77          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32 | 2032-03-21      | 6.2000%  | 0.0000% | $3862000.00        | $3991025.13        | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43       | 2043-01-17      | 4.0000%  | 0.0000% | $30000.00          | $24709.97          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         GLBL NT 5.2%35   | 2035-03-30      | 5.2000%  | 0.0000% | $101000.00         | $104011.93         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29  | 2029-10-17      | 4.9700%  | 0.0000% | $624000.00         | $645894.77         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT5.8%59 | 2059-01-23      | 5.8000%  | 0.0000% | $30000.00          | $30419.97          | Corporate Debt Securities |
| BMW US CAP LLC                 SR 144A NT4.6%27 | 2027-08-13      | 4.6000%  | 0.0000% | $1032000.00        | $1057022.56        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33 | 2033-02-28      | 4.9000%  | 0.0000% | $27000.00          | $27631.50          | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL AA NT 31 | 2031-04-01      | 2.7000%  | 0.0000% | $2000.00           | $1809.56           | Corporate Debt Securities |
| ANHEUSER BUSCH COS INC         SR GLBL DEB 27   | 2027-12-15      | 6.7500%  | 0.0000% | $5000.00           | $5271.68           | Corporate Debt Securities |
| ASCOT GROUP LIMITED            SR 144A NT 35    | 2035-06-15      | 6.3490%  | 0.0000% | $1724000.00        | $1773721.41        | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29 | 2029-11-15      | 3.7000%  | 0.0000% | $88000.00          | $85254.50          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.9%29 | 2029-02-15      | 4.9000%  | 0.0000% | $200000.00         | $208038.89         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $2000.00           | $2001.09           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 35    | 2035-03-15      | 5.0500%  | 0.0000% | $57000.00          | $58150.28          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 5.95%41    | 2041-02-01      | 5.9500%  | 0.0000% | $141000.00         | $149248.50         | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 29    | 2029-02-01      | 3.6500%  | 0.0000% | $2500000.00        | $2487425.00        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.7%28 | 2028-04-01      | 5.7000%  | 0.0000% | $188000.00         | $196726.96         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $15000.00          | $13915.71          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT5.1%30 | 2030-03-01      | 5.1000%  | 0.0000% | $184000.00         | $189163.04         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $1198000.00        | $1232978.27        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 56    | 2056-03-04      | 5.6120%  | 0.0000% | $3266000.00        | $3251060.23        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 45    | 2045-07-30      | 4.6500%  | 0.0000% | $60000.00          | $52563.60          | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-18 35 | 2035-06-11      | 4.8000%  | 0.0000% | $69000000.00       | $69791659.98       | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.3%44 | 2044-11-15      | 4.3000%  | 0.0000% | $2000.00           | $1679.14           | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR NT 3.9%28     | 2028-01-25      | 3.9000%  | 0.0000% | $8865000.00        | $8739043.13        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            2024A BD5.318%34 | 2034-12-01      | 5.3180%  | 0.0000% | $3476000.00        | $3516020.35        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29    | 2029-01-23      | 4.7500%  | 0.0000% | $4000.00           | $4063.90           | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $446000.00         | $441239.32         | Corporate Debt Securities |
| BP CAP MKTS P L C              SR GLBL NT 28    | 2028-11-28      | 3.7230%  | 0.0000% | $105000.00         | $103649.89         | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 25  | 2025-12-15      | 4.2500%  | 0.0000% | $29135000.00       | $29216011.50       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 7.55%38 | 2038-04-15      | 7.5500%  | 0.0000% | $20000.00          | $23967.21          | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $700000.00         | $740852.00         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 27    | 2027-05-01      | 3.6250%  | 0.0000% | $3383000.00        | $3362541.31        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $132410000.00      | $137576638.20      | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $1500000.00        | $1280670.00        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 29    | 2029-06-08      | 6.3120%  | 0.0000% | $18005000.00       | $18963274.12       | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $1876000.00        | $1916854.38        | Corporate Debt Securities |

### Security 734: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.370000%
- **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: ARP19XS75, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP19XS75
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $85800.00          | $84828.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1001400.00        | $982900.35         | U.S. Treasuries (including strips) |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $455247200.00      | $233024668.31      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $12323400.00       | $12304087.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $671400.00         | $748883.56         | U.S. Treasuries (including strips) |
| FEPC 02.000 CLSD8113   | 2050-12-01      | 2.0000%  | 0.0000% | $2064700.00        | $1100239.12        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $70543300.00       | $71717175.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $3212200.00        | $3266875.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $6928300.00        | $7085009.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $2694900.00        | $2840173.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $17610700.00       | $19415767.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $16530000.00       | $17096462.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1419700.00        | $1447089.05        | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFM9346   | 2040-06-01      | 6.5000%  | 0.0000% | $9368240.00        | $5020896.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2831   | 2053-03-01      | 6.0000%  | 0.0000% | $2150900.00        | $1509529.65        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $243500.00         | $251631.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $296300.00         | $323630.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $3465800.00        | $3158784.62        | U.S. Treasuries (including strips) |
| FEPC 06.500 CISB8286   | 2038-12-01      | 6.5000%  | 0.0000% | $3084100.00        | $1604368.69        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $9600.00           | $10192.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $520500.00         | $558324.21         | U.S. Treasuries (including strips) |
| FNMS 03.500 CIFS7795   | 2032-12-01      | 3.5000%  | 0.0000% | $36148500.00       | $19293525.13       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $2043100.00        | $2260631.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $9195700.00        | $9562166.57        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLBX3587   | 2052-12-01      | 6.0000%  | 0.0000% | $2694500.00        | $2051900.64        | Agency Mortgage-Backed Securities  |

### Security 735: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XS83, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XS83
- **C.18 - Value (incl. sponsor support):** $8785000000.00
- **C.18.a - Value (excl. sponsor support):** $8785000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $11301400.00       | $11329927.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $14184900.00       | $23001342.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $249676800.00      | $249998883.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $33084600.00       | $33592889.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $250112000.00      | $249994188.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $61720800.00       | $65491687.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $268302800.00      | $249999808.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $259441200.00      | $243986681.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $258049600.00      | $248608425.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $258851200.00      | $249999610.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $128615800.00      | $119023890.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $257352000.00      | $249999796.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $123276100.00      | $200108508.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $211616000.00      | $249999762.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $248620800.00      | $249999402.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $192552800.00      | $206420644.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $133929200.00      | $130879989.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $270611100.00      | $249999912.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $259512400.00      | $249999713.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $190180700.00      | $249998419.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $168268000.00      | $213134017.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $9710000.00        | $9553996.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $257696000.00      | $249997149.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $188657600.00      | $182690337.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $269262400.00      | $249999547.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $270359200.00      | $249999884.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $132922800.00      | $134321236.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $255772800.00      | $249999350.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $130313400.00      | $119828082.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $270136000.00      | $249999385.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $254324800.00      | $249999377.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $258600000.00      | $249999351.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $247198400.00      | $249999413.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $41383600.00       | $41412568.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $210155000.00      | $212756718.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $248648800.00      | $249999543.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $216594400.00      | $216200191.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $244542400.00      | $249999890.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $244873600.00      | $249998559.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $242940800.00      | $249999891.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $437300.00         | $427263.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $249895600.00      | $249999623.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $15767400.00       | $15854315.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $23145000.00       | $22545856.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $69310400.00       | $74449424.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $249729200.00      | $249999938.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $183945600.00      | $185102157.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $243244800.00      | $249999452.69      | U.S. Treasuries (including strips) |

### Security 736: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.370000%
- **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: ARP19XS91, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19XS91
- **C.18 - Value (incl. sponsor support):** $1423800000.00
- **C.18.a - Value (excl. sponsor support):** $1423800000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $52818.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8062   | 2050-12-01      | 2.5000%  | 0.0000% | $5130000.00        | $2564406.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627512.00        | $2372125.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1129   | 2054-06-01      | 6.5000%  | 0.0000% | $28271124.00       | $26803826.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $16211217.00       | $8426786.89        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86227.00          | $54810.88          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2824   | 2051-12-01      | 2.5000%  | 0.0000% | $62000.00          | $44641.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1207   | 2052-03-01      | 3.5000%  | 0.0000% | $197000.00         | $129452.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $108000.00         | $69138.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $32042241.00       | $25563572.51       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4382   | 2036-07-01      | 1.5000%  | 0.0000% | $398000.00         | $223173.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $207525.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $19268523.00       | $16371943.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $3024193.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914   | 2052-10-01      | 5.5000%  | 0.0000% | $2904.00           | $2461.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $978.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1343873.00        | $1288221.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $421000.00         | $365609.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3255   | 2054-09-01      | 6.0000%  | 0.0000% | $246510.00         | $228446.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541   | 2028-06-01      | 2.5000%  | 0.0000% | $222989.00         | $10524.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CK931825   | 2039-08-01      | 5.5000%  | 0.0000% | $20108265.00       | $110209.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1892.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $20887998.00       | $19569579.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4638   | 2050-10-01      | 2.5000%  | 0.0000% | $360000.00         | $151917.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5164   | 2053-10-01      | 5.0000%  | 0.0000% | $297000.00         | $260727.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $6839606.00        | $5517665.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29460020.00       | $29385483.02       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4587   | 2055-08-01      | 6.0000%  | 0.0000% | $665655.00         | $683530.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2389   | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $857.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $272413.00         | $259431.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $223071.00         | $170672.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335   | 2042-12-01      | 3.5000%  | 0.0000% | $20494439.00       | $2406007.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $39385.00          | $25938.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8863   | 2054-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6232.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29129950.00       | $28493097.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $58000.00          | $44138.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $37585.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $242825.00         | $154160.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2725883.00        | $378543.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4399   | 2051-08-01      | 2.5000%  | 0.0000% | $367000.00         | $215917.23         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $7100.00           | $6634.66           | U.S. Treasuries (including strips) |
| GNII SF MB0149 M       | 2055-01-20      | 6.5000%  | 0.0000% | $18238760.00       | $18282328.15       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN7057   | 2036-07-01      | 2.0000%  | 0.0000% | $131000.00         | $77141.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9408   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $15826366.00       | $10640866.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $12000.00          | $10357.99          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945244.00         | $226322.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782   | 2053-11-01      | 5.5000%  | 0.0000% | $99997.00          | $82426.89          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0155   | 2054-07-01      | 6.5000%  | 0.0000% | $317000.00         | $250981.85         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391   | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3474.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4580   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $862.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $21153536.73       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO1179   | 2038-02-01      | 4.0000%  | 0.0000% | $47346.00          | $29423.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $8993780.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089   | 2046-10-01      | 3.5000%  | 0.0000% | $237680.00         | $62476.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36105.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1674.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $9012848.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $43023.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $31492.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0836   | 2051-06-01      | 2.5000%  | 0.0000% | $371842.00         | $231749.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $24322869.17       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126372.00         | $26142.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31337.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $159290.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $13923971.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $100777.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $107436.62         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $83000.00          | $55862.64          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $3000.00           | $2329.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1613.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $330665.00         | $264878.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $41000.00          | $33877.73          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $956.44            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7550   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $632.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868718.00        | $2784162.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $851.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9595   | 2054-10-01      | 5.0000%  | 0.0000% | $22989113.00       | $21979610.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $133331.00         | $89044.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $20265452.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761000.00        | $4234690.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $112792.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $253000.00         | $192816.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $213310.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309643.00        | $3236970.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0889   | 2054-12-01      | 5.5000%  | 0.0000% | $2154789.00        | $2099084.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $24774479.00       | $20584546.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $370999.00         | $200548.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4709   | 2052-07-01      | 5.0000%  | 0.0000% | $164000.00         | $122594.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4838   | 2052-12-01      | 3.5000%  | 0.0000% | $351152.00         | $275424.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7235   | 2053-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5539.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622   | 2052-06-01      | 2.0000%  | 0.0000% | $11302650.00       | $7660651.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB3898   | 2026-11-01      | 3.0000%  | 0.0000% | $8701406.00        | $87465.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $158510440.00      | $20756814.08       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $6088600.00        | $6182315.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| FNMS 07.500 CLMA5460   | 2054-08-01      | 7.5000%  | 0.0000% | $373705.00         | $245339.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8671   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $963.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9672   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $981.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $4000.00           | $3114.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987   | 2053-03-01      | 3.5000%  | 0.0000% | $59001.00          | $46515.84          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8017   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $132.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0461   | 2050-11-01      | 3.0000%  | 0.0000% | $29640000.00       | $12832605.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $22355000.00       | $3075000.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329   | 2039-09-01      | 6.0000%  | 0.0000% | $2999.00           | $2415.65           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18832560.35       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $23150678.00       | $14308166.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $3843684.00        | $3144691.53        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35343896.00       | $8409499.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931   | 2051-11-01      | 3.5000%  | 0.0000% | $88199.00          | $60450.81          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7874.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1945.00           | $1545.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $603.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF6931   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $845.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306   | 2052-06-01      | 4.0000%  | 0.0000% | $335740.00         | $264827.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4057074.00        | $3029368.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG9472   | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $165013.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $42048.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5138542.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $7000.00           | $2385.10           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $97868.00          | $55415.46          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $909.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0046   | 2055-06-01      | 5.5000%  | 0.0000% | $2105725.00        | $2114298.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3422   | 2055-06-01      | 6.5000%  | 0.0000% | $3486720.00        | $3640080.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $22893575.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $94000.00          | $64260.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5347736.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5199.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $181.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1039045.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1280   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $835.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4633   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $970.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466   | 2027-10-01      | 2.5000%  | 0.0000% | $2200000.00        | $102115.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB5890   | 2027-08-01      | 3.0000%  | 0.0000% | $1872903.00        | $43514.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1699   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $756.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0058   | 2050-08-25      | 2.5000%  | 0.0000% | $67787.00          | $49232.17          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8372   | 2054-06-01      | 7.5000%  | 0.0000% | $41341445.00       | $29068906.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200   | 2029-10-01      | 4.5000%  | 0.0000% | $2148999.00        | $31924.56          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $158.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1200.00           | $770.41            | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1195.00           | $847.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6099   | 2054-05-01      | 6.5000%  | 0.0000% | $213340.00         | $177229.97         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35289.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50112.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3637.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $37241.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $264052.76         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0853   | 2052-01-01      | 2.5000%  | 0.0000% | $60000.00          | $42286.53          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $285000.00         | $179429.75         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $2229400.00        | $2184331.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $287400.00         | $259233.86         | U.S. Treasuries (including strips) |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56007.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $52895.87          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $39669013.00       | $10307594.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $766.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $2917210.00        | $2065681.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4786   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $28905308.00       | $26562808.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $146652.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660   | 2054-10-01      | 5.5000%  | 0.0000% | $282211.00         | $259384.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7130   | 2054-01-01      | 5.0000%  | 0.0000% | $297000.00         | $261713.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $46262.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $366002.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $382000.00         | $289704.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1018   | 2055-02-01      | 5.0000%  | 0.0000% | $27514272.00       | $26272040.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $835.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $42004.00          | $34902.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0285   | 2055-06-01      | 5.5000%  | 0.0000% | $5258125.00        | $5267405.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3311   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167618125.00      | $12945220.52       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6289   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $1426.00           | $1149.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1849793.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9732   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7780   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1648486.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4986   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $958.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3107.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2493   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $924.14            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $50301500.00       | $51693742.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $93.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| FNMS 04.500 CLMA5495   | 2054-10-01      | 4.5000%  | 0.0000% | $282918.00         | $259169.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5217   | 2053-12-01      | 6.5000%  | 0.0000% | $74064.00          | $49089.10          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4942   | 2053-03-01      | 6.0000%  | 0.0000% | $12000.00          | $8614.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839   | 2052-12-01      | 4.0000%  | 0.0000% | $232000.00         | $188308.26         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4671   | 2055-04-01      | 7.0000%  | 0.0000% | $288148.00         | $306580.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9431   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2331039.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1618906.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2323968.00        | $1888879.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8508   | 2040-09-01      | 6.5000%  | 0.0000% | $675000.00         | $594397.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $594209.00         | $490743.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3800   | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $301320.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $20969.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7695   | 2052-04-01      | 2.5000%  | 0.0000% | $7314131.00        | $5434800.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7428   | 2054-03-01      | 5.5000%  | 0.0000% | $767712.00         | $660117.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4420714.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646868.00        | $1698733.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $598000.00         | $414554.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5520.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5435.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $134887.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9288   | 2054-10-01      | 5.5000%  | 0.0000% | $22290278.00       | $21835620.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $735.81            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $193.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.76             | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $8815.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 GL930845   | 2038-02-01      | 5.0000%  | 0.0000% | $1069738.00        | $27916.18          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL995156   | 2035-03-01      | 7.5000%  | 0.0000% | $871527.00         | $24823.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5144   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $755.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100568.00       | $22850439.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9401   | 2054-10-01      | 6.0000%  | 0.0000% | $373000.00         | $351342.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $381557.00         | $187126.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT929229   | 2028-03-01      | 5.0000%  | 0.0000% | $70222.00          | $120.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0481   | 2040-05-01      | 6.0000%  | 0.0000% | $6035.00           | $6127.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123   | 2038-03-01      | 2.5000%  | 0.0000% | $100000.00         | $25562.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682   | 2054-11-01      | 5.5000%  | 0.0000% | $25070432.00       | $23709030.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1800000.00        | $1479604.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT928600   | 2027-08-01      | 6.5000%  | 0.0000% | $12824941.00       | $29183.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $278684.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $270696.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $77250.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $260842.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $15969515.00       | $8610014.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $34363.96          | Agency Mortgage-Backed Securities  |
| GNII SF MB0261 M       | 2055-02-20      | 6.5000%  | 0.0000% | $37667153.00       | $38475563.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $360566.00         | $243950.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0777   | 2031-06-01      | 5.0000%  | 0.0000% | $1365.00           | $59.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4275   | 2027-01-01      | 3.0000%  | 0.0000% | $10115651.00       | $102672.10         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $937500.00         | $928272.19         | U.S. Treasuries (including strips) |
| FNMS 03.000 CIAB4280   | 2027-01-01      | 3.0000%  | 0.0000% | $7553844.00        | $99074.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $50762763.00       | $7414229.41        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4469   | 2036-11-01      | 1.5000%  | 0.0000% | $77417.00          | $46731.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3524   | 2048-11-01      | 4.0000%  | 0.0000% | $6468716.00        | $230009.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $44995.00          | $5826.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $500717.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $16093583.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $219000.00         | $48943.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4543046.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $33375094.00       | $28336734.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $25739.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $29306.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3899493.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804   | 2051-02-01      | 2.0000%  | 0.0000% | $21046146.00       | $11416239.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046709.00        | $888897.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $23337072.00       | $20685775.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7301   | 2042-12-01      | 3.5000%  | 0.0000% | $60911867.00       | $10648686.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487   | 2027-02-01      | 3.0000%  | 0.0000% | $6094601.00        | $80270.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232242.00        | $2342713.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $879213.00         | $788944.20         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2919   | 2054-12-01      | 6.0000%  | 0.0000% | $2994300.00        | $2939942.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1086   | 2055-01-01      | 6.0000%  | 0.0000% | $1320970.00        | $1356569.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5662   | 2054-11-01      | 5.5000%  | 0.0000% | $3055634.00        | $2864391.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51130.72          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92119551.00       | $11292922.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0999   | 2055-06-01      | 6.0000%  | 0.0000% | $4785436.00        | $4892744.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1434   | 2055-07-01      | 5.5000%  | 0.0000% | $3759302.00        | $3787954.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7115   | 2054-02-01      | 5.5000%  | 0.0000% | $22000.00          | $18533.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8394   | 2054-07-01      | 5.5000%  | 0.0000% | $250000.00         | $228248.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6421   | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $470000.00         | $358763.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1216000.00        | $1020839.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $80596.00          | $68780.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $168503.37         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7591   | 2050-11-01      | 2.0000%  | 0.0000% | $30496768.00       | $16349001.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $646612.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM6887   | 2048-05-01      | 3.0000%  | 0.0000% | $238247.00         | $27325.74          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1859   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $199.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $80630.00          | $17499.18          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC7453   | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $575.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $35002.00          | $22399.64          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278   | 2036-03-01      | 1.5000%  | 0.0000% | $500000.00         | $256186.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4182   | 2050-11-01      | 2.0000%  | 0.0000% | $8523669.00        | $4422558.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $371000.00         | $335209.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4684   | 2052-06-01      | 4.5000%  | 0.0000% | $434000.00         | $318214.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598   | 2052-05-01      | 2.5000%  | 0.0000% | $456000.00         | $314440.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $11853666.00       | $10943322.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $271755.00         | $277814.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $160832.00         | $120478.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5124   | 2038-07-01      | 3.5000%  | 0.0000% | $37000.00          | $29020.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $111000.00         | $79666.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000   | 2053-04-01      | 3.5000%  | 0.0000% | $42000.00          | $34500.42          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202   | 2038-11-01      | 6.0000%  | 0.0000% | $11000.00          | $6372.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4840   | 2052-12-01      | 4.5000%  | 0.0000% | $50000.00          | $40350.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5543   | 2034-11-01      | 5.0000%  | 0.0000% | $295000.00         | $254680.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $6012.00           | $5613.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $108013.00         | $100771.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5496   | 2054-10-01      | 5.0000%  | 0.0000% | $52000.00          | $48435.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4587   | 2042-04-01      | 2.5000%  | 0.0000% | $114000.00         | $76444.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558   | 2039-12-01      | 5.0000%  | 0.0000% | $39000.00          | $35059.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $1572278.00        | $1367424.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2279565.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7557   | 2052-12-01      | 4.5000%  | 0.0000% | $21851558.00       | $16856453.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $403064.00         | $353442.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $4878.00           | $45.54             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1605   | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $720.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $25522.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3342.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $139000.00         | $108067.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $19956.00          | $18572.81          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6528   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $656.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5149   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $670.80            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234   | 2052-08-01      | 2.5000%  | 0.0000% | $10000.00          | $7125.05           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168   | 2051-09-01      | 3.0000%  | 0.0000% | $9000.00           | $5079.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $19199068.69       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $5079693.00        | $2683065.30        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $6000.00           | $2128.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $671.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8011   | 2049-09-01      | 3.5000%  | 0.0000% | $1001.00           | $118.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $13000.00          | $9491.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $39949.00          | $35347.93          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6115.00           | $5147.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8473   | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2760.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480000.00         | $203238.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $2301835.00        | $2195887.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35005.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $82756.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $40390.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5127   | 2050-09-01      | 3.5000%  | 0.0000% | $2000.00           | $469.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9239.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $2172655.00        | $2072445.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $280933.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $288048.00         | $222340.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $139000.00         | $69734.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $45000.00          | $38897.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9644   | 2054-12-01      | 5.0000%  | 0.0000% | $4651990.00        | $4399859.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3872.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $53741.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $284997120.00      | $2725366.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1025.00           | $137.75            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4141   | 2040-09-01      | 1.5000%  | 0.0000% | $4726921.00        | $2317913.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700   | 2055-05-01      | 5.5000%  | 0.0000% | $8305268.00        | $8142881.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $21250.00          | $12663.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1007.00           | $834.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1043000.00        | $501320.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1664.00           | $53.32             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $22425489.00       | $22175920.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8486   | 2054-05-01      | 5.5000%  | 0.0000% | $485047.00         | $464922.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $1607878.00        | $1558809.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3274   | 2054-09-01      | 6.5000%  | 0.0000% | $234183.00         | $226208.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3268677.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3104.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448064.00        | $3220755.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694594.00        | $958097.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086   | 2053-12-01      | 6.0000%  | 0.0000% | $2258560.00        | $1781946.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $11004.00          | $6853.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $285170.00         | $256066.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626   | 2052-06-01      | 4.0000%  | 0.0000% | $58000.00          | $43084.80          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CKMA4271   | 2051-02-01      | 1.5000%  | 0.0000% | $500000.00         | $278378.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0015   | 2050-09-25      | 2.5000%  | 0.0000% | $239522.00         | $163829.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $99000.00          | $87738.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $149000.00         | $128329.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $166000.00         | $125319.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $300652.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4751   | 2053-05-01      | 3.5000%  | 0.0000% | $143000.00         | $112165.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6244.09           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2318.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4565   | 2052-03-01      | 3.5000%  | 0.0000% | $148000.00         | $95800.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202907.00         | $130619.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $435.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $886469.00         | $551862.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $70770.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $19304970.07       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $442100.00         | $339343.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0538   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $967.17            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6849   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9372   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5220200.00        | $5290892.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $929900.00         | $941452.86         | U.S. Treasuries (including strips) |
| FNMS 02.500 CLMA4159   | 2050-10-01      | 2.5000%  | 0.0000% | $88990.00          | $38392.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $71000.00          | $54382.99          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $3911200.00        | $3859808.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $35000.00          | $25572.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7504   | 2050-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1324.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160000.00         | $57056.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $301571.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $937.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1926153.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $163623.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $1019444.00        | $784459.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $138700.00         | $106550.52         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $603.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $11000.00          | $7167.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9047   | 2051-02-01      | 2.0000%  | 0.0000% | $9882.00           | $5189.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $30647808.00       | $16310644.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $636335.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $717132.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5507   | 2039-10-01      | 5.0000%  | 0.0000% | $34000.00          | $28733.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3099.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1501991.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366   | 2052-04-01      | 2.5000%  | 0.0000% | $168000.00         | $130455.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9473   | 2054-10-01      | 5.0000%  | 0.0000% | $2660057.00        | $2505248.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $417177.98         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $832800.00         | $823972.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $367000.00         | $265415.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $332449218.00      | $248840094.48      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67004.00          | $40030.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $5591648.00        | $5542806.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $18999.00          | $14857.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7317763.00        | $6687388.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $824.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5192   | 2053-11-01      | 6.5000%  | 0.0000% | $124000.00         | $85292.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5469   | 2054-09-01      | 5.0000%  | 0.0000% | $411053.00         | $383338.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $37279.50          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8836   | 2054-07-01      | 7.5000%  | 0.0000% | $6889384.00        | $5453714.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $466348.00         | $334914.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $233715.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0249   | 2055-04-01      | 5.5000%  | 0.0000% | $410768.00         | $395757.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9435   | 2053-06-01      | 5.5000%  | 0.0000% | $122000.00         | $113386.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $917082.00         | $819602.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $31000.00          | $20575.88          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1604   | 2055-06-01      | 5.5000%  | 0.0000% | $1382.00           | $1387.25           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9874   | 2054-08-01      | 7.0000%  | 0.0000% | $10143192.00       | $8523128.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $4017385.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $112373.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $24832.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $869.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508   | 2055-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2794.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341   | 2053-07-01      | 5.0000%  | 0.0000% | $1006.00           | $857.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890725.00         | $711909.62         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8523   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $648.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497   | 2055-01-01      | 4.5000%  | 0.0000% | $126791.00         | $117638.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $222000.00         | $148414.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $214054.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $30000.00          | $28949.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8623   | 2054-07-01      | 6.5000%  | 0.0000% | $272332.00         | $219141.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $237000.00         | $181403.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1480.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8481545.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6454   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0869   | 2054-02-01      | 6.0000%  | 0.0000% | $357641.00         | $357898.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1885499.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $30231.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2067.00           | $1576.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $813.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3760   | 2053-08-01      | 6.0000%  | 0.0000% | $155000.00         | $111078.78         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $17716.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367572.00         | $230349.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2188307.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165   | 2053-10-01      | 5.5000%  | 0.0000% | $6966686.00        | $5884019.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $140957.00         | $116590.92         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0885   | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $52824.71          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5370   | 2053-07-01      | 6.0000%  | 0.0000% | $282468.00         | $227609.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $166896.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6783   | 2055-07-01      | 6.0000%  | 0.0000% | $3526737.00        | $3635744.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $7040.00           | $5641.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $100611.00         | $82133.49          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $320000.00         | $35707.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $360000.00         | $333801.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $61469.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745073.00        | $2564762.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO1515   | 2049-07-01      | 3.0000%  | 0.0000% | $17907641.00       | $3743416.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $315784.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $90988.00          | $62963.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $250000.00         | $187456.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1432896.00        | $1199799.09        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB8902   | 2054-07-01      | 7.5000%  | 0.0000% | $7208936.00        | $6550830.03        | Agency Mortgage-Backed Securities  |

### Security 737: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSA8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19XSA8
- **C.18 - Value (incl. sponsor support):** $1230000000.00
- **C.18.a - Value (excl. sponsor support):** $1230000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1420000.00        | $1495887.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $24400000.00       | $24514240.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $37805200.00       | $38416969.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $9502400.00        | $7161537.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $18003500.00       | $12759208.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $1031400.00        | $1068927.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $25580357.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $9000.00           | $8900.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $559800.00         | $560923.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $700.00            | $711.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $24629000.00       | $24820912.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $14325800.00       | $10650314.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2358800.00        | $1919787.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $9035500.00        | $8834258.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $298000.00         | $315512.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $536.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $353200.00         | $385779.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $972000.00         | $951488.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $825400.00         | $777022.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $83603500.00       | $81778131.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $58953700.00       | $47825252.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $8283800.00        | $6825976.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $8353000.00        | $8432455.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $46869300.00       | $36155798.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $56050300.00       | $39803508.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $7773900.00        | $7989065.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $13306600.00       | $13034377.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $20260600.00       | $20255552.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $17596500.00       | $17724528.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $46643900.00       | $29438256.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $111562400.00      | $106073056.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $6000800.00        | $6254438.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $301000.00         | $305889.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $5642600.00        | $5437113.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $107800.00         | $101701.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $382900.00         | $358999.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $29941700.00       | $24677168.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $94895000.00       | $69551286.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $78309200.00       | $72869399.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $701900.00         | $575134.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $14572600.00       | $10930366.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $97477100.00       | $65116736.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $10421200.00       | $9607981.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $22171900.00       | $21941686.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $82740100.00       | $65415383.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $515300.00         | $359841.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $104739800.00      | $73535365.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $492800.00         | $460895.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $551600.00         | $561669.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $6737200.00        | $6495828.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $50000900.00       | $50541187.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $21400.00          | $21772.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $48314700.00       | $48487666.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $779200.00         | $785116.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $7087200.00        | $7287809.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $8533100.00        | $8678343.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $32767100.00       | $30460754.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $42889500.00       | $39713253.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $12537100.00       | $11689592.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $54100.00          | $53070.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1089.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $12115300.00       | $12100349.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $640400.00         | $639744.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $700.00            | $701.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $15934200.00       | $16090062.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $3621200.00        | $3632060.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | 0.0000% | $13657400.00       | $13844207.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $455400.00         | $457126.88         | U.S. Treasuries (including strips) |

### Security 738: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSB6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19XSB6
- **C.18 - Value (incl. sponsor support):** $4392000000.00
- **C.18.a - Value (excl. sponsor support):** $4392000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $965000.00         | $969889.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $50230683.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $27125000.00       | $27268497.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $38000.00          | $37991.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100000000.00      | $101354211.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $248981900.00      | $249999986.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $2113000.00        | $2116931.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $675000.00         | $681675.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $72500000.00       | $69360039.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $8000000.00        | $7719145.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $76000.00          | $112529.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $96000000.00       | $96287929.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $150000000.00      | $149909650.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $199055500.00      | $199810318.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $75000100.00       | $74406246.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4559%  | 0.0000% | $16900.00          | $16905.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $21848400.00       | $22631644.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $250000.00         | $251453.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $39000000.00       | $39537088.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2113000.00        | $2160848.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $250000.00         | $251931.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $387000.00         | $387289.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $75000000.00       | $76390162.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $43968000.00       | $45179000.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51081850.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $200000000.00      | $205758200.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $247983100.00      | $249750615.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $245268200.00      | $249999947.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4662.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $30000000.00       | $30691620.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $3000000.00        | $2947390.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $8700000.00        | $8117975.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $13500000.00       | $13774015.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $124000000.00      | $126218092.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $196500.00         | $199920.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $249108100.00      | $249999907.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $240197000.00      | $249999957.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $150000000.00      | $151161648.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100956200.00      | $101033183.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $12000000.00       | $11608502.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $155383000.00      | $161197069.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $245092000.00      | $210039443.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $10275000.00       | $10462570.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48208666.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $98100.00          | $68504.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $726000.00         | $483156.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $19200000.00       | $19082041.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $20000000.00       | $20340424.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $29449000.00       | $30763767.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $380000.00         | $382397.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $45000000.00       | $45341707.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1068000.00        | $1070089.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $4999600.00        | $5094620.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $72771500.00       | $59964815.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $82022000.00       | $76164316.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $2000.00           | $2184.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $2999200.00        | $2879093.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $70000.00          | $64537.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $2249700.00        | $2230410.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $88000000.00       | $117063530.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $20000000.00       | $19319606.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $31500000.00       | $30921197.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $96.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $27343700.00       | $28127227.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $249881800.00      | $249999994.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $14631000.00       | $12906181.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $150000000.00      | $152959350.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $150000000.00      | $108965982.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2675.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $730000.00         | $524953.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $20600.00          | $12529.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $8000000.00        | $10234107.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $15200.00          | $11701.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $40843500.00       | $20198591.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $7125100.00        | $6595023.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $110573700.00      | $108737924.80      | U.S. Treasuries (including strips) |

### Security 739: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSC4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XSC4
- **C.18 - Value (incl. sponsor support):** $5614000000.00
- **C.18.a - Value (excl. sponsor support):** $5614000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $49184900.00       | $54448317.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $146885200.00      | $173605267.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $168139900.00      | $152192727.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $417722000.00      | $219142866.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $23521400.00       | $30882614.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $251733300.00      | $207432042.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $238119000.00      | $131913219.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $10543900.00       | $13488425.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $82550300.00       | $103645763.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $286317800.00      | $249999980.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $200639100.00      | $154464142.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $6433800.00        | $6643416.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $7828500.00        | $8159391.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $5739100.00        | $5806234.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $10351100.00       | $10472183.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $96600.00          | $100281.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $56406500.00       | $55370048.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $6974700.00        | $8235814.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $206774000.00      | $190134689.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $19345300.00       | $17968359.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $90400.00          | $100832.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $6101400.00        | $5679927.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $32101800.00       | $36833085.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $18951100.00       | $18559167.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $237554500.00      | $249999993.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $341097200.00      | $249999990.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $206498400.00      | $154119648.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $224801900.00      | $195333951.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $218992800.00      | $212380818.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $15214600.00       | $14100171.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $200000000.00      | $184117537.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $266941600.00      | $245986137.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $286672100.00      | $226646637.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $24773200.00       | $29960938.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $195206300.00      | $134228689.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $152020200.00      | $145932347.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $219753600.00      | $213592697.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $23817000.00       | $23405870.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $186400.00         | $200145.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $45669100.00       | $47234122.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $118381100.00      | $116467650.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $472500.00         | $464862.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $15871500.00       | $18469110.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $37462500.00       | $34761097.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $15917600.00       | $14674615.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $74727700.00       | $74873925.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $899800.00         | $1167069.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $26974600.00       | $27558249.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $28600.00          | $28803.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $92000.00          | $101429.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1580500.00        | $1469254.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $219421200.00      | $240443043.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $24422200.00       | $24748480.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $17725700.00       | $19013808.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $259096000.00      | $249999956.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $96800.00          | $100270.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $2577000.00        | $2581389.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $600.00            | $603.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $237155200.00      | $245896147.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $150707600.00      | $153194476.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $72464100.00       | $77642282.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $255616000.00      | $231562312.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $8317700.00        | $8542647.87        | U.S. Treasuries (including strips) |

### Security 740: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSD2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XSD2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $999100.00         | $1020010.16        | U.S. Treasuries (including strips) |

### Security 741: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.370000%
- **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: ARP19XSE0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19XSE0
- **C.18 - Value (incl. sponsor support):** $1058000000.00
- **C.18.a - Value (excl. sponsor support):** $1058000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $257904.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA2677 M     | 2045-03-20      | 3.0000%  | 0.0000% | $35541473.00       | $2907743.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $319007.00         | $93999.42          | Agency Mortgage-Backed Securities         |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $34576.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $400000.00         | $375051.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA3309 M     | 2045-12-20      | 3.0000%  | 0.0000% | $2285357.00        | $260649.51         | Agency Mortgage-Backed Securities         |
| GNII SF BI3299 C     | 2048-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $153933.43         | Agency Mortgage-Backed Securities         |
| GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  | 0.0000% | $1150394.00        | $198039.38         | Agency Mortgage-Backed Securities         |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18233.96          | Agency Mortgage-Backed Securities         |
| GNII SF AF0141 C     | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $37682.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY2518 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $985.56            | Agency Mortgage-Backed Securities         |
| GNMI SP 780498 X     | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $6.02              | Agency Mortgage-Backed Securities         |
| GNMI SF 515395 X     | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2701.92           | Agency Mortgage-Backed Securities         |
| GNMI SF 642030 X     | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4349.80           | Agency Mortgage-Backed Securities         |
| GNII SF 005265 M     | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4740.08           | Agency Mortgage-Backed Securities         |
| GNMI SP 782964 X     | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $12898.29          | Agency Mortgage-Backed Securities         |
| GNII SP 787827 C     | 2053-08-20      | 6.5000%  | 0.0000% | $3136185.00        | $2680186.95        | Agency Mortgage-Backed Securities         |
| GNII SP 784800 C     | 2045-06-20      | 3.0000%  | 0.0000% | $950043.00         | $337575.86         | Agency Mortgage-Backed Securities         |
| GNII SF DJ8876 C     | 2055-05-20      | 5.5000%  | 0.0000% | $254101.00         | $255695.28         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2902 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1285204.00        | $1323221.62        | Agency Mortgage-Backed Securities         |
| GNII SP 785707 C     | 2051-10-20      | 3.5000%  | 0.0000% | $5027022.00        | $3362704.59        | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X     | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $324.15            | Agency Mortgage-Backed Securities         |
| GNMI SP 783710 X     | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $56712.23          | Agency Mortgage-Backed Securities         |
| GNII SF DH8355 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3658465.00        | $3803455.64        | Agency Mortgage-Backed Securities         |
| GNMI SF AD0815 X     | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16094.07          | Agency Mortgage-Backed Securities         |
| GNII SF AD1712 C     | 2043-02-20      | 3.0000%  | 0.0000% | $3058244.00        | $470033.90         | Agency Mortgage-Backed Securities         |
| GNII SF CB2606 C     | 2051-02-20      | 2.5000%  | 0.0000% | $4052542.00        | $2632415.97        | Agency Mortgage-Backed Securities         |
| GNII SF BZ4054 C     | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $35990.95          | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $75824.35          | Agency Mortgage-Backed Securities         |
| GNMI SF BK0829 X     | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $171651.86         | Agency Mortgage-Backed Securities         |
| GNMI SF CH0095 X     | 2051-09-15      | 3.5000%  | 0.0000% | $1010769.00        | $679405.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $325000.00         | $70631.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4969122.00        | $634400.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $1300000.00        | $122675.20         | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2873 X     | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60468.44          | Agency Mortgage-Backed Securities         |
| GNII SF BM9692 C     | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $34398.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $5439464.00        | $767504.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA5593 M     | 2048-04-20      | 3.0000%  | 0.0000% | $309846.00         | $62277.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $15076383.00       | $2216934.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $600000.00         | $45915.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $3227457.00        | $434136.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $13911559.00       | $1034576.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA3315 M     | 2039-09-20      | 6.0000%  | 0.0000% | $10000000.00       | $1062196.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA2898 M     | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $94630.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $12523.00          | $11679.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $64000.00          | $5551.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $14000.00          | $2076.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5963.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $21231.73          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34401.73          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $551.27            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $203000.00         | $18474.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | 0.0000% | $45000.00          | $21906.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $52000.00          | $41510.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  | 0.0000% | $15000.00          | $3313.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $61053.00          | $56650.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  | 0.0000% | $93393.00          | $642.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5205 | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $25658.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1180 | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1819.02           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $49730.00          | $33371.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $7000.00           | $4472.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $39971.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3065 | 2040-02-01      | 5.5000%  | 0.0000% | $2055.00           | $2058.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3590 | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8088 | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30465.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $51146.00          | $18220.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLSI2002 | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $146.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0614 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $23781.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6427 | 2048-05-01      | 4.0000%  | 0.0000% | $396851.00         | $65793.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3774 | 2035-11-01      | 5.5000%  | 0.0000% | $644871.00         | $2961.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9838 | 2045-07-01      | 4.0000%  | 0.0000% | $475000.00         | $94495.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6220 | 2048-04-01      | 4.0000%  | 0.0000% | $137000.00         | $10029.90          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $8965.00           | $232.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0988 | 2052-04-01      | 3.5000%  | 0.0000% | $67231.00          | $49771.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $734.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $871.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3371 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $863.70            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $6968.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $2317480.00        | $176032.16         | Agency Mortgage-Backed Securities         |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $50086.47          | Agency Mortgage-Backed Securities         |
| GNMI SF 677527 X     | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6942.72           | Agency Mortgage-Backed Securities         |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $2000000.00        | $1404251.95        | Agency Mortgage-Backed Securities         |
| GNMI SP 782025 X     | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $16211.69          | Agency Mortgage-Backed Securities         |
| GNMI SF 646027 X     | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8446.08           | Agency Mortgage-Backed Securities         |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $670000.00         | $408110.16         | Agency Mortgage-Backed Securities         |
| GNII SP 783224 M     | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $974.09            | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X     | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $463.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 698465 X     | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $16161.53          | Agency Mortgage-Backed Securities         |
| GNII SF CZ0783 C     | 2054-01-20      | 7.0000%  | 0.0000% | $5530376.00        | $2855995.73        | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M     | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $564.17            | Agency Mortgage-Backed Securities         |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3128.07           | Agency Mortgage-Backed Securities         |
| GNMI SF 570456 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $117.66            | Agency Mortgage-Backed Securities         |
| GNII SF AV5041 C     | 2046-10-20      | 3.0000%  | 0.0000% | $2291591.00        | $174269.02         | Agency Mortgage-Backed Securities         |
| GNMI SF 574829 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $190.98            | Agency Mortgage-Backed Securities         |
| GNII SF AS9217 C     | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7540.32           | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $902.03            | Agency Mortgage-Backed Securities         |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $3900392.00        | $3957660.15        | Agency Mortgage-Backed Securities         |
| GNRM 2024-203 AN     | 2054-06-20      | 5.0000%  | 0.0000% | $2976935.00        | $2789404.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 AL     | 2055-01-20      | 5.5000%  | 0.0000% | $21789486.00       | $21457900.86       | Agency Collateralized Mortgage Obligation |
| GNII SF AU2016 C     | 2046-08-20      | 3.0000%  | 0.0000% | $26000.00          | $6765.08           | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $22448831.00       | $22311117.63       | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $613082.00         | $635111.67         | Agency Mortgage-Backed Securities         |
| GNMI SF 738324 X     | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $4976.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 654021 X     | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $97984.92          | Agency Mortgage-Backed Securities         |
| GNMI SF 662065 X     | 2036-12-15      | 6.5000%  | 0.0000% | $608289.00         | $13391.25          | Agency Mortgage-Backed Securities         |
| GNMI SP 780931 X     | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $5528.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $62397.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA4509 M     | 2046-12-20      | 3.0000%  | 0.0000% | $7195000.00        | $989229.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $3890000.00        | $540096.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $469000.00         | $37545.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $47699.97          | Agency Mortgage-Backed Securities         |
| GNII SP 787299 C     | 2049-08-20      | 5.5000%  | 0.0000% | $3988466.00        | $3231593.55        | Agency Mortgage-Backed Securities         |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $351630.00         | $153935.27         | Agency Mortgage-Backed Securities         |
| GNMI SP 785255 X     | 2050-03-15      | 3.5000%  | 0.0000% | $5679940.00        | $851996.43         | Agency Mortgage-Backed Securities         |
| GNMI SF 687381 X     | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $72985.60          | Agency Mortgage-Backed Securities         |
| GNMI SF 696456 X     | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $578.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $990.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7235 | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2204.15           | Agency Mortgage-Backed Securities         |
| GNMI SP 782932 X     | 2040-04-15      | 5.0000%  | 0.0000% | $897164.00         | $28574.44          | Agency Mortgage-Backed Securities         |
| GNMI SF 617572 X     | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2284.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 764579 X     | 2041-08-15      | 5.0000%  | 0.0000% | $119000.00         | $7339.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 658066 X     | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $79605.14          | Agency Mortgage-Backed Securities         |
| GNII SF DK0802 C     | 2055-07-20      | 6.0000%  | 0.0000% | $831583.00         | $857458.54         | Agency Mortgage-Backed Securities         |
| GNII SF DK8044 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14709121.00       | $15144231.51       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911 | 2054-12-01      | 6.0000%  | 0.0000% | $35001.00          | $29734.81          | Agency Mortgage-Backed Securities         |
| GNII SF DK6143 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2180771.00        | $2150564.41        | Agency Mortgage-Backed Securities         |
| GNII SF DK7367 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2336157.00        | $2433443.92        | Agency Mortgage-Backed Securities         |
| GNII SF DK8037 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1051325.00        | $1092719.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $43847.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $76517.04          | Agency Mortgage-Backed Securities         |
| GNII SF AD8811 C     | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $65729.59          | Agency Mortgage-Backed Securities         |
| GNII SF CB2935 C     | 2051-04-20      | 3.0000%  | 0.0000% | $3481046.00        | $2507965.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA9967 M     | 2054-10-20      | 6.5000%  | 0.0000% | $896243.00         | $704254.68         | Agency Mortgage-Backed Securities         |
| GNII SF BF4034 C     | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $362127.81         | Agency Mortgage-Backed Securities         |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $539303.54         | Agency Mortgage-Backed Securities         |
| GNII SF BO3334 C     | 2049-06-20      | 4.5000%  | 0.0000% | $3985713.00        | $399992.53         | Agency Mortgage-Backed Securities         |
| GNMI SF BB7229 X     | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $157.74            | Agency Mortgage-Backed Securities         |
| GNII SF DH8249 C     | 2055-02-20      | 6.5000%  | 0.0000% | $5682907.00        | $5911541.99        | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $75447.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $55065.20          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3590 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6097359.00        | $6259613.24        | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M     | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $39473.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $2100000.00        | $193604.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $14320056.00       | $940933.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA5710 M     | 2049-01-20      | 4.0000%  | 0.0000% | $1270000.00        | $102159.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $131633.00         | $117135.08         | Agency Mortgage-Backed Securities         |
| GNII SF BE6454 C     | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $78735.01          | Agency Mortgage-Backed Securities         |
| GNMI SF 618677 X     | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $2066.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 688024 X     | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $515.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $3450000.00        | $400583.26         | Agency Mortgage-Backed Securities         |
| GNMI SF 673009 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8799.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 668585 X     | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2089.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 660070 X     | 2037-01-15      | 6.5000%  | 0.0000% | $3474166.00        | $103591.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA6712 M     | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $24764.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $25428728.00       | $8535674.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA6606 M     | 2038-10-20      | 6.5000%  | 0.0000% | $4486027.00        | $1131931.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $345357.00         | $48596.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA5984 M     | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13402.73          | Agency Mortgage-Backed Securities         |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $98410.56          | Agency Mortgage-Backed Securities         |
| GNII SF CY5728 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1033926.00        | $1077746.97        | Agency Mortgage-Backed Securities         |
| GNII SF AG4152 C     | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $109917.33         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0784 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4327364.00        | $2243784.65        | Agency Mortgage-Backed Securities         |
| GNII SF DL2827 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2695564.00        | $2769716.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6179 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.82           | Agency Mortgage-Backed Securities         |
| GNII SF CY5733 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1101182.00        | $892700.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2132 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.46           | Agency Mortgage-Backed Securities         |
| GNII SF DL2721 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3156383.00        | $3249751.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5569 | 2055-06-01      | 6.0000%  | 0.0000% | $1100.00           | $1128.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6751 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.28           | Agency Mortgage-Backed Securities         |
| GNII SF DL7795 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1221588.00        | $1203085.42        | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $25880573.00       | $25090572.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5118 | 2055-05-01      | 5.0000%  | 0.0000% | $21552.00          | $21093.61          | Agency Mortgage-Backed Securities         |
| GNII SF DL2817 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3443295.00        | $3552020.48        | Agency Mortgage-Backed Securities         |
| GNII SF DL2719 C     | 2055-07-20      | 6.0000%  | 0.0000% | $4502288.00        | $4639891.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5171 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $981.61            | Agency Mortgage-Backed Securities         |
| GNII SF DL2043 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1551106.00        | $1596989.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9584 | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.27           | Agency Mortgage-Backed Securities         |
| GNMI SF 675394 X     | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $22332.49          | Agency Mortgage-Backed Securities         |
| GNRM 2007-38 CK      | 2037-06-16      | 5.0000%  | 0.0000% | $2834686.00        | $258556.52         | Agency Collateralized Mortgage Obligation |
| GNII SF DF3294 C     | 2054-11-20      | 5.5000%  | 0.0000% | $2560416.00        | $2533539.88        | Agency Mortgage-Backed Securities         |
| GNII SF 003556 M     | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $365.89            | Agency Mortgage-Backed Securities         |
| GNII SF DH5652 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2169748.00        | $2254692.97        | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X     | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $768.88            | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 AN     | 2053-05-20      | 5.0000%  | 0.0000% | $191607.00         | $184353.65         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HN     | 2052-04-20      | 5.0000%  | 0.0000% | $1062905.00        | $1023622.87        | Agency Collateralized Mortgage Obligation |
| GNII SF AV8326 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5596.44           | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 BW     | 2054-03-20      | 5.0000%  | 0.0000% | $203049.00         | $193102.58         | Agency Collateralized Mortgage Obligation |
| GNII SF DF4497 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1337148.00        | $1340243.42        | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $157.29            | Agency Mortgage-Backed Securities         |
| GNII SF DK4310 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $246850.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $258350.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $14537.73          | Agency Mortgage-Backed Securities         |
| GNII SF MA5989 M     | 2049-06-20      | 5.5000%  | 0.0000% | $30000.00          | $3240.29           | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 CB     | 2052-09-20      | 5.0000%  | 0.0000% | $25000000.00       | $24885191.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 CD     | 2053-10-20      | 5.0000%  | 0.0000% | $36643154.00       | $36284405.28       | Agency Collateralized Mortgage Obligation |
| GNMI SF 648676 X     | 2036-01-15      | 6.5000%  | 0.0000% | $251469.00         | $3599.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0338 | 2054-12-01      | 4.5000%  | 0.0000% | $62949.00          | $52001.04          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9251 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $920.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7096 | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $93291.65          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4570 | 2044-06-01      | 4.0000%  | 0.0000% | $1463.00           | $90.79             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $79.40             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3224 | 2046-11-01      | 4.0000%  | 0.0000% | $599200.00         | $41106.53          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $53048.40          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $8.05              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $540417.00         | $24111.21          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5770 | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $34342.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8646 | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $3087.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $56936.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0480 | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $89270.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2035-10-25      | 5.5000%  | 0.0000% | $11004000.00       | $10734272.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $16292000.00       | $16074428.92       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $77872.00          | $42373.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2565.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $758.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $13908.65          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18442.81          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $199000.00         | $31361.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $73995.00          | $9565.24           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $99000.00          | $13482.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2530 | 2047-02-01      | 4.0000%  | 0.0000% | $239623.00         | $48364.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $32208.80          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17131.18          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6712 | 2054-10-01      | 6.5000%  | 0.0000% | $69595.00          | $64784.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $35567.00          | $33291.16          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1347 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1030.42           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0503 | 2050-03-01      | 3.5000%  | 0.0000% | $48505.00          | $42401.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5786 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.09           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5011 | 2039-10-01      | 3.0000%  | 0.0000% | $386391.00         | $57321.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29694.98          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $761.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $19300.00          | $14197.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $4160000.00        | $2369404.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $4000000.00        | $3190612.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA3801 M     | 2046-07-20      | 2.5000%  | 0.0000% | $1802502.00        | $368247.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $15743875.00       | $2125869.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $1200000.00        | $130028.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA5015 M     | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $31490.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $711806.00         | $49483.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M     | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $18440.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M     | 2044-11-20      | 4.0000%  | 0.0000% | $27371.00          | $1796.25           | Agency Mortgage-Backed Securities         |
| GNII SF MA4585 M     | 2047-07-20      | 3.0000%  | 0.0000% | $1781887.00        | $237312.46         | Agency Mortgage-Backed Securities         |
| GNII SP 781425 M     | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $19585.79          | Agency Mortgage-Backed Securities         |
| GNMI SP 784071 X     | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $46239.54          | Agency Mortgage-Backed Securities         |
| GNMI SF 717242 X     | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $30796.26          | Agency Mortgage-Backed Securities         |
| GNMI SF 515532 X     | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $32939.63          | Agency Mortgage-Backed Securities         |
| GNMI SP 781029 X     | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $39.63             | Agency Mortgage-Backed Securities         |
| GNII SP 785043 M     | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $81940.82          | Agency Mortgage-Backed Securities         |
| GNII SP 787356 C     | 2052-03-20      | 2.5000%  | 0.0000% | $160000.00         | $119796.86         | Agency Mortgage-Backed Securities         |
| GNMI SP 784599 X     | 2048-03-15      | 5.0000%  | 0.0000% | $2100630.00        | $149814.74         | Agency Mortgage-Backed Securities         |
| GNMI SP 783346 X     | 2040-12-15      | 6.0000%  | 0.0000% | $4106459.00        | $119414.60         | Agency Mortgage-Backed Securities         |
| GNII SF DL4069 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2403519.00        | $2370227.06        | Agency Mortgage-Backed Securities         |
| GNMI SF CL4956 X     | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $85436.43          | Agency Mortgage-Backed Securities         |
| GNII SF DL2822 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2902654.00        | $2985399.96        | Agency Mortgage-Backed Securities         |
| GNII SF MB0258 M     | 2055-02-20      | 5.0000%  | 0.0000% | $11989426.00       | $11671493.34       | Agency Mortgage-Backed Securities         |
| GNII SF DI0404 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1957495.00        | $2038624.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $89295.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $459644.00         | $36840.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3881.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381 | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $31188.92          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1878 | 2048-05-01      | 4.5000%  | 0.0000% | $1003.00           | $726.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $6228.00           | $5237.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $693.79            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0665 | 2051-08-01      | 3.0000%  | 0.0000% | $50000.00          | $27526.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6705 | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15211.01          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $572501.00         | $1605.76           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $15529.18          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $19769765.00       | $3117.63           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9890 | 2045-07-01      | 3.0000%  | 0.0000% | $239141.00         | $23298.62          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60750.40          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $40695.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $35000.00          | $31698.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRC3465 | 2040-03-01      | 5.0000%  | 0.0000% | $1002.00           | $983.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $57068.44          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3209 | 2052-04-01      | 2.5000%  | 0.0000% | $63602.00          | $44601.31          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8522 | 2055-04-01      | 4.5000%  | 0.0000% | $63756.00          | $59547.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $806.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2609.70           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15516.25          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4797 | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19522.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $63383.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $797.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8093 | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $20213.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $825.61            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3252 | 2051-12-01      | 2.0000%  | 0.0000% | $22845.00          | $13893.34          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $26194.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5804.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2186.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $37470.11          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $837.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  | 0.0000% | $44365.00          | $45235.22          | Agency Mortgage-Backed Securities         |
| GNII SF 005238 M     | 2041-11-20      | 5.5000%  | 0.0000% | $3912000.00        | $140693.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA6659 M     | 2050-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $884934.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA8566 M     | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3103.66           | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 BY     | 2055-04-20      | 5.0000%  | 0.0000% | $4567000.00        | $4147957.96        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $10000.00          | $6750.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA7253 M     | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38079.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $84538900.00       | $71212283.35       | Agency Mortgage-Backed Securities         |
| GNII SF MA1995 M     | 2044-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $206784.89         | Agency Mortgage-Backed Securities         |
| GNII SF AA5767 C     | 2042-11-20      | 3.0000%  | 0.0000% | $1277071.00        | $286456.46         | Agency Mortgage-Backed Securities         |
| GNMI SF BA8278 X     | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25385.42          | Agency Mortgage-Backed Securities         |
| GNMI SF BC3775 X     | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4118.94           | Agency Mortgage-Backed Securities         |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9135.49           | Agency Mortgage-Backed Securities         |
| GNII SP 784433 C     | 2048-02-20      | 3.5000%  | 0.0000% | $950457.00         | $305508.94         | Agency Mortgage-Backed Securities         |
| GNII SF 004979 M     | 2041-03-20      | 5.0000%  | 0.0000% | $950000.00         | $33687.58          | Agency Mortgage-Backed Securities         |
| GNII SF 004871 M     | 2039-04-20      | 6.0000%  | 0.0000% | $377252.00         | $11691.66          | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1306.91           | Agency Mortgage-Backed Securities         |
| GNII SF BA0591 C     | 2047-06-20      | 3.5000%  | 0.0000% | $4861869.00        | $933153.14         | Agency Mortgage-Backed Securities         |
| GNII SF BI0416 C     | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $80383.53          | Agency Mortgage-Backed Securities         |
| GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $122018.49         | Agency Mortgage-Backed Securities         |
| GNMI SF BO1489 X     | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $63383.96          | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $22810.20          | Agency Mortgage-Backed Securities         |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18353.18          | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $25571.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $4804551.00        | $674589.87         | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $13545159.00       | $2083791.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M     | 2037-10-20      | 6.0000%  | 0.0000% | $34000.00          | $4292.43           | Agency Mortgage-Backed Securities         |
| GNII SF BD0560 C     | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $43715.59          | Agency Mortgage-Backed Securities         |
| GNMI SF BO1629 X     | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $6501.34           | Agency Mortgage-Backed Securities         |
| GNMI SF BD7185 X     | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2470.28           | Agency Mortgage-Backed Securities         |
| GNII SF BP4046 C     | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $46265.65          | Agency Mortgage-Backed Securities         |
| GNII SF DJ0833 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1051035.00        | $1098428.29        | Agency Mortgage-Backed Securities         |
| GNII SF DH6622 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1223306.00        | $1234640.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA1599 M     | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $28804.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M     | 2045-11-20      | 3.0000%  | 0.0000% | $2069795.00        | $242929.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $1009196.22        | Agency Mortgage-Backed Securities         |
| GNII SF MA3244 M     | 2045-11-20      | 3.5000%  | 0.0000% | $3350000.00        | $337509.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA2374 M     | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $82469.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $643945.00         | $110741.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA2635 M     | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $44365.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4424.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $1325000.00        | $224068.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 1.5000%  | 0.0000% | $23714000.00       | $8198192.23        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1991286.85        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $1983992.37        | Agency Collateralized Mortgage Obligation |
| GNII SF DH8190 C     | 2055-01-20      | 6.5000%  | 0.0000% | $4488392.00        | $4688339.96        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2896 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1508140.00        | $1520980.81        | Agency Mortgage-Backed Securities         |
| GNMI SF 724247 X     | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $18835.35          | Agency Mortgage-Backed Securities         |
| GNMI SF 491428 X     | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $368.80            | Agency Mortgage-Backed Securities         |
| GNMI SF 555690 X     | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $97.47             | Agency Mortgage-Backed Securities         |
| GNMI SF 510627 X     | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3661.89           | Agency Mortgage-Backed Securities         |
| GNII SF 004075 M     | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $123.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 480004 X     | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $538.51            | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $1038.82           | Agency Mortgage-Backed Securities         |
| GNII SF 005083 M     | 2041-06-20      | 5.0000%  | 0.0000% | $3384000.00        | $123667.15         | Agency Mortgage-Backed Securities         |
| GNII SF 004578 M     | 2039-11-20      | 5.0000%  | 0.0000% | $805000.00         | $25351.45          | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 PB     | 2054-02-20      | 5.0000%  | 0.0000% | $23469008.00       | $23483574.44       | Agency Collateralized Mortgage Obligation |
| GNMI SF 484225 X     | 2028-08-15      | 6.5000%  | 0.0000% | $255668.00         | $45.40             | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $9676.27           | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $23266.84          | Agency Mortgage-Backed Securities         |
| GNII SF 004800 M     | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6941.70           | Agency Mortgage-Backed Securities         |
| GNII SF AJ4687 C     | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19433.07          | Agency Mortgage-Backed Securities         |
| GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2557.77           | Agency Mortgage-Backed Securities         |
| GNII SF DK9992 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1050303.00        | $1081372.01        | Agency Mortgage-Backed Securities         |
| GNII SF DL0408 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3819227.00        | $3932207.37        | Agency Mortgage-Backed Securities         |
| GNMI SF CH0109 X     | 2051-12-15      | 3.5000%  | 0.0000% | $1100306.00        | $835057.04         | Agency Mortgage-Backed Securities         |
| GNII SF CM5772 C     | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16230.48          | Agency Mortgage-Backed Securities         |
| GNMI SF 687726 X     | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8874.99           | Agency Mortgage-Backed Securities         |
| GNMI SP 783353 X     | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14885.32          | Agency Mortgage-Backed Securities         |
| GNII SF DL2700 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1225567.00        | $1270887.24        | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 B      | 2052-03-20      | 5.0000%  | 0.0000% | $56790581.00       | $56660511.60       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQB2668 | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $36482.57          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQG9629 | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3364.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2416.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $295000.00         | $30226.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $39089.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $920.07            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  | 0.0000% | $22707.00          | $15136.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2733.46           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $16067.57          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $10432.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $5421.71           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $65000.00          | $41607.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $734.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $49987.61          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $49757.00          | $34103.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0496 | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25122.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1159 | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $78825.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0870 | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $16884.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA0223 M     | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $33401.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4256 | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14648.06          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  | 0.0000% | $55000.00          | $11984.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $118000.00         | $56460.69          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $1195.00           | $24.98             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2463 | 2050-04-01      | 4.0000%  | 0.0000% | $245000.00         | $88618.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $120000.00         | $71069.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $74362.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $97219.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $354490.13         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $12986564.55       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $47000.00          | $28765.24          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8261.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $909.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2821.33           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN5031 | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $64941.81          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  | 0.0000% | $150000.00         | $99601.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA3517 M     | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14319.37          | Agency Mortgage-Backed Securities         |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $25000.00          | $2599.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA9427 M     | 2053-12-20      | 7.5000%  | 0.0000% | $3000000.00        | $1032358.65        | Agency Mortgage-Backed Securities         |
| GNMI SF BC1180 X     | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4782.79           | Agency Mortgage-Backed Securities         |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $490000.00         | $44638.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $31000.00          | $3235.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $885349.98         | Agency Mortgage-Backed Securities         |
| GNII SF MA3039 M     | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $4364.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA7942 M     | 2052-03-20      | 5.5000%  | 0.0000% | $1854618.00        | $814102.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $325000.00         | $286762.82         | Agency Mortgage-Backed Securities         |
| GNMI SF 609093 X     | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $61377.22          | Agency Mortgage-Backed Securities         |
| GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $30171.48          | Agency Mortgage-Backed Securities         |
| GNMI SP 780958 X     | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $113.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 723518 X     | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $18104.17          | Agency Mortgage-Backed Securities         |
| GNMI SF 411081 X     | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6661.07           | Agency Mortgage-Backed Securities         |
| GNII SF 005283 M     | 2041-12-20      | 6.0000%  | 0.0000% | $367502.00         | $10641.35          | Agency Mortgage-Backed Securities         |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $35.30             | Agency Mortgage-Backed Securities         |
| GNMI SF 722793 X     | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $295.09            | Agency Mortgage-Backed Securities         |
| GNMI SF 485528 X     | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $66.32             | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3677.98           | Agency Mortgage-Backed Securities         |
| GNII SF DJ2909 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1115570.00        | $1148570.79        | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $13042.77          | Agency Mortgage-Backed Securities         |
| GNII SF 004618 M     | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $85556.52          | Agency Mortgage-Backed Securities         |
| GNII SF DG4420 C     | 2054-12-20      | 5.5000%  | 0.0000% | $748637.00         | $751032.68         | Agency Mortgage-Backed Securities         |
| GNII SF DF7412 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1255542.00        | $1259834.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA9609 M     | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $165683.15         | Agency Mortgage-Backed Securities         |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $2780000.00        | $369354.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $340084.00         | $278415.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $4598720.00        | $1711347.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $4100052.00        | $607313.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA5929 M     | 2049-04-20      | 3.0000%  | 0.0000% | $600060.00         | $70727.52          | Agency Mortgage-Backed Securities         |
| GNRM 2024-134 CL     | 2054-08-20      | 5.0000%  | 0.0000% | $553515.00         | $514162.11         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $7000.00           | $4782.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $243426.00         | $63125.57          | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M     | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $2052.34           | Agency Mortgage-Backed Securities         |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $77096.36          | Agency Mortgage-Backed Securities         |
| GNMI SF 553312 X     | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $726.44            | Agency Mortgage-Backed Securities         |
| GNII SF BX4967 C     | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $5948.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6848 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.53           | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $48075.00          | $257.68            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $424.48            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  | 0.0000% | $118852.00         | $61857.80          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802 | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5704.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7549 | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $15783.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1179 | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $30309.52          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $42019.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA5279 | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $76838.37          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $66011.09          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 3PQU8307 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1036.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8921 | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $6443.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $10000.00          | $7264.68           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $854.71            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3632.68           | Agency Mortgage-Backed Securities         |
| GNRM 2025-005 PL     | 2055-01-20      | 5.5000%  | 0.0000% | $1927617.00        | $1862446.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DL     | 2054-10-20      | 5.0000%  | 0.0000% | $15185598.00       | $14303173.01       | Agency Collateralized Mortgage Obligation |
| GNII SF DI6398 C     | 2055-05-20      | 6.0000%  | 0.0000% | $7006013.00        | $7194064.26        | Agency Mortgage-Backed Securities         |
| GNMI SF 593879 X     | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $227.35            | Agency Mortgage-Backed Securities         |
| GNII SF DI2488 C     | 2055-05-20      | 6.0000%  | 0.0000% | $5609539.00        | $5764401.80        | Agency Mortgage-Backed Securities         |
| GNII SF 003389 M     | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $240.88            | Agency Mortgage-Backed Securities         |
| GNII SF DI0116 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3956137.00        | $4061961.43        | Agency Mortgage-Backed Securities         |
| GNII SF 737730 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1459492.00        | $181774.85         | Agency Mortgage-Backed Securities         |
| GNII SF DI3491 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1889395.00        | $1965128.47        | Agency Mortgage-Backed Securities         |
| GNII SF 004660 M     | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $9632.66           | Agency Mortgage-Backed Securities         |
| GNII SF DL2704 C     | 2055-07-20      | 6.0000%  | 0.0000% | $793268.00         | $816734.45         | Agency Mortgage-Backed Securities         |
| GNII SF DI1226 C     | 2055-02-20      | 6.5000%  | 0.0000% | $183006.00         | $190249.61         | Agency Mortgage-Backed Securities         |
| GNMI SF 618743 X     | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7444.61           | Agency Mortgage-Backed Securities         |
| GNII SF DK8043 C     | 2055-07-20      | 6.0000%  | 0.0000% | $16848695.00       | $17347096.25       | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3030.35           | Agency Mortgage-Backed Securities         |
| GNMI SF BF2343 X     | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8046.16           | Agency Mortgage-Backed Securities         |
| GNII SP 783158 M     | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $11140.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 699277 X     | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $128.48            | Agency Mortgage-Backed Securities         |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2492.51           | Agency Mortgage-Backed Securities         |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $15853.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $57518.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA6824 M     | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $26860.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $10254000.00       | $4776804.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA7421 M     | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $60437.21          | Agency Mortgage-Backed Securities         |
| GNII SF MA7372 M     | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $1979749.51        | Agency Mortgage-Backed Securities         |
| GNII SF DL2042 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2570007.00        | $2655891.49        | Agency Mortgage-Backed Securities         |
| GNII SF DL2702 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1223524.00        | $1260919.79        | Agency Mortgage-Backed Securities         |
| GNII SF DK7399 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1655400.00        | $1625223.16        | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $23118.00          | $22739.32          | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $2278623.00        | $2182045.07        | Agency Mortgage-Backed Securities         |
| GNII SF DK7398 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1119902.00        | $1099486.93        | Agency Mortgage-Backed Securities         |
| GNII SF DK7397 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2701200.00        | $2655705.49        | Agency Mortgage-Backed Securities         |
| GNII SF DK9993 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1738933.00        | $1790372.38        | Agency Mortgage-Backed Securities         |
| GNMI SF 615294 X     | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $49184.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA2824 M     | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $56628.09          | Agency Mortgage-Backed Securities         |
| GNMI SF 681638 X     | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $58803.28          | Agency Mortgage-Backed Securities         |
| GNMI SF 686115 X     | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $309.76            | Agency Mortgage-Backed Securities         |
| GNRM 2016-23 GP      | 2039-06-20      | 3.0000%  | 0.0000% | $7449522.00        | $503516.65         | Agency Collateralized Mortgage Obligation |
| GNII SF MA3943 M     | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $98559.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $1045000.00        | $133133.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6576.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA3734 M     | 2046-06-20      | 2.5000%  | 0.0000% | $1281476.00        | $247498.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.38            | Agency Mortgage-Backed Securities         |
| GNII SF DI0109 C     | 2055-04-20      | 5.5000%  | 0.0000% | $3491455.00        | $3510423.26        | Agency Mortgage-Backed Securities         |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $130609420.00      | $133390094.55      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6744 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.91           | Agency Mortgage-Backed Securities         |
| GNII SF DI1506 C     | 2055-02-20      | 6.5000%  | 0.0000% | $5071011.00        | $5115851.05        | Agency Mortgage-Backed Securities         |
| GNII SF MB0483 M     | 2055-06-20      | 4.5000%  | 0.0000% | $923216.00         | $880374.16         | Agency Mortgage-Backed Securities         |
| GNII SF DI0110 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1474980.00        | $1483048.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA6999 M     | 2050-10-20      | 4.5000%  | 0.0000% | $1362979.00        | $322526.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $770000.00         | $112402.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $654000.00         | $386304.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $6780000.00        | $2702860.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M     | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4371.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $103731223.00      | $22331784.95       | Agency Mortgage-Backed Securities         |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $729913.00         | $130596.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA5765 M     | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $9501.03           | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $703000.00         | $343725.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $100000.00         | $73959.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $1070000.00        | $795561.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA7595 M     | 2048-11-20      | 5.5000%  | 0.0000% | $800000.00         | $334360.29         | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M     | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1967.86           | Agency Mortgage-Backed Securities         |
| GNII SF DH5698 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2938108.00        | $3055269.21        | Agency Mortgage-Backed Securities         |
| GNII SF DH6475 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3192391.00        | $3326833.79        | Agency Mortgage-Backed Securities         |
| GNII SF DH8356 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2846066.00        | $2960755.02        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8875 C     | 2055-05-20      | 5.5000%  | 0.0000% | $7074704.00        | $7119958.08        | Agency Mortgage-Backed Securities         |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $16.87             | Agency Mortgage-Backed Securities         |
| GNII SF DH0383 C     | 2055-02-20      | 6.5000%  | 0.0000% | $983119.00         | $1022567.45        | Agency Mortgage-Backed Securities         |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $7684.62           | Agency Mortgage-Backed Securities         |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $3150000.00        | $106611.52         | Agency Mortgage-Backed Securities         |
| GNII SF 004745 M     | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9874.24           | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2466.04           | Agency Mortgage-Backed Securities         |
| GNII SF 003819 M     | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $329.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA8195 M     | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $11034.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $77757.93          | Agency Mortgage-Backed Securities         |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $107.45            | Agency Mortgage-Backed Securities         |
| GNII SF 003078 M     | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $976.42            | Agency Mortgage-Backed Securities         |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $13.39             | Agency Mortgage-Backed Securities         |
| GNII SF 003226 M     | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $13432.35          | Agency Mortgage-Backed Securities         |
| GNRM 2025-027 BN     | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6786363.86        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 GL     | 2054-12-20      | 5.0000%  | 0.0000% | $16993609.00       | $15724775.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 BL     | 2054-06-20      | 5.0000%  | 0.0000% | $1131035.00        | $1067290.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AY     | 2055-04-20      | 5.0000%  | 0.0000% | $4680867.00        | $4278980.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 GL     | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $533345.93         | Agency Collateralized Mortgage Obligation |
| GNMI SP 782962 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $56981.57          | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M     | 2041-05-20      | 5.5000%  | 0.0000% | $2100000.00        | $85742.44          | Agency Mortgage-Backed Securities         |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $74060.99          | Agency Mortgage-Backed Securities         |
| GNMI SP 785986 X     | 2051-10-15      | 3.0000%  | 0.0000% | $460000.00         | $345142.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $541796.00         | $285446.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $243291.39         | Agency Mortgage-Backed Securities         |
| GNII SF AV8327 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6343.53           | Agency Mortgage-Backed Securities         |
| GNII SF DK9201 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2467030.00        | $2498640.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0481 M     | 2055-07-20      | 3.5000%  | 0.0000% | $641224.00         | $578500.54         | Agency Mortgage-Backed Securities         |
| GNII SF DL2084 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1145651.00        | $1179540.50        | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $55742.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $316530.00         | $35667.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3218 | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $52989.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  | 0.0000% | $116397.00         | $29065.83          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8712 | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $186.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $58601.00          | $54240.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4608 | 2045-03-01      | 4.0000%  | 0.0000% | $632080.00         | $53656.17          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $5586.70           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $81584.15          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $13941.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $292.14            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1891.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $160000.00         | $6037.52           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $70380.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  | 0.0000% | $294026.00         | $417.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6951 | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1793.62           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4646.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19687.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-07-25      | 5.5000%  | 0.0000% | $32588000.00       | $30813794.64       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-12-25      | 1.0000%  | 0.0000% | $30000000.00       | $12489665.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $31482093.85       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $6456.00           | $1488.67           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.0000%  | 0.0000% | $21792000.00       | $20435157.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2510951.92        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29496156.06       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL8099 | 2044-05-01      | 4.0000%  | 0.0000% | $200000.00         | $24769.14          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $10000.00          | $7856.03           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4152 | 2052-03-01      | 3.0000%  | 0.0000% | $72000.00          | $54325.05          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $1023.00           | $842.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  | 0.0000% | $64997.00          | $64160.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2860 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5450 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5326 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $982.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6877 | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3383.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1002.00           | $978.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7672 | 2055-06-01      | 6.0000%  | 0.0000% | $24568.00          | $25318.06          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY2638 | 2055-05-01      | 7.0000%  | 0.0000% | $2000.00           | $2122.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6969 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5572 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3820 | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $43005.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8605 | 2055-07-01      | 6.0000%  | 0.0000% | $31163.00          | $31774.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.28           | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M     | 2039-10-20      | 5.0000%  | 0.0000% | $3759001.00        | $105103.51         | Agency Mortgage-Backed Securities         |
| GNII SF DK8039 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2114487.00        | $2188912.71        | Agency Mortgage-Backed Securities         |
| GNII SF 004855 M     | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $22345.90          | Agency Mortgage-Backed Securities         |
| GNMI SF 698772 X     | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $724.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 704098 X     | 2038-12-15      | 6.0000%  | 0.0000% | $2217037.00        | $10122.61          | Agency Mortgage-Backed Securities         |
| GNRM 2022-174 AG     | 2044-07-20      | 3.0000%  | 0.0000% | $26958965.00       | $15825547.63       | Agency Collateralized Mortgage Obligation |
| GNMI SF 623958 X     | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $397.85            | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 BN     | 2053-04-20      | 5.0000%  | 0.0000% | $231584.00         | $223850.87         | Agency Collateralized Mortgage Obligation |
| GNMI SF 676973 X     | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1675.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 686877 X     | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5672.51           | Agency Mortgage-Backed Securities         |
| GNII SF BA7567 C     | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $49742.54          | Agency Mortgage-Backed Securities         |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $6563744.00        | $4799356.66        | Agency Mortgage-Backed Securities         |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $51735.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $262928.00         | $179954.92         | Agency Mortgage-Backed Securities         |
| GNMI SF 733210 X     | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11409.44          | Agency Mortgage-Backed Securities         |
| GNMI SF 564436 X     | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $244.38            | Agency Mortgage-Backed Securities         |
| GNMI SP 782685 X     | 2039-06-15      | 5.0000%  | 0.0000% | $46108000.00       | $926186.52         | Agency Mortgage-Backed Securities         |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61101.26          | Agency Mortgage-Backed Securities         |
| GNII SP 785788 C     | 2051-12-20      | 2.5000%  | 0.0000% | $378000.00         | $236077.87         | Agency Mortgage-Backed Securities         |
| GNMI SF 700131 X     | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1413.90           | Agency Mortgage-Backed Securities         |
| GNRM 2024-046 CL     | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18423968.42       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $7523851.00        | $460752.84         | Agency Mortgage-Backed Securities         |
| GNMI SF 704054 X     | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $677.49            | Agency Mortgage-Backed Securities         |
| GNRM 2021-087 TH     | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1178556.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $3840000.00        | $264316.82         | Agency Collateralized Mortgage Obligation |
| GNII SF MA4454 M     | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36439.67          | Agency Mortgage-Backed Securities         |
| GNII SF BG7731 C     | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $215879.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $825000.00         | $125961.87         | Agency Mortgage-Backed Securities         |
| GNII SF AU0255 C     | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7074.43           | Agency Mortgage-Backed Securities         |
| GNII SF AU0271 C     | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8071.69           | Agency Mortgage-Backed Securities         |
| GNMI SF 592498 X     | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1924.79           | Agency Mortgage-Backed Securities         |
| GNII SF DI6441 C     | 2055-05-20      | 6.0000%  | 0.0000% | $9089540.00        | $9340529.35        | Agency Mortgage-Backed Securities         |
| GNII SF DI6367 C     | 2055-05-20      | 6.0000%  | 0.0000% | $8137033.00        | $8362721.84        | Agency Mortgage-Backed Securities         |
| GNII SF AT3442 C     | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17297.27          | Agency Mortgage-Backed Securities         |
| GNII SF 003199 M     | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $41558.26          | Agency Mortgage-Backed Securities         |
| GNII SF DI3493 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2616337.00        | $2725459.91        | Agency Mortgage-Backed Securities         |
| GNII SF DI5741 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1202101.00        | $1212334.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $927.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5346 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| GNII SF CZ0938 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1056961.00        | $652799.31         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0782 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4341140.00        | $2960689.18        | Agency Mortgage-Backed Securities         |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6518.96           | Agency Mortgage-Backed Securities         |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $22258.08          | Agency Mortgage-Backed Securities         |
| GNII SF 003610 M     | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $916.91            | Agency Mortgage-Backed Securities         |
| GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $48249.05          | Agency Mortgage-Backed Securities         |
| GNII SF DI6371 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4893388.00        | $5028956.34        | Agency Mortgage-Backed Securities         |
| GNII SF DL6619 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1811418.00        | $1781740.94        | Agency Mortgage-Backed Securities         |
| GNII SF DK7368 C     | 2055-07-20      | 6.0000%  | 0.0000% | $7473689.00        | $7777300.14        | Agency Mortgage-Backed Securities         |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $25000.00          | $23804.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA2636 M     | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15589.93          | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $7000000.00        | $526173.21         | Agency Mortgage-Backed Securities         |
| GNII SF DH6630 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3703347.00        | $3802236.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6837 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.93           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY2644 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1033.76           | Agency Mortgage-Backed Securities         |
| GNII SF BR6257 C     | 2050-01-20      | 4.5000%  | 0.0000% | $1375435.00        | $495261.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $1800000.00        | $249096.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5695000.00        | $763955.81         | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 PL     | 2055-07-20      | 5.0000%  | 0.0000% | $2417000.00        | $2295699.63        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $10000000.00       | $1463705.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA5881 M     | 2038-11-20      | 6.5000%  | 0.0000% | $1000000.00        | $153549.03         | Agency Mortgage-Backed Securities         |
| GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6184956.00        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $3800000.00        | $357040.50         | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $1304650.00        | $878146.07         | Agency Mortgage-Backed Securities         |
| GNII SF MA7320 M     | 2038-08-20      | 6.5000%  | 0.0000% | $1070076.00        | $197474.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA9170 M     | 2053-08-20      | 5.0000%  | 0.0000% | $102410.00         | $88289.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1620000.00        | $1234211.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M     | 2054-07-20      | 5.0000%  | 0.0000% | $275000.00         | $260325.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA9326 M     | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $115085.23         | Agency Mortgage-Backed Securities         |
| GNMI SF 579210 X     | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $532.02            | Agency Mortgage-Backed Securities         |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3858.90           | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $256.96            | Agency Mortgage-Backed Securities         |
| GNII SF AS9258 C     | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $5994.67           | Agency Mortgage-Backed Securities         |
| GNII SF 002985 M     | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $186.47            | Agency Mortgage-Backed Securities         |
| GNII SF 003488 M     | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $549.75            | Agency Mortgage-Backed Securities         |
| GNII SF AT4164 C     | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $21258.44          | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $91.82             | Agency Mortgage-Backed Securities         |
| GNII SF 003569 M     | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $493.79            | Agency Mortgage-Backed Securities         |
| GNII SF 003415 M     | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $265.45            | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $76.09             | Agency Mortgage-Backed Securities         |
| GNII SF MA4589 M     | 2047-06-20      | 5.0000%  | 0.0000% | $810141.00         | $75773.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $1200000.00        | $92210.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $16971000.00       | $1526021.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $345.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLZT1206 | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10679.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8894 | 2025-09-01      | 5.5000%  | 0.0000% | $74350.00          | $0.84              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704 | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $83700.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $877.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1351 | 2052-07-01      | 4.5000%  | 0.0000% | $1010.00           | $693.76            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $7.02              | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $578.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  | 0.0000% | $46708.00          | $36052.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $956.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1280 | 2051-11-01      | 3.0000%  | 0.0000% | $35000.00          | $22357.55          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5620 | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $62438.07          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3644 | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $56899.88          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD9838 | 2052-04-01      | 3.5000%  | 0.0000% | $136743.00         | $91364.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $759.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1486 | 2050-07-01      | 3.0000%  | 0.0000% | $170000.00         | $98697.65          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $14067.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $84138.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $13000.00          | $4454.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1894.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $574.21            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD2025 | 2051-11-01      | 3.5000%  | 0.0000% | $98709.00          | $67682.35          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1316.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $33000.00          | $19402.03          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1492 | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $64960.61          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-05-25      | 2.5000%  | 0.0000% | $2000000.00        | $1301197.68        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.0000%  | 0.0000% | $26302000.00       | $24605012.50       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  | 0.0000% | $60318.00          | $281.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1029 | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3414.07           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761 | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $68976.10          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $9949.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA6226 | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $55879.99          | Agency Mortgage-Backed Securities         |

### Security 742: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSF7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19XSF7
- **C.18 - Value (incl. sponsor support):** $1825000000.00
- **C.18.a - Value (excl. sponsor support):** $1825000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $34600.00          | $33960.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $17957600.00       | $18601362.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $81600.00          | $75620.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $16384900.00       | $15890195.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $177.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $170.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $82700.00          | $52717.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $5861800.00        | $4770818.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $5478900.00        | $5241609.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $243444000.00      | $242505198.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $200.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $101194000.00      | $101660875.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $382600.00         | $386434.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $972200.00         | $997960.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $107500.00         | $106314.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $110500.00         | $109281.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $1600.00           | $1626.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $203.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $400.00            | $283.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $17800.00          | $12614.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $2955500.00        | $2227429.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $182500.00         | $295558.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $844400.00         | $693902.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $22799900.00       | $23416511.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $16181700.00       | $11905178.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | 0.0000% | $39514400.00       | $39364838.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $111517100.00      | $111067909.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $136400.00         | $134078.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $610700.00         | $594145.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $371.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1300.00           | $1686.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $541400.00         | $669249.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $17048000.00       | $17171052.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $185457800.00      | $190140634.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $405.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5900.00           | $5979.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $800.00            | $800.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $2527800.00        | $2479716.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $234600.00         | $217202.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $9791400.00        | $9085347.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $6494900.00        | $6544827.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $10703600.00       | $11070398.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $109.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $800.00            | $815.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $162078500.00      | $163037896.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $1400.00           | $1399.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $222100.00         | $222766.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $3296500.00        | $3245652.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $6500000.00        | $7166239.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $30820300.00       | $33979329.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $22800.00          | $22974.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $636900.00         | $619829.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | 0.0000% | $7000.00           | $7006.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $2000.00           | $1997.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100291600.00      | $100188901.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $4888500.00        | $4877808.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $1718000.00        | $1734804.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $172900.00         | $180285.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $300.00            | $308.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1100.00           | $1131.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $15600.00          | $15631.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $3823000.00        | $3880265.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $178800.00         | $181552.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $3242100.00        | $3306063.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $521900.00         | $536672.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $7244000.00        | $7411003.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $772800.00         | $776520.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $200.00            | $204.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $500.00            | $476.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $381.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $24567300.00       | $25290726.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $5945800.00        | $6142047.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $1800.00           | $1839.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $2964800.00        | $3017833.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $16647000.00       | $16180293.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $14243300.00       | $14254161.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $13000.00          | $12772.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $7489900.00        | $10084926.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $19800.00          | $18245.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $30279400.00       | $23939281.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $173.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $123700.00         | $86381.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $10502100.00       | $6989200.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $36866500.00       | $24534843.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $129.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $20676000.00       | $9891243.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $23100.00          | $17769.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1000800.00        | $642523.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $1944000.00        | $3020047.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $12482400.00       | $10809943.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $30603700.00       | $29998750.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $2540800.00        | $2218376.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $116.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $213.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $7289000.00        | $4479999.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $500.00            | $446.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $2021400.00        | $1980046.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $681800.00         | $419051.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $1400000.00        | $775572.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $692900.00         | $712078.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1099900.00        | $892276.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $602400.00         | $520747.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $162.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $9318800.00        | $7188685.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $352200.00         | $266904.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $143700.00         | $114308.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1310600.00        | $1042533.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $9064000.00        | $8828804.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $1658000.00        | $1276428.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $461600.00         | $429534.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $11448400.00       | $10885090.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2227900.00        | $2227344.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $92954700.00       | $93631016.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $42673600.00       | $41801863.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $322.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $90300.00          | $88640.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $5148400.00        | $5025384.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $57200000.00       | $72450308.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $118.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $198.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | 0.0000% | $1632200.00        | $1627349.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $297400.00         | $228777.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $3038600.00        | $3027144.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $642900.00         | $641909.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $56100.00          | $56126.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $850000.00         | $860391.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $38416000.00       | $38501091.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $800.00            | $789.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $3242800.00        | $3280733.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $123437200.00      | $164204482.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $86967600.00       | $49095911.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1478000.00        | $1337819.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $813600.00         | $670547.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $2166800.00        | $2003905.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $54700.00          | $50431.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $2137800.00        | $1057219.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $2782700.00        | $1858901.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1420000.00        | $1203666.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $501900.00         | $311857.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $504900.00         | $350022.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $171.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $6500.00           | $6016.43           | U.S. Treasuries (including strips) |

### Security 743: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.370000%
- **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: ARP19XSG5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19XSG5
- **C.18 - Value (incl. sponsor support):** $123000000.00
- **C.18.a - Value (excl. sponsor support):** $123000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CTZS9178 | 2031-09-01      | 5.0000%  | 0.0000% | $73000.00          | $5467.41           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  | 0.0000% | $1094000.00        | $421786.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4547 | 2053-12-01      | 6.0000%  | 0.0000% | $19019200.00       | $14365902.24       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  | 0.0000% | $30000.00          | $21374.22          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  | 0.0000% | $12804608.00       | $8972937.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $26005000.00       | $24073549.21       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6061 | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $21318791.64       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $64000.00          | $51551.14          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD0526 | 2051-01-01      | 1.5000%  | 0.0000% | $25301000.00       | $13586768.64       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1129 | 2051-08-01      | 4.0000%  | 0.0000% | $650000.00         | $424236.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3454 | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $941346.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6666 | 2053-06-01      | 5.0000%  | 0.0000% | $1988836.00        | $1807026.38        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $36000.00          | $3753.26           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $137299.49         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2535 | 2052-04-01      | 2.5000%  | 0.0000% | $2450000.00        | $1630400.67        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6106 | 2051-09-01      | 3.0000%  | 0.0000% | $8366480.00        | $6763962.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  | 0.0000% | $1750000.00        | $1295081.81        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6109 | 2052-08-01      | 3.0000%  | 0.0000% | $5690368.00        | $4586170.34        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4741 | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $226.57            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $1992846.00        | $143542.98         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $14033120.00       | $11276352.07       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CNZA3884 | 2026-09-01      | 2.5000%  | 0.0000% | $599995.00         | $11862.40          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  | 0.0000% | $501999.00         | $2080.73           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7942 | 2052-09-01      | 5.5000%  | 0.0000% | $1212000.00        | $946183.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5932 | 2054-05-01      | 5.5000%  | 0.0000% | $1100355.00        | $1084230.13        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0574 | 2051-04-01      | 2.5000%  | 0.0000% | $4600000.00        | $2999470.82        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $999994.00         | $684504.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $3350600.00        | $2894243.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  | 0.0000% | $2442244.00        | $43523.38          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $311206.00         | $37035.08          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  | 0.0000% | $39996.00          | $279.26            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1322 | 2048-11-01      | 5.0000%  | 0.0000% | $615000.00         | $51834.31          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $5518576.00        | $4661585.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $3172272.00        | $2675641.62        | Agency Mortgage-Backed Securities |

### Security 744: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSH3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19XSH3
- **C.18 - Value (incl. sponsor support):** $1406000000.00
- **C.18.a - Value (excl. sponsor support):** $1406000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $96.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $60953500.00       | $59963013.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $66266200.00       | $65991394.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $2000000.00        | $1869402.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $7200.00           | $7129.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $27000000.00       | $24806601.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $19996600.00       | $20018278.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $20367600.00       | $20708198.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50727875.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $9719000.00        | $9390756.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $11280900.00       | $13139702.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $75000000.00       | $75413424.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $96118600.00       | $93743943.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $156626000.00      | $157021365.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $49544300.00       | $49519181.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $14434600.00       | $14538779.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $25667300.00       | $26119836.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $300900.00         | $303769.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $40000000.00       | $37155639.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $1000.00           | $1003.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $53000.00          | $53862.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $700.00            | $686.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $1812200.00        | $1771914.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $50375000.00       | $46756714.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $99099600.00       | $92010080.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $1367800.00        | $1014092.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $42800.00          | $42310.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $20000000.00       | $18508440.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $388.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $60527800.00       | $56536463.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $6911000.00        | $6754601.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $21667000.00       | $21215083.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $400000.00         | $621650.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $45000000.00       | $44310847.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $264700.00         | $262919.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $458000.00         | $463991.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $75000000.00       | $75718336.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $35100000.00       | $35351776.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $248393600.00      | $249770942.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $23855200.00       | $23894233.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $9020300.00        | $9037258.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $12355900.00       | $12531616.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $13999900.00       | $14272060.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $2174600.00        | $2191140.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $758400.00         | $762519.88         | U.S. Treasuries (including strips) |

### Security 745: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.370000%
- **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: ARP19XSJ9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19XSJ9
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $873.37            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $11830499.00       | $1890304.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1572501.00        | $153957.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $12027431.00       | $934656.05         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $2008.00           | $965.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $327647.00         | $32043.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $223271.00         | $108334.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $58655232.00       | $27649129.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $15258752.00       | $12725725.62       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $5410.00           | $802.22            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1100036.00        | $204316.21         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $150000.00         | $86647.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $915.96            | Agency Mortgage-Backed Securities         |
| GNII SP 783457 M       | 2041-09-20      | 4.5000%  | 0.0000% | $7005.00           | $311.81            | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6480%  | 0.0000% | $41387300.00       | $41183776.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7480%  | 0.0000% | $32844700.00       | $32743121.62       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $13605931.00       | $2745226.62        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $69971500.00       | $52928134.09       | U.S. Treasuries (including strips)        |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $15443094.00       | $1948129.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1375.00           | $149.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $7075.00           | $2367.95           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $27964.00          | $538.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $831.80            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $1493.00           | $25.84             | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.5000%  | 0.0000% | $1000.00           | $861.51            | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.80            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $27514323.00       | $6650862.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5263   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $813.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $24000.00          | $20101.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $646343.00         | $532087.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $9240.00           | $8116.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1305540.00        | $1202987.47        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $5243115.00        | $1130388.22        | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $8513000.00        | $5049439.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY       | 2055-02-20      | 5.4980%  | 0.0000% | $8377488.00        | $8370102.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FE       | 2053-02-20      | 5.3480%  | 0.0000% | $49997900.00       | $29091904.07       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $90200.00          | $89531.17          | U.S. Treasuries (including strips)        |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $24653902.00       | $14352603.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4980%  | 0.0000% | $35804336.00       | $30072553.91       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $2302336.00        | $1381425.17        | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $11662414.00       | $2984121.28        | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $95931029.00       | $9760947.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $27330000.00       | $17332168.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $844.61            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $5454500.00        | $5187430.61        | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.19            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ8891   | 2054-11-01      | 4.5000%  | 0.0000% | $435197.00         | $394920.24         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A42489 G   | 2036-01-01      | 5.5000%  | 0.0000% | $2104595.00        | $30493.72          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A59151 G   | 2037-04-01      | 5.5000%  | 0.0000% | $3713090.00        | $25675.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $38949440.00       | $14569820.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $35000.00          | $27253.69          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1200.00           | $832.57            | U.S. Treasuries (including strips)        |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $5572870.00        | $3305924.47        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $7507733.00        | $781834.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2073.00           | $1594.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3725   | 2052-11-01      | 5.0000%  | 0.0000% | $30183.00          | $25080.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ5842   | 2054-10-01      | 4.5000%  | 0.0000% | $108179.00         | $88077.32          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ3972   | 2054-09-01      | 4.5000%  | 0.0000% | $481406.00         | $453569.16         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $16464601.00       | $12580721.54       | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $5511463.00        | $3387181.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $19175524.00       | $1426048.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $561.06            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $822.36            | Agency Mortgage-Backed Securities         |
| GNRA 2023-020 TF       | 2053-02-20      | 5.2480%  | 0.0000% | $50000000.00       | $29005699.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4980%  | 0.0000% | $19398320.00       | $18218117.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7480%  | 0.0000% | $32436434.00       | $32350061.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3480%  | 0.0000% | $26770100.00       | $17637456.75       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2262290.00        | $314164.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $27180012.00       | $4181380.63        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips)        |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $1001.00           | $460.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15049.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2611   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $909.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6023   | 2054-07-01      | 6.5000%  | 0.0000% | $7525218.00        | $6971521.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $947.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $6922951.00        | $5845687.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $17115800.00       | $14712369.33       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $16385096.00       | $9216712.63        | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4580%  | 0.0000% | $96582068.00       | $74266292.07       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $72715.00          | $72562.23          | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4080%  | 0.0000% | $1664400.00        | $1442765.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4980%  | 0.0000% | $2818.00           | $2540.93           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3480%  | 0.0000% | $49963600.00       | $42326401.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $13665506.00       | $8519864.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $5541459.00        | $3463109.34        | Agency Collateralized Mortgage Obligation |
| GNII SF MA2604 M       | 2045-02-20      | 5.0000%  | 0.0000% | $2370392.00        | $174440.57         | Agency Mortgage-Backed Securities         |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3980%  | 0.0000% | $7850510.00        | $7174605.64        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $861.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $3309777.00        | $915507.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $6902748.00        | $2013330.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $748.21            | Agency Mortgage-Backed Securities         |
| GNRA 2025-022 FA       | 2055-02-20      | 5.4580%  | 0.0000% | $700934.00         | $668640.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $50054000.00       | $31679616.66       | Agency Collateralized Mortgage Obligation |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1000.00           | $23.02             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $1128704.00        | $559856.74         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1696998.00        | $366870.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1180   | 2039-05-01      | 6.0000%  | 0.0000% | $1662.00           | $1313.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $28390784.00       | $10482772.35       | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $48259.00          | $4490.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $17406596.00       | $13313649.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $953156.00         | $851060.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $64918637.00       | $7044195.36        | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5480%  | 0.0000% | $36770560.00       | $29694373.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $16101000.00       | $10629222.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $25923.00          | $15533.58          | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $3007.00           | $236.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $13686600.00       | $2363003.74        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $4656.00           | $176.90            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A61705 G   | 2037-06-01      | 5.5000%  | 0.0000% | $1994780.00        | $42216.58          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $28861000.00       | $26413268.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips)        |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $2433844.00        | $1515309.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-131 KF       | 2044-09-16      | 4.7545%  | 0.0000% | $54515215.00       | $18289830.30       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $15860.00          | $11283.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $524.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $7001.00           | $5240.76           | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2660935.00        | $725798.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $7836.00           | $5732.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $5346.00           | $4104.82           | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M       | 2050-10-20      | 3.5000%  | 0.0000% | $10151999.00       | $3224665.44        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips)        |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $777.58            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $1465064.00        | $1003664.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA       | 2053-04-20      | 5.2480%  | 0.0000% | $4479620.00        | $2698377.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 LF       | 2054-02-20      | 5.3480%  | 0.0000% | $49994944.00       | $26575942.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5480%  | 0.0000% | $10277100.00       | $5279025.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4480%  | 0.0000% | $14379203.00       | $12147350.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5480%  | 0.0000% | $22290816.00       | $8594996.95        | Agency Collateralized Mortgage Obligation |

### Security 746: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSK6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XSK6
- **C.18 - Value (incl. sponsor support):** $1054000000.00
- **C.18.a - Value (excl. sponsor support):** $1054000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $185852800.00      | $189851002.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $3864300.00        | $3869597.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $4413000.00        | $4509577.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $229650800.00      | $220675428.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $249308800.00      | $249999385.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $880000.00         | $810513.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $54776000.00       | $60881028.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $33255500.00       | $51866455.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $116390400.00      | $248115217.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $881600.00         | $949346.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | 0.0000% | $42157200.00       | $42131484.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1422100.00        | $1421022.43        | U.S. Treasuries (including strips) |

### Security 747: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSL4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XSL4
- **C.18 - Value (incl. sponsor support):** $2108000000.00
- **C.18.a - Value (excl. sponsor support):** $2108000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $5228700.00        | $4736674.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $665300.00         | $700854.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $241347200.00      | $249999269.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $118750400.00      | $119298274.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $158611200.00      | $158005677.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3820200.00        | $2778763.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $40313900.00       | $32810794.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $29895800.00       | $28846252.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $27423000.00       | $23415487.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $38409300.00       | $32916080.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $214838400.00      | $249999952.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $36830400.00       | $36792685.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $38429700.00       | $37399696.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $72688000.00       | $73122553.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $14588800.00       | $14579696.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $205863200.00      | $249999783.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $32999900.00       | $24629406.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $55472300.00       | $47021234.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $16901200.00       | $11290354.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $24034400.00       | $23648369.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $260332000.00      | $240016979.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $14931400.00       | $14657040.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $177184400.00      | $132899445.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $21380000.00       | $16459620.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $260949200.00      | $249999804.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $10118500.00       | $10052648.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $10960100.00       | $7557876.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $9524700.00        | $9782683.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $41146600.00       | $23228533.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $18731700.00       | $19252293.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $6462400.00        | $4261226.94        | U.S. Treasuries (including strips) |

### Security 748: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.370000%
- **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: ARP19XSM2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XSM2
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA6476 M | 2050-02-20      | 4.0000%  | 0.0000% | $27942682.00       | $4014206.90        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7953   | 2060-07-15      | 5.9900%  | 0.0000% | $3589842.00        | $3787231.86        | Agency Mortgage-Backed Securities |
| GNII SF DK1919 C | 2055-06-20      | 6.5000%  | 0.0000% | $3686956.00        | $3848694.00        | Agency Mortgage-Backed Securities |
| GNII SF DK3076 C | 2055-07-20      | 6.5000%  | 0.0000% | $6236493.00        | $6530023.94        | Agency Mortgage-Backed Securities |
| GNII SF DK3078 C | 2055-07-20      | 6.5000%  | 0.0000% | $5096000.00        | $5330551.90        | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M | 2049-01-20      | 4.5000%  | 0.0000% | $108608075.00      | $7136350.26        | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $22170368.00       | $5427630.31        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M | 2050-08-20      | 2.5000%  | 0.0000% | $7766000.00        | $2717097.33        | Agency Mortgage-Backed Securities |
| GNII SF DK2026 C | 2055-07-20      | 6.0000%  | 0.0000% | $4153305.00        | $4276168.07        | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $9310379.00        | $4445329.59        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $134745.00         | $23298.14          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M | 2048-12-20      | 4.5000%  | 0.0000% | $87754297.00       | $6029169.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $35544590.00       | $5188708.27        | Agency Mortgage-Backed Securities |
| GNII SF AK1020 C | 2044-10-20      | 3.5000%  | 0.0000% | $1012539.00        | $76425.83          | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $1000.00           | $914.96            | Agency Mortgage-Backed Securities |
| GNII SF DL0405 C | 2055-07-20      | 6.0000%  | 0.0000% | $4946542.00        | $5092865.66        | Agency Mortgage-Backed Securities |
| GNII SF DL4406 C | 2055-07-20      | 6.0000%  | 0.0000% | $5445002.00        | $5606070.60        | Agency Mortgage-Backed Securities |
| GNII SP 786905 C | 2053-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $6602334.11        | Agency Mortgage-Backed Securities |
| GNMI SF 753314 X | 2040-12-15      | 4.0000%  | 0.0000% | $850000.00         | $116355.02         | Agency Mortgage-Backed Securities |
| GNII SF DK2025 C | 2055-07-20      | 6.0000%  | 0.0000% | $3710893.00        | $3829775.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ8760 C | 2055-06-20      | 5.5000%  | 0.0000% | $3555560.00        | $3581704.21        | Agency Mortgage-Backed Securities |
| GNII SF DK1648 C | 2055-05-20      | 6.0000%  | 0.0000% | $1481349.00        | $1515192.16        | Agency Mortgage-Backed Securities |
| GNII SF MA9304 M | 2053-10-20      | 5.0000%  | 0.0000% | $8319000.00        | $7461529.95        | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X | 2049-10-15      | 3.0000%  | 0.0000% | $26500831.00       | $4562096.27        | Agency Mortgage-Backed Securities |
| GNMI SF AE9868 X | 2043-06-15      | 2.5000%  | 0.0000% | $306384.00         | $73841.26          | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M | 2047-11-20      | 3.0000%  | 0.0000% | $12862000.00       | $1730113.64        | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $53200000.00       | $6378779.56        | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M | 2047-09-20      | 3.0000%  | 0.0000% | $310000.00         | $45584.52          | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M | 2048-08-20      | 4.0000%  | 0.0000% | $2646990.00        | $249784.64         | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $5997000.00        | $994771.26         | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X | 2041-09-15      | 4.0000%  | 0.0000% | $4065568.00        | $314220.34         | Agency Mortgage-Backed Securities |
| GNMI SF 757038 X | 2040-12-15      | 4.0000%  | 0.0000% | $877764.00         | $142952.38         | Agency Mortgage-Backed Securities |
| GNMI SF 671536 X | 2037-09-15      | 6.5000%  | 0.0000% | $2612635.00        | $60757.94          | Agency Mortgage-Backed Securities |
| GNPL PN DK6736   | 2060-06-15      | 5.8400%  | 0.0000% | $2479609.00        | $2608662.53        | Agency Mortgage-Backed Securities |
| GNII SF MA9909 M | 2054-09-20      | 7.0000%  | 0.0000% | $18949.00          | $12461.40          | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $1000.00           | $904.59            | Agency Mortgage-Backed Securities |
| GNMI SF CK0445 X | 2052-02-15      | 4.0000%  | 0.0000% | $87912.00          | $58785.77          | Agency Mortgage-Backed Securities |
| GNII SF DF9922 C | 2054-12-20      | 5.5000%  | 0.0000% | $1159060.00        | $1167501.62        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7951   | 2060-07-15      | 5.9900%  | 0.0000% | $5625547.00        | $5934871.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6221 M | 2049-08-20      | 4.5000%  | 0.0000% | $3846752.00        | $463760.09         | Agency Mortgage-Backed Securities |
| GNII SF DI4363 C | 2055-04-20      | 6.5000%  | 0.0000% | $1065683.00        | $1113853.08        | Agency Mortgage-Backed Securities |
| GNPL PN DA8511   | 2060-06-15      | 5.8400%  | 0.0000% | $5514000.00        | $5800981.20        | Agency Mortgage-Backed Securities |
| GNII SF DI5702 C | 2055-04-20      | 6.5000%  | 0.0000% | $1939874.00        | $2051259.09        | Agency Mortgage-Backed Securities |
| GNII SF DI3958 C | 2055-03-20      | 6.0000%  | 0.0000% | $2928735.00        | $3009721.03        | Agency Mortgage-Backed Securities |
| GNII SF MA7424 M | 2051-06-20      | 5.5000%  | 0.0000% | $5097000.00        | $2463907.07        | Agency Mortgage-Backed Securities |
| GNII SF DK3074 C | 2055-07-20      | 6.5000%  | 0.0000% | $5100326.00        | $5345711.19        | Agency Mortgage-Backed Securities |
| GNMI SF 726300 X | 2039-09-15      | 4.0000%  | 0.0000% | $550000.00         | $109896.55         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6839   | 2060-07-15      | 5.8500%  | 0.0000% | $7220000.00        | $7541427.18        | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $582.28            | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $230200.40         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M | 2055-03-20      | 4.0000%  | 0.0000% | $41682428.00       | $38373675.10       | Agency Mortgage-Backed Securities |
| GNII SF DI5704 C | 2055-04-20      | 6.5000%  | 0.0000% | $5821281.00        | $6105156.49        | Agency Mortgage-Backed Securities |
| GNMI SF 711729 X | 2043-03-15      | 2.5000%  | 0.0000% | $59115.00          | $18164.88          | Agency Mortgage-Backed Securities |
| GNII SF MA4381 M | 2047-04-20      | 3.0000%  | 0.0000% | $1008577.00        | $153990.60         | Agency Mortgage-Backed Securities |
| GNMI SF 711740 X | 2043-04-15      | 2.5000%  | 0.0000% | $430166.00         | $135345.92         | Agency Mortgage-Backed Securities |
| GNII SF DK3042 C | 2055-07-20      | 6.5000%  | 0.0000% | $4310065.00        | $4502913.11        | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $16300000.00       | $4798611.69        | Agency Mortgage-Backed Securities |
| GNII SF DL0406 C | 2055-07-20      | 6.0000%  | 0.0000% | $4366126.00        | $4495284.74        | Agency Mortgage-Backed Securities |
| GNII SF DL0413 C | 2055-07-20      | 6.0000%  | 0.0000% | $4401087.00        | $4542075.82        | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $660000.00         | $504966.82         | Agency Mortgage-Backed Securities |
| GNMI SP 782269 X | 2038-02-15      | 5.5000%  | 0.0000% | $4650000.00        | $61467.27          | Agency Mortgage-Backed Securities |
| GNII SF DK2022 C | 2055-07-20      | 6.0000%  | 0.0000% | $6613073.00        | $6808694.31        | Agency Mortgage-Backed Securities |
| GNMI SF AI4466 X | 2044-09-15      | 4.0000%  | 0.0000% | $4210720.00        | $583742.33         | Agency Mortgage-Backed Securities |
| GNII SF DL4404 C | 2055-07-20      | 6.0000%  | 0.0000% | $4481812.00        | $4628972.30        | Agency Mortgage-Backed Securities |
| GNII SF DL0088 C | 2055-07-20      | 6.5000%  | 0.0000% | $6377599.00        | $6662949.79        | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $87900733.00       | $81093890.60       | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $262895.00         | $212352.81         | Agency Mortgage-Backed Securities |
| GNPL PN DA8512   | 2060-06-15      | 5.8400%  | 0.0000% | $5892523.00        | $6199204.78        | Agency Mortgage-Backed Securities |
| GNMI SF AC3733 X | 2042-12-15      | 2.5000%  | 0.0000% | $1022.00           | $136.76            | Agency Mortgage-Backed Securities |
| GNII SF MB0028 M | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $4890386.19        | Agency Mortgage-Backed Securities |
| GNII SF DK3080 C | 2055-07-20      | 6.5000%  | 0.0000% | $5275635.00        | $5512962.96        | Agency Mortgage-Backed Securities |
| GNII SF DK3040 C | 2055-07-20      | 6.5000%  | 0.0000% | $4957786.00        | $5180820.27        | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M | 2042-05-20      | 3.5000%  | 0.0000% | $84869894.00       | $6150008.01        | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M | 2043-05-20      | 3.5000%  | 0.0000% | $794561.00         | $80397.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M | 2043-07-20      | 3.5000%  | 0.0000% | $8103600.00        | $818171.53         | Agency Mortgage-Backed Securities |
| GNII SF MA4323 M | 2047-02-20      | 4.5000%  | 0.0000% | $3295000.00        | $258921.79         | Agency Mortgage-Backed Securities |
| GNII SF MA4963 M | 2047-12-20      | 4.0000%  | 0.0000% | $1210000.00        | $124262.43         | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M | 2052-12-20      | 5.5000%  | 0.0000% | $150000.00         | $108552.07         | Agency Mortgage-Backed Securities |
| GNII SF DE2232 C | 2054-10-20      | 6.0000%  | 0.0000% | $5892273.00        | $5857747.34        | Agency Mortgage-Backed Securities |
| GNII SF DI3067 C | 2055-07-20      | 6.0000%  | 0.0000% | $3559129.00        | $3678067.97        | Agency Mortgage-Backed Securities |
| GNMI SF 602212 X | 2033-03-15      | 6.0000%  | 0.0000% | $1309906.00        | $10398.36          | Agency Mortgage-Backed Securities |
| GNII SF DI6657 C | 2055-03-20      | 5.5000%  | 0.0000% | $3100896.00        | $3113056.87        | Agency Mortgage-Backed Securities |
| GNII SF DI5706 C | 2055-04-20      | 6.5000%  | 0.0000% | $7395099.00        | $7529906.53        | Agency Mortgage-Backed Securities |
| GNMI SF 737920 X | 2041-01-15      | 4.5000%  | 0.0000% | $17554432.00       | $567188.73         | Agency Mortgage-Backed Securities |
| GNMI SF 618700 X | 2036-09-15      | 6.5000%  | 0.0000% | $2192419.00        | $11149.87          | Agency Mortgage-Backed Securities |
| GNII SP 786682 C | 2053-05-20      | 6.0000%  | 0.0000% | $8000000.00        | $6293441.32        | Agency Mortgage-Backed Securities |
| GNII SF DH0503 C | 2055-03-20      | 5.5000%  | 0.0000% | $2192094.00        | $2191504.75        | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M | 2048-08-20      | 5.0000%  | 0.0000% | $9821088.00        | $682739.07         | Agency Mortgage-Backed Securities |
| GNII SF DJ6829 C | 2055-07-20      | 6.5000%  | 0.0000% | $4593195.00        | $4798702.20        | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | 0.0000% | $10600000.00       | $925818.55         | Agency Mortgage-Backed Securities |
| GNMI SF AA5947 X | 2042-12-15      | 2.5000%  | 0.0000% | $1019837.00        | $121337.45         | Agency Mortgage-Backed Securities |
| GNII SP 785035 C | 2050-06-20      | 5.5000%  | 0.0000% | $14000000.00       | $4330647.90        | Agency Mortgage-Backed Securities |
| GNII RG CJ9437 C | 2049-08-20      | 5.5000%  | 0.0000% | $6234620.00        | $3735967.13        | Agency Mortgage-Backed Securities |
| GNII SF MA1677 M | 2044-02-20      | 3.5000%  | 0.0000% | $8966432.00        | $752719.82         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8599 X | 2050-01-15      | 3.0000%  | 0.0000% | $417560.00         | $82698.08          | Agency Mortgage-Backed Securities |
| GNII SF BF1065 C | 2048-01-20      | 4.0000%  | 0.0000% | $11000000.00       | $1069039.47        | Agency Mortgage-Backed Securities |
| GNII SF DH3171 C | 2055-03-20      | 5.5000%  | 0.0000% | $6091568.00        | $6116433.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ2974 C | 2055-07-20      | 6.0000%  | 0.0000% | $6825026.00        | $7039481.97        | Agency Mortgage-Backed Securities |
| GNMI SF 719228 X | 2040-07-15      | 4.5000%  | 0.0000% | $4042488.00        | $128627.63         | Agency Mortgage-Backed Securities |
| GNII SF DJ2976 C | 2055-07-20      | 6.0000%  | 0.0000% | $3594772.00        | $3713244.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M | 2054-02-20      | 6.0000%  | 0.0000% | $10000000.00       | $7784542.29        | Agency Mortgage-Backed Securities |
| GNCL CL DE0020   | 2064-12-15      | 5.9800%  | 0.0000% | $305717.00         | $313932.33         | Agency Mortgage-Backed Securities |
| GNII SF DI8711 C | 2055-07-20      | 6.5000%  | 0.0000% | $3960543.00        | $4137756.18        | Agency Mortgage-Backed Securities |
| GNII SF DI2459 C | 2055-05-20      | 5.5000%  | 0.0000% | $5037772.00        | $5070150.73        | Agency Mortgage-Backed Securities |
| GNMI SF 690613 X | 2047-06-15      | 2.5000%  | 0.0000% | $107933.00         | $63368.42          | Agency Mortgage-Backed Securities |

### Security 749: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSN0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XSN0
- **C.18 - Value (incl. sponsor support):** $8785000000.00
- **C.18.a - Value (excl. sponsor support):** $8785000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $300.00            | $305.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $124800000.00      | $125502000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $121500.00         | $121407.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $248800000.00      | $249998801.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $248845200.00      | $249999896.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $201.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $247627200.00      | $249998930.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $246236800.00      | $249457851.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $832800.00         | $872545.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $248700800.00      | $249999305.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $271220800.00      | $249998788.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $7864400.00        | $8333204.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $10908600.00       | $11895204.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $255325200.00      | $249999786.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $20222300.00       | $19748222.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $244428800.00      | $249999760.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $205768000.00      | $249997156.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $18253200.00       | $16942127.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $252774400.00      | $248369230.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $699600.00         | $677471.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $253888000.00      | $249999831.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $256392000.00      | $249479250.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $199117600.00      | $249999180.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $571600.00         | $559020.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $255613600.00      | $249931309.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $76536800.00       | $78972624.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $245995000.00      | $249999382.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $3000.00           | $2888.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $248659200.00      | $249999750.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $254926000.00      | $249999809.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $124556800.00      | $125548894.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $64046500.00       | $64508744.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $252364000.00      | $249999349.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $237713200.00      | $249999895.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $192600000.00      | $249998355.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $185619200.00      | $249962838.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $206762800.00      | $249999795.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $293841600.00      | $249999852.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $237600.00         | $238199.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $242213200.00      | $246834733.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $232696000.00      | $249999012.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $245008000.00      | $249999240.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $180259200.00      | $185292938.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $41984100.00       | $42063030.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2569600.00        | $2550984.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $73044000.00       | $73519995.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $247607600.00      | $249999646.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $240067200.00      | $249998435.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $247664800.00      | $214086119.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $262380400.00      | $245247222.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $214633600.00      | $249999708.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $245556800.00      | $249998922.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $244496000.00      | $249998809.07      | U.S. Treasuries (including strips) |

### Security 750: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSO8, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19XSO8
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FINL CORP          COM          | 2500-12-31      | N/A      | 0.0000% | $7481.00           | $1610135.63        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $6679.00           | $2130868.16        | Equities   |
| NEXTERA ENERGY INC             COM          | 2500-12-31      | N/A      | 0.0000% | $56345.00          | $3999931.55        | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $5262.00           | $3999540.96        | Equities   |
| ALPHABET INC                   CAP STK CL C | 2500-12-31      | N/A      | 0.0000% | $20259.00          | $3999936.96        | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $5753.00           | $3999543.13        | Equities   |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A         | 2500-12-31      | N/A      | 0.0000% | $54399.00          | $3999958.47        | Equities   |
| SEAGATE TECHNOLOGY HLDNGS PLC  ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $27133.00          | $3999946.86        | Equities   |
| HONEYWELL INTL INC             COM          | 2500-12-31      | N/A      | 0.0000% | $18005.00          | $3999990.80        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $13349.00          | $3999760.87        | Equities   |
| L3HARRIS TECHNOLOGIES INC      COM          | 2500-12-31      | N/A      | 0.0000% | $14592.00          | $3999959.04        | Equities   |
| NVIDIA CORPORATION             COM          | 2500-12-31      | N/A      | 0.0000% | $22312.00          | $3999872.24        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A         | 2500-12-31      | N/A      | 0.0000% | $5.00              | $3570875.00        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $13217.00          | $3999728.54        | Equities   |
| CELANESE CORP DEL              COM          | 2500-12-31      | N/A      | 0.0000% | $73882.00          | $3999971.48        | Equities   |
| MASTERCARD INCORPORATED        CL A         | 2500-12-31      | N/A      | 0.0000% | $7154.00           | $3999872.94        | Equities   |
| AMAZON COM INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $17376.00          | $3999781.44        | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $27999.00          | $3999937.14        | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $4121.00           | $1096350.84        | Equities   |
| AMERICAN ELEC PWR CO INC       COM          | 2500-12-31      | N/A      | 0.0000% | $35320.00          | $3999990.00        | Equities   |
| COINBASE GLOBAL INC            COM CL A     | 2500-12-31      | N/A      | 0.0000% | $6071.00           | $2291681.08        | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $55834.00          | $3999947.76        | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $11229.00          | $2513723.94        | Equities   |
| WESTERN DIGITAL CORP           COM          | 2500-12-31      | N/A      | 0.0000% | $55998.00          | $3999937.14        | Equities   |
| HUBSPOT INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $1188950.07        | Equities   |

### Security 751: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSP5, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP19XSP5
- **C.18 - Value (incl. sponsor support):** $702000000.00
- **C.18.a - Value (excl. sponsor support):** $702000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100000000.00      | $102250674.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $164586000.00      | $213635666.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $22837400.00       | $22439089.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $1016500.00        | $1010594.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $200.00            | $198.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $6682100.00        | $6542504.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $105800.00         | $104416.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $335648900.00      | $249999996.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $5060000.00        | $4990576.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $837700.00         | $824749.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $38000000.00       | $46167975.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $4216400.00        | $4212900.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $371700.00         | $371085.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $1173700.00        | $1164997.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $60000000.00       | $59621870.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | 0.0000% | $886700.00         | $883241.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $1939300.00        | $1906099.18        | U.S. Treasuries (including strips) |

### Security 752: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.370000%
- **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: ARP19XSQ3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XSQ3
- **C.18 - Value (incl. sponsor support):** $2193923000.00
- **C.18.a - Value (excl. sponsor support):** $2193923000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-119 FL       | 2055-07-20      | 5.4022%  | 0.0000% | $50000000.00       | $50961333.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB       | 2053-05-20      | 5.3480%  | 0.0000% | $177724000.00      | $81800300.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB        | 2065-03-20      | 5.0667%  | 0.0000% | $2800000.00        | $432271.98         | Agency Collateralized Mortgage Obligation |
| GNII SF DK3919 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1187540.00        | $1228867.58        | Agency Mortgage-Backed Securities         |
| GNII SF DK4841 C       | 2055-06-20      | 6.0000%  | 0.0000% | $25988544.00       | $26644620.05       | Agency Mortgage-Backed Securities         |
| GNMI SF AB2890 X       | 2042-09-15      | 3.0000%  | 0.0000% | $74998.00          | $6761.05           | Agency Mortgage-Backed Securities         |
| GNRA 2020-16O FN       | 2070-09-20      | 5.6867%  | 0.0000% | $5000000.00        | $2779865.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-04O AF       | 2070-02-20      | 5.1867%  | 0.0000% | $2000000.00        | $852124.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2005-06 UY        | 2034-10-20      | 5.0000%  | 0.0000% | $10000.00          | $993.99            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB5316   | 2052-12-01      | 6.0000%  | 0.0000% | $799833.00         | $605361.10         | Agency Mortgage-Backed Securities         |
| GNPL PN DD2265         | 2060-04-15      | 5.5900%  | 0.0000% | $12449344.00       | $12916639.01       | Agency Mortgage-Backed Securities         |
| GNMI SF 468136 X       | 2028-08-15      | 7.0000%  | 0.0000% | $753633.00         | $223.79            | Agency Mortgage-Backed Securities         |
| GNII BD DI7572 C       | 2055-03-20      | 4.5000%  | 0.0000% | $15014660.00       | $13801518.82       | Agency Mortgage-Backed Securities         |
| GNAR WK 787368 M       | 2049-08-20      | 4.8830%  | 0.0000% | $1400000.00        | $1054776.04        | Agency Mortgage-Backed Securities         |
| FMAR 841968 G          | 2054-04-01      | 4.7360%  | 0.0000% | $3357400.00        | $3304321.47        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61799 G   | 2047-08-01      | 4.0000%  | 0.0000% | $49219584.00       | $8345100.74        | Agency Mortgage-Backed Securities         |
| FNRM RC014KA R15F014   | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $114575.42         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX9111   | 2055-03-01      | 5.5000%  | 0.0000% | $1959616.00        | $1963093.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE3215   | 2055-07-01      | 6.5000%  | 0.0000% | $19286528.00       | $20032196.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3643   | 2055-05-01      | 6.0000%  | 0.0000% | $3761870.00        | $3864177.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4645   | 2051-11-01      | 4.0000%  | 0.0000% | $100000.00         | $68443.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1800   | 2049-08-01      | 4.0000%  | 0.0000% | $1550000.00        | $366064.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5944   | 2051-01-01      | 2.5000%  | 0.0000% | $15188000.00       | $7335002.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6195   | 2053-07-01      | 5.5000%  | 0.0000% | $2505450.00        | $2436414.99        | Agency Mortgage-Backed Securities         |
| GNRM 2025-050 AL       | 2055-03-20      | 5.5000%  | 0.0000% | $3037816.00        | $2916611.19        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $242731008.00      | $249999520.80      | Agency Mortgage-Backed Securities         |
| GNII SF DK4843 C       | 2055-06-20      | 6.5000%  | 0.0000% | $5485632.00        | $5752255.44        | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M       | 2055-07-20      | 5.5000%  | 0.0000% | $125203328.00      | $125574221.95      | Agency Mortgage-Backed Securities         |
| GNII ET DK6877 C       | 2065-04-20      | 4.5000%  | 0.0000% | $447133.00         | $421948.23         | Agency Mortgage-Backed Securities         |
| GNRA 2010-H02 FA       | 2060-02-20      | 5.1160%  | 0.0000% | $2600000.00        | $67202.10          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-8O FB        | 2067-09-20      | 6.1112%  | 0.0000% | $8000000.00        | $2815164.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FA       | 2054-01-20      | 5.3980%  | 0.0000% | $50000000.00       | $32266934.63       | Agency Collateralized Mortgage Obligation |
| GNII ET DI5989 C       | 2065-04-20      | 7.0000%  | 0.0000% | $1201922.00        | $1244286.25        | Agency Mortgage-Backed Securities         |
| GNII SF DI4077 C       | 2055-05-20      | 6.5000%  | 0.0000% | $549525.00         | $573159.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0698   | 2055-07-01      | 5.5000%  | 0.0000% | $33307840.00       | $33813587.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2656   | 2055-05-01      | 6.5000%  | 0.0000% | $2046348.00        | $2122476.44        | Agency Mortgage-Backed Securities         |
| GNRM 2025-072 GA       | 2050-03-20      | 5.0000%  | 0.0000% | $4201144.00        | $4164649.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-20O FA       | 2072-08-20      | 5.1480%  | 0.0000% | $10531040.00       | $3287737.08        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCB3044   | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $65514.72          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8520   | 2053-08-01      | 6.0000%  | 0.0000% | $440000.00         | $259612.47         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.8800%  | 0.0000% | $125000000.00      | $83641956.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2047-01-15      | 4.7541%  | 0.0000% | $8434496.00        | $6725858.41        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.6500%  | 0.0000% | $56970000.00       | $53163907.72       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQE7969   | 2052-08-01      | 4.5000%  | 0.0000% | $5475000.00        | $3965930.37        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-03-25      | 5.6500%  | 0.0000% | $94458368.00       | $90274496.82       | Agency Collateralized Mortgage Obligation |
| GNII SF DL1212 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1617752.00        | $1698071.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $8749936.00        | $7229950.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4821   | 2045-04-01      | 4.0000%  | 0.0000% | $1230000.00        | $385661.39         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2035-05-15      | 6.5000%  | 0.0000% | $989999.00         | $16505.14          | Agency Collateralized Mortgage Obligation |
| GNII SF MA9019 M       | 2053-07-20      | 6.5000%  | 0.0000% | $269964.00         | $138059.70         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2256   | 2044-10-01      | 4.5000%  | 0.0000% | $500000.00         | $149832.93         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1579   | 2055-04-01      | 6.5000%  | 0.0000% | $2442560.00        | $2527379.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5969   | 2054-07-01      | 6.5000%  | 0.0000% | $71000.00          | $64153.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5458   | 2054-10-01      | 6.5000%  | 0.0000% | $2121732.00        | $1387196.61        | Agency Mortgage-Backed Securities         |
| GNMI SP 782310 X       | 2038-04-15      | 5.0000%  | 0.0000% | $268934000.00      | $4634801.15        | Agency Mortgage-Backed Securities         |
| GNII SF DL3674 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1591976.00        | $1663208.44        | Agency Mortgage-Backed Securities         |
| GNMI SF BS8470 X       | 2050-07-15      | 3.0000%  | 0.0000% | $700000.00         | $306726.44         | Agency Mortgage-Backed Securities         |
| GNII ET CX7087 C       | 2064-03-20      | 6.5000%  | 0.0000% | $802619.00         | $672472.24         | Agency Mortgage-Backed Securities         |
| GNII SF AM4264 C       | 2045-04-20      | 3.0000%  | 0.0000% | $1122886.00        | $523114.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3825   | 2053-09-01      | 6.5000%  | 0.0000% | $338526000.00      | $249999755.96      | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1865   | 2055-06-01      | 6.5000%  | 0.0000% | $9957408.00        | $10349238.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1350   | 2054-08-01      | 6.5000%  | 0.0000% | $1217156.00        | $1108862.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277   | 2048-02-01      | 3.5000%  | 0.0000% | $2799844.00        | $427671.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2095   | 2052-02-25      | 2.5000%  | 0.0000% | $586000.00         | $424260.86         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips)        |
| GNII SF 002882 M       | 2030-02-20      | 7.0000%  | 0.0000% | $438272.00         | $322.04            | Agency Mortgage-Backed Securities         |
| GNRA 2015-8O FA        | 2065-02-20      | 4.8567%  | 0.0000% | $14100000.00       | $2345730.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK        | 2066-03-20      | 5.4367%  | 0.0000% | $12800000.00       | $2771267.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-10O FA       | 2070-06-20      | 4.9867%  | 0.0000% | $5725000.00        | $3048278.16        | Agency Collateralized Mortgage Obligation |
| GNII SF DK2712 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1541988.00        | $1618542.56        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1736 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1658290.00        | $1607222.25        | Agency Mortgage-Backed Securities         |
| GNII SP 785199 C       | 2050-11-20      | 3.5000%  | 0.0000% | $15722912.00       | $7251744.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA8800 M       | 2053-04-20      | 5.0000%  | 0.0000% | $3000000.00        | $2449361.14        | Agency Mortgage-Backed Securities         |
| GNII SF DD3829 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1381902.00        | $1448311.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9814   | 2055-01-01      | 6.0000%  | 0.0000% | $185193216.00      | $181524937.41      | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1648   | 2052-01-01      | 2.5000%  | 0.0000% | $146000.00         | $96642.54          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2036-04-25      | 5.2500%  | 0.0000% | $15051000.00       | $15083064.80       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD6413   | 2055-03-01      | 6.5000%  | 0.0000% | $9118720.00        | $9445898.86        | Agency Mortgage-Backed Securities         |
| GNII SF DK2544 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3777548.00        | $3885618.91        | Agency Mortgage-Backed Securities         |
| GNII SF DK2011 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4875544.00        | $5093698.59        | Agency Mortgage-Backed Securities         |
| GNRA 2025-130 C        | 2066-03-16      | 4.5000%  | 0.0000% | $19487200.00       | $16498623.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-19O FA       | 2064-09-20      | 5.0867%  | 0.0000% | $5375016.00        | $807719.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-09O FB       | 2070-04-20      | 5.2867%  | 0.0000% | $2657696.00        | $1012357.78        | Agency Collateralized Mortgage Obligation |
| FNRM CL049KG R19F049   | 2049-09-25      | 3.0000%  | 0.0000% | $69051136.00       | $18508507.47       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD3475   | 2053-08-01      | 5.5000%  | 0.0000% | $199989.00         | $175090.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3JRE0027   | 2051-05-01      | 2.0000%  | 0.0000% | $5000000.00        | $2895749.31        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX5827   | 2055-01-01      | 7.0000%  | 0.0000% | $1368810.00        | $1445113.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH6998   | 2053-12-01      | 6.5000%  | 0.0000% | $7821008.00        | $5073462.08        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE4038   | 2052-06-01      | 3.0000%  | 0.0000% | $67000.00          | $48782.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB5808   | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $58953.18          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-07-25      | 5.2500%  | 0.0000% | $12828416.00       | $11946449.57       | Agency Collateralized Mortgage Obligation |
| MNRM CL03GA1 R21M03G   | 2031-01-25      | 1.1810%  | 0.0000% | $10000.00          | $989.10            | Agency Collateralized Mortgage Obligation |
| FNRM CL069DC R21F069   | 2048-12-25      | 1.5000%  | 0.0000% | $53394624.00       | $34917176.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FB       | 2053-06-20      | 5.4980%  | 0.0000% | $58170300.00       | $38025674.55       | Agency Collateralized Mortgage Obligation |
| GNPL PN DA8500         | 2060-03-15      | 5.7200%  | 0.0000% | $990568.00         | $1043173.72        | Agency Mortgage-Backed Securities         |
| GNRA 2023-15O FB       | 2073-03-20      | 5.3480%  | 0.0000% | $800000.00         | $795433.97         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-104 CA       | 2050-03-20      | 3.5000%  | 0.0000% | $137025280.00      | $127078013.12      | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA5788   | 2055-07-01      | 3.5000%  | 0.0000% | $2410364.00        | $2165200.25        | Agency Mortgage-Backed Securities         |
| GNII SF DK7031 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1499150.00        | $1510414.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1137   | 2055-05-01      | 6.0000%  | 0.0000% | $2008812.00        | $2035399.82        | Agency Mortgage-Backed Securities         |
| GNMI SF AN6650 X       | 2045-06-15      | 3.0000%  | 0.0000% | $888095.00         | $309602.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5513   | 2055-01-01      | 6.5000%  | 0.0000% | $2190056.00        | $2275061.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $44136.00          | $39096.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0354   | 2055-04-01      | 6.5000%  | 0.0000% | $38901312.00       | $37793238.91       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0685   | 2055-07-01      | 5.0000%  | 0.0000% | $22525152.00       | $22226989.56       | Agency Mortgage-Backed Securities         |
| GNII SF DJ8351 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1647588.00        | $1733421.84        | Agency Mortgage-Backed Securities         |
| GNII SF DK2952 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2597112.00        | $2678597.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4567   | 2037-03-01      | 2.0000%  | 0.0000% | $91029376.00       | $56162794.57       | Agency Mortgage-Backed Securities         |
| GNII SF DK4318 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1216544.00        | $1270979.07        | Agency Mortgage-Backed Securities         |
| GNII SF DK2483 C       | 2055-05-20      | 5.5000%  | 0.0000% | $5696040.00        | $5678791.22        | Agency Mortgage-Backed Securities         |
| GNII SF DK4022 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2288670.00        | $2350995.79        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB9763   | 2054-08-01      | 7.0000%  | 0.0000% | $1080544.00        | $1139447.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8277   | 2054-04-01      | 6.5000%  | 0.0000% | $9764500.00        | $5835274.79        | Agency Mortgage-Backed Securities         |
| GNPL PN DC7227         | 2060-02-15      | 5.7900%  | 0.0000% | $2200000.00        | $2296041.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8508   | 2055-02-01      | 6.5000%  | 0.0000% | $190245888.00      | $177223854.77      | Agency Mortgage-Backed Securities         |
| FNRM RC043CY R25F043   | 2055-06-25      | 5.0000%  | 0.0000% | $6149088.00        | $5763624.22        | Agency Collateralized Mortgage Obligation |
| FNRM CL037JG R19F037   | 2049-07-25      | 3.0000%  | 0.0000% | $96375168.00       | $3279174.47        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 3PQU8094   | 2052-08-01      | 5.5000%  | 0.0000% | $2603636.00        | $1737669.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3241   | 2040-03-01      | 6.0000%  | 0.0000% | $1063092.00        | $1083893.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2052-10-25      | 5.2200%  | 0.0000% | $58211328.00       | $41860260.43       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB0863   | 2051-06-01      | 3.5000%  | 0.0000% | $200000.00         | $109871.78         | Agency Mortgage-Backed Securities         |
| FNRM CL128B R13F128    | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $1047314.44        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $76559900.00       | $71267421.58       | Agency Mortgage-Backed Securities         |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $21514000.00       | $14026431.76       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1883   | 2055-07-01      | 6.5000%  | 0.0000% | $45058048.00       | $46815206.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4007   | 2049-08-01      | 4.0000%  | 0.0000% | $108604160.00      | $21451485.57       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2032-03-15      | 3.0000%  | 0.0000% | $2195120.00        | $832119.78         | Agency Collateralized Mortgage Obligation |

### Security 753: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **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: ARP19XSR1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19XSR1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDE2962 | 2055-07-01      | 6.0000%  | 0.0000% | $16621851.00       | $17050578.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  | 0.0000% | $1004085.00        | $274831.26         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  | 0.0000% | $750000.00         | $294761.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3272 | 2037-09-01      | 3.0000%  | 0.0000% | $701710.00         | $512958.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS9459 | 2039-10-01      | 5.0000%  | 0.0000% | $482000.00         | $435605.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0600 | 2055-06-01      | 6.5000%  | 0.0000% | $32217914.00       | $33861164.53       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0370 | 2052-01-01      | 2.5000%  | 0.0000% | $48360722.00       | $32974929.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9964 | 2055-01-01      | 6.5000%  | 0.0000% | $1142070.00        | $1185512.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4424 | 2054-10-01      | 5.0000%  | 0.0000% | $5816871.00        | $5448457.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6075 | 2055-04-01      | 5.5000%  | 0.0000% | $1643919.00        | $1654953.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC0753 | 2046-03-01      | 3.0000%  | 0.0000% | $185000.00         | $19208.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5177 | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3597648.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5748 | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $122348.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $105836.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357748 | 2035-04-01      | 5.5000%  | 0.0000% | $90000.00          | $1107.37           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3102 | 2055-07-01      | 6.5000%  | 0.0000% | $2024326.00        | $2127545.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1638 | 2055-06-01      | 6.0000%  | 0.0000% | $1306549.00        | $1352647.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL6176 | 2040-03-01      | 5.5000%  | 0.0000% | $3583400.00        | $355372.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $1203074.00        | $1176788.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6672 | 2055-08-01      | 6.5000%  | 0.0000% | $5738125.00        | $5960945.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $1922756.00        | $134019.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0919 | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3408216.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI3050 | 2041-06-01      | 4.5000%  | 0.0000% | $162225.00         | $14192.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6659 | 2055-06-01      | 5.5000%  | 0.0000% | $4625400.00        | $4649930.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4244 | 2042-07-01      | 4.0000%  | 0.0000% | $24882000.00       | $4031323.33        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5275 | 2054-02-01      | 7.5000%  | 0.0000% | $216133.00         | $106487.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $2181819.00        | $1634384.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7808 | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $4112.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8104 | 2055-04-01      | 6.0000%  | 0.0000% | $1487704.00        | $1534336.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $5000.00           | $592.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $963811.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $211000.00         | $150273.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1418429.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256599 | 2027-02-01      | 5.0000%  | 0.0000% | $467832.00         | $533.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8271 | 2039-11-01      | 4.5000%  | 0.0000% | $2702456.00        | $2583865.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6016 | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $2419674.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6392 | 2054-08-01      | 5.5000%  | 0.0000% | $951941.00         | $937971.28         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256628 | 2027-01-01      | 6.5000%  | 0.0000% | $2252963.00        | $7482.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6790 | 2054-07-01      | 6.0000%  | 0.0000% | $1168000.00        | $941991.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6973 | 2054-06-01      | 5.5000%  | 0.0000% | $1525893.00        | $1245514.57        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8637 | 2054-07-01      | 7.0000%  | 0.0000% | $125000.00         | $106890.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7469 | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $1032408.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $69908.45          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT8129 | 2037-04-01      | 2.0000%  | 0.0000% | $704125.00         | $490774.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7826 | 2052-05-01      | 2.5000%  | 0.0000% | $2449274.00        | $1686641.79        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $168159.31         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4119 | 2055-03-01      | 6.5000%  | 0.0000% | $1855059.00        | $1947102.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4975 | 2038-02-01      | 3.0000%  | 0.0000% | $240885.00         | $147427.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $16184705.00       | $12891512.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $38000.00          | $26018.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1919 | 2055-02-01      | 5.5000%  | 0.0000% | $4814909.00        | $4494334.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3088 | 2055-02-01      | 5.5000%  | 0.0000% | $1130923.00        | $1107703.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6829 | 2054-12-01      | 6.0000%  | 0.0000% | $1154034.00        | $1171618.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7368 | 2055-04-01      | 6.5000%  | 0.0000% | $4698325.00        | $4863100.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4130 | 2052-03-01      | 2.0000%  | 0.0000% | $125000.00         | $78792.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4374 | 2050-04-01      | 4.5000%  | 0.0000% | $1385000.00        | $1049959.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW7238 | 2037-10-01      | 3.0000%  | 0.0000% | $363872.00         | $279672.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9992 | 2054-10-01      | 6.5000%  | 0.0000% | $12959018.00       | $12157673.79       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $14930.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2094 | 2051-11-01      | 3.0000%  | 0.0000% | $700000.00         | $450216.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  | 0.0000% | $81616.00          | $29685.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4773 | 2037-10-01      | 2.5000%  | 0.0000% | $13669669.00       | $9527904.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4703 | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $112149.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $2380818.00        | $1819289.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5414 | 2055-01-01      | 5.0000%  | 0.0000% | $11483745.00       | $11242170.12       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $200000.00         | $130892.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5389 | 2052-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $2034656.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $2442754.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2809 | 2052-02-01      | 2.5000%  | 0.0000% | $1500000.00        | $966247.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255410 | 2034-08-01      | 6.5000%  | 0.0000% | $1180000.00        | $9637.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | 0.0000% | $98554922.00       | $68181214.28       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $469992.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $8117162.00        | $4837154.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5714 | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $3805686.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $6000.00           | $2367.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6246 | 2055-04-01      | 6.0000%  | 0.0000% | $1097499.00        | $1130203.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $283880.00         | $242536.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8149 | 2055-01-01      | 5.5000%  | 0.0000% | $3603293.00        | $3583021.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5411 | 2054-06-01      | 5.5000%  | 0.0000% | $1216227.00        | $1090526.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $511425.00         | $489401.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1188 | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $3692.30           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $30000.00          | $503.79            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4173 | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $455799.08         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5281 | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $775955.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $8045331.00        | $5010825.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3500 | 2048-10-01      | 4.0000%  | 0.0000% | $500000.00         | $24142.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $36299074.00       | $27944509.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $10793163.00       | $9458339.92        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5226 | 2043-11-01      | 7.0000%  | 0.0000% | $339533.00         | $247616.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $30785.91          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2990 | 2036-11-01      | 2.0000%  | 0.0000% | $326000.00         | $214781.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS3492 | 2038-01-01      | 4.5000%  | 0.0000% | $2285870.00        | $1452495.08        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $1073600.00        | $720565.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $4246.15           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4428 | 2036-11-01      | 2.5000%  | 0.0000% | $7479865.00        | $4997456.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7866 | 2055-01-01      | 6.0000%  | 0.0000% | $2681548.00        | $2691527.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $720979.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7445 | 2040-01-01      | 4.5000%  | 0.0000% | $1132634.00        | $1082751.64        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $188000.00         | $124983.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6868.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $24073.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $841393.47         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $61201.00          | $34011.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0609 | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2182408.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $52599.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1725.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1574 | 2055-05-01      | 6.0000%  | 0.0000% | $35809637.00       | $36142922.03       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4951 | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $93444.63          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7448 | 2053-11-01      | 6.5000%  | 0.0000% | $7480070.00        | $5733653.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9491 | 2051-11-01      | 2.5000%  | 0.0000% | $35000.00          | $21433.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $1318000.00        | $444257.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB5782 | 2037-12-01      | 3.0000%  | 0.0000% | $935988.00         | $727025.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  | 0.0000% | $70000.00          | $7100.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2211 | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $6523.03           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  | 0.0000% | $14557092.00       | $8901078.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB9298 | 2044-10-01      | 6.0000%  | 0.0000% | $5247765.00        | $5062116.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5057 | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $1394676.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB7531 | 2039-07-01      | 6.0000%  | 0.0000% | $1011974.00        | $870954.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV4051 | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $57477.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6216 | 2049-03-01      | 4.5000%  | 0.0000% | $3449217.00        | $584692.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $5600000.00        | $1525062.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2346 | 2055-03-01      | 6.0000%  | 0.0000% | $2434062.00        | $2503824.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK6133 | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $222435.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4223 | 2048-07-01      | 4.5000%  | 0.0000% | $486000.00         | $98810.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3476 | 2055-03-01      | 6.0000%  | 0.0000% | $1287553.00        | $1325191.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1892 | 2055-06-01      | 5.5000%  | 0.0000% | $1280586.00        | $1284406.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2191 | 2055-07-01      | 5.5000%  | 0.0000% | $24427366.00       | $24426226.05       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $350000.00         | $187870.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256713 | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $8758.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6768 | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $58345.02          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL2593 | 2040-05-01      | 6.5000%  | 0.0000% | $55000000.00       | $2215890.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $160000.00         | $141049.82         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942463 | 2037-08-01      | 6.5000%  | 0.0000% | $598437.00         | $1947.43           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6148 | 2035-10-01      | 2.0000%  | 0.0000% | $157000.00         | $70974.03          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  | 0.0000% | $1100000.00        | $388355.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $52434936.00       | $36106389.79       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9870 | 2039-12-01      | 4.5000%  | 0.0000% | $1009315.00        | $974754.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $93470.00          | $83279.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7530 | 2046-07-01      | 2.5000%  | 0.0000% | $157000.00         | $32428.64          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5037 | 2035-12-01      | 2.0000%  | 0.0000% | $545000.00         | $217525.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5204 | 2035-12-01      | 2.0000%  | 0.0000% | $450000.00         | $215716.11         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $138984.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAC2352 | 2029-01-01      | 5.0000%  | 0.0000% | $29022906.00       | $31599.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA0495 | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $79799.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1702 | 2043-11-01      | 3.0000%  | 0.0000% | $1661478.00        | $154288.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $1636000.00        | $150140.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  | 0.0000% | $32370.00          | $4285.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6632 | 2042-10-01      | 3.5000%  | 0.0000% | $435000.00         | $48966.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2909 | 2052-09-01      | 5.5000%  | 0.0000% | $8396027.00        | $6541503.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB8399 | 2039-04-01      | 4.5000%  | 0.0000% | $1265861.00        | $995817.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $19000.00          | $6194.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $752000.00         | $564721.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $1540398.00        | $1160195.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3619 | 2052-05-01      | 2.5000%  | 0.0000% | $21000.00          | $15015.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB4256 | 2037-08-01      | 4.0000%  | 0.0000% | $308303.00         | $196401.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $25671000.00       | $17323406.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4905 | 2052-10-01      | 5.5000%  | 0.0000% | $485000.00         | $376722.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9744 | 2052-05-01      | 2.5000%  | 0.0000% | $1054740.00        | $833286.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7577 | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1022989.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3808 | 2053-02-01      | 5.5000%  | 0.0000% | $140000.00         | $115943.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS3216 | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $319944.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $50000.00          | $36909.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0802 | 2053-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $923960.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3532 | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $4994767.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $677300.00         | $531040.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6096 | 2053-04-01      | 6.0000%  | 0.0000% | $35000.00          | $27775.35          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $228403.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $44657.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7082 | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2172407.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $9223.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3284 | 2054-09-01      | 6.5000%  | 0.0000% | $224000.00         | $209837.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4899 | 2054-10-01      | 5.0000%  | 0.0000% | $8465119.00        | $8107934.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1732 | 2055-01-01      | 5.0000%  | 0.0000% | $3241644.00        | $3151514.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  | 0.0000% | $566118.00         | $563626.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $676000.00         | $95964.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $32994.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1291 | 2054-09-01      | 5.0000%  | 0.0000% | $3937572.00        | $3768883.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1519 | 2054-08-01      | 6.0000%  | 0.0000% | $1325250.00        | $1248876.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6604 | 2054-06-01      | 5.0000%  | 0.0000% | $566095.00         | $548934.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB8307 | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2437870.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4302 | 2054-11-01      | 5.0000%  | 0.0000% | $1000932.00        | $975564.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW3375 | 2037-06-01      | 2.0000%  | 0.0000% | $28283.00          | $19988.75          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD3117 | 2040-02-01      | 5.0000%  | 0.0000% | $1068691.00        | $1022867.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256802 | 2027-07-01      | 5.5000%  | 0.0000% | $370000.00         | $830.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4484 | 2055-04-01      | 6.0000%  | 0.0000% | $1097109.00        | $1136879.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7302 | 2054-02-01      | 5.0000%  | 0.0000% | $214000.00         | $194561.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $41791.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $930000.00         | $212349.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7700 | 2048-10-01      | 4.5000%  | 0.0000% | $300000.00         | $57953.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM4858 | 2049-10-01      | 4.5000%  | 0.0000% | $18000000.00       | $4876902.56        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0299 | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $38378399.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0411 | 2055-05-01      | 6.5000%  | 0.0000% | $9593597.00        | $10116581.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5396 | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1415842.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8753 | 2049-06-01      | 4.5000%  | 0.0000% | $55000.00          | $6779.65           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL897176 | 2036-10-01      | 6.5000%  | 0.0000% | $152000.00         | $1133.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ257345 | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6244.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $31855980.00       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3498 | 2033-09-01      | 4.5000%  | 0.0000% | $1141031.00        | $43835.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1662 | 2055-05-01      | 5.5000%  | 0.0000% | $6843805.00        | $6859951.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9196 | 2051-01-01      | 3.5000%  | 0.0000% | $6421869.00        | $5519965.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4493 | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $80387.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1634 | 2051-09-01      | 3.0000%  | 0.0000% | $56104248.00       | $38717250.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8509 | 2053-03-01      | 3.5000%  | 0.0000% | $805542.00         | $682564.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  | 0.0000% | $35522454.00       | $25684671.80       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $75000.00          | $56546.72          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $85495.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT831759 | 2026-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $1506.17           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB4006 | 2037-05-01      | 2.0000%  | 0.0000% | $136356.00         | $90188.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $74138657.00       | $51376515.97       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0308 | 2026-06-01      | 4.5000%  | 0.0000% | $7749000.00        | $39506.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3058 | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1937559.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2382 | 2042-02-01      | 4.0000%  | 0.0000% | $100000.00         | $13275.35          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL617740 | 2032-08-01      | 6.5000%  | 0.0000% | $14000000.00       | $13519.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $25406.00          | $3554.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4141 | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $91410.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $193000.00         | $25273.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3544 | 2038-12-01      | 4.0000%  | 0.0000% | $203445.00         | $24486.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $107000.00         | $12614.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8923 | 2038-11-01      | 5.5000%  | 0.0000% | $30989499.00       | $25759771.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $28629.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $949.53            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  | 0.0000% | $5069536.00        | $3023169.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2967 | 2037-02-01      | 2.0000%  | 0.0000% | $286342.00         | $175513.29         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0469 | 2053-01-01      | 7.0000%  | 0.0000% | $10359601.00       | $9618377.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $35000.00          | $24820.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $119000.00         | $14875.01          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $95427.00          | $51584.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $3300000.00        | $611387.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $747527.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3725 | 2049-07-01      | 3.5000%  | 0.0000% | $50000.00          | $1789.21           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $44000.00          | $28827.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK9100 | 2049-02-01      | 3.5000%  | 0.0000% | $1536426.00        | $622389.06         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU4395 | 2054-03-01      | 7.0000%  | 0.0000% | $5828215.00        | $5002459.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3064 | 2055-06-01      | 5.5000%  | 0.0000% | $1282846.00        | $1288726.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  | 0.0000% | $84377.00          | $14328.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4908 | 2052-10-01      | 5.5000%  | 0.0000% | $272000.00         | $210739.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4992 | 2037-10-01      | 4.5000%  | 0.0000% | $1082677.00        | $739858.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBD5647 | 2031-11-01      | 2.0000%  | 0.0000% | $657811.00         | $140059.70         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1470 | 2037-04-01      | 7.0000%  | 0.0000% | $7369985.00        | $277219.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $329345.00         | $24836.47          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6578 | 2041-07-01      | 4.5000%  | 0.0000% | $225000.00         | $9160.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $213714384.00      | $205229743.77      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4972 | 2038-02-01      | 2.0000%  | 0.0000% | $366088.00         | $271634.32         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5091 | 2050-12-01      | 1.5000%  | 0.0000% | $200000.00         | $109595.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $42000.00          | $11128.06          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $1345000.00        | $541953.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $2029391.00        | $1193952.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $319433.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $73239.26          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $123007.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $254000.00         | $20116.82          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA2764 | 2046-09-01      | 2.5000%  | 0.0000% | $155828.00         | $29092.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB9921 | 2054-08-01      | 5.0000%  | 0.0000% | $6916400.00        | $6441003.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0124 | 2054-03-01      | 5.5000%  | 0.0000% | $2000000.00        | $1947337.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  | 0.0000% | $1225000.00        | $1101963.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3688 | 2049-06-01      | 4.5000%  | 0.0000% | $12000.00          | $1095.65           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  | 0.0000% | $12318343.00       | $7332400.24        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV5617 | 2037-06-01      | 3.0000%  | 0.0000% | $51880.00          | $31468.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | 0.0000% | $28000.00          | $2927.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQMA2919 | 2047-02-01      | 3.0000%  | 0.0000% | $5653183.00        | $2131671.89        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBM5168 | 2046-06-01      | 2.5000%  | 0.0000% | $130000.00         | $41524.11          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN8620 | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $46473.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAT5915 | 2043-06-01      | 4.0000%  | 0.0000% | $754000.00         | $133480.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4298 | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1321717.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3642 | 2053-10-01      | 6.5000%  | 0.0000% | $1087480.00        | $789907.37         | Agency Mortgage-Backed Securities |

### Security 754: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSS9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XSS9
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $2086600.00        | $2096171.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $153260500.00      | $153116894.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $106380400.00      | $106902124.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $96412500.00       | $96882850.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $900.00            | $858.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $44400.00          | $41062.13          | U.S. Treasuries (including strips) |

### Security 755: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.370000%
- **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: ARP19XST7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19XST7
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQX8570   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2068.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8523   | 2055-03-01      | 5.5000%  | 0.0000% | $2767400.00        | $2554515.35        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0564   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $947.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $470.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX6417   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $747.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7626   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.84            | Agency Mortgage-Backed Securities  |
| GNII SF DJ9056 C       | 2055-04-20      | 4.5000%  | 0.0000% | $1976.00           | $1881.40           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $83400.00          | $43752.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $247.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1300.00           | $934.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $500.00            | $378.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $3500.00           | $2884.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $197500.00         | $121388.37         | U.S. Treasuries (including strips) |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1104.00           | $958.84            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $13518280.00       | $11401170.31       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0846   | 2052-10-01      | 4.5000%  | 0.0000% | $2133587.00        | $1656342.22        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100100.00         | $66868.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $249200.00         | $166470.80         | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQX0499   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $981.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1585   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.89            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912   | 2054-08-01      | 7.0000%  | 0.0000% | $1098710.00        | $1152818.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8675   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $886.95            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD6440   | 2055-03-01      | 7.0000%  | 0.0000% | $1004.00           | $1063.91           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9877   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $717.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $850.68            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $805.82            | U.S. Treasuries (including strips) |
| FNMS 07.000 CLDA8505   | 2054-01-01      | 7.0000%  | 0.0000% | $2001.00           | $1361.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2419   | 2055-05-01      | 5.5000%  | 0.0000% | $355817.00         | $347695.39         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX7142   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8577   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.67           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $75600.00          | $75314.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $139.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $26400.00          | $15294.29          | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQJ1586   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1855.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0859   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3656   | 2053-06-01      | 5.5000%  | 0.0000% | $1436458.00        | $1095317.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9914   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.07           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG5414   | 2053-06-01      | 4.5000%  | 0.0000% | $1988503.00        | $1512911.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14589509.00       | $11716610.23       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4694   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7835   | 2054-08-01      | 6.5000%  | 0.0000% | $1936726.00        | $2025047.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8834   | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1828.85           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4292   | 2029-11-01      | 2.3300%  | 0.0000% | $591072.00         | $507342.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9810   | 2055-01-01      | 6.0000%  | 0.0000% | $17286144.00       | $17127390.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1493   | 2054-08-01      | 5.5000%  | 0.0000% | $2041.00           | $2040.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $14254325.00       | $12250976.58       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5680   | 2051-08-01      | 2.0000%  | 0.0000% | $57630483.00       | $35258317.54       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9996   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $740.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $435942.00         | $348271.78         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226   | 2032-10-01      | 3.4500%  | 0.0000% | $2037000.00        | $1825891.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $167862.00         | $165667.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5399   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $954.72            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729   | 2030-06-01      | 4.3800%  | 0.0000% | $1194366.00        | $1194578.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3237   | 2055-07-01      | 5.5000%  | 0.0000% | $1679770.00        | $1687571.87        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XMAL9759   | 2036-09-01      | 6.4010%  | 0.0000% | $985719.00         | $242358.65         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $687406.00         | $369981.84         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8759   | 2054-01-01      | 7.0000%  | 0.0000% | $1686478.00        | $1229383.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBO9467   | 2053-08-01      | 6.5000%  | 0.0000% | $2001.00           | $1549.80           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2707   | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2129.10           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9193   | 2054-01-01      | 7.0000%  | 0.0000% | $1998.00           | $905.85            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9431   | 2054-02-01      | 7.0000%  | 0.0000% | $326414.00         | $292866.49         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1581800.00        | $1649367.38        | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $1217.00           | $818.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6810   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1394   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $993.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0905   | 2054-07-01      | 5.5000%  | 0.0000% | $1059480.00        | $1036980.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407   | 2054-08-01      | 6.0000%  | 0.0000% | $1194548.00        | $1151055.30        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4355   | 2030-07-01      | 4.4600%  | 0.0000% | $6607.00           | $6637.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $2010.00           | $1236.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2653   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $670.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $1980.00           | $274.96            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1902.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $784.61            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4773   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1004.40           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400   | 2051-12-01      | 2.5000%  | 0.0000% | $2061.00           | $1415.99           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8750   | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $817.31            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6969   | 2032-07-01      | 3.7795%  | 0.0000% | $1706.00           | $753.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2022.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.14           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0979   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3177   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $917.30            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ7454   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1001.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $1514.00           | $1237.33           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $607.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1268   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $797.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7776   | 2054-07-01      | 6.0000%  | 0.0000% | $1596074.00        | $1635552.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $14003853.00       | $135254.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $996.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1569   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2241   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781   | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.10           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS9061   | 2030-07-01      | 5.2100%  | 0.0000% | $1322000.00        | $1352157.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9892   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0734   | 2051-06-01      | 3.0000%  | 0.0000% | $10692319.00       | $6644490.59        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $6200.00           | $6236.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1100.00           | $903.95            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $9561248.00        | $9970900.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867   | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $312.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0282   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2024.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4655   | 2055-06-01      | 6.0000%  | 0.0000% | $2498867.00        | $2555876.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5457   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.87           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $30048800.00       | $30111248.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $12500.00          | $9092.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.84             | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL1605   | 2055-01-01      | 5.5000%  | 0.0000% | $5043854.00        | $5066533.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $2270058.00        | $1917322.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1341   | 2054-04-01      | 6.0000%  | 0.0000% | $27657410.00       | $25733188.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4682   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3928   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.38           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $22524702.00       | $13833243.56       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $19660300.00       | $19584483.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLDB6131   | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1960.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3252   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $989.62            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $969.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF2395   | 2052-10-01      | 4.5000%  | 0.0000% | $1396534.00        | $1044522.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7419   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $565.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $39851.00          | $30335.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7575   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $994.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0448   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $914.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0055   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $903.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340   | 2044-04-01      | 6.0000%  | 0.0000% | $1435.00           | $923.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $257721.00         | $269222.78         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462   | 2054-08-01      | 6.0000%  | 0.0000% | $1671.00           | $1703.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH7539   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $843.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4404   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1452.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1587   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $846.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6284   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0987   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5819   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2240   | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0797   | 2054-08-01      | 6.5000%  | 0.0000% | $111294.00         | $115677.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7117   | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9737   | 2053-04-01      | 5.0000%  | 0.0000% | $1640897.00        | $1436581.60        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2711   | 2055-05-01      | 7.0000%  | 0.0000% | $1453200.00        | $1543985.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9507   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3299   | 2053-06-01      | 5.5000%  | 0.0000% | $246000.00         | $153091.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1904   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $977.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6244   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $698.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116   | 2052-12-01      | 6.0000%  | 0.0000% | $1147304.00        | $981420.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1662.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0869   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $698.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $852.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4247   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5123   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1706.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $11408191.00       | $8600008.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9259   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9312   | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $939.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1991   | 2055-04-01      | 6.0000%  | 0.0000% | $24430.00          | $24940.17          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $9525.00           | $3569.61           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4217   | 2029-10-01      | 2.4300%  | 0.0000% | $7470848.00        | $6611867.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7757   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.07           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8427   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.08           | Agency Mortgage-Backed Securities  |

### Security 756: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSU4, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP19XSU4
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1100000.00        | $1127481.67        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $6503000.00        | $5194119.52        | Corporate Debt Securities |
| ONEOK PARTNERS LP              SR GLBL NT 36    | 2036-10-01      | 6.6500%  | 0.0000% | $645000.00         | $709555.90         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $11788000.00       | $12206591.88       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.6%40 | 2040-03-25      | 4.6000%  | 0.0000% | $1609000.00        | $1404496.10        | Corporate Debt Securities |
| ING GROEP N.V.                 GLBL COCO 35     | 2035-03-19      | 5.5500%  | 0.0000% | $7844000.00        | $8156786.03        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $19578000.00       | $12093743.91       | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 50    | 2050-05-15      | 2.9500%  | 0.0000% | $3747000.00        | $2380198.48        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31    | 2031-03-12      | 5.2310%  | 0.0000% | $3000000.00        | $3075082.42        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $3373000.00        | $2831869.61        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT2.5%51 | 2051-05-15      | 2.5000%  | 0.0000% | $555000.00         | $319734.27         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $9848000.00        | $11635203.01       | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 40    | 2040-04-30      | 6.2200%  | 0.0000% | $93000.00          | $100944.99         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 36  | 2036-11-15      | 3.1870%  | 0.0000% | $350000.00         | $291041.84         | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 36    | 2036-01-15      | 5.3500%  | 0.0000% | $6595000.00        | $6658960.51        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.9%53 | 2053-05-15      | 6.9000%  | 0.0000% | $5500000.00        | $5823161.67        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-04-30      | 4.8750%  | 0.0000% | $4331000.00        | $4293309.47        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD3.9%48 | 2048-03-01      | 3.9000%  | 0.0000% | $5310000.00        | $4238123.40        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $325000.00         | $192184.87         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.75%081533   | 2033-08-15      | 4.7500%  | 0.0000% | $29000.00          | $28935.07          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 44    | 2044-10-01      | 4.9500%  | 0.0000% | $308000.00         | $269324.44         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT4.5%49 | 2049-03-21      | 4.5000%  | 0.0000% | $235000.00         | $201993.08         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31 | 2031-06-18      | 5.6000%  | 0.0000% | $924000.00         | $947265.29         | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $2500000.00        | $2612475.69        | Corporate Debt Securities |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35   | 2035-04-01      | 7.2500%  | 0.0000% | $2500000.00        | $2602137.50        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-01-29      | 5.5750%  | 0.0000% | $5996000.00        | $6146258.09        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4%042926      | 2026-04-29      | 4.0000%  | 0.0000% | $20000.00          | $20073.64          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-07-23      | 5.3300%  | 0.0000% | $490000.00         | $495215.78         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $3371000.00        | $3439890.13        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451  | 2051-04-04      | 5.0130%  | 0.0000% | $34814000.00       | $31996929.45       | Corporate Debt Securities |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.816%061836  | 2036-06-18      | 5.8160%  | 0.0000% | $6480000.00        | $6614235.36        | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.375%31   | 2031-11-01      | 7.3750%  | 0.0000% | $970000.00         | $1085379.07        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $1447000.00        | $1510152.51        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 50    | 2050-05-01      | 3.4500%  | 0.0000% | $1939000.00        | $1381547.20        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 4%61  | 2061-02-04      | 4.0000%  | 0.0000% | $250000.00         | $178846.67         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $1000.00           | $1030.78           | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 32    | 2032-02-04      | 2.4500%  | 0.0000% | $7028000.00        | $6125083.55        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT3.1%51 | 2051-05-12      | 3.1000%  | 0.0000% | $2072000.00        | $1403599.28        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $3279000.00        | $3383543.63        | Corporate Debt Securities |
| JAB HLDGS B V                  SR 144A NT 51    | 2051-05-28      | 3.7500%  | 0.0000% | $5800000.00        | $3863776.33        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $4950000.00        | $4935135.15        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $56000.00          | $54471.73          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $263000.00         | $175287.75         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $11512000.00       | $9233706.13        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT32 | 2032-01-25      | 6.1500%  | 0.0000% | $9447000.00        | $9881798.18        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.05%031532   | 2032-03-15      | 4.0500%  | 0.0000% | $17000.00          | $16423.70          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $3388000.00        | $3541758.73        | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $2758000.00        | $2806320.16        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $32000.00          | $33902.29          | Corporate Debt Securities |
| AMFAM HOLDINGS INC             SR GLBL 144A 51  | 2051-03-11      | 3.8330%  | 0.0000% | $100000.00         | $63800.61          | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 35    | 2035-02-15      | 5.1500%  | 0.0000% | $3987000.00        | $4086464.57        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2101000.00        | $2999751.77        | Corporate Debt Securities |
| APPLE INC                      SR NT 4.375%45   | 2045-05-13      | 4.3750%  | 0.0000% | $3336000.00        | $2958061.78        | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT5.4%49 | 2049-03-15      | 5.4000%  | 0.0000% | $280000.00         | $244689.20         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 30    | 2030-03-02      | 5.2500%  | 0.0000% | $1724000.00        | $1806785.04        | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41 | 2041-10-15      | 4.1000%  | 0.0000% | $5468000.00        | $4355383.51        | Corporate Debt Securities |
| HASBRO INC                     CR SEN SR GLBL29 | 2029-11-19      | 3.9000%  | 0.0000% | $250000.00         | $242967.50         | Corporate Debt Securities |
| HP INC                         SR GLBL NT6.1%35 | 2035-04-25      | 6.1000%  | 0.0000% | $16735000.00       | $17593951.77       | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $1841000.00        | $1922998.14        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35 | 2035-10-15      | 6.2000%  | 0.0000% | $950000.00         | $1018690.28        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $2467000.00        | $2688499.60        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53 | 2053-04-01      | 6.7000%  | 0.0000% | $1972000.00        | $2019196.53        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 0.8973%  | 0.0000% | $50000.00          | $43990.95          | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.8%010143    | 2043-01-01      | 3.8000%  | 0.0000% | $19442000.00       | $15543814.20       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-03-09      | 1.4310%  | 0.0000% | $136000.00         | $134100.69         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $2500000.00        | $2203475.00        | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 35    | 2035-06-15      | 4.9500%  | 0.0000% | $370000.00         | $359508.65         | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33  | 2033-12-07      | 6.0000%  | 0.0000% | $1708000.00        | $1791048.65        | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 40 | 2040-09-01      | 5.7500%  | 0.0000% | $109000.00         | $111338.96         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $625000.00         | $421896.53         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $12305000.00       | $11839577.05       | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $895000.00         | $1002010.68        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1153783.20        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL 144A 35  | 2035-10-30      | 5.5500%  | 0.0000% | $3555000.00        | $3579022.91        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 39    | 2039-09-15      | 6.1250%  | 0.0000% | $1365000.00        | $1415353.33        | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786%011333  | 2033-01-13      | 5.7860%  | 0.0000% | $2000000.00        | $2081944.56        | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $2880000.00        | $3032946.00        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $1141000.00        | $1153851.46        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $1315000.00        | $1292249.77        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            PERP SUB GLBL NT | 2500-12-31      | 4.9500%  | 0.0000% | $338000.00         | $338643.89         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL -F 78 | 2078-02-15      | 5.3750%  | 0.0000% | $25000.00          | $25233.62          | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 29  | 2029-01-15      | 4.5000%  | 0.0000% | $1433000.00        | $1418770.31        | Corporate Debt Securities |
| EXELON CORP                    GLBL NT 5.875%55 | 2055-03-15      | 5.8750%  | 0.0000% | $1440000.00        | $1461097.60        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 33    | 2033-07-15      | 5.5500%  | 0.0000% | $2990000.00        | $3085909.23        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $8113000.00        | $8020306.72        | Corporate Debt Securities |
| CENCORA INC                    GLBL NT 5.125%34 | 2034-02-15      | 5.1250%  | 0.0000% | $4000000.00        | $4107567.78        | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.7%111529    | 2029-11-15      | 4.7000%  | 0.0000% | $4000.00           | $4096.57           | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV        SR NT 6.125%37   | 2037-11-15      | 6.1250%  | 0.0000% | $518000.00         | $549054.32         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 4.3750%  | 0.0000% | $995000.00         | $1008796.23        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $356000.00         | $352200.00         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 33    | 2033-02-01      | 6.6500%  | 0.0000% | $927000.00         | $1027421.91        | Corporate Debt Securities |
| OVINTIV INC                    SR GLBL NT6.5%34 | 2034-08-15      | 6.5000%  | 0.0000% | $4000000.00        | $4296808.89        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.75%111554   | 2054-11-15      | 5.7500%  | 0.0000% | $35000.00          | $31999.41          | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 28    | 2028-10-15      | 4.3750%  | 0.0000% | $1162000.00        | $1172936.68        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 29    | 2029-03-15      | 4.2500%  | 0.0000% | $840000.00         | $849656.27         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 45  | 2045-11-15      | 4.7500%  | 0.0000% | $2493000.00        | $2095435.75        | Corporate Debt Securities |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731  | 2031-05-27      | 5.2220%  | 0.0000% | $8000000.00        | $8209748.00        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54    | 2054-03-15      | 5.7500%  | 0.0000% | $1311000.00        | $1310635.83        | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 59    | 2059-08-01      | 3.9500%  | 0.0000% | $1050000.00        | $741699.00         | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29 | 2029-09-15      | 6.6000%  | 0.0000% | $414000.00         | $435227.16         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $30000.00          | $30076.20          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $455000.00         | $462304.01         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $2141000.00        | $1838718.16        | Corporate Debt Securities |
| BLACK HILLS CORP               SR GLBL NT 49    | 2049-10-15      | 3.8750%  | 0.0000% | $300000.00         | $219929.92         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $1763000.00        | $1718664.96        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $2668000.00        | $1884867.15        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $1510000.00        | $1353082.69        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-07-22      | 5.2940%  | 0.0000% | $358000.00         | $362669.57         | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -O NT 51 | 2051-05-01      | 3.2500%  | 0.0000% | $346000.00         | $227704.33         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $1165000.00        | $1288163.80        | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 44    | 2044-07-15      | 5.2500%  | 0.0000% | $1239000.00        | $1167538.61        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3442820.00        | Corporate Debt Securities |
| NVR INC                        SR GLBL NT 3%30  | 2030-05-15      | 3.0000%  | 0.0000% | $1952000.00        | $1830982.51        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $3554000.00        | $3641787.75        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $239000.00         | $242827.98         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $6244000.00        | $4608790.06        | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $70000.00          | $73093.78          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $2560000.00        | $2342537.96        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | 0.0000% | $910000.00         | $690853.80         | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32   | 2032-08-01      | 8.5000%  | 0.0000% | $1750000.00        | $1807855.00        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $1930000.00        | $1323810.59        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $16541000.00       | $12248555.37       | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -N NT 51 | 2051-08-15      | 2.7500%  | 0.0000% | $1727000.00        | $1069842.92        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $312000.00         | $325099.35         | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.9801%  | 0.0000% | $10000.00          | $7897.63           | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 35 | 2035-03-15      | 5.4500%  | 0.0000% | $8913000.00        | $9163227.52        | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $1500000.00        | $1556925.83        | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $11050000.00       | $11941280.72       | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $10000.00          | $10824.03          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $14432000.00       | $14965875.76       | Corporate Debt Securities |
| BARCLAYS BANK PLC              FR 10.25%032133  | 2033-03-21      | 0.0000%  | 0.0000% | $3000.00           | $2009.07           | Corporate Debt Securities |
| BELLSOUTH TELECOM              SR GLBL DEB 7%95 | 2095-12-01      | 7.0000%  | 0.0000% | $24000.00          | $26182.48          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $2722000.00        | $2799454.51        | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $1910000.00        | $1921020.70        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 5.75%121554   | 2054-12-15      | 5.7500%  | 0.0000% | $70000.00          | $69276.01          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $632000.00         | $544493.98         | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4607000.00        | $4651653.35        | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 28    | 2028-09-15      | 4.3750%  | 0.0000% | $641000.00         | $646389.39         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $1646000.00        | $1103617.39        | Corporate Debt Securities |
| HENNEMAN TR                    SR GLBL 144A 55  | 2055-05-15      | 6.5800%  | 0.0000% | $1140000.00        | $1151745.80        | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 49  | 2049-04-01      | 4.5500%  | 0.0000% | $1992000.00        | $1690962.32        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $89000.00          | $91620.75          | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $1540000.00        | $1240795.11        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5%061548      | 2048-06-15      | 5.0000%  | 0.0000% | $50000.00          | $43433.44          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $2516000.00        | $2567931.64        | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2500-12-31      | 3.8500%  | 0.0000% | $83000.00          | $83728.28          | Corporate Debt Securities |
| NEWS CORP NEW                  SR GLBL 144A 32  | 2032-02-15      | 5.1250%  | 0.0000% | $604000.00         | $602811.29         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    SR -2020B BD 50  | 2050-09-01      | 4.2870%  | 0.0000% | $10000.00          | $6904.82           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-10-21      | 5.2984%  | 0.0000% | $4000.00           | $4024.18           | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30 | 2030-04-01      | 4.2000%  | 0.0000% | $6360000.00        | $6356629.20        | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL-2009B 39 | 2039-11-01      | 5.9500%  | 0.0000% | $285000.00         | $294600.22         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $101000.00         | $102002.85         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 50    | 2050-06-24      | 2.4500%  | 0.0000% | $1202000.00        | $695198.40         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35 | 2035-04-01      | 5.3500%  | 0.0000% | $6000000.00        | $6224088.33        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.9%051547    | 2047-05-15      | 4.9000%  | 0.0000% | $45000.00          | $39340.55          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572%021131  | 2031-02-11      | 2.5720%  | 0.0000% | $6580000.00        | $6111737.96        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $1275000.00        | $974347.92         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 53    | 2053-06-01      | 4.5500%  | 0.0000% | $1606000.00        | $1361042.17        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.9%34 | 2034-06-01      | 4.9000%  | 0.0000% | $2170000.00        | $2172119.37        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.5%38 | 2038-04-15      | 6.5000%  | 0.0000% | $412000.00         | $451440.30         | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $25000.00          | $26584.51          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-04-15      | 3.4190%  | 0.0000% | $999000.00         | $912643.50         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $2075000.00        | $2057230.51        | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $19000000.00       | $18947851.33       | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $60000.00          | $64095.38          | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 29    | 2029-05-15      | 5.1250%  | 0.0000% | $1275000.00        | $1305114.79        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9538866.67        | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $431000.00         | $332511.11         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-09-01      | 2.7700%  | 0.0000% | $4207000.00        | $2505401.72        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $6976000.00        | $6692309.33        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27    | 2027-01-15      | 3.9500%  | 0.0000% | $435000.00         | $431848.67         | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT4.5%35 | 2035-05-15      | 4.5000%  | 0.0000% | $1655000.00        | $1641197.30        | Corporate Debt Securities |
| AKER BP ASA                    SR GLBL 144A 54  | 2054-10-01      | 5.8000%  | 0.0000% | $640000.00         | $584161.42         | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | 0.0000% | $600000.00         | $437216.00         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $953000.00         | $834562.48         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SR COCO 28       | 2028-02-01      | 5.2030%  | 0.0000% | $418000.00         | $437341.06         | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34 | 2034-05-21      | 5.4000%  | 0.0000% | $1029000.00        | $1056690.39        | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 27  | 2027-07-01      | 6.5000%  | 0.0000% | $17053000.00       | $17489670.49       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL -B BD 38 | 2038-04-15      | 6.0500%  | 0.0000% | $8283000.00        | $8918421.14        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54    | 2054-04-18      | 5.7500%  | 0.0000% | $2878000.00        | $2716030.16        | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 28  | 2028-12-15      | 4.3750%  | 0.0000% | $1748000.00        | $1737495.01        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-01      | 2.7500%  | 0.0000% | $858000.00         | $860556.84         | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL COCO 32  | 2032-03-10      | 2.6670%  | 0.0000% | $2004000.00        | $1801378.90        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $3917000.00        | $4366730.36        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $53000.00          | $51564.27          | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 5.9%28   | 2028-11-15      | 5.9000%  | 0.0000% | $647000.00         | $683914.94         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $2041000.00        | $1439908.49        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $3998000.00        | $3312760.57        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $3609000.00        | $3715856.47        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $653000.00         | $700721.86         | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.9601%  | 0.0000% | $65000.00          | $62671.71          | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1614140.00        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.45%030326   | 2026-03-03      | 4.4500%  | 0.0000% | $69000.00          | $70181.59          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.183%112527  | 2027-11-25      | 4.1830%  | 0.0000% | $50000.00          | $50111.94          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $1743000.00        | $2044849.83        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.4500%  | 0.0000% | $5000.00           | $5306.58           | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 4.758%090649  | 2049-09-06      | 4.7580%  | 0.0000% | $370000.00         | $309517.64         | Corporate Debt Securities |
| MAPLE GROVE FDG TR I           SR 144A NT 51    | 2051-08-15      | 4.1610%  | 0.0000% | $3108000.00        | $2174005.08        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $399000.00         | $406021.90         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 47    | 2047-05-03      | 4.0500%  | 0.0000% | $6918000.00        | $5395348.20        | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $3979000.00        | $4256313.09        | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT6.4%34 | 2034-03-01      | 6.4000%  | 0.0000% | $3386000.00        | $3766202.65        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $7579000.00        | $5296053.62        | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 48    | 2048-03-06      | 4.8950%  | 0.0000% | $1629000.00        | $1400206.95        | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 7.2222%  | 0.0000% | $30000.00          | $29916.87          | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL -K NT 34 | 2034-07-01      | 5.7000%  | 0.0000% | $2267000.00        | $2281780.84        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 52    | 2052-03-14      | 4.9500%  | 0.0000% | $300000.00         | $252230.25         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT3.5%51 | 2051-04-01      | 3.5000%  | 0.0000% | $994000.00         | $683331.93         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35    | 2035-08-15      | 5.5500%  | 0.0000% | $8117000.00        | $8321284.60        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 34    | 2034-11-13      | 7.3990%  | 0.0000% | $550000.00         | $622971.60         | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT4.5%30 | 2030-05-06      | 4.5000%  | 0.0000% | $1705000.00        | $1715835.27        | Corporate Debt Securities |
| WESTROCK CO                    SR GLBL DEB 47   | 2047-03-01      | 7.5500%  | 0.0000% | $10000.00          | $11567.98          | Corporate Debt Securities |
| M & T BK CORP                  FR 5.4%073035    | 2035-07-30      | 5.4000%  | 0.0000% | $1000000.00        | $1002230.00        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 31    | 2031-03-25      | 2.8750%  | 0.0000% | $2403000.00        | $2200817.59        | Corporate Debt Securities |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $2979000.00        | $2754386.71        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1926000.00        | $1567985.49        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.875%120945  | 2045-12-09      | 4.8750%  | 0.0000% | $1144000.00        | $1032507.67        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N STP 25 | 2025-11-24      | 1.5000%  | 0.0000% | $10000.00          | $9928.32           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%032728   | 2028-03-27      | 0.9577%  | 0.0000% | $53000.00          | $46256.41          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $11723000.00       | $12058785.80       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $4064000.00        | $4224433.17        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $108000.00         | $95958.36          | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 32    | 2032-01-15      | 5.2500%  | 0.0000% | $3000000.00        | $3040702.50        | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4.45%52  | 2052-08-15      | 4.4500%  | 0.0000% | $2894000.00        | $2479027.73        | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.9801%  | 0.0000% | $275000.00         | $228773.44         | Corporate Debt Securities |
| AMGEN INC                      SR NT 4.95%41    | 2041-10-01      | 4.9500%  | 0.0000% | $1616000.00        | $1501635.68        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-01-25      | 3.0570%  | 0.0000% | $303000.00         | $271260.60         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 43    | 2043-08-02      | 7.0790%  | 0.0000% | $490000.00         | $552557.50         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 37  | 2037-10-15      | 7.0000%  | 0.0000% | $1500000.00        | $1747343.33        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $1000000.00        | $770235.56         | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $333000.00         | $276689.51         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT7.5%38 | 2038-07-01      | 7.5000%  | 0.0000% | $3495000.00        | $4008170.85        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $13000.00          | $13505.36          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $3835000.00        | $4178833.32        | Corporate Debt Securities |
| COCA COLA CONS INC             SR GLBL NT 29    | 2029-06-01      | 5.2500%  | 0.0000% | $20000.00          | $20688.60          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          GLBL NT 2.618%32 | 2032-11-02      | 2.6180%  | 0.0000% | $4034000.00        | $3546056.55        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 41    | 2041-03-26      | 5.3160%  | 0.0000% | $770000.00         | $760088.82         | Corporate Debt Securities |
| CVS HEALTH CORP                SR NT 5.3%43     | 2043-12-05      | 5.3000%  | 0.0000% | $279000.00         | $254306.95         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $16623000.00       | $16227354.13       | Corporate Debt Securities |
| PINE STR TR III                SR 144A NT 54    | 2054-05-15      | 6.2230%  | 0.0000% | $3645000.00        | $3655597.63        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.2%040150    | 2050-04-01      | 4.2000%  | 0.0000% | $1760000.00        | $1416254.40        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $1125000.00        | $1135174.38        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $11000000.00       | $12126228.88       | Corporate Debt Securities |
| JBS USA HOLDING LUX            SR GLBL 144A 35  | 2035-04-20      | 5.9500%  | 0.0000% | $549000.00         | $583882.09         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.4775%  | 0.0000% | $22156000.00       | $20812101.79       | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $5570000.00        | $5169538.66        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%052645    | 2045-05-26      | 4.6000%  | 0.0000% | $1990000.00        | $1729579.76        | Corporate Debt Securities |
| MATTEL INC                     SR GLBL NT6.2%40 | 2040-10-01      | 6.2000%  | 0.0000% | $59000.00          | $60083.63          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-10-23      | 5.0160%  | 0.0000% | $7098000.00        | $7048063.21        | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL COCO 28  | 2028-03-01      | 5.6062%  | 0.0000% | $868000.00         | $879984.56         | Corporate Debt Securities |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL28 | 2028-09-01      | 4.7500%  | 0.0000% | $2740000.00        | $2782940.37        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-02-24      | 5.4734%  | 0.0000% | $22000.00          | $22401.89          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 35    | 2035-06-01      | 5.8500%  | 0.0000% | $3048000.00        | $3185053.32        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.6271%  | 0.0000% | $122000.00         | $100288.26         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $850000.00         | $680536.92         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 51    | 2051-02-08      | 2.6500%  | 0.0000% | $384000.00         | $240850.45         | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $1000000.00        | $1096585.28        | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $197000.00         | $194944.63         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 7.2299%  | 0.0000% | $50000.00          | $49679.29          | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -N NT 48 | 2048-04-01      | 4.1500%  | 0.0000% | $248000.00         | $193629.31         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $500000.00         | $393672.50         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.75%120746   | 2046-12-07      | 4.7500%  | 0.0000% | $6019000.00        | $5237342.56        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.512%052231  | 2031-05-22      | 5.5120%  | 0.0000% | $5000000.00        | $5149757.78        | Corporate Debt Securities |
| HELMERICH & PAYNE INC          SR GLBL NT 29    | 2029-12-01      | 4.8500%  | 0.0000% | $4900000.00        | $4773694.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $8000.00           | $8243.93           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $1383000.00        | $951486.41         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $14982000.00       | $11416929.06       | Corporate Debt Securities |

### Security 757: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSV2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19XSV2
- **C.18 - Value (incl. sponsor support):** $2180000000.00
- **C.18.a - Value (excl. sponsor support):** $2180000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46336187.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $261500.00         | $253604.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | 0.0000% | $866000.00         | $860545.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $400.00            | $396.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $900.00            | $889.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $6192600.00        | $6245022.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $46105700.00       | $45730584.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $143000.00         | $143266.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1623500.00        | $1628369.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $131813100.00      | $133598128.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $802300.00         | $809841.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1999800.00        | $1507160.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $152.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $2000000.00        | $1471437.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $2323300.00        | $1761144.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $257400.00         | $259405.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $114300.00         | $114964.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $76779600.00       | $76939167.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $407000.00         | $409153.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $46677000.00       | $47037533.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $26400.00          | $28286.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $16900000.00       | $17109961.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $105.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $82298600.00       | $84656846.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $59330000.00       | $60243207.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $20635000.00       | $19171823.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $277500.00         | $290336.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $46371000.00       | $44682307.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $2252700.00        | $2203515.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $56240000.00       | $55158419.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $50499000.00       | $45709439.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $337100.00         | $304063.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $1800.00           | $1138.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $700000.00         | $573577.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $2164000.00        | $1365760.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $28177900.00       | $28170879.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $700.00            | $689.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $42904537.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $399500.00         | $298165.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $647200.00         | $638844.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $372300.00         | $228824.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $110000000.00      | $98261571.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $159.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $110.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $78772000.00       | $68094764.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $12000.00          | $9888.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $4969900.00        | $4318425.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $29300.00          | $22602.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $94502900.00       | $93692618.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $262500.00         | $262088.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $1768400.00        | $1717880.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $286100.00         | $280316.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $136900.00         | $137424.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $87256900.00       | $81538065.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $48158700.00       | $48390558.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | 0.0000% | $1081300.00        | $1078086.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $980000.00         | $1012727.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $200.00            | $212.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $9455500.00        | $9101145.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $43729500.00       | $43169412.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $26900.00          | $24517.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $124900.00         | $119898.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $57184300.00       | $54528079.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $50000000.00       | $48368760.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $49081265.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $14737900.00       | $7050500.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1001600.00        | $643036.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $164756200.00      | $168397223.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $13979200.00       | $13941679.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $15000.00          | $14703.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $800.00            | $741.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $6078700.00        | $6189666.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $340000.00         | $342144.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $37346100.00       | $37080345.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $172625000.00      | $176360087.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $2735600.00        | $2814360.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $7800.00           | $7782.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $400.00            | $405.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4559%  | 0.0000% | $2000.00           | $2000.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $216500.00         | $221023.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $45611200.00       | $45961818.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $446000.00         | $434046.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $184296100.00      | $188036838.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $195536900.00      | $199309224.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $4999500.00        | $4602478.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $197.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $134000.00         | $130367.53         | U.S. Treasuries (including strips) |

### Security 758: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.370000%
- **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: ARP19XSW0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19XSW0
- **C.18 - Value (incl. sponsor support):** $2320000000.00
- **C.18.a - Value (excl. sponsor support):** $2320000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQG8207     | 2053-08-01      | 5.5000%  | 0.0000% | $2233171.00        | $2017518.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4561     | 2054-09-01      | 5.5000%  | 0.0000% | $1136737.00        | $1036702.09        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-07-03      | 3.7500%  | 0.0000% | $15914000.00       | $15856513.33       | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLRA7189     | 2052-04-01      | 3.5000%  | 0.0000% | $1210816.00        | $888433.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6398     | 2054-09-01      | 6.0000%  | 0.0000% | $112032.00         | $103970.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342     | 2053-07-01      | 5.5000%  | 0.0000% | $600884.00         | $505816.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $679000.00         | $616530.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408     | 2054-03-01      | 5.5000%  | 0.0000% | $38737779.00       | $33312982.41       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7980     | 2054-10-01      | 5.5000%  | 0.0000% | $1051249.00        | $821859.05         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2055-02-15      | 2.3750%  | 0.0000% | $1050000.00        | $1033135.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-04-30      | 3.8750%  | 0.0000% | $9418000.00        | $9489515.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-07-31      | 3.8750%  | 0.0000% | $1900000.00        | $1894900.40        | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLDC5723     | 2054-11-01      | 5.0000%  | 0.0000% | $144048.00         | $127879.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-08-25      | 5.2500%  | 0.0000% | $76803345.00       | $64242813.17       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1542217.18        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFA1364     | 2055-04-01      | 4.5000%  | 0.0000% | $10390470.00       | $9794856.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32629154.88       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $394302.00         | $370936.56         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7139     | 2055-06-01      | 7.0000%  | 0.0000% | $1039621.00        | $1104241.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613     | 2055-02-01      | 5.0000%  | 0.0000% | $221946.00         | $211369.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0009     | 2040-07-01      | 5.0000%  | 0.0000% | $237007.00         | $236382.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1515     | 2054-05-01      | 5.5000%  | 0.0000% | $719662.00         | $646603.74         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-11-15      | 1.3750%  | 0.0000% | $4599900.00        | $3929736.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-01-15      | 4.0000%  | 0.0000% | $7000.00           | $7008.86           | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA1005     | 2055-03-01      | 5.5000%  | 0.0000% | $22713576.00       | $22050877.43       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4794     | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $162.28            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-03-30      | 4.2500%  | 0.0000% | $5195000.00        | $5205772.70        | Agency Debentures and Agency Strips       |
| FEPC 04.000 CLSD1051     | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7112752.90        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3478     | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $733.49            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4762     | 2054-02-01      | 6.0000%  | 0.0000% | $55000.00          | $46442.54          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2617143.66        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB5949     | 2050-11-01      | 2.0000%  | 0.0000% | $2020520.00        | $1277523.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20767831.31       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $175094.84         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0500     | 2051-05-01      | 2.0000%  | 0.0000% | $27705.00          | $17357.68          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252     | 2053-11-01      | 5.0000%  | 0.0000% | $8987.00           | $7941.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $3731.00           | $258.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9259011.37        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2032-07-15      | 5.1100%  | 0.0000% | $23175000.00       | $23157876.25       | Agency Debentures and Agency Strips       |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $64141769.00       | $53903501.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1358254.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010     | 2055-06-01      | 4.0000%  | 0.0000% | $128123.00         | $117823.85         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4208     | 2050-12-01      | 2.0000%  | 0.0000% | $2850000.00        | $1507428.17        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4640     | 2037-06-01      | 3.5000%  | 0.0000% | $950000.00         | $568951.06         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010     | 2055-06-01      | 4.0000%  | 0.0000% | $255758.00         | $235198.92         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2032-06-30      | 4.0000%  | 0.0000% | $40000.00          | $39866.90          | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLCB8658     | 2054-06-01      | 4.5000%  | 0.0000% | $20000000.00       | $18646436.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2129     | 2053-06-01      | 5.5000%  | 0.0000% | $5763689.00        | $4278547.65        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1307 C         | 2055-04-20      | 7.5000%  | 0.0000% | $14387598.00       | $15563685.27       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-03-31      | 0.6250%  | 0.0000% | $500000.00         | $474329.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-01-15      | 1.1250%  | 0.0000% | $30311700.00       | $31312167.90       | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34492691.75       | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $41064943.00       | $41076476.63       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4863     | 2055-07-01      | 6.0000%  | 0.0000% | $3344935.00        | $3433441.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $40128387.09       | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $11164875.00       | $5053441.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $2537.00           | $833.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2049-12-25      | 5.5000%  | 0.0000% | $4561310.00        | $4045642.61        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1232593.58        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8972     | 2051-02-01      | 2.0000%  | 0.0000% | $757366.00         | $452690.33         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6474     | 2051-03-01      | 2.0000%  | 0.0000% | $502526.00         | $367116.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0091     | 2037-04-01      | 3.0000%  | 0.0000% | $993554.00         | $658295.84         | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $882.38            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CIFS8493     | 2038-07-01      | 6.0000%  | 0.0000% | $375000.00         | $292811.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $43597.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731     | 2053-02-01      | 6.5000%  | 0.0000% | $16396899.00       | $12632060.79       | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2030-07-10      | 4.8500%  | 0.0000% | $1973000.00        | $1973479.55        | Agency Debentures and Agency Strips       |
| FNMS 04.000 CLFS4347     | 2051-12-01      | 4.0000%  | 0.0000% | $826363.00         | $601081.05         | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M         | 2048-07-20      | 4.0000%  | 0.0000% | $4199.00           | $113.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627     | 2054-10-01      | 6.5000%  | 0.0000% | $11172053.00       | $10126409.63       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $23484876.51       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5794     | 2055-07-01      | 6.5000%  | 0.0000% | $257699.00         | $267146.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $129499.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3173     | 2055-05-01      | 5.5000%  | 0.0000% | $8288758.00        | $8300036.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0792     | 2054-09-01      | 5.0000%  | 0.0000% | $11264.00          | $10603.36          | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA         | 2054-02-20      | 5.3980%  | 0.0000% | $50861500.00       | $40595940.49       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $609957.70         | U.S. Treasuries (including strips)        |
| GNRA 2024-019 MF         | 2054-02-20      | 5.3480%  | 0.0000% | $5479056.00        | $4618333.35        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 EC         | 2051-04-20      | 1.5000%  | 0.0000% | $1770346.00        | $1053992.30        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIBW0516     | 2037-05-01      | 2.5000%  | 0.0000% | $34386.00          | $24139.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3588     | 2050-06-01      | 3.5000%  | 0.0000% | $4000000.00        | $1232258.61        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879     | 2052-07-01      | 2.5000%  | 0.0000% | $32303.00          | $24701.42          | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M         | 2055-02-20      | 6.0000%  | 0.0000% | $12712879.00       | $12822122.88       | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M         | 2055-01-20      | 5.5000%  | 0.0000% | $2810634.00        | $2772742.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8502     | 2055-05-01      | 6.0000%  | 0.0000% | $19561531.00       | $19944656.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13299039.05       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $95549643.00       | $71437352.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0018     | 2040-07-01      | 5.5000%  | 0.0000% | $9117820.00        | $9323812.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0019     | 2055-01-01      | 5.5000%  | 0.0000% | $8804411.00        | $8597708.95        | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F          | 2065-06-20      | 5.2480%  | 0.0000% | $142000000.00      | $142050788.70      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 P          | 2051-06-20      | 2.0000%  | 0.0000% | $26000000.00       | $16353949.69       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2026-11-30      | 1.6250%  | 0.0000% | $2255000.00        | $2190579.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-02-15      | 2.2500%  | 0.0000% | $14048700.00       | $13826206.24       | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLDD5429     | 2055-05-01      | 5.5000%  | 0.0000% | $379450.00         | $369508.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3025     | 2054-10-01      | 5.5000%  | 0.0000% | $1303230.00        | $1310574.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232     | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8721035.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2209     | 2055-07-01      | 5.5000%  | 0.0000% | $69289.00          | $69285.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2984     | 2054-10-01      | 6.0000%  | 0.0000% | $1003079.00        | $1028082.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515     | 2055-03-01      | 5.5000%  | 0.0000% | $53032225.00       | $51129588.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7367     | 2052-10-01      | 5.0000%  | 0.0000% | $1239906.00        | $867139.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0136     | 2055-08-01      | 5.0000%  | 0.0000% | $2553442.00        | $2505147.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9461     | 2055-07-01      | 5.5000%  | 0.0000% | $1274513.00        | $1280341.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $96119722.00       | $95519356.13       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2031-03-17      | 4.1250%  | 0.0000% | $5753000.00        | $5778524.14        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2032-03-31      | 4.1250%  | 0.0000% | $1373600.00        | $1394921.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-05-15      | 4.2500%  | 0.0000% | $7075000.00        | $7088164.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-07-15      | 1.8750%  | 0.0000% | $30150000.00       | $30034897.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-05-31      | 4.0000%  | 0.0000% | $9132100.00        | $9222413.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips)        |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631358.00       | $5143204.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $169892981.00      | $119491591.18      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296     | 2055-01-01      | 5.0000%  | 0.0000% | $5567769.00        | $5324933.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4589     | 2055-08-01      | 6.0000%  | 0.0000% | $44587616.00       | $45607334.78       | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M         | 2055-01-20      | 4.5000%  | 0.0000% | $4742418.00        | $4458790.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4919     | 2055-04-01      | 5.0000%  | 0.0000% | $677102.00         | $662644.96         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934     | 2053-05-01      | 5.4830%  | 0.0000% | $1263.00           | $979.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5410     | 2050-12-01      | 2.0000%  | 0.0000% | $6548191.00        | $3960750.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288     | 2052-06-01      | 3.5000%  | 0.0000% | $1457640.00        | $1165967.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635     | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16608170.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494     | 2055-01-01      | 5.5000%  | 0.0000% | $25778853.00       | $24402667.10       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $109063023.00      | $100378118.75      | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544     | 2051-07-01      | 3.0000%  | 0.0000% | $34498496.00       | $20116571.54       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489     | 2054-12-01      | 4.5000%  | 0.0000% | $30904986.00       | $28605281.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $6800000.00        | $5534373.33        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632     | 2052-07-01      | 2.5000%  | 0.0000% | $1001.00           | $738.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4348     | 2053-12-01      | 6.5000%  | 0.0000% | $1021.00           | $811.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493     | 2054-12-01      | 5.5000%  | 0.0000% | $2801858.00        | $2631782.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474     | 2054-11-01      | 5.0000%  | 0.0000% | $248776674.00      | $230838830.45      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444     | 2054-08-01      | 5.5000%  | 0.0000% | $11522064.00       | $10638354.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5004     | 2055-05-01      | 5.0000%  | 0.0000% | $10275664.00       | $9943597.57        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000002.00        | $427472.39         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3652     | 2053-08-01      | 6.0000%  | 0.0000% | $4960000.00        | $4034079.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531     | 2055-05-01      | 4.5000%  | 0.0000% | $14354253.00       | $13474072.80       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8273     | 2052-11-01      | 3.5000%  | 0.0000% | $459000.00         | $358158.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470     | 2054-09-01      | 5.5000%  | 0.0000% | $15066223.00       | $13909159.88       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531     | 2054-11-01      | 5.5000%  | 0.0000% | $14605839.00       | $13626596.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614     | 2055-02-01      | 5.5000%  | 0.0000% | $27608309.00       | $26524712.92       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1447     | 2052-08-01      | 4.5000%  | 0.0000% | $3150441.00        | $2364248.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9374     | 2054-07-01      | 7.0000%  | 0.0000% | $1163063.00        | $1145845.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277     | 2052-12-01      | 5.5000%  | 0.0000% | $5456286.00        | $4355613.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462     | 2054-09-01      | 5.5000%  | 0.0000% | $70813238.00       | $65256700.78       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-02-25      | 5.2500%  | 0.0000% | $1465016.00        | $1351918.78        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CTRB5132     | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.71            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-05-25      | 5.3500%  | 0.0000% | $8795572.00        | $8600107.42        | Agency Collateralized Mortgage Obligation |
| FNRM RC140MA R11F140     | 2032-01-25      | 3.5000%  | 0.0000% | $36000000.00       | $1453631.48        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $75000000.00       | $62739790.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $12475789.00       | $12631113.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438     | 2054-06-01      | 5.5000%  | 0.0000% | $51825931.00       | $45856955.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507     | 2055-02-01      | 6.0000%  | 0.0000% | $23606766.00       | $22446199.25       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $16000.00          | $14990.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7362     | 2055-07-01      | 5.5000%  | 0.0000% | $2870620.00        | $2871839.10        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8642     | 2051-09-01      | 2.5000%  | 0.0000% | $16953140.00       | $10158615.18       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732     | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $222541.25         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4627     | 2037-06-01      | 2.0000%  | 0.0000% | $6000.00           | $3999.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $13138138.00       | $12402297.10       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411     | 2051-05-01      | 2.0000%  | 0.0000% | $373441.00         | $235753.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3382     | 2054-10-01      | 5.5000%  | 0.0000% | $1076876.00        | $1081241.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO9446     | 2053-07-01      | 5.5000%  | 0.0000% | $1126837.00        | $834652.15         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-03-31      | 4.5000%  | 0.0000% | $5000000.00        | $5081395.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-31      | 3.8750%  | 0.0000% | $26500.00          | $26475.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-06-15      | 3.8750%  | 0.0000% | $9000000.00        | $9047611.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-02-28      | 4.6250%  | 0.0000% | $2200000.00        | $2245911.67        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5646     | 2055-03-01      | 5.5000%  | 0.0000% | $2064752.00        | $1986552.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $264.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792     | 2055-07-01      | 5.5000%  | 0.0000% | $17198362.00       | $17191178.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296     | 2054-03-01      | 5.5000%  | 0.0000% | $758961.00         | $653669.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322     | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $31693226.84       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3049     | 2044-04-01      | 4.0000%  | 0.0000% | $3100000.00        | $1017240.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331     | 2054-04-01      | 5.5000%  | 0.0000% | $391685.00         | $343244.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $50607.90          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691     | 2053-01-01      | 6.0000%  | 0.0000% | $86524000.00       | $68415126.44       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5563     | 2050-08-01      | 3.5000%  | 0.0000% | $56568173.00       | $43718371.35       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299     | 2055-06-01      | 5.0000%  | 0.0000% | $18242522.00       | $17834705.30       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0001     | 2040-06-01      | 4.5000%  | 0.0000% | $274177.00         | $266736.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $57885000.00       | $56219047.72       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3268     | 2055-06-01      | 7.0000%  | 0.0000% | $1485024.00        | $1572308.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-09-25      | 5.1700%  | 0.0000% | $31205950.00       | $23450501.28       | Agency Collateralized Mortgage Obligation |

### Security 759: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSZ3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19XSZ3
- **C.18 - Value (incl. sponsor support):** $1265000000.00
- **C.18.a - Value (excl. sponsor support):** $1265000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $46615000.00       | $45901114.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $41058300.00       | $40154721.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200194700.00      | $183215977.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $70804600.00       | $70924384.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $20000000.00       | $19428626.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $45455400.00       | $41762739.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $26903700.00       | $26407595.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $36744800.00       | $36027504.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $19500000.00       | $19839001.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $43306700.00       | $43783362.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $28568300.00       | $28703554.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $37500000.00       | $36252806.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $28553700.00       | $27779866.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $273271800.00      | $249999959.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $4182000.00        | $4117113.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $27000200.00       | $27515375.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $259616900.00      | $249999991.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $120810900.00      | $114045823.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $24000100.00       | $24596806.49       | U.S. Treasuries (including strips) |

### Security 760: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT25, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XT25
- **C.18 - Value (incl. sponsor support):** $2034000000.00
- **C.18.a - Value (excl. sponsor support):** $2034000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $247671800.00      | $249968543.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $1018300.00        | $1020173.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $2099600.00        | $2080598.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $249635200.00      | $249343126.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $188800.00         | $188711.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $19738000.00       | $19928681.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $11549500.00       | $11702565.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $32908900.00       | $33364359.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $82145900.00       | $83875477.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $227614800.00      | $227908423.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | 0.0000% | $200.00            | $199.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $20082400.00       | $19428079.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $2100.00           | $2079.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $604200.00         | $600435.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $279200.00         | $258377.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $468200.00         | $468080.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $102614800.00      | $103426100.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $1800.00           | $1681.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $800.00            | $611.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $205500.00         | $204474.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $176000.00         | $172323.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $192884000.00      | $189007031.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $1463600.00        | $1445729.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $21500.00          | $21022.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 2.7500%  | 0.0000% | $213229000.00      | $215294213.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $2700.00           | $2656.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $2540000.00        | $2548623.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $1305500.00        | $1260558.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $21053100.00       | $21075924.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $130137200.00      | $125742033.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $26337800.00       | $26809615.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $98096900.00       | $100044368.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $78600.00          | $79925.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $199400.00         | $198574.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $45079300.00       | $44633465.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | 0.0000% | $242000.00         | $241056.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $793900.00         | $785933.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $70942100.00       | $68296810.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $800.00            | $781.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $296100.00         | $296307.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $39399400.00       | $39567963.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $7300.00           | $7201.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $93.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | 0.0000% | $72800.00          | $73790.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $364100.00         | $374679.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $1130500.00        | $1153530.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $75000400.00       | $76238131.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $653900.00         | $656995.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $155674600.00      | $155130828.62      | U.S. Treasuries (including strips) |

### Security 761: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT33, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19XT33
- **C.18 - Value (incl. sponsor support):** $348000000.00
- **C.18.a - Value (excl. sponsor support):** $348000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $51377138.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $9607000.00        | $9655672.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $6679500.00        | $6771757.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $4786000.00        | $5244526.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $5000000.00        | $5038960.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $5000000.00        | $4633618.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $12687000.00       | $12062745.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $996.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $7346500.00        | $7211510.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $6800000.00        | $6659367.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $4773200.00        | $4749949.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $12000000.00       | $11997010.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $4701600.00        | $4735807.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $1533900.00        | $2220415.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $4013600.00        | $4128608.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $200.00            | $201.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $4898000.00        | $4820428.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $184.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $62678000.00       | $53713920.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $51415297.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $5848800.00        | $5389657.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $3490500.00        | $3274583.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $1000000.00        | $1346470.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $50000000.00       | $50570251.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $48000000.00       | $47940766.42       | U.S. Treasuries (including strips) |

### Security 762: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT58, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19XT58
- **C.18 - Value (incl. sponsor support):** $2105000000.00
- **C.18.a - Value (excl. sponsor support):** $2105000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $49999900.00       | $50696305.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1009.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $2709400.00        | $2734869.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $18231700.00       | $18339619.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $75253000.00       | $76470756.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $919500.00         | $985206.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $453000.00         | $474796.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $68500.00          | $76225.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $369900.00         | $370177.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $499900.00         | $504978.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $151000000.00      | $146440903.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $1400.00           | $892.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $24400.00          | $27087.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $50000000.00       | $50038127.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $174246800.00      | $180993171.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $19530800.00       | $18623590.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $849200.00         | $791811.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $117666800.00      | $113690446.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $245028600.00      | $212198403.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $6800000.00        | $7103589.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1865900.00        | $1918716.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $40112800.00       | $40417396.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $154061900.00      | $154803625.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $1500.00           | $1497.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $33300.00          | $31117.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100001000.00      | $97773745.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $12872800.00       | $13091910.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $300.00            | $304.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $128301000.00      | $131136383.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $116.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $100000000.00      | $98097800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $94300.00          | $93628.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $5080000.00        | $4990914.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $7550200.00        | $7381969.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $704900.00         | $702554.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $50668000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $100000000.00      | $99077700.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $16999700.00       | $17064162.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $500.00            | $466.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $977.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4559%  | 0.0000% | $100000000.00      | $100029600.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $91557600.00       | $92453182.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $113455000.00      | $114133271.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $300.00            | $291.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $29146900.00       | $30012937.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $67602000.00       | $69098245.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $49999500.00       | $48965448.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $192.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $36875400.00       | $36197825.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1100000.00        | $1090568.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $49700.00          | $52877.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-21      | 0.0000%  | 0.0000% | $1119000.00        | $1116341.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $6890200.00        | $5221537.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $646500.00         | $664467.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $600.00            | $753.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $5246700.00        | $3769971.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $4076800.00        | $2519237.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $449900.00         | $450112.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $42134700.00       | $43507471.19       | U.S. Treasuries (including strips) |

### Security 763: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.370000%
- **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: ARP19XTA7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTA7
- **C.18 - Value (incl. sponsor support):** $5706000000.00
- **C.18.a - Value (excl. sponsor support):** $5706000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DG5461 C     | 2054-12-20      | 4.5000%  | 0.0000% | $3861732.00        | $3605707.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ0299 C     | 2055-06-20      | 5.0000%  | 0.0000% | $2127632.00        | $2086546.65        | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2639195.73        | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1457406.13        | Agency Mortgage-Backed Securities |
| GNII SF DG7564 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1820732.00        | $1705141.28        | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2791072.41        | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1902347.80        | Agency Mortgage-Backed Securities |
| GNII SF DE2337 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1386970.00        | $1353041.70        | Agency Mortgage-Backed Securities |
| GNII SF DG4542 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1635160.97        | Agency Mortgage-Backed Securities |
| GNII SF DH2624 C     | 2055-01-20      | 5.0000%  | 0.0000% | $5420448.00        | $5136213.11        | Agency Mortgage-Backed Securities |
| GNII SF DH2276 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1301830.00        | $1218494.70        | Agency Mortgage-Backed Securities |
| GNII ET DG3096 C     | 2064-09-20      | 4.5000%  | 0.0000% | $297552.00         | $141231.92         | Agency Mortgage-Backed Securities |
| GNII SF DG2227 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1324508.45        | Agency Mortgage-Backed Securities |
| GNII SF DG5686 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $2017726.97        | Agency Mortgage-Backed Securities |
| GNII BD DG6071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2209640.00        | $2198203.37        | Agency Mortgage-Backed Securities |
| GNII ET DJ6897 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1311064.00        | $1345172.72        | Agency Mortgage-Backed Securities |
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $916164.43         | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10502341.73       | Agency Mortgage-Backed Securities |
| GNII ET DH2610 C     | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $954202.13         | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1065168.00        | $1105820.15        | Agency Mortgage-Backed Securities |
| GNII SF DH6395 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1593208.00        | $1681353.60        | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $162787.04         | Agency Mortgage-Backed Securities |
| GNII SF DK9459 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3398013.58        | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $75835.02          | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5542583.30        | Agency Mortgage-Backed Securities |
| GNII SF AQ3110 C     | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2466464.54        | Agency Mortgage-Backed Securities |
| GNII SF CG8221 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $1636234.35        | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $83203840.00       | $79208105.55       | Agency Mortgage-Backed Securities |
| GNII SF DK9345 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5560768.00        | $5608114.23        | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $2260757.21        | Agency Mortgage-Backed Securities |
| GNII SF MB0151 M     | 2054-12-20      | 7.5000%  | 0.0000% | $312725.00         | $324724.94         | Agency Mortgage-Backed Securities |
| GNII SF AM4931 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1683285.08        | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3079551.58        | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $461394.33         | Agency Mortgage-Backed Securities |
| GNII SF CV1491 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $2013030.95        | Agency Mortgage-Backed Securities |
| GNAR AT 081156 M     | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $30659.50          | Agency Mortgage-Backed Securities |
| GNII SP 787702 C     | 2054-06-20      | 6.0000%  | 0.0000% | $74532608.00       | $61170388.79       | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2100000.00        | $1241296.55        | Agency Mortgage-Backed Securities |
| GNMI SF 757388 X     | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2800640.74        | Agency Mortgage-Backed Securities |
| GNII SF DI2002 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1382435.58        | Agency Mortgage-Backed Securities |
| GNII SP 785831 C     | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $247288.87         | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7757.94           | Agency Mortgage-Backed Securities |
| GNII SP 786699 C     | 2052-08-20      | 4.0000%  | 0.0000% | $1800000.00        | $1312830.36        | Agency Mortgage-Backed Securities |
| GNMI SP 783673 X     | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4418569.35        | Agency Mortgage-Backed Securities |
| GNMI SP 782310 X     | 2038-04-15      | 5.0000%  | 0.0000% | $17219000.00       | $296751.77         | Agency Mortgage-Backed Securities |
| GNII SF 005277 M     | 2027-01-20      | 3.5000%  | 0.0000% | $2900000.00        | $24154.01          | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $34918144.00       | $23237089.84       | Agency Mortgage-Backed Securities |
| GNII SP 784314 C     | 2043-05-20      | 3.5000%  | 0.0000% | $893054.00         | $145127.04         | Agency Mortgage-Backed Securities |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $24344.85          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $76231552.00       | $6658168.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2197423.89        | Agency Mortgage-Backed Securities |
| GNII JM MA9353 M     | 2053-12-20      | 7.5000%  | 0.0000% | $724437.00         | $117867.53         | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $971212.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $91000.00          | $41254.46          | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 4.7500%  | 0.0000% | $24846336.00       | $8535.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5840 | 2035-07-01      | 4.0000%  | 0.0000% | $2842588.00        | $2792090.37        | Agency Mortgage-Backed Securities |
| GNII SF 545608 C     | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $35200.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1103 | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10427.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $54274496.00       | $46595076.52       | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $46594058.98       | Agency Mortgage-Backed Securities |
| GNII SF DK2756 C     | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5610521.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ8567 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1787040.00        | $1800456.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ6805 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1004276.00        | $1018583.26        | Agency Mortgage-Backed Securities |
| GNII RG CL8289 C     | 2050-04-20      | 3.0000%  | 0.0000% | $175000.00         | $123469.45         | Agency Mortgage-Backed Securities |
| GNMI SF BC3013 X     | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $36756.01          | Agency Mortgage-Backed Securities |
| GNII RG CJ5428 C     | 2050-06-20      | 2.5000%  | 0.0000% | $4147792.00        | $2386609.81        | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  | 0.0000% | $31242840.00       | $5378429.22        | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3771186.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJMA3325 | 2033-02-01      | 3.0000%  | 0.0000% | $895000.00         | $65941.28          | Agency Mortgage-Backed Securities |
| GNII RG CE6639 C     | 2046-08-20      | 3.0000%  | 0.0000% | $585082.00         | $250353.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101100000.00      | $84962484.27       | Agency Mortgage-Backed Securities |
| GNII ET DD5647 C     | 2064-08-20      | 6.5000%  | 0.0000% | $121488.00         | $63324.51          | Agency Mortgage-Backed Securities |
| GNII SF DB4836 C     | 2054-05-20      | 6.0000%  | 0.0000% | $15686.00          | $16148.27          | Agency Mortgage-Backed Securities |
| GNII ET DE5213 C     | 2064-07-20      | 6.5000%  | 0.0000% | $11586.00          | $11846.22          | Agency Mortgage-Backed Securities |
| GNII SF DB7672 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4143160.00        | $4452985.13        | Agency Mortgage-Backed Securities |
| GNII SF BX4962 C     | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $59138.05          | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $2982207.04        | Agency Mortgage-Backed Securities |
| GNII SF DD1959 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1109211.70        | Agency Mortgage-Backed Securities |
| GNII SF DE1786 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1011232.00        | $915304.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL960427 | 2038-01-01      | 5.5000%  | 0.0000% | $306351104.00      | $1848930.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKBW8187 | 2053-10-01      | 6.5000%  | 0.0000% | $571774.00         | $577323.87         | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1247978.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV5862 | 2055-08-01      | 7.0000%  | 0.0000% | $2477388.00        | $2622013.78        | Agency Mortgage-Backed Securities |
| GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $405809.00         | $49788.57          | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M     | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $21526.06          | Agency Mortgage-Backed Securities |
| GNII SF MA4006 M     | 2046-10-20      | 4.5000%  | 0.0000% | $1288184.00        | $136422.84         | Agency Mortgage-Backed Securities |
| GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10482.94          | Agency Mortgage-Backed Securities |
| GNII JM MA3165 M     | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1336414.73        | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $147428.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL834780 | 2035-07-01      | 4.5000%  | 0.0000% | $4562944.00        | $148577.38         | Agency Mortgage-Backed Securities |
| GNII JM MA0619 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $108421.94         | Agency Mortgage-Backed Securities |
| GNII SF MA1010 M     | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $442442.26         | Agency Mortgage-Backed Securities |
| GNII SF DH8924 C     | 2055-03-20      | 6.5000%  | 0.0000% | $623249.00         | $658924.96         | Agency Mortgage-Backed Securities |
| GNII SF DJ8117 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4818168.00        | $5007771.08        | Agency Mortgage-Backed Securities |
| GNII SF DK0077 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4954713.02        | Agency Mortgage-Backed Securities |
| GNII SF DK0399 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1259343.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1371 | 2052-03-01      | 3.0000%  | 0.0000% | $1835048.00        | $1281432.22        | Agency Mortgage-Backed Securities |
| GNII SF DK2660 C     | 2055-05-20      | 5.0000%  | 0.0000% | $4495464.00        | $4393752.22        | Agency Mortgage-Backed Securities |
| GNII SF DK0285 C     | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5663174.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ9926 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5879904.00        | $5929967.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ2822 C     | 2055-06-20      | 6.5000%  | 0.0000% | $6968720.00        | $7274583.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1387547.07        | Agency Mortgage-Backed Securities |
| GNII SF DH8927 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1318408.00        | $1395371.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ4731 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2429328.00        | $2461180.54        | Agency Mortgage-Backed Securities |
| GNII SF DH6835 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1676463.18        | Agency Mortgage-Backed Securities |
| GNII ET DH7439 C     | 2065-02-20      | 6.5000%  | 0.0000% | $74254.00          | $76206.37          | Agency Mortgage-Backed Securities |
| GNII SF DH6840 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $2298630.13        | Agency Mortgage-Backed Securities |
| GNPL PN CP1101       | 2058-02-15      | 5.5500%  | 0.0000% | $459889.00         | $466934.38         | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $52246.54          | Agency Mortgage-Backed Securities |
| GNII SF BS1742 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $247904.98         | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C     | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $723144.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $110000.00         | $46115.67          | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X     | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $25081.98          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2381 | 2055-08-01      | 6.5000%  | 0.0000% | $53154688.00       | $55218773.14       | Agency Mortgage-Backed Securities |
| GNCL CL CN0558       | 2066-08-15      | 5.6500%  | 0.0000% | $1825176.00        | $1853162.03        | Agency Mortgage-Backed Securities |
| GNII RG CL8768 C     | 2050-05-20      | 3.0000%  | 0.0000% | $325000.00         | $183764.92         | Agency Mortgage-Backed Securities |
| GNII RG CI6752 C     | 2047-02-20      | 3.0000%  | 0.0000% | $82731.00          | $33365.41          | Agency Mortgage-Backed Securities |
| GNII RG CO2146 C     | 2050-08-20      | 3.0000%  | 0.0000% | $300000.00         | $148911.63         | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $35595.38          | Agency Mortgage-Backed Securities |
| GNII SF BP7953 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $791933.73         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1635346.00        | $273560.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4055 | 2043-04-01      | 3.0000%  | 0.0000% | $46730.00          | $10179.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5983 | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $121582.37         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $150000.00         | $81669.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4783 | 2050-12-01      | 2.0000%  | 0.0000% | $43344.00          | $26316.38          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1771 | 2055-06-01      | 5.5000%  | 0.0000% | $11999648.00       | $12077257.46       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $177000.00         | $141235.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBN8102 | 2049-03-01      | 3.5000%  | 0.0000% | $4767550.00        | $51201.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1745 | 2055-05-01      | 6.0000%  | 0.0000% | $17881056.00       | $18245020.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1773 | 2055-07-01      | 6.0000%  | 0.0000% | $25884544.00       | $26598546.04       | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBO5009 | 2049-12-01      | 2.5000%  | 0.0000% | $1403352.00        | $490978.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  | 0.0000% | $280000.00         | $15026.87          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTQK0914 | 2041-07-01      | 2.0000%  | 0.0000% | $400000.00         | $264220.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4823 | 2053-12-01      | 5.0000%  | 0.0000% | $500000.00         | $450361.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PQU7236 | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $439205.14         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA9046 | 2053-08-01      | 4.5000%  | 0.0000% | $331932.00         | $304712.50         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $597725.00         | $265751.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RQU9515 | 2035-10-01      | 2.5000%  | 0.0000% | $1024744.00        | $367363.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7132 | 2054-12-01      | 5.5000%  | 0.0000% | $53923328.00       | $50098133.02       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  | 0.0000% | $1421676.00        | $899914.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6597 | 2054-10-01      | 6.0000%  | 0.0000% | $7000000.00        | $6707884.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $739064.00         | $542286.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $516000.00         | $384380.44         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0269 | 2042-01-01      | 2.0000%  | 0.0000% | $200000.00         | $129093.50         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $141000.00         | $111213.35         | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27125.31          | Agency Mortgage-Backed Securities |
| GNII BD DJ7276 C     | 2055-05-20      | 4.5000%  | 0.0000% | $15652880.00       | $14418104.24       | Agency Mortgage-Backed Securities |
| GNII SF MA4558 M     | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $258558.83         | Agency Mortgage-Backed Securities |
| GNII SF DJ7836 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1195848.00        | $1172898.04        | Agency Mortgage-Backed Securities |
| GNII SF DH7383 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1272388.00        | $1312531.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ2841 C     | 2055-07-20      | 6.0000%  | 0.0000% | $15133087.00       | $15585384.70       | Agency Mortgage-Backed Securities |
| GNII SF DG9750 C     | 2055-01-20      | 5.0000%  | 0.0000% | $25019040.00       | $24400528.65       | Agency Mortgage-Backed Securities |
| GNII ET DJ7387 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1318812.00        | $1365998.03        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1107903.50        | Agency Mortgage-Backed Securities |
| GNCL CL CD0900       | 2063-08-15      | 3.0000%  | 0.0000% | $6476584.00        | $5681512.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $131874816.00      | $126963090.99      | Agency Mortgage-Backed Securities |
| GNII SF CZ1970 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1170804.00        | $1179539.82        | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $241260000.00      | $249929115.24      | Agency Mortgage-Backed Securities |
| GNII SF DL3656 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1085666.00        | $1094909.72        | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1660756.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0401 M     | 2040-06-20      | 6.0000%  | 0.0000% | $211550.00         | $215535.34         | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $62623.77          | Agency Mortgage-Backed Securities |
| GNII SF DI7727 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2294152.00        | $2365122.25        | Agency Mortgage-Backed Securities |
| GNII SF DE1097 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1206204.00        | $1266411.34        | Agency Mortgage-Backed Securities |
| GNII SF DC2038 C     | 2054-05-20      | 5.0000%  | 0.0000% | $1068958.00        | $944404.75         | Agency Mortgage-Backed Securities |
| GNII SF DE3278 C     | 2054-08-20      | 5.0000%  | 0.0000% | $1059382.00        | $1036060.68        | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2017748.41        | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $5038940.00        | $4774662.96        | Agency Mortgage-Backed Securities |
| GNII SF DB6406 C     | 2054-10-20      | 6.0000%  | 0.0000% | $18564032.00       | $18948429.10       | Agency Mortgage-Backed Securities |
| GNMI SF AT8108 X     | 2046-09-15      | 4.5000%  | 0.0000% | $780233.00         | $191540.45         | Agency Mortgage-Backed Securities |
| GNII SF DA4618 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1239400.68        | Agency Mortgage-Backed Securities |
| GNII SF DI2437 C     | 2055-04-20      | 6.0000%  | 0.0000% | $5080696.00        | $5242307.54        | Agency Mortgage-Backed Securities |
| GNII SF CW6848 C     | 2053-08-20      | 5.0000%  | 0.0000% | $1432678.00        | $1364810.12        | Agency Mortgage-Backed Securities |
| GNII SF DL4722 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1571378.00        | $1595859.02        | Agency Mortgage-Backed Securities |
| GNII SF CS7814 C     | 2053-04-20      | 5.0000%  | 0.0000% | $3481660.00        | $2711542.58        | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $1510412.00        | $798767.56         | Agency Mortgage-Backed Securities |
| GNII SF DL4813 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1169674.00        | $1210377.49        | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2180622.85        | Agency Mortgage-Backed Securities |
| GNMI SP 785994 X     | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1528247.48        | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4065296.81        | Agency Mortgage-Backed Securities |
| GNII EP 788073 C     | 2065-06-20      | 3.0000%  | 0.0000% | $120740160.00      | $103588537.31      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8560 | 2053-02-01      | 6.0000%  | 0.0000% | $284783.00         | $212311.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U3BF0512 | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1192282.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $458000.00         | $323771.40         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6485 | 2036-09-01      | 1.5000%  | 0.0000% | $683834.00         | $378947.70         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5072 | 2040-09-01      | 2.5000%  | 0.0000% | $575000.00         | $227754.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $60846012.34       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9615 | 2047-05-01      | 4.5000%  | 0.0000% | $1680000.00        | $108325.89         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAZ9016 | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $31915.01          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  | 0.0000% | $972000.00         | $637049.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9333 | 2054-10-01      | 5.5000%  | 0.0000% | $114301184.00      | $106436002.91      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1266 | 2053-04-01      | 5.5000%  | 0.0000% | $972612.00         | $717578.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  | 0.0000% | $547000.00         | $16923.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $96909.00          | $54952.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $26000.00          | $17723.53          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1296 | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $70638584.68       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0426 | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $249077.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH6551 | 2053-11-01      | 5.5000%  | 0.0000% | $127917.00         | $125991.19         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $172000.00         | $130638.91         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $732589.00         | $278405.87         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0479 | 2035-10-01      | 2.5000%  | 0.0000% | $275000.00         | $125424.34         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  | 0.0000% | $6748440.00        | $4918750.62        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1852 | 2051-06-01      | 2.5000%  | 0.0000% | $241000.00         | $166391.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8257 | 2038-09-01      | 5.5000%  | 0.0000% | $415000.00         | $261985.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0094 | 2041-01-01      | 3.5000%  | 0.0000% | $500000.00         | $111770.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $400000.00         | $259438.66         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  | 0.0000% | $34920320.00       | $19499613.59       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $182686.00         | $146340.44         | Agency Mortgage-Backed Securities |
| GNII BD DI7630 C     | 2055-06-20      | 4.5000%  | 0.0000% | $14993264.00       | $13825632.39       | Agency Mortgage-Backed Securities |
| GNII ET DI6289 C     | 2065-02-20      | 6.0000%  | 0.0000% | $221485.00         | $223845.69         | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $35148.78          | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 4.6250%  | 0.0000% | $5000000.00        | $8513.58           | Agency Mortgage-Backed Securities |
| GNII SF 003931 M     | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $5043.39           | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2530826.97        | Agency Mortgage-Backed Securities |
| GNMI SF AV4191 X     | 2046-09-15      | 4.5000%  | 0.0000% | $624562.00         | $91235.44          | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1356635.50        | Agency Mortgage-Backed Securities |
| GNPL PN CF5134       | 2063-05-15      | 2.7500%  | 0.0000% | $50000.00          | $41939.05          | Agency Mortgage-Backed Securities |
| GNII RG CK5782 C     | 2047-12-20      | 3.0000%  | 0.0000% | $1363258.00        | $811822.68         | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $109564.94         | Agency Mortgage-Backed Securities |
| GNII SP 783418 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $101506.50         | Agency Mortgage-Backed Securities |
| GNII SF DF1364 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1526180.00        | $1625269.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ0021 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1025826.00        | $1032257.63        | Agency Mortgage-Backed Securities |
| GNII SP 787701 C     | 2054-06-20      | 6.0000%  | 0.0000% | $54177664.00       | $50499853.83       | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18116.03          | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12097.32          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5538 | 2055-02-01      | 5.0000%  | 0.0000% | $10873904.00       | $10617563.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5451 | 2055-01-01      | 5.5000%  | 0.0000% | $14735920.00       | $14464407.06       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6716 | 2049-04-01      | 4.5000%  | 0.0000% | $2341632.00        | $269954.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6337 | 2054-09-01      | 6.0000%  | 0.0000% | $4950000.00        | $4824940.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7277 | 2055-06-01      | 5.0000%  | 0.0000% | $4802360.00        | $4714610.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $171737.00         | $141737.68         | Agency Mortgage-Backed Securities |
| GNPL LM CD9017       | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $87668.01          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0201 | 2055-08-01      | 6.5000%  | 0.0000% | $1207452.00        | $1262131.06        | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $472857.00         | $480781.22         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0846 | 2054-02-01      | 6.0000%  | 0.0000% | $585000.00         | $517839.40         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0044 | 2055-07-01      | 7.5000%  | 0.0000% | $741712.00         | $792720.28         | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $802356.56         | Agency Mortgage-Backed Securities |
| GNII SF DD4242 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1176920.51        | Agency Mortgage-Backed Securities |
| GNII SF DD9904 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1017336.00        | $1091932.77        | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $1171881.76        | Agency Mortgage-Backed Securities |
| GNII SF DD7486 C     | 2054-07-20      | 7.5000%  | 0.0000% | $1252640.00        | $1334519.22        | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25821489.55       | Agency Mortgage-Backed Securities |
| GNII SF DH6199 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1536409.98        | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17098944.48       | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1098784.94        | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $2906300.00        | $172496.11         | Agency Mortgage-Backed Securities |
| GNII SF MA1446 M     | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $168403.05         | Agency Mortgage-Backed Securities |
| GNII SF MA7629 M     | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $17999.82          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $333294.00         | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5180977.08        | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $306186.83         | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1357364.79        | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $91319.92          | Agency Mortgage-Backed Securities |
| GNII SF BU6352 C     | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $149184.44         | Agency Mortgage-Backed Securities |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $104191.11         | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $50000000.00       | $3957930.86        | Agency Mortgage-Backed Securities |
| GNAR AR 008947 M     | 2026-08-20      | 4.6250%  | 0.0000% | $23855103.00       | $5007.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4714 | 2037-07-01      | 4.5000%  | 0.0000% | $76930.00          | $49430.74          | Agency Mortgage-Backed Securities |
| GNII SF 004771 M     | 2040-08-20      | 4.5000%  | 0.0000% | $35000000.00       | $1250866.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3501 | 2055-02-01      | 5.5000%  | 0.0000% | $21568000.00       | $20928494.12       | Agency Mortgage-Backed Securities |
| GNII SF MA8981 M     | 2028-05-20      | 2.5000%  | 0.0000% | $1349510.00        | $831734.92         | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $900000.00         | $496730.35         | Agency Mortgage-Backed Securities |
| GNII SF MA6135 M     | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $51986.20          | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3365837.55        | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $3942124.00        | $3724452.91        | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $34160.85          | Agency Mortgage-Backed Securities |
| GNII SF MA2601 M     | 2045-02-20      | 3.5000%  | 0.0000% | $339412.00         | $24411.65          | Agency Mortgage-Backed Securities |
| GNII SF 778998 C     | 2042-03-20      | 4.0000%  | 0.0000% | $723000.00         | $61555.89          | Agency Mortgage-Backed Securities |
| FNMS 02.500 U4BM7775 | 2056-07-01      | 2.5000%  | 0.0000% | $13308912.00       | $11297913.21       | Agency Mortgage-Backed Securities |
| GNII RG CO5651 C     | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $114090.37         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $19809305.31       | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $88748.06          | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $216703.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M     | 2054-02-20      | 7.0000%  | 0.0000% | $10218640.00       | $4863260.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $4118488.00        | $3347408.24        | Agency Mortgage-Backed Securities |
| GNII SF BD0491 C     | 2048-01-20      | 4.5000%  | 0.0000% | $1114624.00        | $175424.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M     | 2052-06-20      | 2.0000%  | 0.0000% | $258661.00         | $195133.74         | Agency Mortgage-Backed Securities |
| GNPL PN BA0358       | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $78879.77          | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12342941.27       | Agency Mortgage-Backed Securities |
| GNII SF BC3386 C     | 2047-09-20      | 4.5000%  | 0.0000% | $3099820.00        | $1166990.53        | Agency Mortgage-Backed Securities |
| GNII SF 004883 M     | 2040-12-20      | 4.5000%  | 0.0000% | $3065780.00        | $166979.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA3191 | 2047-10-01      | 3.5000%  | 0.0000% | $321786.00         | $104696.28         | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5598.48           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1983 | 2055-06-01      | 6.5000%  | 0.0000% | $44177600.00       | $45862121.35       | Agency Mortgage-Backed Securities |
| GNII ET DI5908 C     | 2065-05-20      | 6.5000%  | 0.0000% | $463938.00         | $476846.98         | Agency Mortgage-Backed Securities |
| GNII SF DH6848 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1882800.00        | $1948361.04        | Agency Mortgage-Backed Securities |
| GNII SF DH8529 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1335230.00        | $1381924.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ2849 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10589983.27       | Agency Mortgage-Backed Securities |
| GNII SF DJ5823 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1993850.00        | $2059442.30        | Agency Mortgage-Backed Securities |
| GNII ET DH5604 C     | 2065-01-20      | 6.5000%  | 0.0000% | $466667.00         | $478715.47         | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2597384.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ4882 C     | 2055-05-20      | 7.5000%  | 0.0000% | $10339216.00       | $11083986.85       | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2584966.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ4836 C     | 2055-05-20      | 7.5000%  | 0.0000% | $17322880.00       | $18562848.81       | Agency Mortgage-Backed Securities |
| GNII SF DJ1826 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1092438.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ2241 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5070552.00        | $5108618.31        | Agency Mortgage-Backed Securities |
| GNII BD DH5161 C     | 2055-03-20      | 4.5000%  | 0.0000% | $4349450.00        | $3995328.93        | Agency Mortgage-Backed Securities |
| GNII ET DH0002 C     | 2064-12-20      | 6.5000%  | 0.0000% | $1157060.00        | $1185587.34        | Agency Mortgage-Backed Securities |
| GNII SF DG2264 C     | 2045-01-20      | 6.5000%  | 0.0000% | $1303802.00        | $1247714.20        | Agency Mortgage-Backed Securities |
| GNII SF DH8930 C     | 2055-03-20      | 6.5000%  | 0.0000% | $7528400.00        | $7965590.91        | Agency Mortgage-Backed Securities |
| GNII ET DG6881 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1067170.00        | $1077120.25        | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1095658.19        | Agency Mortgage-Backed Securities |
| GNII ET DH7909 C     | 2065-02-20      | 4.5000%  | 0.0000% | $255385.00         | $124590.33         | Agency Mortgage-Backed Securities |
| GNII ET DJ7238 C     | 2064-10-20      | 5.5000%  | 0.0000% | $150401.00         | $149196.80         | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2041556.00        | $2131743.96        | Agency Mortgage-Backed Securities |
| GNII SF 004580 M     | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $24352.18          | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $1102899.28        | Agency Mortgage-Backed Securities |
| GNII SF DK0503 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2155296.00        | $2184428.19        | Agency Mortgage-Backed Securities |
| GNII SF DK6651 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1277222.00        | $1288096.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6444 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4440096.00        | $4612444.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ8882 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4081968.00        | $4215404.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ1696 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $2987494.31        | Agency Mortgage-Backed Securities |
| GNII SF DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $1193775.76        | Agency Mortgage-Backed Securities |
| GNII SF DK6526 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1167080.27        | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $231917.00         | $211025.00         | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5189578.60        | Agency Mortgage-Backed Securities |
| GNII SF DK6678 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2738224.00        | $2758780.12        | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $105568.65         | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $3572152.00        | $1918911.32        | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X     | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $15132.78          | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5467372.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $31238000.00       | $23502245.21       | Agency Mortgage-Backed Securities |
| GNII SF MA8563 M     | 2051-02-20      | 2.0000%  | 0.0000% | $6184568.00        | $4037452.17        | Agency Mortgage-Backed Securities |
| GNII SF AX3459 C     | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1881931.83        | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711088.00        | $37210.47          | Agency Mortgage-Backed Securities |
| GNII SF DK5309 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2444848.00        | $2474675.96        | Agency Mortgage-Backed Securities |
| GNII SF MA8609 M     | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $30464.50          | Agency Mortgage-Backed Securities |
| GNII SF 626951 C     | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2415238.91        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $5006344.00        | $4175215.93        | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $9065000.00        | $6864854.90        | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $272880.44         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $2135000.00        | $1668871.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5794 | 2055-07-01      | 6.5000%  | 0.0000% | $6993776.00        | $7250179.49        | Agency Mortgage-Backed Securities |
| GNII SF CW6849 C     | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $2995580.73        | Agency Mortgage-Backed Securities |
| GNII SF CW1339 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1325772.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5346 | 2055-02-01      | 5.0000%  | 0.0000% | $1007542.00        | $985951.81         | Agency Mortgage-Backed Securities |
| GNII SF CW4739 C     | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6214390.83        | Agency Mortgage-Backed Securities |
| GNII ET CV1311 C     | 2064-03-20      | 6.5000%  | 0.0000% | $9319.00           | $9533.98           | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1953304.00        | $1811773.10        | Agency Mortgage-Backed Securities |
| GNII SF CW6992 C     | 2053-09-20      | 6.0000%  | 0.0000% | $10770624.00       | $9508550.93        | Agency Mortgage-Backed Securities |
| GNII SF AM3628 C     | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $436197.68         | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C     | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $2105337.69        | Agency Mortgage-Backed Securities |
| GNII SF CU0864 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2116472.00        | $1833576.03        | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1120583.33        | Agency Mortgage-Backed Securities |
| GNII SF CM7566 C     | 2052-03-20      | 2.5000%  | 0.0000% | $1085000.00        | $826933.74         | Agency Mortgage-Backed Securities |
| GNII SF CL1953 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1273407.00        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127872.13         | Agency Mortgage-Backed Securities |
| GNII SF DK9799 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1008058.00        | $1016640.94        | Agency Mortgage-Backed Securities |
| GNII SF DK7327 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1121960.36        | Agency Mortgage-Backed Securities |
| GNII SF DL4071 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2366564.00        | $2392819.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M     | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4467789.82        | Agency Mortgage-Backed Securities |
| GNII ET DI2491 C     | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $120495155.75      | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1815759.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ8568 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1153612.00        | $1162292.62        | Agency Mortgage-Backed Securities |
| GNII SF DI2041 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5118936.00        | $5156927.72        | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1916484.00        | $2013971.07        | Agency Mortgage-Backed Securities |
| GNII SF DL0046 C     | 2055-07-20      | 5.5000%  | 0.0000% | $13938416.00       | $14057092.32       | Agency Mortgage-Backed Securities |
| GNII SF DL4398 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2141956.00        | $2163089.25        | Agency Mortgage-Backed Securities |
| GNII SF DL0028 C     | 2055-07-20      | 5.5000%  | 0.0000% | $11293248.00       | $11389402.47       | Agency Mortgage-Backed Securities |
| GNII SF DK8346 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1471542.00        | $1562641.73        | Agency Mortgage-Backed Securities |
| GNII SF DL2513 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9396960.00        | $9476968.85        | Agency Mortgage-Backed Securities |
| GNII SF DK2525 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1365098.00        | $1411187.01        | Agency Mortgage-Backed Securities |
| GNII SF DJ6585 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2995576.00        | $3091500.99        | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $229201.85         | Agency Mortgage-Backed Securities |
| GNII SF DK5753 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1085258.00        | $1142458.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ9057 C     | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2429047.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ8368 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2524196.59        | Agency Mortgage-Backed Securities |
| GNII ET DK8723 C     | 2065-06-20      | 7.0000%  | 0.0000% | $3622464.00        | $3715619.06        | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $17105.76          | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $1219932.51        | Agency Mortgage-Backed Securities |
| GNII SF DF5267 C     | 2054-11-20      | 6.5000%  | 0.0000% | $615583.00         | $638570.01         | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $3478096.00        | $3478334.14        | Agency Mortgage-Backed Securities |
| GNII ET DG7093 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1015818.00        | $1025291.51        | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $1051167.12        | Agency Mortgage-Backed Securities |
| GNII ET DG7092 C     | 2064-12-20      | 6.5000%  | 0.0000% | $70170.00          | $71932.42          | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6252761.34        | Agency Mortgage-Backed Securities |
| GNII SF DG4677 C     | 2054-12-20      | 4.5000%  | 0.0000% | $6395544.00        | $5974404.13        | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $58690560.00       | $5938555.76        | Agency Mortgage-Backed Securities |
| GNII SF DF2519 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1068464.00        | $1104083.30        | Agency Mortgage-Backed Securities |
| GNII ET DF3872 C     | 2064-09-20      | 6.5000%  | 0.0000% | $213855.00         | $207669.81         | Agency Mortgage-Backed Securities |
| GNII ET DF2366 C     | 2064-10-20      | 6.5000%  | 0.0000% | $36140.00          | $37044.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10990.53          | Agency Mortgage-Backed Securities |
| GNII SF DI1931 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619456.00        | $2730940.55        | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $744784.88         | Agency Mortgage-Backed Securities |
| GNAR AT MA0177 M     | 2042-06-20      | 4.8750%  | 0.0000% | $620000.00         | $15718.32          | Agency Mortgage-Backed Securities |
| GNII SF MA2340 M     | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $5695.69           | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $257870848.00      | $249999376.83      | Agency Mortgage-Backed Securities |
| GNII SF DI7310 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1403398.00        | $1397822.74        | Agency Mortgage-Backed Securities |
| GNII SF DI6057 C     | 2055-04-20      | 5.5000%  | 0.0000% | $24236448.00       | $24161931.34       | Agency Mortgage-Backed Securities |
| GNII SF DI1622 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2189344.00        | $2258909.42        | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3280880.00        | $3421417.69        | Agency Mortgage-Backed Securities |
| GNII SF DI2016 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2184380.00        | $2200717.82        | Agency Mortgage-Backed Securities |
| GNII SF DI2161 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1486346.00        | $1135024.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL914052 | 2037-02-01      | 6.5000%  | 0.0000% | $2226712.00        | $58208.97          | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4162662.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M     | 2045-12-20      | 3.0000%  | 0.0000% | $2834768.00        | $2454071.31        | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $124905472.00      | $127564709.50      | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $204381.37         | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12339872.00       | $6033474.83        | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $494743.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0961 | 2055-06-01      | 6.5000%  | 0.0000% | $8964688.00        | $9311329.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2469 | 2055-07-01      | 6.0000%  | 0.0000% | $10561248.00       | $10827921.86       | Agency Mortgage-Backed Securities |
| GNII SF DA9642 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1227681.12        | Agency Mortgage-Backed Securities |
| GNII ET CV9346 C     | 2063-06-20      | 6.0000%  | 0.0000% | $493541.00         | $157375.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0786 | 2040-07-01      | 6.0000%  | 0.0000% | $5820936.00        | $6012980.32        | Agency Mortgage-Backed Securities |
| GNII ET DD7779 C     | 2064-08-20      | 6.5000%  | 0.0000% | $13125.00          | $9536.65           | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1650980.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $111273472.00      | $83362584.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0696 | 2055-07-01      | 5.0000%  | 0.0000% | $17075488.00       | $16803518.51       | Agency Mortgage-Backed Securities |
| GNII SF DB6368 C     | 2054-09-20      | 6.0000%  | 0.0000% | $11019552.00       | $11356884.45       | Agency Mortgage-Backed Securities |
| GNPL PN DC7235       | 2060-03-15      | 5.8200%  | 0.0000% | $1476090.00        | $1545799.49        | Agency Mortgage-Backed Securities |
| GNII SF DB6366 C     | 2054-09-20      | 6.0000%  | 0.0000% | $4498144.00        | $4630856.64        | Agency Mortgage-Backed Securities |
| GNII ET DA9495 C     | 2064-03-20      | 4.5000%  | 0.0000% | $105012.00         | $98094.28          | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3705710.38        | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $1622258.00        | $1636830.95        | Agency Mortgage-Backed Securities |
| GNII ET DJ9624 C     | 2065-05-20      | 7.0000%  | 0.0000% | $2310912.00        | $2394100.05        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $70544.75          | Agency Mortgage-Backed Securities |
| GNMI SF AV6149 X     | 2047-10-15      | 4.5000%  | 0.0000% | $1073858.00        | $181893.29         | Agency Mortgage-Backed Securities |
| GNII SF DK0282 C     | 2055-05-20      | 4.5000%  | 0.0000% | $1084282.00        | $1021857.90        | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X     | 2045-11-15      | 5.5000%  | 0.0000% | $2500000.00        | $793421.52         | Agency Mortgage-Backed Securities |
| GNMI SP 785753 X     | 2049-03-15      | 5.0000%  | 0.0000% | $15650608.00       | $12444162.50       | Agency Mortgage-Backed Securities |
| GNII ET DK8722 C     | 2065-06-20      | 6.5000%  | 0.0000% | $13488400.00       | $13863396.81       | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3323349.19        | Agency Mortgage-Backed Securities |
| GNII SF DL4030 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5559760.00        | $5607097.65        | Agency Mortgage-Backed Securities |
| GNII SF DL2494 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9425888.00        | $9506143.15        | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C     | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $138231.11         | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $89342.28          | Agency Mortgage-Backed Securities |
| GNAR AT 080947 M     | 2034-06-20      | 4.8750%  | 0.0000% | $40044480.00       | $921909.46         | Agency Mortgage-Backed Securities |
| GNII SF DK6389 C     | 2055-06-20      | 5.5000%  | 0.0000% | $9748656.00        | $9811357.68        | Agency Mortgage-Backed Securities |
| GNII SF DL3657 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3877744.00        | $3910760.40        | Agency Mortgage-Backed Securities |
| GNII SF DK9303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3762781.07        | Agency Mortgage-Backed Securities |
| GNII SF DK9457 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5622896.00        | $5670771.21        | Agency Mortgage-Backed Securities |
| GNII SF DL2722 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5660416.00        | $5708610.67        | Agency Mortgage-Backed Securities |
| GNII SF MB0460 M     | 2040-07-20      | 6.0000%  | 0.0000% | $2194680.00        | $2259049.96        | Agency Mortgage-Backed Securities |
| GNII SF DK7861 C     | 2055-07-20      | 7.0000%  | 0.0000% | $8473904.00        | $8802829.88        | Agency Mortgage-Backed Securities |
| GNII SF DI8300 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1136362.00        | $1171873.56        | Agency Mortgage-Backed Securities |
| GNII SF DI2391 C     | 2055-04-20      | 6.0000%  | 0.0000% | $21078304.00       | $21644246.59       | Agency Mortgage-Backed Securities |
| GNII SF DL0675 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1222996.00        | $1261376.88        | Agency Mortgage-Backed Securities |
| GNII ET DI2629 C     | 2065-02-20      | 6.0000%  | 0.0000% | $5573896.00        | $5606158.04        | Agency Mortgage-Backed Securities |
| GNII ET DI5765 C     | 2065-02-20      | 6.5000%  | 0.0000% | $551644.00         | $565515.99         | Agency Mortgage-Backed Securities |
| GNII JM MB0506 M     | 2040-06-20      | 4.5000%  | 0.0000% | $895000.00         | $864436.54         | Agency Mortgage-Backed Securities |
| GNII SF DL4741 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1306743.27        | Agency Mortgage-Backed Securities |
| GNII SF DI2705 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2092236.00        | $2096361.53        | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8370031.85        | Agency Mortgage-Backed Securities |
| GNII SF DI0931 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2179696.15        | Agency Mortgage-Backed Securities |
| GNII SF DL4414 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1687014.06        | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $4042521.09        | Agency Mortgage-Backed Securities |
| GNII SF DI9230 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3607176.00        | $3637888.70        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $990841.00         | $633064.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3884 | 2040-07-01      | 5.5000%  | 0.0000% | $1887314.00        | $1932881.94        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $2844528.00        | $200198.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4515 | 2043-04-01      | 3.0000%  | 0.0000% | $760000.00         | $113295.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4323 | 2053-12-01      | 5.5000%  | 0.0000% | $375000.00         | $320169.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $9000.00           | $6646.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 ZLFP0013 | 2048-06-25      | 4.0000%  | 0.0000% | $185000.00         | $120881.15         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL679270 | 2032-08-01      | 7.5000%  | 0.0000% | $10400000.00       | $93915.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8864.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0303 | 2052-01-01      | 3.0000%  | 0.0000% | $328469.00         | $237113.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4486 | 2037-02-01      | 2.0000%  | 0.0000% | $6481584.00        | $4237065.11        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9568 | 2055-04-01      | 7.0000%  | 0.0000% | $1066942.00        | $1138663.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0079 | 2055-08-01      | 6.0000%  | 0.0000% | $47321360.00       | $48297173.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7351 | 2055-07-01      | 6.0000%  | 0.0000% | $4629130.00        | $4739177.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9730 | 2055-08-01      | 5.0000%  | 0.0000% | $19413600.00       | $19025806.88       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5666 | 2055-06-01      | 6.0000%  | 0.0000% | $3634660.00        | $3728016.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0178 | 2057-03-01      | 3.0000%  | 0.0000% | $2022180.00        | $602268.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH0304 | 2047-04-01      | 4.5000%  | 0.0000% | $150000.00         | $7691.36           | Agency Mortgage-Backed Securities |
| GNII SF MA6576 M     | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5490.99           | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $6106800.00        | $2704362.62        | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3892612.00        | $2488713.63        | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $45264.49          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2522 | 2055-04-01      | 6.5000%  | 0.0000% | $1827192.00        | $1817455.62        | Agency Mortgage-Backed Securities |
| GNII SF CZ8457 C     | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $970339.09         | Agency Mortgage-Backed Securities |
| GNPL PN BP2036       | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $329802.67         | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C     | 2048-03-20      | 4.0000%  | 0.0000% | $11782848.00       | $2053690.05        | Agency Mortgage-Backed Securities |
| GNII SF BK2493 C     | 2049-03-20      | 4.5000%  | 0.0000% | $1554078.00        | $284068.17         | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26924.94          | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $256625.77         | Agency Mortgage-Backed Securities |
| GNII SF DG7449 C     | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $6007313.63        | Agency Mortgage-Backed Securities |
| GNII SF DH1578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1625750.00        | $1614626.93        | Agency Mortgage-Backed Securities |
| GNII SF DH6860 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2707792.00        | $2851470.41        | Agency Mortgage-Backed Securities |
| GNII SF MA1265 M     | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $7651.84           | Agency Mortgage-Backed Securities |
| GNII SF MB0458 M     | 2040-07-20      | 5.0000%  | 0.0000% | $2878972.00        | $2898879.13        | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M     | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1669125.86        | Agency Mortgage-Backed Securities |
| GNII SF DI0924 C     | 2055-02-20      | 6.5000%  | 0.0000% | $262433.00         | $273226.58         | Agency Mortgage-Backed Securities |
| GNII JM MB0010 M     | 2054-11-20      | 4.0000%  | 0.0000% | $12602416.00       | $11264582.95       | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1064978.90        | Agency Mortgage-Backed Securities |
| GNII SF DI7929 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $1888289.47        | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $376821760.00      | $243188973.10      | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1345518.00        | $1407848.08        | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $418137.74         | Agency Mortgage-Backed Securities |
| GNII SF DI9839 C     | 2055-03-20      | 5.5000%  | 0.0000% | $7379920.00        | $7350846.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $47577.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2244467.92        | Agency Mortgage-Backed Securities |
| GNII SF DK7281 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1084626.00        | $1063688.43        | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443776.00       | $13854.80          | Agency Mortgage-Backed Securities |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $45000000.00       | $3219424.79        | Agency Mortgage-Backed Securities |
| GNAR AR 080123 M     | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $6296.78           | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $331542.74         | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $606462.81         | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M     | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $13615.45          | Agency Mortgage-Backed Securities |
| GNII JM MA8477 M     | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $3963874.28        | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $45399.73          | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $205034.66         | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $48281.39          | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $998491.47         | Agency Mortgage-Backed Securities |
| GNII SF MA5570 M     | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $9930.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5327 | 2052-03-01      | 3.0000%  | 0.0000% | $2340740.00        | $1803992.60        | Agency Mortgage-Backed Securities |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $833064.00         | $73613.76          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2831 | 2054-11-01      | 6.5000%  | 0.0000% | $14147696.00       | $14188481.59       | Agency Mortgage-Backed Securities |
| GNII SF DI8266 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1248498.00        | $1288341.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $570000.00         | $538534.02         | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2808092.16        | Agency Mortgage-Backed Securities |
| GNII SF DI7840 C     | 2055-04-20      | 5.0000%  | 0.0000% | $5218704.00        | $5104256.67        | Agency Mortgage-Backed Securities |
| GNII SF DI9448 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1106356.00        | $1088748.89        | Agency Mortgage-Backed Securities |
| GNII SF DI8320 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1037998.00        | $1086525.52        | Agency Mortgage-Backed Securities |
| GNII SF DI4852 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1999814.00        | $2067056.88        | Agency Mortgage-Backed Securities |
| GNII SF DI8386 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1452396.00        | $1500024.44        | Agency Mortgage-Backed Securities |
| GNII SF DI7295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $5126312.00        | $5104807.58        | Agency Mortgage-Backed Securities |
| GNII SF DE1580 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1246414.00        | $1290789.48        | Agency Mortgage-Backed Securities |
| GNII SF DE4860 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1379711.88        | Agency Mortgage-Backed Securities |
| GNII ET DE7655 C     | 2064-10-20      | 6.5000%  | 0.0000% | $611535.00         | $545583.33         | Agency Mortgage-Backed Securities |
| GNII SF DE0178 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1286694.11        | Agency Mortgage-Backed Securities |
| GNII ET DE3613 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6098.00           | $6234.38           | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1428772.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0423 | 2055-05-01      | 5.0000%  | 0.0000% | $7423104.00        | $7206569.82        | Agency Mortgage-Backed Securities |
| GNII SF DB0439 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $1052169.78        | Agency Mortgage-Backed Securities |
| GNII ET DE2477 C     | 2064-06-20      | 6.5000%  | 0.0000% | $18238.00          | $18667.92          | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $2060320.00        | $2083753.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $6475104.00        | $3694582.01        | Agency Mortgage-Backed Securities |
| GNII SF MA8343 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1076258.00        | $690680.74         | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2736467.04        | Agency Mortgage-Backed Securities |
| GNII SF DI0821 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1243852.00        | $1305591.38        | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $2078845.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $5000000.00        | $5133342.00        | Agency Mortgage-Backed Securities |
| GNII SF DK5619 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2239644.00        | $2305894.91        | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1113477.78        | Agency Mortgage-Backed Securities |
| GNII SF DK6660 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1587000.00        | $1584290.85        | Agency Mortgage-Backed Securities |
| GNII SF DK1942 C     | 2055-06-20      | 5.5000%  | 0.0000% | $20789216.00       | $20945753.19       | Agency Mortgage-Backed Securities |
| GNII SF DK7315 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1031822.00        | $1096583.96        | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1770771.62        | Agency Mortgage-Backed Securities |
| GNII SF DK7055 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2382744.00        | $2403910.71        | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1149810.37        | Agency Mortgage-Backed Securities |
| GNII SF DK5105 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1648428.00        | $1623740.09        | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C     | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $963921.76         | Agency Mortgage-Backed Securities |
| GNMI SP 785693 X     | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $337711.52         | Agency Mortgage-Backed Securities |
| GNII ET CN6752 C     | 2062-05-20      | 4.5000%  | 0.0000% | $1186668.00        | $1003389.36        | Agency Mortgage-Backed Securities |
| GNMI SF BC3027 X     | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15736.04          | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3330200.00        | $3487371.01        | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15419.42          | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $4807510.00        | $4138523.90        | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3339461.97        | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $69054.69          | Agency Mortgage-Backed Securities |
| GNII SP 786981 C     | 2052-04-20      | 3.0000%  | 0.0000% | $182000000.00      | $135628459.92      | Agency Mortgage-Backed Securities |
| GNMI SP 785690 X     | 2050-04-15      | 4.5000%  | 0.0000% | $135665.00         | $50614.85          | Agency Mortgage-Backed Securities |
| GNII SF BF9563 C     | 2048-04-20      | 4.0000%  | 0.0000% | $8926272.00        | $2240204.40        | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1161844.17        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $352989.54         | Agency Mortgage-Backed Securities |
| GNII SF DJ9377 C     | 2055-05-20      | 6.0000%  | 0.0000% | $6992792.00        | $7118532.23        | Agency Mortgage-Backed Securities |
| GNII SF DK7326 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1038303.49        | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5198622.82        | Agency Mortgage-Backed Securities |
| GNII SF DK6390 C     | 2055-06-20      | 5.5000%  | 0.0000% | $8374720.00        | $8423334.88        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $2341118.39        | Agency Mortgage-Backed Securities |
| GNII SF DK5094 C     | 2055-06-20      | 5.5000%  | 0.0000% | $50000448.00       | $50359031.06       | Agency Mortgage-Backed Securities |
| GNII SF DK7181 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1768448.00        | $1733927.52        | Agency Mortgage-Backed Securities |
| GNII ET DG6500 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1294925.31        | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3346860.00        | $3510317.16        | Agency Mortgage-Backed Securities |
| GNII SF DK1497 C     | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17356165.91       | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6432296.00        | $6420255.67        | Agency Mortgage-Backed Securities |
| GNMI SF 709503 X     | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10599.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZT1166 | 2043-11-01      | 3.0000%  | 0.0000% | $612000.00         | $112604.26         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD9628 | 2052-04-01      | 3.0000%  | 0.0000% | $326059.00         | $223132.25         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $324438.00         | $278581.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0220 | 2045-12-01      | 4.5000%  | 0.0000% | $729735.00         | $138353.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $308787.14         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0487 | 2050-08-01      | 3.5000%  | 0.0000% | $1649024.00        | $596966.20         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS3915 | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $277894.84         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9921 | 2048-03-01      | 4.0000%  | 0.0000% | $349746.00         | $43175.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE0125 | 2040-05-01      | 4.5000%  | 0.0000% | $2349590.00        | $2257462.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2476 | 2055-07-01      | 6.0000%  | 0.0000% | $23136480.00       | $23707232.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7444 | 2054-06-01      | 5.5000%  | 0.0000% | $2999700.00        | $2598871.62        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $162723.74         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5250 | 2035-07-01      | 4.5000%  | 0.0000% | $1518380.00        | $1505336.77        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI6951 | 2054-06-01      | 7.0000%  | 0.0000% | $2558804.00        | $2328502.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $500000.00         | $383271.31         | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $15456416.00       | $12961178.57       | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1005754.05        | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $12884943.70       | Agency Mortgage-Backed Securities |
| GNMI SF AS4932 X     | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26556.59          | Agency Mortgage-Backed Securities |
| GNII SF DJ9735 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1356949.92        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  | 0.0000% | $149805.00         | $140461.63         | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $2387660.00        | $2500419.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0424 | 2055-03-01      | 4.5000%  | 0.0000% | $1802974.00        | $1709131.14        | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1790531.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5523 | 2039-10-01      | 4.0000%  | 0.0000% | $5190752.00        | $4644245.88        | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6692878.64        | Agency Mortgage-Backed Securities |
| GNPL PN CZ2392       | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $72438.41          | Agency Mortgage-Backed Securities |
| GNII ET DC7148 C     | 2064-08-20      | 6.5000%  | 0.0000% | $27330.00          | $27970.92          | Agency Mortgage-Backed Securities |
| GNII SF CX0795 C     | 2053-08-20      | 7.5000%  | 0.0000% | $1869820.00        | $1649299.41        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2624815.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8281 | 2055-07-01      | 6.0000%  | 0.0000% | $6893816.00        | $7088497.36        | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1093623.98        | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $17667701.23       | Agency Mortgage-Backed Securities |
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155691.05         | Agency Mortgage-Backed Securities |
| GNII SF DB2848 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1342948.30        | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M     | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $87923.43          | Agency Mortgage-Backed Securities |
| GNII JM MA0082 M     | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $123354.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1868 | 2051-10-01      | 2.5000%  | 0.0000% | $885424.00         | $618103.33         | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $853187.31         | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $31799040.00       | $25369386.22       | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $69516928.00       | $58097396.67       | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4622341.76        | Agency Mortgage-Backed Securities |
| GNMI SF BA2375 X     | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10517.79          | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M     | 2052-11-20      | 3.5000%  | 0.0000% | $6720000.00        | $4932402.79        | Agency Mortgage-Backed Securities |
| GNII SF 003654 M     | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $23808.08          | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4408464.00        | $4644215.11        | Agency Mortgage-Backed Securities |
| GNII ET DF5566 C     | 2064-10-20      | 6.5000%  | 0.0000% | $2117956.00        | $1246211.22        | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $4044120.00        | $4183732.46        | Agency Mortgage-Backed Securities |
| GNII ET DE3598 C     | 2064-08-20      | 4.5000%  | 0.0000% | $593910.00         | $556316.71         | Agency Mortgage-Backed Securities |
| GNII SF DG2342 C     | 2054-11-20      | 4.5000%  | 0.0000% | $14930112.00       | $13960790.93       | Agency Mortgage-Backed Securities |
| GNII SF DE8990 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1154508.00        | $1204751.93        | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1638816.78        | Agency Mortgage-Backed Securities |
| GNII SF DG1159 C     | 2054-12-20      | 6.5000%  | 0.0000% | $3519530.00        | $3655468.70        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3693368.21        | Agency Mortgage-Backed Securities |
| GNII ET DG3139 C     | 2064-11-20      | 4.5000%  | 0.0000% | $539300.00         | $506464.39         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5830 | 2051-01-01      | 1.5000%  | 0.0000% | $322802.00         | $179475.02         | Agency Mortgage-Backed Securities |
| GNII SF DG2289 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1653070.00        | $1745780.38        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $2037367.33        | Agency Mortgage-Backed Securities |
| GNII SF DG4541 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2339204.00        | $2281298.33        | Agency Mortgage-Backed Securities |
| GNII SF DF2332 C     | 2054-10-20      | 7.5000%  | 0.0000% | $4712080.00        | $5050973.37        | Agency Mortgage-Backed Securities |
| GNII SF DH3437 C     | 2040-02-20      | 4.5000%  | 0.0000% | $1794270.00        | $1703367.01        | Agency Mortgage-Backed Securities |
| GNII ET DG0082 C     | 2065-03-20      | 4.5000%  | 0.0000% | $112218.00         | $104528.91         | Agency Mortgage-Backed Securities |
| GNII SF DF5623 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1063108.00        | $1093795.23        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6298441.54        | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1172617.75        | Agency Mortgage-Backed Securities |
| GNII SF DF5262 C     | 2054-11-20      | 6.5000%  | 0.0000% | $2596812.00        | $2616860.62        | Agency Mortgage-Backed Securities |
| GNII SF DG4276 C     | 2054-11-20      | 4.5000%  | 0.0000% | $7222512.00        | $6740338.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $21222592.00       | $13442281.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0331 | 2052-01-01      | 3.0000%  | 0.0000% | $300000.00         | $192740.54         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8221 | 2054-11-01      | 6.5000%  | 0.0000% | $3713000.00        | $3815784.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2955 | 2055-01-01      | 6.0000%  | 0.0000% | $482748.00         | $494967.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5873 | 2055-08-01      | 6.0000%  | 0.0000% | $8013248.00        | $8174851.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2019 | 2055-06-01      | 5.5000%  | 0.0000% | $1180702.00        | $1185067.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAY5507 | 2030-03-01      | 3.5000%  | 0.0000% | $1063560.00        | $61945.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  | 0.0000% | $8020000.00        | $2059099.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2896 | 2055-07-01      | 6.0000%  | 0.0000% | $11067312.00       | $11461431.67       | Agency Mortgage-Backed Securities |
| GNII SF MA7513 M     | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $528310.32         | Agency Mortgage-Backed Securities |
| GNII SF MA8917 M     | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $45828.48          | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $437357.56         | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $6191000.00        | $3364596.71        | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $105013.40         | Agency Mortgage-Backed Securities |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $21151008.00       | $13789772.72       | Agency Mortgage-Backed Securities |
| GNII SF MA7865 M     | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $16981.29          | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $12459088.00       | $6377359.05        | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $206134.36         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6151 | 2055-02-01      | 6.0000%  | 0.0000% | $7257144.00        | $7414254.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  | 0.0000% | $506453.00         | $483789.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1123 | 2037-04-01      | 2.0000%  | 0.0000% | $112085.00         | $68201.63          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0218 | 2054-02-01      | 5.0000%  | 0.0000% | $1333784.00        | $1046223.03        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  | 0.0000% | $90000.00          | $50689.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0463 | 2060-03-01      | 3.0000%  | 0.0000% | $300000.00         | $122943.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0244 | 2055-08-01      | 6.0000%  | 0.0000% | $70808832.00       | $72159156.43       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3358 | 2055-01-01      | 5.5000%  | 0.0000% | $26792280.00       | $24408442.07       | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3424591.48        | Agency Mortgage-Backed Securities |
| GNII ET DJ0717 C     | 2065-04-20      | 6.5000%  | 0.0000% | $2428972.00        | $2495588.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ9409 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3271296.00        | $3361310.79        | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $81124.35          | Agency Mortgage-Backed Securities |
| GNII SF DJ8600 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1692046.00        | $1748665.49        | Agency Mortgage-Backed Securities |
| GNII SF DK1898 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6114664.00        | $6160388.37        | Agency Mortgage-Backed Securities |
| GNII BD DJ0975 C     | 2055-03-20      | 4.5000%  | 0.0000% | $11985584.00       | $11023418.05       | Agency Mortgage-Backed Securities |
| GNII ET DH9538 C     | 2064-12-20      | 6.5000%  | 0.0000% | $117728.00         | $32762.35          | Agency Mortgage-Backed Securities |
| GNII SF DK1928 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3959928.00        | $4093986.12        | Agency Mortgage-Backed Securities |
| GNII SF DJ4765 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5067464.00        | $5284515.76        | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.5000%  | 0.0000% | $25000000.00       | $1942864.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ5288 C     | 2055-06-20      | 5.5000%  | 0.0000% | $18500500.00       | $18658019.42       | Agency Mortgage-Backed Securities |
| GNII ET DJ5170 C     | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2805924.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ7839 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1689446.00        | $1700422.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1331021.85        | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $119331590.11      | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1489549.74        | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $9044240.00        | $9539568.90        | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6886272.89        | Agency Mortgage-Backed Securities |
| GNII SF DF5929 C     | 2054-10-20      | 5.0000%  | 0.0000% | $7056272.00        | $6875792.25        | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66386.17          | Agency Mortgage-Backed Securities |
| GNMI SF AM8581 X     | 2045-06-15      | 4.5000%  | 0.0000% | $145337.00         | $15316.55          | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $70070.87          | Agency Mortgage-Backed Securities |
| GNII SF CN3265 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $972400.86         | Agency Mortgage-Backed Securities |
| GNII RG CP8757 C     | 2051-11-20      | 2.5000%  | 0.0000% | $5429090.00        | $3720441.75        | Agency Mortgage-Backed Securities |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $78000.00          | $8894.66           | Agency Mortgage-Backed Securities |
| GNII SF BY5786 C     | 2050-10-20      | 4.0000%  | 0.0000% | $375000.00         | $82668.59          | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $7041355.48        | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $39784.38          | Agency Mortgage-Backed Securities |
| GNII SF CT4983 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $571791.10         | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $60695.72          | Agency Mortgage-Backed Securities |
| GNMI SF CR2381 X     | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $4010234.04        | Agency Mortgage-Backed Securities |
| GNII SF BW8885 C     | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1126645.43        | Agency Mortgage-Backed Securities |
| GNII SF CQ9879 C     | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1501236.47        | Agency Mortgage-Backed Securities |
| GNII SF AQ0387 C     | 2045-11-20      | 4.0000%  | 0.0000% | $4475808.00        | $593890.34         | Agency Mortgage-Backed Securities |
| GNII SF BM9743 C     | 2049-11-20      | 4.0000%  | 0.0000% | $700000.00         | $185895.99         | Agency Mortgage-Backed Securities |
| GNII SF AB2920 C     | 2042-09-20      | 4.0000%  | 0.0000% | $1049262.00        | $113415.81         | Agency Mortgage-Backed Securities |
| GNII SP 785751 C     | 2051-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $2011222.54        | Agency Mortgage-Backed Securities |
| GNII SF DK9451 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4637720.00        | $4709972.58        | Agency Mortgage-Backed Securities |
| GNII SF DK7061 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3344548.00        | $3373024.60        | Agency Mortgage-Backed Securities |
| GNII SF DK4930 C     | 2050-06-20      | 6.5000%  | 0.0000% | $1690830.00        | $1766450.12        | Agency Mortgage-Backed Securities |
| GNII SF DK8327 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4306127.22        | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3772324.00        | $3941115.38        | Agency Mortgage-Backed Securities |
| GNII SF DK9346 C     | 2055-07-20      | 5.5000%  | 0.0000% | $6417856.00        | $6472499.76        | Agency Mortgage-Backed Securities |
| GNII SF DK5684 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4717832.00        | $4924845.81        | Agency Mortgage-Backed Securities |
| GNII SF DK7282 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2335816.00        | $2353232.52        | Agency Mortgage-Backed Securities |
| GNII SF DK8211 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2169916.00        | $2245424.74        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4841113.28        | Agency Mortgage-Backed Securities |
| GNII SF DK5617 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1761344.00        | $1813446.32        | Agency Mortgage-Backed Securities |
| GNII SF DK6648 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1745046.00        | $1805771.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3506 | 2055-01-01      | 5.5000%  | 0.0000% | $305309.00         | $249388.05         | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2143396.68        | Agency Mortgage-Backed Securities |
| GNII ET DL0691 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2693012.00        | $2768972.89        | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1523397.39        | Agency Mortgage-Backed Securities |
| GNII SF DK9455 C     | 2055-07-20      | 5.5000%  | 0.0000% | $8032144.00        | $8100532.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5831 | 2055-06-01      | 5.5000%  | 0.0000% | $10341180.00       | $10425754.91       | Agency Mortgage-Backed Securities |
| GNII SF DK7666 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4387248.00        | $4412761.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3225 | 2054-12-01      | 6.5000%  | 0.0000% | $1528732.00        | $1604640.27        | Agency Mortgage-Backed Securities |
| GNII SF DL2514 C     | 2055-07-20      | 5.5000%  | 0.0000% | $8959808.00        | $9036094.79        | Agency Mortgage-Backed Securities |
| GNII SF DK9534 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1172654.00        | $1184799.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2895 | 2055-05-01      | 6.0000%  | 0.0000% | $29636736.00       | $28508557.81       | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2435536.28        | Agency Mortgage-Backed Securities |
| GNII SF DK9277 C     | 2055-07-20      | 6.0000%  | 0.0000% | $12605280.00       | $12928630.64       | Agency Mortgage-Backed Securities |
| GNII SF DK7685 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4297944.00        | $4325420.78        | Agency Mortgage-Backed Securities |
| GNII SF DK7313 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2358024.00        | $2451969.25        | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1196043.20        | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X     | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6900.81           | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 4.6250%  | 0.0000% | $6940000.00        | $231839.09         | Agency Mortgage-Backed Securities |
| GNMI SP 783175 X     | 2040-05-15      | 5.0000%  | 0.0000% | $69145000.00       | $1033148.87        | Agency Mortgage-Backed Securities |
| GNMI SF AA6411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5630.34           | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7638.65           | Agency Mortgage-Backed Securities |
| GNMI SF AA6418 X     | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5057.73           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1805 | 2055-06-01      | 6.0000%  | 0.0000% | $45408256.00       | $46697169.35       | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $88008.31          | Agency Mortgage-Backed Securities |
| GNII SP 787454 C     | 2054-04-20      | 5.5000%  | 0.0000% | $2000000.00        | $1852849.51        | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $12048586.70       | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39277.83          | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $26484.58          | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $15162144.00       | $5074662.28        | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $31239.04          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7885 | 2054-10-01      | 5.0000%  | 0.0000% | $75924.00          | $73483.76          | Agency Mortgage-Backed Securities |
| GNII RG CM2592 C     | 2043-08-20      | 3.0000%  | 0.0000% | $925000.00         | $600255.78         | Agency Mortgage-Backed Securities |
| GNII RG CL7259 C     | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1266738.13        | Agency Mortgage-Backed Securities |
| GNMI SF AF0251 X     | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $39998.39          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT2213 | 2037-03-01      | 1.5000%  | 0.0000% | $346912.00         | $220659.68         | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 10.6000% | 0.0000% | $10500704.00       | $11440720.02       | Agency Mortgage-Backed Securities |
| GNII SF CY0327 C     | 2053-10-20      | 7.5000%  | 0.0000% | $2200652.00        | $1884253.74        | Agency Mortgage-Backed Securities |
| GNII SF DK0235 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4571460.00        | $4730738.37        | Agency Mortgage-Backed Securities |
| GNII SF DK3896 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1113436.00        | $1121790.70        | Agency Mortgage-Backed Securities |
| GNII RG CL7639 C     | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1608878.15        | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $67096960.00       | $62142898.48       | Agency Mortgage-Backed Securities |
| GNII SF CQ7645 C     | 2041-10-20      | 4.0000%  | 0.0000% | $2505880.00        | $1980394.74        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1845130.76        | Agency Mortgage-Backed Securities |
| GNPL PN CU4648       | 2059-01-15      | 6.5300%  | 0.0000% | $356171.00         | $383430.42         | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1607580.98        | Agency Mortgage-Backed Securities |
| GNII SF CT4982 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $816056.04         | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1410549.06        | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $187516.07         | Agency Mortgage-Backed Securities |
| GNII ET CV1291 C     | 2064-11-20      | 6.5000%  | 0.0000% | $9534.00           | $9783.17           | Agency Mortgage-Backed Securities |
| GNCL CL CQ7046       | 2065-03-15      | 4.8900%  | 0.0000% | $3114116.00        | $3020079.04        | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $26319264.00       | $29502833.41       | Agency Mortgage-Backed Securities |
| GNII SF DJ4816 C     | 2055-04-20      | 6.5000%  | 0.0000% | $698720.00         | $740654.54         | Agency Mortgage-Backed Securities |
| GNII ET DK4149 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2512032.03        | Agency Mortgage-Backed Securities |
| GNII SF DK5133 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5663700.00        | $5705064.72        | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1063705.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ2745 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2492832.00        | $2572282.31        | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1490537.77        | Agency Mortgage-Backed Securities |
| GNII SF DK1500 C     | 2055-06-20      | 5.5000%  | 0.0000% | $16933472.00       | $16887033.44       | Agency Mortgage-Backed Securities |
| GNMI SF 698401 X     | 2039-07-15      | 4.5000%  | 0.0000% | $35718208.00       | $664392.90         | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13634.86          | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $55948224.00       | $644852.67         | Agency Mortgage-Backed Securities |
| GNII SF DI1682 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1059188.00        | $1115647.80        | Agency Mortgage-Backed Securities |
| GNII ET DC5076 C     | 2064-08-20      | 6.5000%  | 0.0000% | $33750.00          | $17181.81          | Agency Mortgage-Backed Securities |
| GNII ET DF3248 C     | 2064-11-20      | 6.0000%  | 0.0000% | $931886.00         | $940511.82         | Agency Mortgage-Backed Securities |
| GNII SF DF4744 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1141328.00        | $1058888.05        | Agency Mortgage-Backed Securities |
| GNII SF DG2279 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1616018.00        | $1716148.86        | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2140543.97        | Agency Mortgage-Backed Securities |
| GNII ET DE7619 C     | 2064-10-20      | 6.5000%  | 0.0000% | $2689600.00        | $2611138.15        | Agency Mortgage-Backed Securities |
| GNII SF DI5727 C     | 2055-03-20      | 7.5000%  | 0.0000% | $5415864.00        | $5632147.83        | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1262745.94        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2326780.05        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $38339.54          | Agency Mortgage-Backed Securities |
| GNPL PN DI7401       | 2060-05-15      | 5.7800%  | 0.0000% | $6529500.00        | $6803088.98        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $61096.75          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQD6641 | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $137046.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1719 | 2055-06-01      | 5.5000%  | 0.0000% | $29256544.00       | $29454198.69       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  | 0.0000% | $40065000.00       | $23337968.21       | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $21149.94          | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $304727.60         | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13058.91          | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $700000.00         | $93788.70          | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1918301.82        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $35463424.00       | $3877750.64        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  | 0.0000% | $375000.00         | $123217.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $5835090.00        | $5045831.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1117 | 2055-02-01      | 5.0000%  | 0.0000% | $1328040.00        | $1300862.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $13133580.00       | $11094062.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3841 | 2039-09-01      | 5.0000%  | 0.0000% | $1126990.00        | $236375.56         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  | 0.0000% | $1847712.00        | $1208803.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VSF5001 | 2043-11-01      | 3.0000%  | 0.0000% | $300000.00         | $124588.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5115 | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $255339.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8057 | 2054-06-01      | 6.0000%  | 0.0000% | $20028288.00       | $20040891.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0843 | 2035-02-01      | 5.5000%  | 0.0000% | $15852660.00       | $155637.58         | Agency Mortgage-Backed Securities |
| GNII SF DF1987 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1100680.00        | $1076859.34        | Agency Mortgage-Backed Securities |
| GNII SF DD7474 C     | 2054-08-20      | 5.0000%  | 0.0000% | $3901192.00        | $3784615.69        | Agency Mortgage-Backed Securities |
| GNII SF DD7529 C     | 2054-09-20      | 6.5000%  | 0.0000% | $4509720.00        | $4747815.48        | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2320894.54        | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $49346816.00       | $53176.65          | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $10490.06          | Agency Mortgage-Backed Securities |
| GNMI SP 784250 X     | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $2073610.37        | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $640573.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6248 | 2050-04-01      | 5.5000%  | 0.0000% | $155054.00         | $55582.16          | Agency Mortgage-Backed Securities |
| GNMI SP 784353 X     | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9865.28           | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9896462.33        | Agency Mortgage-Backed Securities |
| GNII SP 785433 C     | 2051-04-20      | 2.5000%  | 0.0000% | $275000.00         | $153368.55         | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $282465.09         | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X     | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $119493.92         | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3356152.85        | Agency Mortgage-Backed Securities |
| GNII SP 784346 C     | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $462865.40         | Agency Mortgage-Backed Securities |
| GNMI SF 568466 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $16502.47          | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 4.8750%  | 0.0000% | $30000000.00       | $800695.88         | Agency Mortgage-Backed Securities |
| GNII SF DJ9410 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3068064.00        | $3165010.05        | Agency Mortgage-Backed Securities |
| GNII SF DK4925 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1744310.32        | Agency Mortgage-Backed Securities |
| GNII SF DK4103 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1355186.00        | $1401052.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ9408 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1674686.00        | $1730991.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ5265 C     | 2055-07-20      | 6.0000%  | 0.0000% | $10232128.00       | $10638445.80       | Agency Mortgage-Backed Securities |
| GNII SF DK1608 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3964561.06        | Agency Mortgage-Backed Securities |
| GNII SF DK4800 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2380376.00        | $2496263.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1462 | 2055-04-01      | 6.5000%  | 0.0000% | $1193540.00        | $1058366.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5093 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10693560.00       | $10772783.21       | Agency Mortgage-Backed Securities |
| GNII SF DK1981 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2032728.00        | $2109816.10        | Agency Mortgage-Backed Securities |
| GNII SF DK1591 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3552700.00        | $3579344.23        | Agency Mortgage-Backed Securities |
| GNII RG CM3722 C     | 2046-12-20      | 3.0000%  | 0.0000% | $350000.00         | $215223.01         | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1863300.03        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4155 | 2035-10-01      | 2.0000%  | 0.0000% | $250000.00         | $100668.49         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0789 | 2040-07-01      | 6.5000%  | 0.0000% | $1172666.00        | $1234164.91        | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $27761.23          | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X     | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57162.05          | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $147211.45         | Agency Mortgage-Backed Securities |
| GNAR AF MA2533 M     | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $900119.08         | Agency Mortgage-Backed Securities |
| GNMI SF AO9363 X     | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $58150.01          | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $5500000.00        | $408843.56         | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $110369.03         | Agency Mortgage-Backed Securities |
| GNII SF MA1967 M     | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $14151.26          | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $50664192.00       | $5209184.70        | Agency Mortgage-Backed Securities |
| GNMI SF AO9429 X     | 2046-01-15      | 4.5000%  | 0.0000% | $676198.00         | $59299.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1980 | 2054-10-01      | 6.0000%  | 0.0000% | $10256848.00       | $10367507.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2688 | 2051-10-01      | 3.5000%  | 0.0000% | $128694.00         | $56616.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9623 | 2038-06-01      | 3.0000%  | 0.0000% | $1162800.00        | $900372.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9862 | 2055-02-01      | 6.0000%  | 0.0000% | $3225420.00        | $2622815.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0264 | 2055-01-01      | 6.0000%  | 0.0000% | $2110816.00        | $2157267.44        | Agency Mortgage-Backed Securities |
| GNII RG CI4202 C     | 2050-08-20      | 3.0000%  | 0.0000% | $375000.00         | $199797.63         | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2682450.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5502248.00        | $5774741.89        | Agency Mortgage-Backed Securities |
| GNII BD DJ8745 C     | 2055-05-20      | 4.5000%  | 0.0000% | $9868192.00        | $9115272.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1694653.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10171333.35       | Agency Mortgage-Backed Securities |
| GNII RG CI7786 C     | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1162872.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5315 | 2049-06-01      | 3.5000%  | 0.0000% | $250494.00         | $71188.70          | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $376285.76         | Agency Mortgage-Backed Securities |
| GNII RG CI4150 C     | 2051-05-20      | 3.0000%  | 0.0000% | $1100000.00        | $568366.75         | Agency Mortgage-Backed Securities |
| GNPL PN CP1090       | 2058-06-15      | 5.0000%  | 0.0000% | $44423.00          | $43563.31          | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $909541.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2308 | 2040-07-01      | 6.0000%  | 0.0000% | $35986304.00       | $37173204.28       | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $3058800.00        | $2841511.00        | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $149646.43         | Agency Mortgage-Backed Securities |
| GNII RG CI4142 C     | 2047-11-20      | 3.0000%  | 0.0000% | $125000.00         | $57632.34          | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41460.74          | Agency Mortgage-Backed Securities |
| GNII SF CJ2817 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1182144.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5747 | 2054-09-01      | 5.5000%  | 0.0000% | $2224564.00        | $2205700.33        | Agency Mortgage-Backed Securities |
| GNII SF MA5505 M     | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $7682.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5671 | 2055-02-01      | 5.0000%  | 0.0000% | $6046456.00        | $5908392.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL788358 | 2034-04-01      | 6.0000%  | 0.0000% | $1145000.00        | $12296.45          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1742 | 2052-09-01      | 4.5000%  | 0.0000% | $935290.00         | $717893.71         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6556 | 2051-03-01      | 2.0000%  | 0.0000% | $3574852.00        | $2349167.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2876 | 2039-12-01      | 5.5000%  | 0.0000% | $1137986.00        | $1136491.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735667 | 2035-07-01      | 5.0000%  | 0.0000% | $1500000.00        | $15545.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2544 | 2054-07-01      | 5.5000%  | 0.0000% | $681056.00         | $665097.18         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | 0.0000% | $315606.00         | $220926.12         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1979 | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $354152.26         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3228 | 2047-02-01      | 3.5000%  | 0.0000% | $3200000.00        | $259849.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM6435 | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $175118.46         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6818 | 2048-06-01      | 4.0000%  | 0.0000% | $1350598.00        | $172648.58         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7863 | 2048-08-01      | 4.0000%  | 0.0000% | $791888.00         | $186214.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5204 | 2036-09-01      | 6.0000%  | 0.0000% | $1009564.00        | $256531.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $184750.94         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6459 | 2051-08-01      | 3.0000%  | 0.0000% | $336554.00         | $223908.57         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM9103 | 2041-10-01      | 2.0000%  | 0.0000% | $500000.00         | $311447.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3125 | 2037-07-01      | 3.0000%  | 0.0000% | $974197.00         | $663842.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8535 | 2048-06-01      | 4.0000%  | 0.0000% | $135000.00         | $60995.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2554655.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6856 | 2055-02-01      | 5.0000%  | 0.0000% | $3564992.00        | $3458773.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 2LAE5533 | 2037-11-01      | 5.5000%  | 0.0000% | $3708584.00        | $69227.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8448 | 2055-07-01      | 6.0000%  | 0.0000% | $1343600.00        | $1384323.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1130 | 2055-04-01      | 5.0000%  | 0.0000% | $1692644.00        | $1654662.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5729 | 2040-04-01      | 3.0000%  | 0.0000% | $1227202.00        | $1150420.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5115 | 2055-06-01      | 6.0000%  | 0.0000% | $1107798.00        | $1143691.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3938 | 2046-01-01      | 3.5000%  | 0.0000% | $500000.00         | $75482.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4735 | 2040-07-01      | 5.0000%  | 0.0000% | $1401106.00        | $1415436.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1840 | 2055-05-01      | 6.0000%  | 0.0000% | $2584100.00        | $2406411.89        | Agency Mortgage-Backed Securities |
| GNII SF DI8699 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1004022.00        | $954112.65         | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1295822.83        | Agency Mortgage-Backed Securities |
| GNII SF DK4174 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1529862.00        | $1602067.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ5271 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1300482.00        | $1320342.09        | Agency Mortgage-Backed Securities |
| GNII SF DH9417 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1325988.00        | $1395067.56        | Agency Mortgage-Backed Securities |
| GNII SF DK3964 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2571653.35        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6769247.97        | Agency Mortgage-Backed Securities |
| GNII ET DJ7354 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1617592.00        | $1662501.90        | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2362815.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ8821 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1447470.00        | $1465425.68        | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1332606.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ8230 C     | 2055-06-20      | 6.0000%  | 0.0000% | $5595944.00        | $5824669.44        | Agency Mortgage-Backed Securities |
| GNII SF DK9923 C     | 2055-06-20      | 5.0000%  | 0.0000% | $5900456.00        | $5783397.27        | Agency Mortgage-Backed Securities |
| GNII ET DJ6054 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1006618.00        | $1034247.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4652551.94        | Agency Mortgage-Backed Securities |
| GNII ET DJ7161 C     | 2065-05-20      | 6.5000%  | 0.0000% | $20144512.00       | $20475928.92       | Agency Mortgage-Backed Securities |
| GNII SF DF9104 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1618608.00        | $1664962.29        | Agency Mortgage-Backed Securities |
| GNII SF DE5787 C     | 2054-10-20      | 7.5000%  | 0.0000% | $2527624.00        | $2717934.95        | Agency Mortgage-Backed Securities |
| GNII SF DF3988 C     | 2054-09-20      | 7.0000%  | 0.0000% | $2408188.00        | $2350595.99        | Agency Mortgage-Backed Securities |
| GNII SF DF7326 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1369822.80        | Agency Mortgage-Backed Securities |
| GNII ET DE5991 C     | 2064-09-20      | 6.5000%  | 0.0000% | $9382.00           | $9588.70           | Agency Mortgage-Backed Securities |
| GNII BD DJ1087 C     | 2055-03-20      | 4.5000%  | 0.0000% | $15317888.00       | $14084921.80       | Agency Mortgage-Backed Securities |
| GNII SF DJ1931 C     | 2055-04-20      | 6.5000%  | 0.0000% | $4574928.00        | $4771556.89        | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2506193.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ1772 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2119033.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ1771 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1925967.06        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $3054825.21        | Agency Mortgage-Backed Securities |
| GNII ET DG9488 C     | 2064-12-20      | 6.5000%  | 0.0000% | $115172.00         | $118177.89         | Agency Mortgage-Backed Securities |
| GNII SF DG6551 C     | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2449150.78        | Agency Mortgage-Backed Securities |
| GNII SF DG6864 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1057842.00        | $1094136.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ8641 C     | 2055-07-20      | 5.5000%  | 0.0000% | $12588512.00       | $12695682.19       | Agency Mortgage-Backed Securities |
| GNII SF DK4053 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1231416.00        | $1269856.41        | Agency Mortgage-Backed Securities |
| GNII ET DK3105 C     | 2065-06-20      | 4.5000%  | 0.0000% | $829484.00         | $782765.80         | Agency Mortgage-Backed Securities |
| GNII SF DK0126 C     | 2055-06-20      | 6.0000%  | 0.0000% | $7713624.00        | $7934605.84        | Agency Mortgage-Backed Securities |
| GNII ET DK2993 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $2614651.77        | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $940820.95         | Agency Mortgage-Backed Securities |
| GNII SF BY0318 C     | 2050-09-20      | 4.0000%  | 0.0000% | $300000.00         | $59746.73          | Agency Mortgage-Backed Securities |
| GNII SF CE9948 C     | 2051-09-20      | 3.0000%  | 0.0000% | $95463.00          | $69608.38          | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $157148.14         | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $43992.81          | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $397682.92         | Agency Mortgage-Backed Securities |
| GNPL PN CP1228       | 2060-01-15      | 5.8500%  | 0.0000% | $1644404.00        | $1726012.36        | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $618000000.00      | $95877256.28       | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $697659.19         | Agency Mortgage-Backed Securities |
| GNII SF MB0123 M     | 2040-01-20      | 6.0000%  | 0.0000% | $9343824.00        | $9322761.19        | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $165082624.00      | $165417141.70      | Agency Mortgage-Backed Securities |
| GNMI SF 677385 X     | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7360.90           | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $143186.88         | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $184590.00         | $12139.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10174964.30       | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $110202.08         | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $466716.69         | Agency Mortgage-Backed Securities |
| GNII SF MA5962 M     | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $116947.24         | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $112497.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M     | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $46265.45          | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $389460000.00      | $185951405.50      | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $2399356.00        | $1117734.95        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $61713216.00       | $34617908.50       | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $179464.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5370 M     | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $11830.38          | Agency Mortgage-Backed Securities |
| GNII SF MA4690 M     | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $12637.58          | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $350149.05         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14753356.39       | Agency Mortgage-Backed Securities |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $66217.18          | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M     | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $56789.35          | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $30915712.00       | $5531453.30        | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $82534.35          | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2672059.23        | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $951486.71         | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $390000.00         | $195688.11         | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $112748.68         | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $74665.22          | Agency Mortgage-Backed Securities |
| GNII SF MA7024 M     | 2035-12-20      | 2.5000%  | 0.0000% | $300000.00         | $107154.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7106 M     | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $39214.53          | Agency Mortgage-Backed Securities |
| GNII SF DL4708 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1098296.00        | $1107647.26        | Agency Mortgage-Backed Securities |
| GNII SF DL4759 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1417008.00        | $1465884.86        | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1843753.83        | Agency Mortgage-Backed Securities |
| GNII SF DL4050 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4691200.00        | $4901096.80        | Agency Mortgage-Backed Securities |
| GNII SF DK7225 C     | 2055-06-20      | 5.0000%  | 0.0000% | $2925896.00        | $2869336.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $127345.56         | Agency Mortgage-Backed Securities |
| GNII SF DK6354 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4485080.00        | $4518331.22        | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1435659.11        | Agency Mortgage-Backed Securities |
| GNII SF DL4723 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1543498.00        | $1556639.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0068 M     | 2039-12-20      | 6.0000%  | 0.0000% | $4839592.00        | $4563462.79        | Agency Mortgage-Backed Securities |
| GNII SF DK9285 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1563322.00        | $1581819.75        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1788538.00        | $1877764.60        | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1469963.93        | Agency Mortgage-Backed Securities |
| GNII ET DC6748 C     | 2064-08-20      | 6.5000%  | 0.0000% | $254995.00         | $122792.64         | Agency Mortgage-Backed Securities |
| GNII SF CZ6045 C     | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $6677523.78        | Agency Mortgage-Backed Securities |
| GNII SF DB6821 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2247428.90        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1769 | 2055-06-01      | 6.5000%  | 0.0000% | $10206624.00       | $10582548.28       | Agency Mortgage-Backed Securities |
| GNII SF CW3777 C     | 2053-08-20      | 6.5000%  | 0.0000% | $2247036.00        | $1876085.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV5856 | 2040-05-01      | 4.5000%  | 0.0000% | $1252502.00        | $1243204.68        | Agency Mortgage-Backed Securities |
| GNII ET CV6001 C     | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $315308.78         | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $701878.34         | Agency Mortgage-Backed Securities |
| GNII SF CX5783 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1121820.00        | $987417.03         | Agency Mortgage-Backed Securities |
| GNII SF CX6561 C     | 2053-09-20      | 7.5000%  | 0.0000% | $2374576.00        | $2096695.07        | Agency Mortgage-Backed Securities |
| GNII ET CW5902 C     | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1528251.33        | Agency Mortgage-Backed Securities |
| GNII SF CW4741 C     | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3722573.96        | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $866444.58         | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $12585440.00       | $12675639.85       | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1722410.15        | Agency Mortgage-Backed Securities |

### Security 764: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.370000%
- **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: ARP19XTB5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19XTB5
- **C.18 - Value (incl. sponsor support):** $651000000.00
- **C.18.a - Value (excl. sponsor support):** $651000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $298590284.00      | $170067585.99      | Agency Mortgage-Backed Securities |
| GNII SF MB0022 M | 2054-10-20      | 3.5000%  | 0.0000% | $97876828.00       | $86834761.70       | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $34241447.00       | $26198173.69       | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | 0.0000% | $204262811.00      | $191475480.84      | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $199300000.00      | $196035393.39      | Agency Mortgage-Backed Securities |

### Security 765: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.370000%
- **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: ARP19XTC3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19XTC3
- **C.18 - Value (incl. sponsor support):** $8147980000.00
- **C.18.a - Value (excl. sponsor support):** $8147980000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips)        |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $34220000.00       | $34893355.49       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2030-06-30      | 3.8750%  | 0.0000% | $3047900.00        | $3045590.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-05-15      | 4.2500%  | 0.0000% | $26346100.00       | $26311762.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-05-31      | 4.0000%  | 0.0000% | $63506500.00       | $64053714.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-08-31      | 3.7500%  | 0.0000% | $2999800.00        | $2993713.50        | U.S. Treasuries (including strips)        |
| GNII SF MA8151 M         | 2052-07-20      | 4.5000%  | 0.0000% | $294533259.00      | $221595264.59      | Agency Mortgage-Backed Securities         |
| GNII SF DK8011 C         | 2055-07-20      | 6.5000%  | 0.0000% | $5669376.00        | $5923044.67        | Agency Mortgage-Backed Securities         |
| GNII SF DK8008 C         | 2055-07-20      | 6.5000%  | 0.0000% | $9972624.00        | $10418835.77       | Agency Mortgage-Backed Securities         |
| GNII ET DH9311 C         | 2065-02-20      | 6.0000%  | 0.0000% | $2586973.00        | $2328692.44        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2044-08-15      | 4.1250%  | 0.0000% | $781600.00         | $720442.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2054-05-15      | 4.6250%  | 0.0000% | $44682400.00       | $43027243.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-11-15      | 1.3750%  | 0.0000% | $2463500.00        | $1559873.51        | U.S. Treasuries (including strips)        |
| GNII SF MA5985 M         | 2049-06-20      | 3.5000%  | 0.0000% | $372841000.00      | $37936438.65       | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $89035505.00       | $62621740.47       | Agency Mortgage-Backed Securities         |
| GNII ET CV8071 C         | 2063-07-20      | 5.0000%  | 0.0000% | $1979466.00        | $1207800.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5813     | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $11439766.30       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3587     | 2053-08-01      | 6.0000%  | 0.0000% | $20505091.00       | $15819574.64       | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M         | 2051-03-20      | 2.5000%  | 0.0000% | $439993689.00      | $213262379.66      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8000     | 2053-08-01      | 6.5000%  | 0.0000% | $5166803.00        | $3233398.96        | Agency Mortgage-Backed Securities         |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5509844.00        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2713439.20        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $734049.00         | Agency Debentures and Agency Strips       |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13329960.00       | Agency Debentures and Agency Strips       |
| 04.500 FGPC V84881 G     | 2048-11-01      | 4.5000%  | 0.0000% | $87500000.00       | $19461080.65       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8786     | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13323241.37       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4951     | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35437179.08       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $1695000.00        | $1302106.53        | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLFS5066     | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $22950678.53       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $466805.71         | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2025-10-27      | 0.5400%  | 0.0000% | $195000.00         | $193443.90         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2025-10-28      | 1.9500%  | 0.0000% | $50000.00          | $49943.78          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4458185.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $4830724.80        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-05-19      | 3.3000%  | 0.0000% | $10000000.00       | $9445200.00        | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLCB8531     | 2054-05-01      | 5.5000%  | 0.0000% | $39276887.00       | $36581001.81       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $5885928.08        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1926911.25        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6012025.83        | Agency Debentures and Agency Strips       |
| FNMS 06.500 CLCB7523     | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1264444.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8532     | 2054-05-01      | 5.5000%  | 0.0000% | $101804458.00      | $91358179.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8520     | 2054-05-01      | 5.0000%  | 0.0000% | $17527451.00       | $15984639.22       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9025     | 2054-08-01      | 6.5000%  | 0.0000% | $14639518.00       | $13936518.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9853     | 2053-09-01      | 6.0000%  | 0.0000% | $27904352.00       | $24289214.94       | Agency Mortgage-Backed Securities         |
| 3.125 FHLB 25 ZG         | 2025-09-12      | 3.1250%  | 0.0000% | $65000.00          | $65615.94          | Agency Debentures and Agency Strips       |
| 04.000 FGPC U99179 G     | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $13523692.54       | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2032-10-29      | 1.3000%  | 0.0000% | $4620000.00        | $3732693.07        | Agency Debentures and Agency Strips       |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16554895.16       | Agency Debentures and Agency Strips       |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4777743.75        | Agency Debentures and Agency Strips       |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11154760.43       | Agency Debentures and Agency Strips       |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $16612106.63       | Agency Debentures and Agency Strips       |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $8981393.33        | Agency Debentures and Agency Strips       |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20550483.33       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-01-15      | 2.1250%  | 0.0000% | $96543000.00       | $99796994.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-09-15      | 3.3750%  | 0.0000% | $249591600.00      | $249999994.26      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-09-30      | 3.5000%  | 0.0000% | $14094100.00       | $14026260.40       | U.S. Treasuries (including strips)        |
| GNII ET DD8675 C         | 2064-09-20      | 6.5000%  | 0.0000% | $2802896.00        | $2525025.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-01-15      | 4.2500%  | 0.0000% | $39656700.00       | $40036524.97       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-04-15      | 3.7500%  | 0.0000% | $12000000.00       | $12086077.38       | U.S. Treasuries (including strips)        |
| GNII SF DJ2972 C         | 2055-07-20      | 6.0000%  | 0.0000% | $6528430.00        | $6703515.96        | Agency Mortgage-Backed Securities         |
| GNII ET DH9309 C         | 2065-02-20      | 6.0000%  | 0.0000% | $2190111.00        | $2210252.02        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-04-15      | 2.1250%  | 0.0000% | $38663800.00       | $41538796.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $13751500.00       | $13530641.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-07-15      | 1.8750%  | 0.0000% | $25999900.00       | $26653650.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-06-30      | 4.2500%  | 0.0000% | $900.00            | $913.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-11-15      | 3.0000%  | 0.0000% | $615400.00         | $465503.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-11-15      | 2.7500%  | 0.0000% | $2014500.00        | $1523661.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2043-02-15      | 0.6250%  | 0.0000% | $159669200.00      | $165241675.32      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2044-05-15      | 3.3750%  | 0.0000% | $700.00            | $571.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-05-15      | 3.2500%  | 0.0000% | $27783300.00       | $22845465.00       | U.S. Treasuries (including strips)        |
| GNII SF MA4652 M         | 2047-08-20      | 3.5000%  | 0.0000% | $191402000.00      | $24126460.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0560     | 2054-12-01      | 5.5000%  | 0.0000% | $53994561.00       | $53250314.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8400     | 2054-07-01      | 6.0000%  | 0.0000% | $24169716.00       | $22197891.80       | Agency Mortgage-Backed Securities         |
| GNII SF DK5636 C         | 2055-07-20      | 6.0000%  | 0.0000% | $2618297.00        | $2708596.83        | Agency Mortgage-Backed Securities         |
| GNII SF DK9930 C         | 2055-06-20      | 6.0000%  | 0.0000% | $1294486.00        | $1336048.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2545     | 2055-01-01      | 5.0000%  | 0.0000% | $19480556.00       | $18718184.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1601     | 2054-12-01      | 5.0000%  | 0.0000% | $12061497.00       | $11423338.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149     | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $747956.78         | Agency Mortgage-Backed Securities         |
| GNII SF DK9272 C         | 2055-07-20      | 6.0000%  | 0.0000% | $636724.00         | $652530.04         | Agency Mortgage-Backed Securities         |
| GNII SF DK8019 C         | 2055-07-20      | 6.5000%  | 0.0000% | $2586496.00        | $2708251.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $160966.00         | $155548.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2841     | 2052-09-01      | 4.0000%  | 0.0000% | $5204956.00        | $4127524.48        | Agency Mortgage-Backed Securities         |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $1250000.00        | $857191.67         | Agency Debentures and Agency Strips       |
| FEPC 06.000 CLSD3966     | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $21134815.98       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V84126 G     | 2048-05-01      | 4.0000%  | 0.0000% | $320737899.00      | $47956478.88       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5148     | 2042-03-01      | 2.0000%  | 0.0000% | $6636599.00        | $4349947.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $8211000.00        | $6040758.80        | Agency Debentures and Agency Strips       |
| FNMS 05.000 CLCB8670     | 2054-06-01      | 5.0000%  | 0.0000% | $19609079.00       | $17900701.07       | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M         | 2048-02-20      | 4.0000%  | 0.0000% | $466177886.00      | $46550256.08       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8475     | 2054-05-01      | 5.0000%  | 0.0000% | $4690689.00        | $4199634.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8530     | 2054-05-01      | 5.5000%  | 0.0000% | $13498060.00       | $12290225.96       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7071     | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $35087589.95       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8507     | 2047-07-01      | 3.5000%  | 0.0000% | $30977156.00       | $26160326.58       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2758     | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $12023790.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2175     | 2055-04-01      | 5.5000%  | 0.0000% | $22505439.00       | $22419700.89       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247     | 2054-01-01      | 6.0000%  | 0.0000% | $363200.00         | $288299.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2144     | 2055-04-01      | 6.0000%  | 0.0000% | $13392473.00       | $13642529.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233     | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $8876735.25        | Agency Mortgage-Backed Securities         |
| GNII SF DK4162 C         | 2055-07-20      | 6.0000%  | 0.0000% | $18230.00          | $18864.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4599     | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13710311.21       | Agency Mortgage-Backed Securities         |
| GNII ET DJ7338 C         | 2065-06-20      | 6.5000%  | 0.0000% | $3307575.00        | $3399300.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M         | 2054-08-20      | 4.5000%  | 0.0000% | $458000.00         | $426339.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0666     | 2055-03-01      | 6.0000%  | 0.0000% | $32057488.00       | $32299961.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1518     | 2054-12-01      | 5.5000%  | 0.0000% | $12485824.00       | $12498232.31       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q59387 G     | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $2069990.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-12-31      | 3.7500%  | 0.0000% | $1100.00           | $1098.00           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-02-28      | 4.2500%  | 0.0000% | $242940900.00      | $249999994.13      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-03-31      | 4.1250%  | 0.0000% | $1000000.00        | $1020929.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-10-31      | 4.1250%  | 0.0000% | $2423900.00        | $2466421.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-06-30      | 4.2500%  | 0.0000% | $113895600.00      | $115393345.70      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-11-30      | 4.3750%  | 0.0000% | $46600400.00       | $47620234.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-10-15      | 1.6250%  | 0.0000% | $15097700.00       | $16655411.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-06-30      | 3.7500%  | 0.0000% | $162845400.00      | $161699125.86      | U.S. Treasuries (including strips)        |
| GNMI SP 782299 X         | 2038-03-15      | 5.0000%  | 0.0000% | $33557942.00       | $649191.82         | Agency Mortgage-Backed Securities         |
| GNRM 2024-084 BL         | 2054-05-20      | 5.7500%  | 0.0000% | $81999000.00       | $83584587.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-005 EC         | 2050-08-20      | 5.0000%  | 0.0000% | $26841000.00       | $14006442.27       | Agency Collateralized Mortgage Obligation |
| GNII ET DL1181 C         | 2065-07-20      | 7.0000%  | 0.0000% | $430377.00         | $444985.00         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5114     | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $7870823.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $10115136.00       | $9548607.41        | Agency Mortgage-Backed Securities         |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $82610.58          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLSD8408     | 2054-03-01      | 5.5000%  | 0.0000% | $711068.00         | $611490.81         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7970     | 2052-08-01      | 4.5000%  | 0.0000% | $28338947.00       | $22225306.91       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRA9872     | 2053-09-01      | 7.0000%  | 0.0000% | $11151987.00       | $7802906.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5138     | 2041-12-01      | 2.0000%  | 0.0000% | $28410000.00       | $17858363.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7547     | 2053-12-01      | 6.5000%  | 0.0000% | $17435252.00       | $11439030.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8092     | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $73253700.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0156     | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $268631.65         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $5199785.00        | $5111668.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2231     | 2052-12-01      | 5.5000%  | 0.0000% | $104358200.00      | $83599010.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $57923950.00       | $52594835.57       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA4518     | 2051-02-01      | 3.5000%  | 0.0000% | $66183772.00       | $31894603.87       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $20500861.11       | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQG5434     | 2053-06-01      | 5.0000%  | 0.0000% | $21033311.00       | $17081635.59       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9842     | 2053-09-01      | 5.5000%  | 0.0000% | $4821043.00        | $4156173.40        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1362634.40        | Agency Debentures and Agency Strips       |
| FEPC 06.000 CLSD7570     | 2054-05-01      | 6.0000%  | 0.0000% | $5053373.00        | $4558432.60        | Agency Mortgage-Backed Securities         |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3277524.90        | Agency Debentures and Agency Strips       |
| FNMS 04.000 CLFS9341     | 2050-03-01      | 4.0000%  | 0.0000% | $48479448.00       | $42819801.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7746     | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $23568.58          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8521     | 2054-05-01      | 5.0000%  | 0.0000% | $2503872.00        | $2287239.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $139456000.00      | $133155516.87      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3726     | 2055-03-01      | 6.0000%  | 0.0000% | $70609800.00       | $71287362.12       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-05-15      | 2.3750%  | 0.0000% | $26435700.00       | $25838978.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2055-02-15      | 4.6250%  | 0.0000% | $20729300.00       | $20223268.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-02-15      | 0.1250%  | 0.0000% | $56972800.00       | $37667398.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-08-31      | 4.1250%  | 0.0000% | $1155800.00        | $1183131.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-03-31      | 3.8750%  | 0.0000% | $55082000.00       | $55688269.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-07-31      | 4.0000%  | 0.0000% | $4000000.00        | $3962520.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-11-30      | 4.1250%  | 0.0000% | $41845500.00       | $42178799.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-12-15      | 4.0000%  | 0.0000% | $22541000.00       | $22703685.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-12-31      | 1.3750%  | 0.0000% | $20000000.00       | $18420765.76       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-11-15      | 4.1250%  | 0.0000% | $9696600.00        | $9748875.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-10-31      | 1.1250%  | 0.0000% | $2111000.00        | $2040791.31        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQF3381     | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $755706.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF5671     | 2052-12-01      | 4.5000%  | 0.0000% | $3000000.00        | $2341262.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7781     | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $20129677.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9065     | 2053-05-01      | 5.5000%  | 0.0000% | $80000000.00       | $69848696.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8615     | 2054-10-01      | 6.0000%  | 0.0000% | $3376965.00        | $3425065.04        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4471870.98        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $478751.75         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2041-09-16      | 3.3100%  | 0.0000% | $7119000.00        | $5691302.35        | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLQJ5546     | 2054-09-01      | 5.5000%  | 0.0000% | $15368686.00       | $14769354.25       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957     | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $12000820.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6376     | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $10087094.30       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3509     | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2080072.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG5547     | 2053-06-01      | 5.5000%  | 0.0000% | $58631186.00       | $49416989.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4279     | 2053-06-01      | 6.0000%  | 0.0000% | $21681902.00       | $16666293.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4166     | 2053-06-01      | 5.5000%  | 0.0000% | $28575642.00       | $20957443.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5110     | 2054-03-01      | 5.5000%  | 0.0000% | $13763482.00       | $11959430.08       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-05-15      | 3.7500%  | 0.0000% | $248962200.00      | $249999990.71      | U.S. Treasuries (including strips)        |
| GNII ET DI6885 C         | 2065-03-20      | 6.5000%  | 0.0000% | $2666293.00        | $2737381.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-06-15      | 4.6250%  | 0.0000% | $99999400.00       | $101762473.62      | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCB8754     | 2054-06-01      | 5.5000%  | 0.0000% | $14405439.00       | $13873358.44       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA0389     | 2046-03-01      | 4.0000%  | 0.0000% | $140596.00         | $127614.04         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA0504     | 2042-01-01      | 2.0000%  | 0.0000% | $5505900.00        | $4491028.11        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2113 C         | 2055-05-20      | 6.0000%  | 0.0000% | $383133.00         | $393720.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468     | 2048-09-01      | 4.5000%  | 0.0000% | $782998.00         | $60066.39          | Agency Mortgage-Backed Securities         |
| GNRM 2021-077 KV         | 2048-05-20      | 2.5000%  | 0.0000% | $9465316.00        | $6669063.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 FH         | 2055-05-20      | 6.0000%  | 0.0000% | $233324564.00      | $233300658.73      | Agency Collateralized Mortgage Obligation |
| GNII SF MA6818 M         | 2050-08-20      | 2.0000%  | 0.0000% | $37369485.00       | $16245786.94       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0119     | 2049-08-01      | 3.5000%  | 0.0000% | $1946854.00        | $1725656.48        | Agency Mortgage-Backed Securities         |
| GNRA 2023-164 DF         | 2053-11-20      | 5.6980%  | 0.0000% | $13462370.00       | $7366775.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 FV         | 2054-03-20      | 5.3480%  | 0.0000% | $130000000.00      | $98835284.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 FN         | 2055-03-20      | 5.1480%  | 0.0000% | $84666666.00       | $83542172.39       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7827 M         | 2052-01-20      | 2.5000%  | 0.0000% | $206346475.00      | $130987974.96      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-04-15      | 1.6250%  | 0.0000% | $1397100.00        | $1428544.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-12-31      | 4.2500%  | 0.0000% | $33100000.00       | $33305225.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-04-30      | 3.8750%  | 0.0000% | $5282000.00        | $5315210.58        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ3965     | 2055-04-01      | 5.5000%  | 0.0000% | $42878592.00       | $42738919.12       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-12-31      | 4.3750%  | 0.0000% | $15566300.00       | $15893588.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-02-15      | 4.6250%  | 0.0000% | $240068700.00      | $249999997.38      | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQG7861     | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $1825965.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG0124     | 2053-04-01      | 5.0000%  | 0.0000% | $2874010.00        | $2467666.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527     | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12680144.80       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4501700.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-04-21      | 1.9800%  | 0.0000% | $6500000.00        | $4999475.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6104745.92        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $321000.00         | $322296.30         | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQE8028     | 2052-08-01      | 5.0000%  | 0.0000% | $698138.00         | $533617.52         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3374     | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16345078.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3574     | 2052-11-01      | 5.5000%  | 0.0000% | $28000000.00       | $22599165.78       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6789     | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6839632.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0305     | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $21626344.92       | Agency Mortgage-Backed Securities         |
| GNII ET DK0492 C         | 2065-05-20      | 6.0000%  | 0.0000% | $340238.00         | $343869.13         | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M         | 2054-11-20      | 5.5000%  | 0.0000% | $36539600.00       | $35699375.04       | Agency Mortgage-Backed Securities         |
| GNII ET DH9312 C         | 2065-02-20      | 6.0000%  | 0.0000% | $4611221.00        | $4660598.15        | Agency Mortgage-Backed Securities         |
| GNII ET DH9775 C         | 2065-02-20      | 6.5000%  | 0.0000% | $3558970.00        | $3651304.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2032-02-15      | 1.8750%  | 0.0000% | $158891400.00      | $139853678.50      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-07-15      | 0.1250%  | 0.0000% | $4936200.00        | $5460293.12        | U.S. Treasuries (including strips)        |
| GNII SF DK8021 C         | 2055-07-20      | 6.5000%  | 0.0000% | $6060528.00        | $6333189.14        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB6244     | 2042-09-01      | 4.0000%  | 0.0000% | $12719074.00       | $1811576.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7274     | 2053-10-01      | 6.5000%  | 0.0000% | $33057938.00       | $28859064.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4072     | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $897.99            | Agency Mortgage-Backed Securities         |
| GNRM 2019-159 UC         | 2049-02-20      | 2.5000%  | 0.0000% | $13100000.00       | $3426225.08        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS5658     | 2053-08-01      | 6.0000%  | 0.0000% | $38038571.00       | $30623409.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6838     | 2053-11-01      | 5.5000%  | 0.0000% | $1180160.00        | $1042941.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M         | 2053-05-20      | 5.5000%  | 0.0000% | $8017630.00        | $6395286.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8299     | 2054-04-01      | 6.5000%  | 0.0000% | $5443138.00        | $4917129.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8617     | 2054-03-01      | 6.5000%  | 0.0000% | $801891.00         | $545351.57         | Agency Mortgage-Backed Securities         |
| GNII ET DI6898 C         | 2065-03-20      | 6.5000%  | 0.0000% | $3891056.00        | $3994702.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4097     | 2050-07-01      | 3.0000%  | 0.0000% | $1470560.00        | $512307.07         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2048-08-15      | 3.0000%  | 0.0000% | $15115700.00       | $11206839.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-08-15      | 1.1250%  | 0.0000% | $7108300.00        | $4361161.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-02-15      | 2.3750%  | 0.0000% | $3257100.00        | $2371927.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2041-08-15      | 1.7500%  | 0.0000% | $178723200.00      | $118635720.60      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-11-15      | 4.0000%  | 0.0000% | $186200.00         | $169070.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2053-08-15      | 4.1250%  | 0.0000% | $17775100.00       | $15918664.04       | U.S. Treasuries (including strips)        |
| GNII SF DK9360 C         | 2055-07-20      | 6.0000%  | 0.0000% | $9307569.00        | $9581611.75        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M         | 2055-02-20      | 5.5000%  | 0.0000% | $25392.00          | $25073.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M         | 2054-06-20      | 6.0000%  | 0.0000% | $12830144.00       | $10784224.76       | Agency Mortgage-Backed Securities         |
| GNII SF DK7354 C         | 2055-07-20      | 6.0000%  | 0.0000% | $71672.00          | $73862.51          | Agency Mortgage-Backed Securities         |
| GNII SF DK8022 C         | 2055-07-20      | 6.5000%  | 0.0000% | $2308868.00        | $2412175.22        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2044-02-15      | 4.5000%  | 0.0000% | $14726000.00       | $14328962.87       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2048-02-15      | 1.0000%  | 0.0000% | $62025200.00       | $59076692.49       | U.S. Treasuries (including strips)        |
| Fannie Mae               | 2025-08-25      | 0.3750%  | 0.0000% | $30000.00          | $29959.65          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLRA8754     | 2053-03-01      | 5.5000%  | 0.0000% | $33000000.00       | $23760392.35       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041     | 2052-06-01      | 3.0000%  | 0.0000% | $100933632.00      | $67000673.83       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744     | 2049-09-01      | 3.0000%  | 0.0000% | $349991000.00      | $55229705.39       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE7910     | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $16937764.97       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4436     | 2052-06-01      | 5.0000%  | 0.0000% | $3566410.00        | $2865626.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3680     | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2891033.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0511     | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1128020.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8254     | 2052-08-01      | 5.0000%  | 0.0000% | $53661831.00       | $40469263.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8989     | 2054-08-01      | 5.5000%  | 0.0000% | $138238.00         | $132675.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672     | 2055-03-01      | 6.0000%  | 0.0000% | $8365093.00        | $8296765.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4493     | 2051-12-01      | 2.5000%  | 0.0000% | $26357946.00       | $16691323.89       | Agency Mortgage-Backed Securities         |
| GNII ET DI7870 C         | 2065-03-20      | 7.0000%  | 0.0000% | $2270545.00        | $2343991.65        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M         | 2053-10-20      | 6.5000%  | 0.0000% | $8909988.00        | $4836697.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9203     | 2054-09-01      | 5.0000%  | 0.0000% | $19260013.00       | $18103710.57       | Agency Mortgage-Backed Securities         |
| GNII ET DF7159 C         | 2064-12-20      | 6.5000%  | 0.0000% | $2959732.00        | $2487897.92        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2034-01-15      | 1.7500%  | 0.0000% | $17383000.00       | $18014151.92       | U.S. Treasuries (including strips)        |
| GNII SF MA7366 M         | 2051-05-20      | 2.0000%  | 0.0000% | $17534195.00       | $9419130.35        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2033-11-15      | 4.5000%  | 0.0000% | $96884700.00       | $99393603.04       | U.S. Treasuries (including strips)        |
| GNII SF DD7534 C         | 2054-09-20      | 7.0000%  | 0.0000% | $225544.00         | $233228.98         | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA         | 2052-03-20      | 3.5000%  | 0.0000% | $26396460.00       | $17425864.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD         | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $47465883.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK         | 2055-03-20      | 5.3980%  | 0.0000% | $13604976.00       | $13449763.33       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7051 M         | 2050-12-20      | 2.0000%  | 0.0000% | $2034047.00        | $990480.68         | Agency Mortgage-Backed Securities         |
| GNRM 2017-148 AK         | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3803304.14        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8570 M         | 2053-01-20      | 5.5000%  | 0.0000% | $95578112.00       | $68981657.43       | Agency Mortgage-Backed Securities         |
| GNII SF DK4165 C         | 2055-07-20      | 6.0000%  | 0.0000% | $16002.00          | $16475.36          | Agency Mortgage-Backed Securities         |
| GNRM 2021-103 HE         | 2051-06-20      | 2.0000%  | 0.0000% | $4300000.00        | $2211833.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 YF         | 2055-03-20      | 5.1480%  | 0.0000% | $68573466.00       | $67662712.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF         | 2051-11-20      | 2.5000%  | 0.0000% | $344745415.00      | $204483865.72      | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 H          | 2051-11-20      | 3.7500%  | 0.0000% | $6869693.00        | $4895569.31        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL         | 2054-02-20      | 5.5000%  | 0.0000% | $4196300.00        | $4250270.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB         | 2054-01-20      | 5.5000%  | 0.0000% | $83568.00          | $83260.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 JF         | 2053-12-20      | 5.1480%  | 0.0000% | $60578032.00       | $35319017.81       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2044-02-15      | 1.3750%  | 0.0000% | $131999400.00      | $152717050.87      | U.S. Treasuries (including strips)        |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2233702.83        | Agency Debentures and Agency Strips       |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $43825000.00       | $45122064.18       | Agency Debentures and Agency Strips       |
| 04.000 FGPC G07314 G     | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $6967191.42        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2046-08-15      | 2.2500%  | 0.0000% | $12145100.00       | $7956481.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2047-08-15      | 2.7500%  | 0.0000% | $5840300.00        | $4168663.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2041-02-15      | 4.7500%  | 0.0000% | $17270900.00       | $17643152.97       | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSL0089     | 2046-04-15      | 3.0000%  | 0.0000% | $13524604.00       | $11604729.70       | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M         | 2055-02-20      | 6.0000%  | 0.0000% | $39669539.00       | $40010425.93       | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $24219349.00       | $24226151.32       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2185     | 2052-06-01      | 4.0000%  | 0.0000% | $685404.00         | $511451.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS8472     | 2030-03-01      | 3.0000%  | 0.0000% | $1181724.00        | $792215.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8192     | 2053-06-01      | 6.0000%  | 0.0000% | $37316600.00       | $32740281.71       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9372     | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $446048.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M         | 2052-06-20      | 4.5000%  | 0.0000% | $274331072.00      | $205356910.72      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2048-05-15      | 3.1250%  | 0.0000% | $138616600.00      | $104368419.62      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2054-11-15      | 4.5000%  | 0.0000% | $33212700.00       | $31352880.50       | U.S. Treasuries (including strips)        |
| GNII SF MA8648 M         | 2053-02-20      | 5.5000%  | 0.0000% | $339846176.00      | $248755267.32      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0236     | 2055-04-01      | 5.0000%  | 0.0000% | $47052158.00       | $44740868.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6866     | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $11530108.07       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6926     | 2052-03-01      | 3.0000%  | 0.0000% | $15718000.00       | $10405893.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1377     | 2055-04-01      | 5.5000%  | 0.0000% | $15146326.00       | $15096010.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7832     | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $22127921.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7011     | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $27521869.45       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2038081.32        | Agency Debentures and Agency Strips       |
| FEPC 04.500 CLQF2392     | 2052-10-01      | 4.5000%  | 0.0000% | $85789589.00       | $67512052.94       | Agency Mortgage-Backed Securities         |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $567263.65         | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLSD8367     | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $28832877.04       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5153     | 2042-04-01      | 2.0000%  | 0.0000% | $29465226.00       | $19615223.24       | Agency Mortgage-Backed Securities         |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5145175.28        | Agency Debentures and Agency Strips       |
| 2.625 FHLB 25 TW         | 2025-09-12      | 2.6250%  | 0.0000% | $25000.00          | $25186.79          | Agency Debentures and Agency Strips       |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6219539.70        | Agency Debentures and Agency Strips       |
| FEPC 06.000 CLSD4324     | 2053-11-01      | 6.0000%  | 0.0000% | $93680613.00       | $77541746.97       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q46780 G     | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2480463.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0124     | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2505502.77        | Agency Mortgage-Backed Securities         |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $475000.00         | $423740.61         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2044-05-15      | 4.6250%  | 0.0000% | $6621900.00        | $6465419.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $195.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-08-31      | 0.5000%  | 0.0000% | $50035900.00       | $46736422.88       | U.S. Treasuries (including strips)        |
| GNII SF MB0309 M         | 2055-03-20      | 6.0000%  | 0.0000% | $12899125.00       | $13055975.41       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-08-15      | 6.7500%  | 0.0000% | $2149500.00        | $2273403.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2037-05-15      | 5.0000%  | 0.0000% | $115100.00         | $121961.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-02-15      | 0.7500%  | 0.0000% | $98524100.00       | $97638542.98       | U.S. Treasuries (including strips)        |
| GNMI SP 782691 X         | 2039-06-15      | 5.0000%  | 0.0000% | $28235789.00       | $684583.64         | Agency Mortgage-Backed Securities         |

### Security 766: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.370000%
- **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: ARP19XTD1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP19XTD1
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ2210 C | 2055-06-20      | 6.5000%  | 0.0000% | $14839262.00       | $15412983.06       | Agency Mortgage-Backed Securities |
| GNII SF DE6780 C | 2054-11-20      | 4.5000%  | 0.0000% | $5488382.00        | $5061319.25        | Agency Mortgage-Backed Securities |
| GNII SF DI0065 C | 2055-04-20      | 5.5000%  | 0.0000% | $14950110.00       | $15028254.37       | Agency Mortgage-Backed Securities |
| GNII SF DJ1981 C | 2055-05-20      | 7.5000%  | 0.0000% | $13674876.00       | $14734233.20       | Agency Mortgage-Backed Securities |
| GNII SF DJ9758 C | 2055-06-20      | 6.5000%  | 0.0000% | $14471022.00       | $15456484.20       | Agency Mortgage-Backed Securities |
| GNII SF DL1852 C | 2055-07-20      | 6.0000%  | 0.0000% | $13266925.00       | $13508688.17       | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M | 2051-11-20      | 2.5000%  | 0.0000% | $21613204.00       | $13282833.92       | Agency Mortgage-Backed Securities |
| GNII SF DL1227 C | 2055-07-20      | 6.0000%  | 0.0000% | $13218653.00       | $13609687.19       | Agency Mortgage-Backed Securities |
| GNII SF DI7044 C | 2055-04-20      | 6.0000%  | 0.0000% | $13440439.00       | $13862950.46       | Agency Mortgage-Backed Securities |
| GNII SF DK8682 C | 2055-07-20      | 6.5000%  | 0.0000% | $14339877.00       | $14788136.78       | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M | 2055-07-20      | 6.5000%  | 0.0000% | $14540366.00       | $15062840.13       | Agency Mortgage-Backed Securities |
| GNII SF DG7448 C | 2054-12-20      | 7.5000%  | 0.0000% | $13795123.00       | $14446891.93       | Agency Mortgage-Backed Securities |
| GNII SF DI6445 C | 2055-05-20      | 5.5000%  | 0.0000% | $15305055.00       | $15501561.97       | Agency Mortgage-Backed Securities |
| GNII SF DI6480 C | 2055-05-20      | 5.5000%  | 0.0000% | $14636086.00       | $14831119.74       | Agency Mortgage-Backed Securities |
| GNII SF DJ2303 C | 2055-06-20      | 6.0000%  | 0.0000% | $14123252.00       | $14527397.52       | Agency Mortgage-Backed Securities |

### Security 767: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.370000%
- **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: ARP19XTE9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XTE9
- **C.18 - Value (incl. sponsor support):** $2116000000.00
- **C.18.a - Value (excl. sponsor support):** $2116000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $916684.00         | $807585.54         | Agency Mortgage-Backed Securities         |
| GNMI SP 782655 X     | 2039-05-15      | 5.5000%  | 0.0000% | $2116376.00        | $23244.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA5930 M     | 2049-05-20      | 3.5000%  | 0.0000% | $2100000.00        | $205774.36         | Agency Mortgage-Backed Securities         |
| GNII SF DL2760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $7618128.00        | $7989813.93        | Agency Mortgage-Backed Securities         |
| GNII SF DL4738 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1303132.00        | $1367832.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5413 | 2055-06-01      | 6.5000%  | 0.0000% | $27668512.00       | $28719230.49       | Agency Mortgage-Backed Securities         |
| GNII SF DL2753 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2813676.00        | $2970605.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $480265.00         | $279647.13         | Agency Mortgage-Backed Securities         |
| GNRA 2019-1O FL      | 2068-12-20      | 4.8867%  | 0.0000% | $410000.00         | $61085.10          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-1O FA      | 2068-02-20      | 4.8307%  | 0.0000% | $1481000.00        | $450557.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-0O FB      | 2067-04-20      | 5.5919%  | 0.0000% | $1900000.00        | $538967.00         | Agency Collateralized Mortgage Obligation |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $200000.00         | $130922.50         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7440 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1001206.00        | $1030296.97        | Agency Mortgage-Backed Securities         |
| GNII SF DK4736 C     | 2055-06-20      | 6.0000%  | 0.0000% | $16855904.00       | $17408612.11       | Agency Mortgage-Backed Securities         |
| GNII ET DK6933 C     | 2065-06-20      | 6.0000%  | 0.0000% | $353512.00         | $357894.13         | Agency Mortgage-Backed Securities         |
| GNII SF DK2543 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2612324.00        | $2688601.38        | Agency Mortgage-Backed Securities         |
| GNII SF DK9818 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1523014.00        | $1535981.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-12-25      | 5.5500%  | 0.0000% | $7100000.00        | $5760832.42        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $203233024.00      | $188462733.48      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQD7999 | 2052-03-01      | 4.0000%  | 0.0000% | $4280368.00        | $2607725.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8189 | 2055-05-01      | 6.5000%  | 0.0000% | $1242752.00        | $1291765.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3554 | 2038-02-01      | 2.0000%  | 0.0000% | $564450.00         | $400292.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $197000.00         | $70181.27          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $327179.00         | $266217.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $1230696.00        | $155130.76         | Agency Mortgage-Backed Securities         |
| GNII SP 787781 C     | 2054-10-20      | 6.0000%  | 0.0000% | $11223600.00       | $9752706.92        | Agency Mortgage-Backed Securities         |
| GNMI SF 616879 X     | 2042-02-15      | 3.5000%  | 0.0000% | $61840.00          | $7831.13           | Agency Mortgage-Backed Securities         |
| GNII SF DK2363 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3178336.00        | $3088140.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2680 | 2052-01-01      | 3.5000%  | 0.0000% | $217069.00         | $129853.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8344 | 2049-06-01      | 4.0000%  | 0.0000% | $3150732.00        | $2693103.74        | Agency Mortgage-Backed Securities         |
| GNII SF DK7319 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5705510.00        | $5997173.77        | Agency Mortgage-Backed Securities         |
| GNII SF DK7320 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5450696.00        | $5722983.70        | Agency Mortgage-Backed Securities         |
| GNII BD DJ7622 C     | 2055-07-20      | 6.0000%  | 0.0000% | $873097.00         | $898158.38         | Agency Mortgage-Backed Securities         |
| GNII SF DK4741 C     | 2055-06-20      | 5.5000%  | 0.0000% | $24651424.00       | $24833563.24       | Agency Mortgage-Backed Securities         |
| GNPL PN DE5571       | 2060-02-15      | 5.9000%  | 0.0000% | $553804.00         | $582478.92         | Agency Mortgage-Backed Securities         |
| GNRA 2023-23O JF     | 2073-09-20      | 5.3280%  | 0.0000% | $497490.00         | $464859.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU     | 2055-01-20      | 5.5980%  | 0.0000% | $40000000.00       | $39280512.77       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CISB8148 | 2037-04-01      | 2.0000%  | 0.0000% | $2662980.00        | $1701044.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD9177 | 2052-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $9566194.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3387 | 2052-03-01      | 3.0000%  | 0.0000% | $1032080.00        | $550346.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $300000.00         | $155656.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI2500 | 2054-04-01      | 5.5000%  | 0.0000% | $15212304.00       | $13395946.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9388 | 2055-03-01      | 6.0000%  | 0.0000% | $1306088.00        | $1331206.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1998 | 2055-04-01      | 6.5000%  | 0.0000% | $1515446.00        | $1572750.10        | Agency Mortgage-Backed Securities         |
| GNII SP 787485 C     | 2054-07-20      | 5.5000%  | 0.0000% | $96602.00          | $90821.61          | Agency Mortgage-Backed Securities         |
| GNII SF DJ9814 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3769450.00        | $3881990.70        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6452       | 2060-06-15      | 4.8300%  | 0.0000% | $8671424.00        | $8470070.65        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4657 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2213970.00        | $2269241.75        | Agency Mortgage-Backed Securities         |
| GNII SF DK2956 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4728872.00        | $4934223.25        | Agency Mortgage-Backed Securities         |
| GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $4599136.00        | $467358.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD0279 | 2055-01-01      | 4.5000%  | 0.0000% | $671511.00         | $634485.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5539 | 2050-04-01      | 3.0000%  | 0.0000% | $464105.00         | $182286.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  | 0.0000% | $20399456.00       | $19662405.71       | Agency Mortgage-Backed Securities         |
| GNMI SF AL2277 X     | 2045-03-15      | 3.0000%  | 0.0000% | $1966192.00        | $69204.99          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.8500%  | 0.0000% | $40000000.00       | $38874116.22       | Agency Collateralized Mortgage Obligation |
| GNII SF DH8938 C     | 2055-03-20      | 7.0000%  | 0.0000% | $20731040.00       | $22039671.37       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1431 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1014034.00        | $1065621.63        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6235 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4705792.00        | $4727905.43        | Agency Mortgage-Backed Securities         |
| GNII SF DH4881 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2005068.00        | $2022139.82        | Agency Mortgage-Backed Securities         |
| GNII SF MB0143 M     | 2055-01-20      | 3.5000%  | 0.0000% | $229442.00         | $204646.42         | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $59556992.00       | $59431866.23       | Agency Mortgage-Backed Securities         |
| GNRA 2023-116 FJ     | 2053-08-20      | 5.4980%  | 0.0000% | $66436200.00       | $35245869.90       | Agency Collateralized Mortgage Obligation |
| GNII SP 786757 C     | 2053-06-20      | 5.5000%  | 0.0000% | $1800000.00        | $1413504.09        | Agency Mortgage-Backed Securities         |
| GNII SP 787861 C     | 2055-02-20      | 5.5000%  | 0.0000% | $48889728.00       | $49022224.88       | Agency Mortgage-Backed Securities         |
| GNII SP 788041 C     | 2054-11-20      | 6.0000%  | 0.0000% | $64858240.00       | $65675194.30       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  | 0.0000% | $6518920.00        | $5008264.17        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5105 | 2041-03-01      | 2.0000%  | 0.0000% | $700000.00         | $391719.34         | Agency Mortgage-Backed Securities         |
| GNII SF MB0149 M     | 2055-01-20      | 6.5000%  | 0.0000% | $422000.00         | $423008.06         | Agency Mortgage-Backed Securities         |
| GNII SF DK7731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $8059190.00        | $8408378.70        | Agency Mortgage-Backed Securities         |
| GNRA 2015-9O HA      | 2065-03-20      | 1.7500%  | 0.0000% | $638976.00         | $126.45            | Agency Collateralized Mortgage Obligation |
| GNII SF DL0031 C     | 2055-07-20      | 6.0000%  | 0.0000% | $944240.00         | $972171.56         | Agency Mortgage-Backed Securities         |
| GNII SF DL0686 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4126912.00        | $4162045.78        | Agency Mortgage-Backed Securities         |
| GNMI SF 717942 X     | 2039-09-15      | 5.0000%  | 0.0000% | $13998448.00       | $207533.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1653 | 2051-07-01      | 3.5000%  | 0.0000% | $27746400.00       | $25152693.51       | Agency Mortgage-Backed Securities         |
| GNII SF DJ8181 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1276462.00        | $1286830.71        | Agency Mortgage-Backed Securities         |
| GNII SF DK0545 C     | 2055-05-20      | 5.0000%  | 0.0000% | $407777.00         | $395961.75         | Agency Mortgage-Backed Securities         |
| GNII SF DJ9839 C     | 2055-07-20      | 6.5000%  | 0.0000% | $53232.00          | $55744.43          | Agency Mortgage-Backed Securities         |
| GNII SF DJ7996 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1530878.00        | $1576162.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA9304 M     | 2053-10-20      | 5.0000%  | 0.0000% | $651282.00         | $584151.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1463264.00        | $1203516.34        | Agency Mortgage-Backed Securities         |
| GNII ET DE5744 C     | 2064-10-20      | 6.5000%  | 0.0000% | $1817554.00        | $1863144.09        | Agency Mortgage-Backed Securities         |
| GNII SF AA6369 C     | 2043-05-20      | 3.5000%  | 0.0000% | $2225100.00        | $604125.55         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7253 | 2054-12-01      | 6.5000%  | 0.0000% | $1913546.00        | $1977065.65        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-11-25      | 5.4500%  | 0.0000% | $100000000.00      | $92279990.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-04-25      | 5.5000%  | 0.0000% | $30000000.00       | $29012218.06       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3315 M     | 2039-09-20      | 6.0000%  | 0.0000% | $189775.00         | $20157.83          | Agency Mortgage-Backed Securities         |
| GNMI SF CN3293 X     | 2052-05-15      | 4.0000%  | 0.0000% | $176664.00         | $124151.61         | Agency Mortgage-Backed Securities         |
| GNII SF BU3555 C     | 2050-04-20      | 4.0000%  | 0.0000% | $1899586.00        | $681914.74         | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $1140000.00        | $576265.05         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6520 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6937728.00        | $6683393.55        | Agency Mortgage-Backed Securities         |
| GNII ET DJ4754 C     | 2065-03-20      | 6.5000%  | 0.0000% | $4130.00           | $4241.25           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL1729 | 2052-02-01      | 2.0000%  | 0.0000% | $17060512.00       | $13506115.20       | Agency Mortgage-Backed Securities         |
| GNMI SF 460830 X     | 2028-05-15      | 7.0000%  | 0.0000% | $6193151.00        | $2008.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  | 0.0000% | $761000.00         | $533274.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $1672000.00        | $1497051.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA9421 M     | 2053-12-20      | 4.5000%  | 0.0000% | $335296.00         | $301718.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $310000.00         | $225003.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $120000.00         | $108208.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $20000000.00       | $18558691.24       | Agency Mortgage-Backed Securities         |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $461520896.00      | $240404010.16      | Agency Mortgage-Backed Securities         |
| GNII SF BS7606 C     | 2050-05-20      | 3.5000%  | 0.0000% | $503144.00         | $294853.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2035-07-25      | 5.8145%  | 0.0000% | $36979240.00       | $6618977.37        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $230000.00         | $119189.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7231 | 2054-12-01      | 5.5000%  | 0.0000% | $10673904.00       | $10382986.23       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE0218 | 2055-06-01      | 5.0000%  | 0.0000% | $41786368.00       | $40741438.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811 | 2031-04-01      | 6.5000%  | 0.0000% | $565248.00         | $313.99            | Agency Mortgage-Backed Securities         |
| GNII ET DK6962 C     | 2062-07-20      | 5.0000%  | 0.0000% | $174177.00         | $169711.57         | Agency Mortgage-Backed Securities         |
| GNII SF DI0400 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1490650.00        | $1444715.81        | Agency Mortgage-Backed Securities         |
| GNII JM MB0412 M     | 2055-06-20      | 6.0000%  | 0.0000% | $849505.00         | $860428.27         | Agency Mortgage-Backed Securities         |
| GNAR AF MB0269 M     | 2055-03-20      | 5.0000%  | 0.0000% | $3449016.00        | $3377744.04        | Agency Mortgage-Backed Securities         |
| GNPL PN DI2502       | 2060-07-15      | 5.6800%  | 0.0000% | $10872000.00       | $11218222.46       | Agency Mortgage-Backed Securities         |
| GNII ET DL3336 C     | 2065-06-20      | 6.0000%  | 0.0000% | $288351.00         | $291925.40         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQJ2039 | 2054-08-01      | 7.5000%  | 0.0000% | $2366776.00        | $2526256.80        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1183 | 2052-01-01      | 3.0000%  | 0.0000% | $185000.00         | $124294.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | 0.0000% | $140000.00         | $36196.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $44000.00          | $32456.72          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  | 0.0000% | $1308000.00        | $986763.42         | Agency Mortgage-Backed Securities         |
| GNII SF DK6153 C     | 2055-07-20      | 6.0000%  | 0.0000% | $4503272.00        | $4693134.45        | Agency Mortgage-Backed Securities         |
| GNII SF DK1986 C     | 2055-07-20      | 5.5000%  | 0.0000% | $37283904.00       | $37601351.57       | Agency Mortgage-Backed Securities         |
| GNII SF DK4743 C     | 2055-06-20      | 6.0000%  | 0.0000% | $12178224.00       | $12514710.65       | Agency Mortgage-Backed Securities         |
| GNRA 2011-H09 AF     | 2061-03-20      | 4.9367%  | 0.0000% | $600000.00         | $27829.98          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  | 0.0000% | $22791.00          | $18949.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3539 | 2052-07-01      | 3.5000%  | 0.0000% | $200639.00         | $155730.62         | Agency Mortgage-Backed Securities         |
| GNII SF DI8237 C     | 2055-03-20      | 6.5000%  | 0.0000% | $513563.00         | $534831.61         | Agency Mortgage-Backed Securities         |
| GNII SF DK4585 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1369134.00        | $1427881.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $10000000.00       | $7205094.03        | Agency Mortgage-Backed Securities         |
| GNMI SF 442336 X     | 2028-04-15      | 7.0000%  | 0.0000% | $786413.00         | $494.76            | Agency Mortgage-Backed Securities         |
| GNII ET DK5890 C     | 2065-06-20      | 6.5000%  | 0.0000% | $12722260.00       | $13073363.04       | Agency Mortgage-Backed Securities         |
| GNII SF DK7977 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2259040.00        | $2358020.04        | Agency Mortgage-Backed Securities         |
| GNII SF DK6568 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1820610.00        | $1852894.88        | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $276530176.00      | $159595379.01      | Agency Mortgage-Backed Securities         |
| GNRM 2024-127 KE     | 2044-04-16      | 2.5000%  | 0.0000% | $31000000.00       | $24163223.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 FA     | 2054-09-20      | 5.4580%  | 0.0000% | $90901300.00       | $85244537.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-11O FC     | 2073-05-20      | 5.4480%  | 0.0000% | $400000.00         | $390082.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-11O FC     | 2072-04-20      | 4.9480%  | 0.0000% | $19000000.00       | $13384726.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-0O FA      | 2066-04-20      | 5.3167%  | 0.0000% | $2500000.00        | $480040.01         | Agency Collateralized Mortgage Obligation |
| GNII ET DG1659 C     | 2065-02-20      | 7.0000%  | 0.0000% | $12414336.00       | $12663150.25       | Agency Mortgage-Backed Securities         |
| GNII ET DE9127 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $4272813.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $134000.00         | $75043.28          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3975 | 2049-08-01      | 4.0000%  | 0.0000% | $190000.00         | $46526.78          | Agency Mortgage-Backed Securities         |
| GNII SF BB3181 C     | 2047-06-20      | 3.5000%  | 0.0000% | $7156872.00        | $2136448.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $10536560.00       | $8985729.53        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-11-25      | 5.0000%  | 0.0000% | $954000.00         | $810662.14         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $24275000.00       | $6308967.79        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8925 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3614888.00        | $3509777.11        | Agency Mortgage-Backed Securities         |
| GNII SF DH6559 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1136450.00        | $1187175.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA9719 M     | 2051-04-20      | 2.5000%  | 0.0000% | $46950.00          | $34302.41          | Agency Mortgage-Backed Securities         |
| GNII SF DK2827 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5793256.00        | $6041291.75        | Agency Mortgage-Backed Securities         |
| GNII SF DK2748 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1713574.00        | $1788720.15        | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FH     | 2054-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $90700601.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-131 EY     | 2054-08-20      | 5.0000%  | 0.0000% | $233606.00         | $216801.94         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $51191808.00       | $50353267.53       | Agency Mortgage-Backed Securities         |
| GNII ET DK6864 C     | 2065-02-20      | 6.0000%  | 0.0000% | $70009.00          | $71040.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $30000000.00       | $20532798.85       | Agency Mortgage-Backed Securities         |
| GNII SF DK4290 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1303342.00        | $1363740.28        | Agency Mortgage-Backed Securities         |
| GNII SP 788090 C     | 2052-08-20      | 3.5000%  | 0.0000% | $8599344.00        | $7746303.41        | Agency Mortgage-Backed Securities         |
| GNRA 2022-155 FA     | 2052-09-20      | 5.0000%  | 0.0000% | $100000000.00      | $74521453.02       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $1105998.00        | $1129544.70        | Agency Mortgage-Backed Securities         |
| GNII SF MB0200 M     | 2051-09-20      | 3.0000%  | 0.0000% | $250431.00         | $213926.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $510111.00         | $249414.41         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4894 | 2052-10-01      | 5.0000%  | 0.0000% | $400000.00         | $319085.35         | Agency Mortgage-Backed Securities         |
| GNHA RM DK8699 H     | 2075-06-20      | 5.8580%  | 0.0000% | $10270304.00       | $11059234.52       | Agency Mortgage-Backed Securities         |
| GNII SF DL2763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $12363504.00       | $12952311.76       | Agency Mortgage-Backed Securities         |
| GNAR AT DK9192 C     | 2055-07-20      | 4.0000%  | 0.0000% | $1827492.00        | $1805491.43        | Agency Mortgage-Backed Securities         |
| GNII SF DL2678 C     | 2055-06-20      | 6.5000%  | 0.0000% | $33724736.00       | $35203251.87       | Agency Mortgage-Backed Securities         |
| GNII SF DL4048 C     | 2055-07-20      | 6.0000%  | 0.0000% | $20134144.00       | $20508457.87       | Agency Mortgage-Backed Securities         |
| GNII SF DK8971 C     | 2055-06-20      | 4.5000%  | 0.0000% | $20497984.00       | $19445433.02       | Agency Mortgage-Backed Securities         |
| GNII ET DL1967 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1864138.00        | $1916719.12        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $111910912.00      | $110507674.82      | Agency Mortgage-Backed Securities         |
| GNII SF DK7602 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1723208.00        | $1737879.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6412 | 2055-03-01      | 6.5000%  | 0.0000% | $10240752.00       | $10393253.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7273 | 2055-05-01      | 6.5000%  | 0.0000% | $2579600.00        | $2679679.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE1968 | 2046-12-01      | 3.0000%  | 0.0000% | $550000.00         | $84721.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY8229 | 2055-07-01      | 5.0000%  | 0.0000% | $1137828.00        | $1118685.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3820 | 2055-05-01      | 6.5000%  | 0.0000% | $4803440.00        | $4989244.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8787 | 2055-07-01      | 5.5000%  | 0.0000% | $3154420.00        | $3170619.00        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $33698160.29       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDC1351 | 2054-08-01      | 6.5000%  | 0.0000% | $2258000.00        | $2081808.86        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB8934 | 2051-02-01      | 2.5000%  | 0.0000% | $751000.00         | $418090.54         | Agency Mortgage-Backed Securities         |

### Security 768: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.370000%
- **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: ARP19XTF6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTF6
- **C.18 - Value (incl. sponsor support):** $8150000000.00
- **C.18.a - Value (excl. sponsor support):** $8150000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CY6906 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1514688.76        | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3877263.30        | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $1148524.00        | $1166641.58        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1166715.22        | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $2701830.41        | Agency Mortgage-Backed Securities |
| GNII SF CZ5608 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1362792.00        | $975753.88         | Agency Mortgage-Backed Securities |
| GNII SF DD4679 C     | 2054-09-20      | 6.0000%  | 0.0000% | $202230.00         | $207963.02         | Agency Mortgage-Backed Securities |
| GNII SF CX0273 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $856669.61         | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $263770.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ1402 | 2050-08-01      | 3.0000%  | 0.0000% | $225000.00         | $100482.06         | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319644.56         | Agency Mortgage-Backed Securities |
| GNII SF CZ1216 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1801797.21        | Agency Mortgage-Backed Securities |
| GNII SF AE0624 C     | 2043-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $306277.24         | Agency Mortgage-Backed Securities |
| GNMI SF AN7592 X     | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17466.17          | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2565703.40        | Agency Mortgage-Backed Securities |
| GNII SF CY6903 C     | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2288326.76        | Agency Mortgage-Backed Securities |
| GNII SF CR2375 C     | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $122402.73         | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1716442.23        | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $944046.57         | Agency Mortgage-Backed Securities |
| GNII SF CT0166 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1329542.00        | $1340862.16        | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $398419.13         | Agency Mortgage-Backed Securities |
| GNII SF CZ7451 C     | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4049987.69        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3870034.85        | Agency Mortgage-Backed Securities |
| GNMI SF AD6349 X     | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $315542.90         | Agency Mortgage-Backed Securities |
| GNII ET CW9251 C     | 2065-02-20      | 6.5000%  | 0.0000% | $173191.00         | $177706.97         | Agency Mortgage-Backed Securities |
| GNII ET DD2720 C     | 2061-06-20      | 4.5000%  | 0.0000% | $265999.00         | $248364.09         | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $843294.59         | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1312551.98        | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $99953.00          | $105262.71         | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $525722.46         | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $977293.89         | Agency Mortgage-Backed Securities |
| GNII ET DC5435 C     | 2064-07-20      | 6.5000%  | 0.0000% | $15370.00          | $15737.23          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS9031 | 2039-09-01      | 5.5000%  | 0.0000% | $2886120.00        | $2548431.53        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1173791.57        | Agency Mortgage-Backed Securities |
| GNII SF DK9800 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4273312.00        | $4309696.40        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1105917.38        | Agency Mortgage-Backed Securities |
| GNII SF DK8347 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2527132.00        | $2683578.32        | Agency Mortgage-Backed Securities |
| GNII SF DK8364 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1434012.00        | $1539492.19        | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $556028.54         | Agency Mortgage-Backed Securities |
| GNII SF DL2761 C     | 2055-07-20      | 5.5000%  | 0.0000% | $21816736.00       | $22026620.27       | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1533652.41        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1458976.00        | $1525150.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3180052.00        | $3318684.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7235 | 2055-02-01      | 6.0000%  | 0.0000% | $5210416.00        | $4761667.75        | Agency Mortgage-Backed Securities |
| GNII SF DL4796 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1528764.00        | $1617056.75        | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $211669.34         | Agency Mortgage-Backed Securities |
| GNII SF DL4776 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2744030.00        | $2825198.41        | Agency Mortgage-Backed Securities |
| GNII SF DL4810 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1652886.00        | $1651727.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3226 | 2055-01-01      | 6.5000%  | 0.0000% | $5836592.00        | $6074351.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $240701440.00      | $225632966.36      | Agency Mortgage-Backed Securities |
| GNII SF DL2749 C     | 2055-07-20      | 6.0000%  | 0.0000% | $15200288.00       | $15718040.21       | Agency Mortgage-Backed Securities |
| GNII SF DL0030 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2974436.00        | $3062425.77        | Agency Mortgage-Backed Securities |
| GNII SF DL4786 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1190108.00        | $1257948.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5840 | 2055-06-01      | 6.5000%  | 0.0000% | $7289144.00        | $7586178.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3606 | 2055-05-01      | 6.0000%  | 0.0000% | $1866920.00        | $1913800.81        | Agency Mortgage-Backed Securities |
| GNII SF DL2093 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1299266.00        | $1315915.23        | Agency Mortgage-Backed Securities |
| GNII SF DK9928 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3297220.00        | $3321821.49        | Agency Mortgage-Backed Securities |
| GNII SF DL2780 C     | 2055-07-20      | 6.0000%  | 0.0000% | $23493056.00       | $24310590.86       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $40016448.00       | $23300646.14       | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $55818.08          | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $598033.86         | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $20695520.00       | $10030998.07       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $69557120.00       | $17634463.68       | Agency Mortgage-Backed Securities |
| GNII SF MA6432 M     | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $72841.17          | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $167582.58         | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $229791.28         | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $328401.12         | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $199607.91         | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $103437.91         | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $2008248.00        | $154746.57         | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $33360.52          | Agency Mortgage-Backed Securities |
| GNII SP 787704 C     | 2054-11-20      | 5.0000%  | 0.0000% | $64381696.00       | $61611397.88       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2588 | 2054-12-01      | 6.5000%  | 0.0000% | $496698.00         | $516734.51         | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3567536.31        | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $8800000.00        | $6957952.49        | Agency Mortgage-Backed Securities |
| GNII SP 786900 C     | 2052-12-20      | 4.5000%  | 0.0000% | $5593328.00        | $4584865.22        | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28420.01          | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $7445674.70        | Agency Mortgage-Backed Securities |
| GNII SF 755680 C     | 2040-12-20      | 4.0000%  | 0.0000% | $5423104.00        | $689199.66         | Agency Mortgage-Backed Securities |
| GNMI SF 675475 X     | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $82772.19          | Agency Mortgage-Backed Securities |
| GNII SF MA1377 M     | 2043-10-20      | 4.5000%  | 0.0000% | $815000.00         | $42522.74          | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $459080.10         | Agency Mortgage-Backed Securities |
| GNII SF 777103 C     | 2042-09-20      | 4.0000%  | 0.0000% | $550000.00         | $118629.97         | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6583.61           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0100 | 2055-08-01      | 6.5000%  | 0.0000% | $1531000.00        | $1598750.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1985 | 2054-02-01      | 4.5000%  | 0.0000% | $40309056.00       | $38450889.14       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | 0.0000% | $942000.00         | $511671.73         | Agency Mortgage-Backed Securities |
| GNII SF MA1204 M     | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $157504.31         | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $158113.40         | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $13166.63          | Agency Mortgage-Backed Securities |
| GNII SF CV2756 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1148324.00        | $1192483.95        | Agency Mortgage-Backed Securities |
| GNII SF CV6284 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1096337.74        | Agency Mortgage-Backed Securities |
| GNII RG CN0929 C     | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $810219.52         | Agency Mortgage-Backed Securities |
| GNII RG CL5154 C     | 2050-03-20      | 3.0000%  | 0.0000% | $175000.00         | $120662.52         | Agency Mortgage-Backed Securities |
| GNII SF CU1320 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1200516.00        | $1179348.85        | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $167256.60         | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $59480.61          | Agency Mortgage-Backed Securities |
| GNII SF BV3600 C     | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $88115.22          | Agency Mortgage-Backed Securities |
| GNMI SF AF0623 X     | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $18569.26          | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $950455.39         | Agency Mortgage-Backed Securities |
| GNII SF CM0733 C     | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $248998.09         | Agency Mortgage-Backed Securities |
| GNII SF BV8689 C     | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $523280.15         | Agency Mortgage-Backed Securities |
| GNII SF CT4984 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $871440.56         | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $273303.68         | Agency Mortgage-Backed Securities |
| GNII SF CU5081 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2171541.54        | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24888.27          | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2724832.50        | Agency Mortgage-Backed Securities |
| GNII ET DE7127 C     | 2064-08-20      | 6.5000%  | 0.0000% | $119732.00         | $84119.80          | Agency Mortgage-Backed Securities |
| GNII ET DG4628 C     | 2064-10-20      | 6.0000%  | 0.0000% | $93548.00          | $94418.71          | Agency Mortgage-Backed Securities |
| GNII SF DF1038 C     | 2054-11-20      | 5.0000%  | 0.0000% | $2240208.00        | $2055959.78        | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1598618.98        | Agency Mortgage-Backed Securities |
| GNII ET DG0081 C     | 2065-03-20      | 6.0000%  | 0.0000% | $111875.00         | $113116.93         | Agency Mortgage-Backed Securities |
| GNII ET DG6858 C     | 2065-01-20      | 6.5000%  | 0.0000% | $250077.00         | $256565.73         | Agency Mortgage-Backed Securities |
| GNII SF DE8977 C     | 2054-10-20      | 6.5000%  | 0.0000% | $416966.00         | $432331.90         | Agency Mortgage-Backed Securities |
| GNII SF DF8305 C     | 2054-12-20      | 5.0000%  | 0.0000% | $8514288.00        | $8323178.64        | Agency Mortgage-Backed Securities |
| GNII SF DH3948 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1084097.26        | Agency Mortgage-Backed Securities |
| GNII SF DG7582 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3357884.21        | Agency Mortgage-Backed Securities |
| GNII ET DG5403 C     | 2065-01-20      | 6.0000%  | 0.0000% | $379650.00         | $383332.54         | Agency Mortgage-Backed Securities |
| GNII ET DD2482 C     | 2064-08-20      | 6.5000%  | 0.0000% | $60688.00          | $40835.08          | Agency Mortgage-Backed Securities |
| GNII ET DF0855 C     | 2064-09-20      | 6.5000%  | 0.0000% | $44383.00          | $31476.35          | Agency Mortgage-Backed Securities |
| GNII ET DF9196 C     | 2064-11-20      | 6.5000%  | 0.0000% | $2212380.00        | $1631843.47        | Agency Mortgage-Backed Securities |
| GNII ET DH7877 C     | 2065-02-20      | 4.5000%  | 0.0000% | $450182.00         | $423377.11         | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2381414.19        | Agency Mortgage-Backed Securities |
| GNII ET DG5405 C     | 2064-12-20      | 6.5000%  | 0.0000% | $21806.00          | $22366.69          | Agency Mortgage-Backed Securities |
| GNMI SF 589569 X     | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $9061.20           | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $604054.01         | Agency Mortgage-Backed Securities |
| GNII ET DF5626 C     | 2064-11-20      | 6.0000%  | 0.0000% | $412262.00         | $275381.30         | Agency Mortgage-Backed Securities |
| GNII SF DH6953 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1306714.46        | Agency Mortgage-Backed Securities |
| GNII SF DH8527 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1053242.44        | Agency Mortgage-Backed Securities |
| GNII ET DJ5516 C     | 2065-03-20      | 2.5000%  | 0.0000% | $133691.00         | $106811.91         | Agency Mortgage-Backed Securities |
| GNII SF DH2923 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2655200.00        | $2760822.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ1451 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1558796.00        | $1608822.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ4712 C     | 2055-04-20      | 7.0000%  | 0.0000% | $21005632.00       | $22384169.89       | Agency Mortgage-Backed Securities |
| GNII SF DJ0300 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1380430.00        | $1356185.23        | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2540809.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ5244 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1355250.00        | $1374669.04        | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2490322.72        | Agency Mortgage-Backed Securities |
| GNII ET DJ7176 C     | 2065-04-20      | 6.0000%  | 0.0000% | $1172752.00        | $1185958.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ6808 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1684772.00        | $1709319.35        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6085577.21        | Agency Mortgage-Backed Securities |
| GNII SF MA6434 M     | 2034-12-20      | 2.0000%  | 0.0000% | $362516.00         | $165155.23         | Agency Mortgage-Backed Securities |
| GNII SF DK5117 C     | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6588321.64        | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $91158.94          | Agency Mortgage-Backed Securities |
| GNII SF DJ5960 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2908589.13        | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2171014.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $24760096.00       | $8662836.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2190905.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ5959 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1719526.00        | $1696129.07        | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $48411.65          | Agency Mortgage-Backed Securities |
| GNII ET DJ5106 C     | 2065-04-20      | 5.5000%  | 0.0000% | $163115.00         | $161742.44         | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1105278.04        | Agency Mortgage-Backed Securities |
| GNII ET DI3935 C     | 2065-02-20      | 6.5000%  | 0.0000% | $830173.00         | $854846.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $87803.60          | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $2224452.00        | $1262324.13        | Agency Mortgage-Backed Securities |
| GNMI SF 582339 X     | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $35440.45          | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1167822.44        | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $36516913.21       | Agency Mortgage-Backed Securities |
| GNMI SF 575018 X     | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7419.11           | Agency Mortgage-Backed Securities |
| GNMI SF AY8218 X     | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11208.58          | Agency Mortgage-Backed Securities |
| GNII SF DI8251 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1827244.00        | $1882176.82        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1194293.15        | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $304839680.00      | $237037032.59      | Agency Mortgage-Backed Securities |
| GNII SF DF1324 C     | 2054-10-20      | 7.5000%  | 0.0000% | $3048640.00        | $3054172.24        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1776693.44        | Agency Mortgage-Backed Securities |
| GNPL PN DA8489       | 2059-09-15      | 5.4800%  | 0.0000% | $258878.00         | $263324.74         | Agency Mortgage-Backed Securities |
| GNII ET DF3559 C     | 2064-09-20      | 6.5000%  | 0.0000% | $361651.00         | $282976.26         | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1896358.33        | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6712.32           | Agency Mortgage-Backed Securities |
| GNII ET DF1852 C     | 2064-09-20      | 6.5000%  | 0.0000% | $20930.00          | $21438.89          | Agency Mortgage-Backed Securities |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $8128.31           | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $147982.97         | Agency Mortgage-Backed Securities |
| GNII SF DG2208 C     | 2054-11-20      | 7.5000%  | 0.0000% | $1002338.00        | $1070013.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5505 | 2044-09-01      | 6.5000%  | 0.0000% | $58603.00          | $31041.55          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4056 | 2054-12-01      | 4.5000%  | 0.0000% | $1340176.00        | $1268001.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2521 | 2055-05-01      | 6.0000%  | 0.0000% | $2354240.00        | $2421432.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8293 | 2055-07-01      | 5.0000%  | 0.0000% | $14862920.00       | $14575599.94       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5347 | 2055-01-01      | 5.0000%  | 0.0000% | $1248692.00        | $1220258.54        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6679 | 2055-08-01      | 6.5000%  | 0.0000% | $1402700.00        | $1468149.51        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8903 | 2055-03-01      | 6.5000%  | 0.0000% | $16884736.00       | $17568702.58       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5796 | 2055-07-01      | 7.5000%  | 0.0000% | $1108000.00        | $1193884.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5690 | 2040-02-01      | 3.0000%  | 0.0000% | $1004658.00        | $932048.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $15247824.00       | $104969.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8138 | 2054-11-01      | 5.5000%  | 0.0000% | $3634432.00        | $3602331.71        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2470 | 2054-08-01      | 7.0000%  | 0.0000% | $2278510.00        | $2394120.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6124 | 2054-10-01      | 6.0000%  | 0.0000% | $3442128.00        | $3188933.58        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $246000.00         | $32303.94          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0550 | 2031-03-01      | 7.0000%  | 0.0000% | $10714944.00       | $29512.75          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $600000.00         | $90151.28          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5238 | 2052-07-01      | 5.0000%  | 0.0000% | $1411272.00        | $1007147.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6425 | 2032-09-01      | 6.5000%  | 0.0000% | $1467976.00        | $22510.47          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA5559 | 2048-07-01      | 5.0000%  | 0.0000% | $310000.00         | $28750.54          | Agency Mortgage-Backed Securities |
| FMAR 1B4725 G        | 2040-06-01      | 6.5860%  | 0.0000% | $10559728.00       | $243584.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  | 0.0000% | $27570.00          | $15514.07          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  | 0.0000% | $28000.00          | $12807.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3719 | 2040-07-01      | 5.5000%  | 0.0000% | $5769184.00        | $5521789.90        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5172 | 2055-08-01      | 6.5000%  | 0.0000% | $3122644.00        | $3244188.76        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZN0571 | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $25467.58          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6265 | 2049-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $95514.48          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12832251.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7471 | 2055-01-01      | 4.5000%  | 0.0000% | $11500000.00       | $10489272.89       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7346 | 2052-08-01      | 3.0000%  | 0.0000% | $10511.00          | $8654.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $122633088.00      | $89566541.26       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1287 | 2052-06-01      | 3.5000%  | 0.0000% | $76131.00          | $59039.76          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0068 | 2037-04-01      | 1.5000%  | 0.0000% | $32795.00          | $21384.77          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3905 | 2040-07-01      | 6.0000%  | 0.0000% | $1731902.00        | $1789042.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  | 0.0000% | $74000.00          | $62078.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  | 0.0000% | $5479390.00        | $4740984.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5758 | 2054-04-01      | 5.5000%  | 0.0000% | $1532958.00        | $966080.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3898 | 2053-10-01      | 5.5000%  | 0.0000% | $75792.00          | $63750.19          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4778 | 2048-07-01      | 4.0000%  | 0.0000% | $750000.00         | $54726.93          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2008 | 2052-12-01      | 5.0000%  | 0.0000% | $3704000.00        | $2947678.68        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8399 | 2054-08-01      | 5.8950%  | 0.0000% | $4237832.00        | $4167714.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4164 | 2053-10-01      | 5.0000%  | 0.0000% | $12187424.00       | $11498376.08       | Agency Mortgage-Backed Securities |
| GNII SF MA4075 M     | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $1127622.01        | Agency Mortgage-Backed Securities |
| GNII SF MA3980 M     | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $6953.01           | Agency Mortgage-Backed Securities |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $81741.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2709801.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5357 | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1836567.11        | Agency Mortgage-Backed Securities |
| GNII SF MA5268 M     | 2048-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $121531.58         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8668 | 2054-08-01      | 6.3280%  | 0.0000% | $16606816.00       | $14581734.20       | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $231340.36         | Agency Mortgage-Backed Securities |
| GNII SF BG3815 C     | 2048-06-20      | 4.5000%  | 0.0000% | $283000.00         | $34474.78          | Agency Mortgage-Backed Securities |
| GNII SF MA9323 M     | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $158041.18         | Agency Mortgage-Backed Securities |
| GNII RG CJ6733 C     | 2047-09-20      | 3.0000%  | 0.0000% | $69030.00          | $50454.71          | Agency Mortgage-Backed Securities |
| GNII RG CJ2360 C     | 2047-10-20      | 3.0000%  | 0.0000% | $800000.00         | $363436.65         | Agency Mortgage-Backed Securities |
| GNII RG CK5781 C     | 2045-07-20      | 3.0000%  | 0.0000% | $725000.00         | $320620.54         | Agency Mortgage-Backed Securities |
| GNII RG CI6810 C     | 2050-07-20      | 3.0000%  | 0.0000% | $350000.00         | $177346.38         | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $841108.16         | Agency Mortgage-Backed Securities |
| GNMI SF BN0304 X     | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $200291.54         | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1678030.39        | Agency Mortgage-Backed Securities |
| GNII RG CG5143 C     | 2043-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $522374.81         | Agency Mortgage-Backed Securities |
| GNII SF BE5659 C     | 2048-04-20      | 4.0000%  | 0.0000% | $1000000.00        | $275307.43         | Agency Mortgage-Backed Securities |
| GNII RG CF1409 C     | 2047-11-20      | 3.0000%  | 0.0000% | $2450000.00        | $1324497.15        | Agency Mortgage-Backed Securities |
| GNII RG CJ2216 C     | 2050-09-20      | 3.0000%  | 0.0000% | $325000.00         | $154259.11         | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3424310.89        | Agency Mortgage-Backed Securities |
| GNII RG CN0963 C     | 2048-08-20      | 3.0000%  | 0.0000% | $700000.00         | $489092.83         | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $786471.90         | Agency Mortgage-Backed Securities |
| GNII RG CI4493 C     | 2050-04-20      | 3.0000%  | 0.0000% | $350000.00         | $200897.02         | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $707570.22         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X     | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60083.67          | Agency Mortgage-Backed Securities |
| GNII RG CI6813 C     | 2042-08-20      | 3.0000%  | 0.0000% | $110279.00         | $83311.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4795 | 2050-11-01      | 2.0000%  | 0.0000% | $4400000.00        | $2447963.41        | Agency Mortgage-Backed Securities |
| GNII RG CK9490 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $1018063.01        | Agency Mortgage-Backed Securities |
| GNII SF CA0502 C     | 2050-12-20      | 2.0000%  | 0.0000% | $1750000.00        | $1014542.88        | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $408633.97         | Agency Mortgage-Backed Securities |
| GNII SF BX4944 C     | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $90862.52          | Agency Mortgage-Backed Securities |
| GNII RG CL4286 C     | 2050-03-20      | 3.0000%  | 0.0000% | $750000.00         | $426418.36         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9397 | 2047-11-01      | 4.0000%  | 0.0000% | $3594500.00        | $481827.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6900 | 2054-10-01      | 5.0000%  | 0.0000% | $13153968.00       | $12152123.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9493 | 2054-11-01      | 5.5000%  | 0.0000% | $25117088.00       | $23100323.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2229 | 2054-02-01      | 5.5000%  | 0.0000% | $16729376.00       | $16765065.33       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0132 | 2053-08-01      | 5.0000%  | 0.0000% | $1460716.00        | $1132453.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7665 | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $554904.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $1476000.00        | $787412.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7355 | 2054-12-01      | 5.5000%  | 0.0000% | $10232992.00       | $9754466.36        | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $324006.72         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $26118.97          | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $195000.00         | $15583.87          | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $359539.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $231869.09         | Agency Mortgage-Backed Securities |
| GNMI SF BA9083 X     | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $51408.14          | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $19723456.00       | $8172570.67        | Agency Mortgage-Backed Securities |
| GNII SF CN9824 C     | 2041-03-20      | 4.0000%  | 0.0000% | $2225852.00        | $1628645.68        | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $34650000.00       | $31993767.77       | Agency Mortgage-Backed Securities |
| GNII SF BC3619 C     | 2047-08-20      | 4.0000%  | 0.0000% | $2882020.00        | $915745.39         | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $270677.58         | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $114113.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $175852.96         | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $3372000.00        | $468176.18         | Agency Mortgage-Backed Securities |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $543760.00         | $51449.99          | Agency Mortgage-Backed Securities |
| GNII SF DB6427 C     | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2207609.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9792 | 2055-07-01      | 5.0000%  | 0.0000% | $1248726.00        | $1222848.23        | Agency Mortgage-Backed Securities |
| GNII SF BS1728 C     | 2050-01-20      | 4.0000%  | 0.0000% | $100000.00         | $27429.44          | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C     | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1991883.34        | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2960927.46        | Agency Mortgage-Backed Securities |
| GNII SF CR5904 C     | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1153156.82        | Agency Mortgage-Backed Securities |
| GNII SF BF9534 C     | 2048-04-20      | 4.0000%  | 0.0000% | $13330128.00       | $2133558.24        | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1187131.37        | Agency Mortgage-Backed Securities |
| GNII RG CM5270 C     | 2047-01-20      | 3.0000%  | 0.0000% | $750000.00         | $442858.35         | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X     | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6205.97           | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $764170.10         | Agency Mortgage-Backed Securities |
| GNII SF AL9855 C     | 2045-04-20      | 4.0000%  | 0.0000% | $4539584.00        | $654916.81         | Agency Mortgage-Backed Securities |
| GNMI SF BB4157 X     | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $104039.53         | Agency Mortgage-Backed Securities |
| GNII SF BL2178 C     | 2049-02-20      | 4.5000%  | 0.0000% | $32020032.00       | $3018302.39        | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36606.51          | Agency Mortgage-Backed Securities |
| GNII SF BD4034 C     | 2048-04-20      | 4.0000%  | 0.0000% | $260867.00         | $40299.59          | Agency Mortgage-Backed Securities |
| GNII SF DJ9247 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $2124455.45        | Agency Mortgage-Backed Securities |
| GNII SF DK1645 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1626823.95        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4788 | 2037-07-01      | 1.5000%  | 0.0000% | $397886.00         | $286173.32         | Agency Mortgage-Backed Securities |
| GNII SF DJ2120 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $1221685.05        | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1803187.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ8727 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3432100.00        | $3461855.74        | Agency Mortgage-Backed Securities |
| GNII ET DJ8011 C     | 2065-04-20      | 6.5000%  | 0.0000% | $283111.00         | $291096.62         | Agency Mortgage-Backed Securities |
| GNII ET DJ4632 C     | 2065-04-20      | 2.5000%  | 0.0000% | $327853.00         | $261985.22         | Agency Mortgage-Backed Securities |
| GNII SF DK1885 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1453432.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4560320.00        | $4782464.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3139115.67        | Agency Mortgage-Backed Securities |
| GNII SF DK0297 C     | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6914611.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ1066 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1088748.00        | $1123327.93        | Agency Mortgage-Backed Securities |
| GNII SF DK5686 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2293686.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ9366 C     | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12891915.19       | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $570424.16         | Agency Mortgage-Backed Securities |
| GNII SF DJ5204 C     | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12644461.64       | Agency Mortgage-Backed Securities |
| GNII SF DK4015 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1413262.00        | $1459938.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4771467.79        | Agency Mortgage-Backed Securities |
| GNII ET DJ6168 C     | 2065-04-20      | 6.5000%  | 0.0000% | $4061400.00        | $4168718.61        | Agency Mortgage-Backed Securities |
| GNII ET DJ7625 C     | 2065-03-20      | 4.5000%  | 0.0000% | $764240.00         | $721194.18         | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1176182.00        | $1171297.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2878556.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ4770 C     | 2055-04-20      | 6.5000%  | 0.0000% | $7145424.00        | $7566847.75        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1676311.93        | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $70412013.26       | Agency Mortgage-Backed Securities |
| GNII JP 784354 M     | 2032-07-20      | 3.5000%  | 0.0000% | $1045000.00        | $113741.66         | Agency Mortgage-Backed Securities |
| GNII SP 785436 C     | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2131188.81        | Agency Mortgage-Backed Securities |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1336580.01        | Agency Mortgage-Backed Securities |
| GNII JP 783785 M     | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $5908.21           | Agency Mortgage-Backed Securities |
| GNMI SF 486598 X     | 2028-10-15      | 6.5000%  | 0.0000% | $33046400.00       | $33408.09          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3224 | 2054-12-01      | 6.5000%  | 0.0000% | $1315738.00        | $1381296.97        | Agency Mortgage-Backed Securities |
| GNII SP 785790 C     | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $74391.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4565 | 2055-05-01      | 5.5000%  | 0.0000% | $7170416.00        | $7180110.66        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8818 | 2055-03-01      | 7.0000%  | 0.0000% | $1072236.00        | $1135965.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0931 | 2054-12-01      | 5.0000%  | 0.0000% | $2571392.00        | $2501841.22        | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $559785.20         | Agency Mortgage-Backed Securities |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11444.20          | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $15983.36          | Agency Mortgage-Backed Securities |
| GNII SF DD0561 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $1102891.87        | Agency Mortgage-Backed Securities |
| GNII ET DD1439 C     | 2063-11-20      | 7.5000%  | 0.0000% | $112295.00         | $115998.43         | Agency Mortgage-Backed Securities |
| GNII SF DE2637 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1829252.00        | $1865383.44        | Agency Mortgage-Backed Securities |
| GNII ET DE2885 C     | 2064-10-20      | 6.0000%  | 0.0000% | $441888.00         | $446047.35         | Agency Mortgage-Backed Securities |
| GNII ET DE1924 C     | 2064-08-20      | 6.5000%  | 0.0000% | $148652.00         | $116127.78         | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $2070105.46        | Agency Mortgage-Backed Securities |
| GNII SF DE5250 C     | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1136064.72        | Agency Mortgage-Backed Securities |
| GNII SF DE5639 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1501143.15        | Agency Mortgage-Backed Securities |
| GNII ET DD1525 C     | 2064-07-20      | 6.5000%  | 0.0000% | $47889.00          | $27409.93          | Agency Mortgage-Backed Securities |
| GNII SF DE7493 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1439472.00        | $1405516.95        | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $803176.35         | Agency Mortgage-Backed Securities |
| GNII ET DE4512 C     | 2064-08-20      | 6.0000%  | 0.0000% | $92382.00          | $93125.50          | Agency Mortgage-Backed Securities |
| GNII ET DE4543 C     | 2064-03-20      | 6.5000%  | 0.0000% | $7115.00           | $7284.22           | Agency Mortgage-Backed Securities |
| GNII SF DE8980 C     | 2054-10-20      | 6.5000%  | 0.0000% | $709203.00         | $735258.56         | Agency Mortgage-Backed Securities |
| GNII ET DC9785 C     | 2064-07-20      | 6.5000%  | 0.0000% | $10964.00          | $11220.67          | Agency Mortgage-Backed Securities |
| GNII SF DE2048 C     | 2054-10-20      | 6.5000%  | 0.0000% | $9097632.00        | $8405185.27        | Agency Mortgage-Backed Securities |
| GNII SF DF1389 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1282844.00        | $1369214.47        | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $17879746.28       | Agency Mortgage-Backed Securities |
| GNII SF DD7555 C     | 2054-09-20      | 5.0000%  | 0.0000% | $2282980.00        | $2218477.17        | Agency Mortgage-Backed Securities |
| GNII ET DE7568 C     | 2064-09-20      | 6.5000%  | 0.0000% | $66039.00          | $46689.44          | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $618708.75         | Agency Mortgage-Backed Securities |
| GNII SF DE2242 C     | 2054-10-20      | 5.0000%  | 0.0000% | $8125952.00        | $7778528.99        | Agency Mortgage-Backed Securities |
| GNII SF DF0749 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1164974.00        | $1133158.35        | Agency Mortgage-Backed Securities |
| GNII SF DF1354 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4932808.00        | $5196734.48        | Agency Mortgage-Backed Securities |
| GNII SF DF1309 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1822884.00        | $1772973.51        | Agency Mortgage-Backed Securities |
| GNII ET DE7615 C     | 2064-09-20      | 6.5000%  | 0.0000% | $548863.00         | $535942.98         | Agency Mortgage-Backed Securities |
| GNII ET DF4747 C     | 2064-09-20      | 6.5000%  | 0.0000% | $19774.00          | $13678.26          | Agency Mortgage-Backed Securities |
| GNII SF DE5115 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1061144.22        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3143 | 2043-08-01      | 3.5000%  | 0.0000% | $15000000.00       | $677838.79         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7788 | 2048-08-01      | 4.0000%  | 0.0000% | $377930.00         | $5076.36           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $259287.00         | $21722.13          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $16000000.00       | $14477990.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5094 | 2053-08-01      | 5.5000%  | 0.0000% | $700000.00         | $608570.26         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $500000.00         | $410659.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $1255000.00        | $1110457.21        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1006 | 2037-10-01      | 3.0000%  | 0.0000% | $70007.00          | $55705.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7133 | 2054-12-01      | 5.5000%  | 0.0000% | $222235904.00      | $212836232.03      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5198 | 2034-07-01      | 4.5000%  | 0.0000% | $84000.00          | $64812.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLSI2017 | 2048-12-01      | 4.0000%  | 0.0000% | $3823772.00        | $1321297.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2768 | 2039-11-01      | 6.0000%  | 0.0000% | $1275512.00        | $1252255.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2702 | 2054-03-01      | 5.0000%  | 0.0000% | $25672928.00       | $23295125.88       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $4670000.00        | $3038553.09        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6988 | 2052-03-01      | 3.0000%  | 0.0000% | $3150744.00        | $2061671.91        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2172 | 2036-11-01      | 1.5000%  | 0.0000% | $1671964.00        | $1059100.86        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0107 | 2037-04-01      | 1.5000%  | 0.0000% | $68600.00          | $40442.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $58227.00          | $55851.51          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5111 | 2041-05-01      | 2.0000%  | 0.0000% | $77000.00          | $45362.45          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $9306064.00        | $5687139.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $98470.00          | $61636.18          | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $59500.06          | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $684160.00         | $60963.67          | Agency Mortgage-Backed Securities |
| GNII SF MA5630 M     | 2029-08-20      | 7.5000%  | 0.0000% | $145648.00         | $26311.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2672 | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1000612.48        | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M     | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $128118.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1602 | 2055-04-01      | 5.5000%  | 0.0000% | $2662590.00        | $2657608.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8381 | 2053-12-01      | 4.5000%  | 0.0000% | $29985216.00       | $25941570.73       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $76347136.00       | $60674891.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $4175000.00        | $3462057.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8396 | 2055-01-01      | 6.5000%  | 0.0000% | $410614.00         | $426420.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7042 | 2054-12-01      | 4.5000%  | 0.0000% | $1695432.00        | $1605968.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $30000000.00       | $27771831.43       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC6759 | 2051-09-01      | 2.0000%  | 0.0000% | $35000.00          | $21230.19          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1346 | 2052-07-01      | 3.5000%  | 0.0000% | $2046000.00        | $1462156.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9027 | 2046-09-01      | 4.0000%  | 0.0000% | $5233384.00        | $515692.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1921 | 2052-12-01      | 4.5000%  | 0.0000% | $117000.00         | $91226.84          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $229000.00         | $169311.56         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3489 | 2052-03-01      | 2.0000%  | 0.0000% | $9908016.00        | $6767384.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $24788.00          | $25390.08          | Agency Mortgage-Backed Securities |
| GNII ET DD5335 C     | 2064-08-20      | 6.5000%  | 0.0000% | $32039.00          | $28330.58          | Agency Mortgage-Backed Securities |
| GNII ET DC7031 C     | 2064-06-20      | 6.5000%  | 0.0000% | $13909.00          | $14227.69          | Agency Mortgage-Backed Securities |
| GNII ET DE1318 C     | 2064-09-20      | 7.0000%  | 0.0000% | $3618748.00        | $2567428.20        | Agency Mortgage-Backed Securities |
| GNII ET DE4987 C     | 2064-03-20      | 6.5000%  | 0.0000% | $9403.00           | $9633.99           | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $91021.61          | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1280421.79        | Agency Mortgage-Backed Securities |
| GNII SF DI5077 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2454496.00        | $2535179.96        | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1233991.25        | Agency Mortgage-Backed Securities |
| GNII SF DE7844 C     | 2054-12-20      | 5.0000%  | 0.0000% | $76856576.00       | $75154732.62       | Agency Mortgage-Backed Securities |
| GNII ET DD5443 C     | 2064-07-20      | 6.5000%  | 0.0000% | $9360.00           | $9477.19           | Agency Mortgage-Backed Securities |
| GNII SF DD7487 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1616160.00        | $1543441.62        | Agency Mortgage-Backed Securities |
| GNII SF DE1582 C     | 2054-09-20      | 6.5000%  | 0.0000% | $154297.00         | $159521.46         | Agency Mortgage-Backed Securities |
| GNII ET DD9946 C     | 2063-07-20      | 6.5000%  | 0.0000% | $12152.00          | $12438.34          | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1696372.04        | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1118906.86        | Agency Mortgage-Backed Securities |
| GNII SF DE2625 C     | 2054-10-20      | 6.0000%  | 0.0000% | $4221696.00        | $4309686.77        | Agency Mortgage-Backed Securities |
| GNII SF DE1094 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1688408.00        | $1749684.41        | Agency Mortgage-Backed Securities |
| GNII SF DF1311 C     | 2054-10-20      | 6.5000%  | 0.0000% | $450863.00         | $475040.48         | Agency Mortgage-Backed Securities |
| GNII SF AK6712 C     | 2044-12-20      | 4.0000%  | 0.0000% | $2729580.00        | $605839.66         | Agency Mortgage-Backed Securities |
| GNII SF AX4343 C     | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $29965.97          | Agency Mortgage-Backed Securities |
| GNII SF DF1394 C     | 2054-11-20      | 7.5000%  | 0.0000% | $13035952.00       | $13908939.09       | Agency Mortgage-Backed Securities |
| GNII SP 784319 C     | 2041-12-20      | 4.5000%  | 0.0000% | $296000.00         | $54266.10          | Agency Mortgage-Backed Securities |
| GNMI SP 782707 X     | 2039-07-15      | 5.0000%  | 0.0000% | $50000000.00       | $1093212.78        | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1277323.90        | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $733761.37         | Agency Mortgage-Backed Securities |
| GNII SP 784122 M     | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5100287.11        | Agency Mortgage-Backed Securities |
| GNMI SF 708225 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11387.25          | Agency Mortgage-Backed Securities |
| GNII SF DK7418 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5076816.00        | $5264551.58        | Agency Mortgage-Backed Securities |
| GNII SF DK6343 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1232550.00        | $1217175.19        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5131 | 2052-02-01      | 2.0000%  | 0.0000% | $895000.00         | $607803.26         | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3266167.36        | Agency Mortgage-Backed Securities |
| GNII SF DK8322 C     | 2055-06-20      | 6.5000%  | 0.0000% | $27849696.00       | $29540669.12       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  | 0.0000% | $110000.00         | $86826.03          | Agency Mortgage-Backed Securities |
| GNII SF DJ9133 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1696015.46        | Agency Mortgage-Backed Securities |
| GNII ET DK5207 C     | 2065-04-20      | 7.0000%  | 0.0000% | $1285292.00        | $1331064.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ8639 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4261661.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ5183 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1266568.00        | $1313075.88        | Agency Mortgage-Backed Securities |
| GNII SF DK7668 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6181448.00        | $6211877.55        | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3781644.00        | $3965016.40        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1104227.14        | Agency Mortgage-Backed Securities |
| GNII ET DK2980 C     | 2065-02-20      | 4.5000%  | 0.0000% | $327345.00         | $308697.33         | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1500356.00        | $1576684.61        | Agency Mortgage-Backed Securities |
| GNII SF DK6598 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4035954.92        | Agency Mortgage-Backed Securities |
| GNII SF DK4116 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1356008.00        | $1419748.50        | Agency Mortgage-Backed Securities |
| GNII SF DK5729 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1296042.00        | $1316233.47        | Agency Mortgage-Backed Securities |
| GNII SF DK4052 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1268638.00        | $1310632.58        | Agency Mortgage-Backed Securities |
| GNII SF DK8040 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3569580.00        | $3689635.68        | Agency Mortgage-Backed Securities |
| GNII SF CX2369 C     | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $2246720.90        | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X     | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $47966.22          | Agency Mortgage-Backed Securities |
| GNII RG CL7262 C     | 2049-12-20      | 3.0000%  | 0.0000% | $250000.00         | $132645.59         | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1750488.22        | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6799.66           | Agency Mortgage-Backed Securities |
| GNII RG CL8745 C     | 2047-12-20      | 3.0000%  | 0.0000% | $700000.00         | $327221.78         | Agency Mortgage-Backed Securities |
| GNII SF AN2972 C     | 2045-09-20      | 4.0000%  | 0.0000% | $580000.00         | $55585.06          | Agency Mortgage-Backed Securities |
| GNPL PN CY1382       | 2059-04-15      | 5.5000%  | 0.0000% | $195511.00         | $198628.96         | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $661288.59         | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $3123080.20        | Agency Mortgage-Backed Securities |
| GNII RG CJ2614 C     | 2046-09-20      | 3.0000%  | 0.0000% | $1525000.00        | $817152.44         | Agency Mortgage-Backed Securities |
| GNII RG CM3407 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $310473.45         | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1633603.52        | Agency Mortgage-Backed Securities |
| GNII RG CK5783 C     | 2050-05-20      | 3.0000%  | 0.0000% | $1169400.00        | $442373.37         | Agency Mortgage-Backed Securities |
| GNII RG CH7663 C     | 2047-01-20      | 3.0000%  | 0.0000% | $125000.00         | $64574.90          | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6657.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTDC1070 | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $991848.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7837 | 2055-01-01      | 6.0000%  | 0.0000% | $596178.00         | $599733.78         | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $95834240.00       | $35897197.41       | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1594175.49        | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $128049.93         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $50959.92          | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M     | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $102839.39         | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $88189.88          | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C     | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $186544.98         | Agency Mortgage-Backed Securities |
| GNII RG CO7527 C     | 2051-08-20      | 2.5000%  | 0.0000% | $5744752.00        | $3613434.25        | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $200000.00         | $17684.38          | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $61306.61          | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $87247.24          | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $84581.53          | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $49532.66          | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $113856320.00      | $57344177.84       | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5857443.90        | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $601670.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0300 | 2055-08-01      | 6.0000%  | 0.0000% | $2476512.00        | $2546163.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0251 | 2055-08-01      | 6.5000%  | 0.0000% | $1006950.00        | $1059261.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8928 | 2055-07-01      | 6.0000%  | 0.0000% | $5204400.00        | $5347744.79        | Agency Mortgage-Backed Securities |
| GNII SP 787169 C     | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6341668.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9022 | 2055-08-01      | 6.5000%  | 0.0000% | $32029824.00       | $33306394.00       | Agency Mortgage-Backed Securities |
| GNII SF 627021 C     | 2045-11-20      | 4.0000%  | 0.0000% | $43000.00          | $14952.27          | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $254967.68         | Agency Mortgage-Backed Securities |
| GNII JP 787326 M     | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $25955266.91       | Agency Mortgage-Backed Securities |
| GNII SF DK9808 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2047312.00        | $2009994.96        | Agency Mortgage-Backed Securities |
| GNII SF DK5634 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1909670.00        | $1985503.00        | Agency Mortgage-Backed Securities |
| GNII SP 784667 C     | 2049-02-20      | 4.5000%  | 0.0000% | $200000.00         | $35576.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4599 | 2055-05-01      | 5.0000%  | 0.0000% | $1150250.00        | $1131188.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9612 | 2055-07-01      | 5.5000%  | 0.0000% | $5118968.00        | $5129233.24        | Agency Mortgage-Backed Securities |
| GNMI SP 782612 X     | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $5211803.65        | Agency Mortgage-Backed Securities |
| GNAR AF 082888 M     | 2041-07-20      | 4.6250%  | 0.0000% | $6705904.00        | $171354.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5248 | 2055-06-01      | 6.0000%  | 0.0000% | $5137416.00        | $5238307.81        | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3469390.01        | Agency Mortgage-Backed Securities |
| GNII SP 786706 C     | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $330233.47         | Agency Mortgage-Backed Securities |
| GNII RG CM5551 C     | 2049-12-20      | 3.0000%  | 0.0000% | $800000.00         | $432240.84         | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1225430.99        | Agency Mortgage-Backed Securities |
| GNII RG CQ2913 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $611153.39         | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C     | 2047-11-20      | 4.0000%  | 0.0000% | $524776.00         | $301613.94         | Agency Mortgage-Backed Securities |
| GNII SF BU8612 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $359111.17         | Agency Mortgage-Backed Securities |
| GNII RG CJ0655 C     | 2050-01-20      | 3.0000%  | 0.0000% | $150000.00         | $93698.92          | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $72737.00          | Agency Mortgage-Backed Securities |
| GNII RG CN6335 C     | 2048-05-20      | 3.0000%  | 0.0000% | $475000.00         | $216043.30         | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $300050.51         | Agency Mortgage-Backed Securities |
| GNII SF BZ8528 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $63550.23          | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $95021.74          | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $87652.55          | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $60869.26          | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $541816.33         | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C     | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $432785.94         | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $79480.31          | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1216250.54        | Agency Mortgage-Backed Securities |
| GNII RG CK7591 C     | 2050-02-20      | 3.0000%  | 0.0000% | $125000.00         | $18961.33          | Agency Mortgage-Backed Securities |
| GNMI SF CR2376 X     | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2480797.50        | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $4918869.37        | Agency Mortgage-Backed Securities |
| GNII RG CI4143 C     | 2046-08-20      | 3.0000%  | 0.0000% | $50000.00          | $35326.32          | Agency Mortgage-Backed Securities |
| GNII RG CI6811 C     | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $165305.04         | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C     | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3107179.74        | Agency Mortgage-Backed Securities |
| GNII SF CB4543 C     | 2051-04-20      | 2.5000%  | 0.0000% | $82995.00          | $56478.34          | Agency Mortgage-Backed Securities |
| GNII RG CK3660 C     | 2051-01-20      | 2.5000%  | 0.0000% | $7027848.00        | $3797111.87        | Agency Mortgage-Backed Securities |
| GNII RG CI1078 C     | 2047-12-20      | 3.0000%  | 0.0000% | $875000.00         | $409294.49         | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $725086.78         | Agency Mortgage-Backed Securities |
| GNII SF MA4748 M     | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $135368.64         | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $561459.60         | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M     | 2045-09-20      | 4.0000%  | 0.0000% | $1875000.00        | $134477.67         | Agency Mortgage-Backed Securities |
| GNII SF DJ9248 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $4633258.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ2984 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5123936.00        | $5167562.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ8601 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1717268.00        | $1774933.69        | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $30318.39          | Agency Mortgage-Backed Securities |
| GNII ET DJ8006 C     | 2063-05-20      | 6.5000%  | 0.0000% | $108661.00         | $111551.89         | Agency Mortgage-Backed Securities |
| GNII SF DJ4962 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4120400.00        | $4113323.69        | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 4.8750%  | 0.0000% | $142846240.00      | $2949048.33        | Agency Mortgage-Backed Securities |
| GNII SF DH6870 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1833177.19        | Agency Mortgage-Backed Securities |
| GNII ET DH7882 C     | 2065-02-20      | 4.5000%  | 0.0000% | $154383.00         | $145168.10         | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $1460568.00        | $1449883.84        | Agency Mortgage-Backed Securities |
| GNII ET DE3616 C     | 2064-03-20      | 6.5000%  | 0.0000% | $13425.00          | $13719.22          | Agency Mortgage-Backed Securities |
| GNII SF DE2638 C     | 2054-10-20      | 6.0000%  | 0.0000% | $3195840.00        | $3260466.59        | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $101771.67         | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1284463.41        | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $549000.00         | $540152.02         | Agency Mortgage-Backed Securities |
| GNII SF DF5967 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1718364.00        | $1566675.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ6996 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1614204.00        | $1672357.31        | Agency Mortgage-Backed Securities |
| GNII BD DJ8714 C     | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $4905858.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15367446.34       | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1562580.43        | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $494378.83         | Agency Mortgage-Backed Securities |
| GNII SF DJ1544 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1207370.00        | $1245848.70        | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $90507.55          | Agency Mortgage-Backed Securities |
| GNII SF DJ1590 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1266180.00        | $1260905.08        | Agency Mortgage-Backed Securities |
| GNII ET DJ5910 C     | 2065-03-20      | 4.5000%  | 0.0000% | $535264.00         | $504112.41         | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1104912.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30966020.56       | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1185521664.00     | $189415903.16      | Agency Mortgage-Backed Securities |
| GNII SF DK0396 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5164416.00        | $5203103.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ9810 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1944560.00        | $2002082.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0500 | 2055-02-01      | 6.0000%  | 0.0000% | $28745800.00       | $25319011.73       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  | 0.0000% | $3917252.00        | $1072203.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0320 | 2055-08-01      | 5.0000%  | 0.0000% | $4282064.00        | $4198125.55        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9800 | 2055-07-01      | 7.0000%  | 0.0000% | $1738256.00        | $1841001.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $38000.00          | $27206.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6384 | 2051-03-01      | 2.0000%  | 0.0000% | $425000.00         | $244783.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8175 | 2052-10-01      | 4.5000%  | 0.0000% | $349506.00         | $319771.79         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.0600%  | 0.0000% | $2354000.00        | $10588.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0017 | 2040-07-01      | 5.0000%  | 0.0000% | $6462824.00        | $6510045.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  | 0.0000% | $57583168.00       | $56273904.54       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAR3040 | 2028-01-01      | 2.0000%  | 0.0000% | $1037694.00        | $55311.25          | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $651907.29         | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $115418368.00      | $92461672.90       | Agency Mortgage-Backed Securities |
| GNII SF MA8803 M     | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $14317.31          | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $58411.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3209 | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $1017207.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0950 | 2055-06-01      | 5.0000%  | 0.0000% | $19827552.00       | $19407463.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3701 | 2055-08-01      | 6.0000%  | 0.0000% | $6018480.00        | $6187749.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5887 | 2055-08-01      | 5.5000%  | 0.0000% | $30926144.00       | $30929958.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7104 | 2051-02-01      | 4.5000%  | 0.0000% | $50000.00          | $31664.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4819 | 2050-06-01      | 4.0000%  | 0.0000% | $495377.00         | $57987.91          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7543 | 2052-06-01      | 4.0000%  | 0.0000% | $3800000.00        | $2890700.99        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | 0.0000% | $9500000.00        | $6693869.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0618 | 2055-06-01      | 6.0000%  | 0.0000% | $3002724.00        | $3054465.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9941 | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1074802.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0706 | 2031-04-01      | 4.5000%  | 0.0000% | $1400000.00        | $38489.45          | Agency Mortgage-Backed Securities |
| GNII ET DG4318 C     | 2063-12-20      | 7.5000%  | 0.0000% | $312085.00         | $322921.84         | Agency Mortgage-Backed Securities |
| GNII ET DH5522 C     | 2065-01-20      | 6.5000%  | 0.0000% | $173613.00         | $178096.41         | Agency Mortgage-Backed Securities |
| GNII SF DF7401 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1835880.10        | Agency Mortgage-Backed Securities |
| GNII SF DF5609 C     | 2054-11-20      | 4.5000%  | 0.0000% | $1006850.00        | $955504.17         | Agency Mortgage-Backed Securities |
| GNII SF DG1073 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $1501822.71        | Agency Mortgage-Backed Securities |
| GNII ET DF5625 C     | 2062-06-20      | 4.5000%  | 0.0000% | $70816.00          | $66453.52          | Agency Mortgage-Backed Securities |
| GNII ET DG3058 C     | 2064-11-20      | 4.5000%  | 0.0000% | $294735.00         | $276982.79         | Agency Mortgage-Backed Securities |
| GNII ET DG3140 C     | 2064-11-20      | 6.0000%  | 0.0000% | $688362.00         | $694776.74         | Agency Mortgage-Backed Securities |
| GNII ET DH9960 C     | 2065-04-20      | 6.5000%  | 0.0000% | $315186.00         | $323690.76         | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90428.57          | Agency Mortgage-Backed Securities |
| GNII ET DF6863 C     | 2064-10-20      | 6.5000%  | 0.0000% | $724852.00         | $445323.23         | Agency Mortgage-Backed Securities |
| GNII ET DG6897 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1140722.00        | $1151361.22        | Agency Mortgage-Backed Securities |
| GNII ET DG6927 C     | 2060-09-20      | 2.5000%  | 0.0000% | $212989.00         | $169382.30         | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2369685.16        | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $11247.26          | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915072.00      | $204965.57         | Agency Mortgage-Backed Securities |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $214528.57         | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1265554.60        | Agency Mortgage-Backed Securities |
| GNII ET DI6286 C     | 2064-12-20      | 6.0000%  | 0.0000% | $621444.00         | $626331.03         | Agency Mortgage-Backed Securities |
| GNII SF DG4442 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1779281.01        | Agency Mortgage-Backed Securities |
| GNII SF DH6153 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2935008.00        | $3090228.56        | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1616512.57        | Agency Mortgage-Backed Securities |
| GNII SF DG2405 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1723542.00        | $1693127.04        | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143936.67         | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3831206.89        | Agency Mortgage-Backed Securities |
| GNII ET DG2688 C     | 2065-04-20      | 6.5000%  | 0.0000% | $87628.00          | $90003.43          | Agency Mortgage-Backed Securities |
| GNII SF DG4653 C     | 2039-12-20      | 4.0000%  | 0.0000% | $1277694.00        | $1198367.78        | Agency Mortgage-Backed Securities |
| GNII SF DF7703 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1378165.60        | Agency Mortgage-Backed Securities |
| GNII SF DH2626 C     | 2055-01-20      | 5.0000%  | 0.0000% | $15003440.00       | $14253678.94       | Agency Mortgage-Backed Securities |
| GNII ET DG0522 C     | 2065-01-20      | 6.5000%  | 0.0000% | $195069.00         | $166914.40         | Agency Mortgage-Backed Securities |
| GNII SF DF5402 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1013196.00        | $988137.73         | Agency Mortgage-Backed Securities |
| GNII SF DE9387 C     | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $4667235.57        | Agency Mortgage-Backed Securities |
| GNII ET DH5689 C     | 2065-01-20      | 6.5000%  | 0.0000% | $29253.00          | $30021.93          | Agency Mortgage-Backed Securities |
| GNII SF DG5193 C     | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2360011.70        | Agency Mortgage-Backed Securities |
| GNII SF DF1393 C     | 2054-11-20      | 7.5000%  | 0.0000% | $1432964.00        | $1529595.97        | Agency Mortgage-Backed Securities |
| GNII SF DG2226 C     | 2054-11-20      | 6.5000%  | 0.0000% | $632112.00         | $667467.55         | Agency Mortgage-Backed Securities |
| GNII ET DE9724 C     | 2064-10-20      | 6.5000%  | 0.0000% | $88580.00          | $90775.41          | Agency Mortgage-Backed Securities |
| GNII SF DG4519 C     | 2055-02-20      | 6.0000%  | 0.0000% | $4123680.00        | $4273420.90        | Agency Mortgage-Backed Securities |
| GNII SF DG4525 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1591684.00        | $1557141.07        | Agency Mortgage-Backed Securities |
| GNII SF DF1361 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1429842.00        | $1523968.41        | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $3636379.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6771 | 2041-02-01      | 2.0000%  | 0.0000% | $60000.00          | $33409.24          | Agency Mortgage-Backed Securities |
| GNII SF DG2232 C     | 2054-11-20      | 5.0000%  | 0.0000% | $2951672.00        | $2874836.55        | Agency Mortgage-Backed Securities |
| GNII ET DG7215 C     | 2064-10-20      | 6.0000%  | 0.0000% | $1498774.00        | $1514686.07        | Agency Mortgage-Backed Securities |
| GNII ET DF2948 C     | 2064-10-20      | 6.5000%  | 0.0000% | $23827.00          | $24410.17          | Agency Mortgage-Backed Securities |
| GNII SF MA5673 M     | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $13366.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $97000.00          | $78458.20          | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1123417.04        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB8376 | 2054-04-01      | 7.5000%  | 0.0000% | $9287120.00        | $6247078.56        | Agency Mortgage-Backed Securities |
| GNII SF 005326 M     | 2027-03-20      | 3.0000%  | 0.0000% | $1163000.00        | $13505.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1436 | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $14194.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3582 | 2048-12-01      | 3.5000%  | 0.0000% | $662916.00         | $78573.93          | Agency Mortgage-Backed Securities |
| GNII SF 004446 M     | 2039-05-20      | 4.5000%  | 0.0000% | $43000000.00       | $1125320.03        | Agency Mortgage-Backed Securities |
| GNMI SF 597878 X     | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $34834.65          | Agency Mortgage-Backed Securities |
| GNMI SF AX5857 X     | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $27121.14          | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $1787514.00        | $1807844.31        | Agency Mortgage-Backed Securities |
| GNII SF DE4839 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1765714.00        | $1829368.43        | Agency Mortgage-Backed Securities |
| GNII ET DE9324 C     | 2064-11-20      | 6.0000%  | 0.0000% | $389277.00         | $392741.99         | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1185881.88        | Agency Mortgage-Backed Securities |
| GNII SF DE9492 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1025702.00        | $1003003.71        | Agency Mortgage-Backed Securities |
| GNII ET DE7558 C     | 2064-09-20      | 6.5000%  | 0.0000% | $42866.00          | $18268.67          | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1016755.25        | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1888425.80        | Agency Mortgage-Backed Securities |
| GNAR AF MA9865 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $848489.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $133353.40         | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $13107328.00       | $11613868.78       | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20000000.00       | $10856799.26       | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $27395.71          | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $61857.15          | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $101699520.00      | $80673892.41       | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $406858.21         | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M     | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33228.67          | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $290970.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $154936.50         | Agency Mortgage-Backed Securities |
| GNII RG CN2043 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1581892.00        | $1226236.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1810 | 2051-10-01      | 3.0000%  | 0.0000% | $1529484.00        | $1060467.39        | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M     | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $44800.03          | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $54383719.06       | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $706539.20         | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $98898.56          | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $176177.61         | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $75000.00          | $45821.23          | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4792314.81        | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $80206848.00       | $61347198.40       | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $20711840.00       | $12856970.17       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6891 | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $465209.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2350 | 2048-09-01      | 5.0000%  | 0.0000% | $18000000.00       | $2746195.75        | Agency Mortgage-Backed Securities |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $455463.76         | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $640204.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE4460 | 2046-11-01      | 4.0000%  | 0.0000% | $850135.00         | $205966.61         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $32326400.00       | $25785251.23       | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M     | 2053-01-20      | 7.0000%  | 0.0000% | $74000.00          | $25005.91          | Agency Mortgage-Backed Securities |
| GNII SF MA7915 M     | 2033-06-20      | 5.0000%  | 0.0000% | $94167.00          | $30681.62          | Agency Mortgage-Backed Securities |
| GNII SF MA8941 M     | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1261134.93        | Agency Mortgage-Backed Securities |
| GNII SF MA7833 M     | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $91239.16          | Agency Mortgage-Backed Securities |
| GNII JM MA8193 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1912208.16        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0021 | 2040-07-01      | 3.0000%  | 0.0000% | $2264980.00        | $2152342.54        | Agency Mortgage-Backed Securities |
| GNII SF CZ3278 C     | 2054-01-20      | 6.0000%  | 0.0000% | $8179792.00        | $6975273.26        | Agency Mortgage-Backed Securities |
| GNII SF CY6898 C     | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $8995020.31        | Agency Mortgage-Backed Securities |
| GNII SF CX2397 C     | 2053-10-20      | 6.5000%  | 0.0000% | $2147412.00        | $1955363.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6518 | 2055-06-01      | 6.5000%  | 0.0000% | $16331904.00       | $16998786.06       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6017 | 2055-06-01      | 6.5000%  | 0.0000% | $13959712.00       | $14555524.10       | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1813576.77        | Agency Mortgage-Backed Securities |
| GNII SF DB6397 C     | 2054-09-20      | 7.5000%  | 0.0000% | $471504.00         | $492935.52         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $2035622.72        | Agency Mortgage-Backed Securities |
| GNII SF DH8925 C     | 2055-02-20      | 6.5000%  | 0.0000% | $690164.00         | $728612.37         | Agency Mortgage-Backed Securities |
| GNII SF DG6567 C     | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4085962.75        | Agency Mortgage-Backed Securities |
| GNII SF DH2882 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1106598.00        | $1146390.80        | Agency Mortgage-Backed Securities |
| GNII SF DF3725 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1005070.00        | $1062840.12        | Agency Mortgage-Backed Securities |
| GNII ET DH0406 C     | 2065-02-20      | 6.5000%  | 0.0000% | $644507.00         | $589820.33         | Agency Mortgage-Backed Securities |
| GNII ET DH7317 C     | 2064-11-20      | 6.0000%  | 0.0000% | $338732.00         | $342152.01         | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $492035.52         | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5425403.00        | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $88924.90          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $692896.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $93180544.00       | $74491141.15       | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $305374000.00      | $249999809.88      | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $130167.95         | Agency Mortgage-Backed Securities |
| GNII SF BY6450 C     | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $526808.77         | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $39992000.00       | $31136439.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3826 | 2040-07-01      | 5.5000%  | 0.0000% | $1902354.00        | $1949380.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3760 | 2040-07-01      | 5.5000%  | 0.0000% | $1700962.00        | $1740218.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-07-01      | 6.5000%  | 0.0000% | $457429.00         | $484182.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3394 | 2040-04-01      | 5.5000%  | 0.0000% | $1001184.00        | $1007605.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | 0.0000% | $115661.00         | $56363.68          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH0800 | 2053-08-01      | 4.5000%  | 0.0000% | $624006.00         | $550037.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3708349.63        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $23460.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9210 | 2034-11-01      | 3.5000%  | 0.0000% | $620000.00         | $81252.44          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $2249996.00        | $489099.13         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTSC0662 | 2042-02-01      | 1.5000%  | 0.0000% | $18170816.00       | $14452353.99       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8461 | 2052-08-01      | 4.0000%  | 0.0000% | $2500000.00        | $1917007.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8206 | 2038-01-01      | 5.0000%  | 0.0000% | $151748.00         | $94044.22          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8502 | 2035-08-01      | 2.0000%  | 0.0000% | $6612696.00        | $2813098.06        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6009 | 2052-01-01      | 2.0000%  | 0.0000% | $1140170.00        | $783359.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8504 | 2052-08-01      | 5.0000%  | 0.0000% | $38823168.00       | $28264033.04       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5696 | 2048-09-01      | 4.5000%  | 0.0000% | $3535996.00        | $196089.96         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZN6644 | 2049-03-01      | 4.0000%  | 0.0000% | $5567568.00        | $402522.55         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC2565 | 2051-06-01      | 2.0000%  | 0.0000% | $365000.00         | $220954.67         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $26426760.00       | $16602575.51       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $1342000.00        | $302848.31         | Agency Mortgage-Backed Securities |
| GNII SF DK5758 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2883544.01        | Agency Mortgage-Backed Securities |
| GNII SF DJ5925 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4487672.00        | $4473355.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ8638 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1350379.52        | Agency Mortgage-Backed Securities |
| GNII SF DK1366 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1141174.00        | $1190216.99        | Agency Mortgage-Backed Securities |
| GNII ET DH7570 C     | 2064-12-20      | 4.5000%  | 0.0000% | $184771.00         | $173668.01         | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $6252962.79        | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $57355.96          | Agency Mortgage-Backed Securities |
| GNII SF DK4115 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1206818.00        | $1265682.40        | Agency Mortgage-Backed Securities |
| GNII SF DK3974 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2079641.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ4812 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1306222.00        | $1279503.48        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4248037.00        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1214088.13        | Agency Mortgage-Backed Securities |
| GNII SF DK6384 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1980768.00        | $2001314.62        | Agency Mortgage-Backed Securities |
| GNII SF DK0505 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1100176.00        | $1097609.13        | Agency Mortgage-Backed Securities |
| GNII SF DK6388 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3862440.00        | $3881436.96        | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $69921.44          | Agency Mortgage-Backed Securities |
| GNMI SF BA2521 X     | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14074.22          | Agency Mortgage-Backed Securities |
| GNII RG CO0464 C     | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $249861.18         | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C     | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $539559.85         | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $48875648.00       | $35275055.52       | Agency Mortgage-Backed Securities |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23476.83          | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $101516.18         | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5659883.34        | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $934981.45         | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4345065.30        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2588499.31        | Agency Mortgage-Backed Securities |
| GNII SF DK7027 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1136908.31        | Agency Mortgage-Backed Securities |
| GNII SF DK3018 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4883472.00        | $4925046.62        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $70692.35          | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $28611.57          | Agency Mortgage-Backed Securities |
| GNII ET DE2871 C     | 2064-10-20      | 6.5000%  | 0.0000% | $177670.00         | $168537.83         | Agency Mortgage-Backed Securities |
| GNII SF DE5808 C     | 2054-11-20      | 7.0000%  | 0.0000% | $10060160.00       | $10189086.40       | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $888470.00         | $914951.12         | Agency Mortgage-Backed Securities |
| GNII SF DE9066 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1799000.00        | $1596183.85        | Agency Mortgage-Backed Securities |
| GNII SF DE8276 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1701410.00        | $1655982.10        | Agency Mortgage-Backed Securities |
| GNII ET DE8352 C     | 2064-09-20      | 6.5000%  | 0.0000% | $39541.00          | $40502.56          | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $9551673.11        | Agency Mortgage-Backed Securities |
| GNII ET DF4753 C     | 2064-10-20      | 6.5000%  | 0.0000% | $287758.00         | $186307.07         | Agency Mortgage-Backed Securities |
| GNII SF DD7703 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2617611.95        | Agency Mortgage-Backed Securities |
| GNII ET DF2789 C     | 2064-11-20      | 6.0000%  | 0.0000% | $349257.00         | $352789.62         | Agency Mortgage-Backed Securities |
| GNII SF DF1391 C     | 2054-11-20      | 7.5000%  | 0.0000% | $2624120.00        | $2798887.92        | Agency Mortgage-Backed Securities |
| GNII ET DE9304 C     | 2064-10-20      | 6.5000%  | 0.0000% | $13582.00          | $13898.07          | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $13000000.00       | $13268108.71       | Agency Mortgage-Backed Securities |
| GNII ET DF2490 C     | 2064-09-20      | 6.0000%  | 0.0000% | $306986.00         | $307465.60         | Agency Mortgage-Backed Securities |
| GNII SF DI8253 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1080482.00        | $1131654.88        | Agency Mortgage-Backed Securities |
| GNII ET DI6826 C     | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178500.32         | Agency Mortgage-Backed Securities |
| GNII SF DI7731 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465670.00        | $1518795.06        | Agency Mortgage-Backed Securities |
| GNII SF AR0791 C     | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $60854.26          | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9556496.00        | $9186753.19        | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1096951.94        | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35404.20          | Agency Mortgage-Backed Securities |
| GNII SF DI6487 C     | 2055-05-20      | 6.0000%  | 0.0000% | $18010980.00       | $18774126.27       | Agency Mortgage-Backed Securities |
| GNII ET DI4287 C     | 2065-02-20      | 4.5000%  | 0.0000% | $237700.00         | $223630.54         | Agency Mortgage-Backed Securities |
| GNII SF DI7976 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1967166.00        | $1993275.40        | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $9837440.00        | $9959529.19        | Agency Mortgage-Backed Securities |
| GNII ET DE6019 C     | 2064-10-20      | 6.5000%  | 0.0000% | $11111.00          | $11387.47          | Agency Mortgage-Backed Securities |
| GNII SF DB6507 C     | 2054-11-20      | 5.0000%  | 0.0000% | $99961472.00       | $96809791.30       | Agency Mortgage-Backed Securities |
| GNII SF DD7528 C     | 2054-09-20      | 6.5000%  | 0.0000% | $546632.00         | $575375.89         | Agency Mortgage-Backed Securities |
| GNII SF DB6700 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1785979.96        | Agency Mortgage-Backed Securities |
| GNII ET DC8571 C     | 2064-06-20      | 6.5000%  | 0.0000% | $37431.00          | $38289.71          | Agency Mortgage-Backed Securities |
| GNII ET DB5580 C     | 2062-09-20      | 4.5000%  | 0.0000% | $400195.00         | $373353.21         | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1577211.64        | Agency Mortgage-Backed Securities |
| GNII ET DA3416 C     | 2064-09-20      | 6.5000%  | 0.0000% | $22550.00          | $23117.90          | Agency Mortgage-Backed Securities |
| GNII ET DD1599 C     | 2064-05-20      | 6.5000%  | 0.0000% | $58014.00          | $50687.66          | Agency Mortgage-Backed Securities |
| GNII ET DE2869 C     | 2064-09-20      | 6.5000%  | 0.0000% | $37734.00          | $38670.31          | Agency Mortgage-Backed Securities |
| GNII SF DC2893 C     | 2054-08-20      | 7.5000%  | 0.0000% | $3288580.00        | $3532546.67        | Agency Mortgage-Backed Securities |
| GNII SF DE3358 C     | 2054-10-20      | 4.5000%  | 0.0000% | $2418916.00        | $2281155.32        | Agency Mortgage-Backed Securities |
| GNII SF DE2636 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2160588.00        | $2210696.82        | Agency Mortgage-Backed Securities |
| GNII ET DE3880 C     | 2064-08-20      | 4.5000%  | 0.0000% | $267713.00         | $250941.69         | Agency Mortgage-Backed Securities |
| GNII ET DE4504 C     | 2064-08-20      | 4.5000%  | 0.0000% | $114437.00         | $107295.87         | Agency Mortgage-Backed Securities |
| GNII SF DE4200 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1703096.00        | $1738009.26        | Agency Mortgage-Backed Securities |
| GNII ET DD4816 C     | 2064-09-20      | 6.5000%  | 0.0000% | $43282.00          | $44332.04          | Agency Mortgage-Backed Securities |
| GNII ET DB9202 C     | 2064-04-20      | 4.5000%  | 0.0000% | $320954.00         | $300034.75         | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1518688.75        | Agency Mortgage-Backed Securities |
| GNII SF DE8991 C     | 2054-09-20      | 6.0000%  | 0.0000% | $227394.00         | $201862.02         | Agency Mortgage-Backed Securities |
| GNII SF DI0891 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1168182.00        | $1200553.18        | Agency Mortgage-Backed Securities |
| GNII SF DI5728 C     | 2055-03-20      | 7.5000%  | 0.0000% | $2562796.00        | $2693520.52        | Agency Mortgage-Backed Securities |
| GNII SF DI5416 C     | 2055-04-20      | 6.5000%  | 0.0000% | $925763.00         | $979514.35         | Agency Mortgage-Backed Securities |
| GNMI SF 590440 X     | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $24639.12          | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7498.02           | Agency Mortgage-Backed Securities |
| GNMI SF AR3729 X     | 2045-12-15      | 4.5000%  | 0.0000% | $1128440.00        | $297986.09         | Agency Mortgage-Backed Securities |
| GNII ET DK8766 C     | 2065-06-20      | 7.0000%  | 0.0000% | $48242688.00       | $49973555.68       | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1508196.32        | Agency Mortgage-Backed Securities |
| GNII SF DI8301 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1196260.00        | $1231016.35        | Agency Mortgage-Backed Securities |
| GNII ET DI5842 C     | 2065-03-20      | 4.5000%  | 0.0000% | $384429.00         | $362056.80         | Agency Mortgage-Backed Securities |
| GNII SF DI2182 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1869019.59        | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2227220.00        | $2218593.38        | Agency Mortgage-Backed Securities |
| GNII SF MA4453 M     | 2047-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $335307.24         | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $181207.16         | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $9467920.00        | $4973052.41        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $625516.62         | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $723138.38         | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1725186.18        | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $25242.00          | $18456.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14778031.25       | Agency Mortgage-Backed Securities |
| GNII SF DK5626 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1762425.75        | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $47521.17          | Agency Mortgage-Backed Securities |
| GNII SF DK7089 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1004602.00        | $1013155.52        | Agency Mortgage-Backed Securities |
| GNII SF DK5622 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1808174.00        | $1917893.40        | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $231552.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9391 M     | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $210229.99         | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $279912.57         | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $14745600.00       | $6695.57           | Agency Mortgage-Backed Securities |
| GNII SF DK6972 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1206462.00        | $1224070.40        | Agency Mortgage-Backed Securities |
| GNII SF DK7077 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1682878.00        | $1736482.71        | Agency Mortgage-Backed Securities |
| GNII SF MA8620 M     | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $30098.45          | Agency Mortgage-Backed Securities |
| GNII SF DI9449 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1295234.00        | $1270206.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ8599 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2277368.00        | $2352663.68        | Agency Mortgage-Backed Securities |
| GNII SF DI9255 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3195220.00        | $3252795.99        | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $63532.04          | Agency Mortgage-Backed Securities |
| GNII SF DI1732 C     | 2055-02-20      | 5.5000%  | 0.0000% | $877968.00         | $871532.16         | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2082040.72        | Agency Mortgage-Backed Securities |
| GNII JM MA7308 M     | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $240659.72         | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2848449.34        | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2629177.65        | Agency Mortgage-Backed Securities |
| GNII SF DI0921 C     | 2055-02-20      | 6.5000%  | 0.0000% | $941842.00         | $979694.31         | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1337536.07        | Agency Mortgage-Backed Securities |
| GNII SF DI5664 C     | 2055-07-20      | 5.5000%  | 0.0000% | $15642128.00       | $15688824.96       | Agency Mortgage-Backed Securities |
| GNII SF DI5417 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1350172.00        | $1395109.41        | Agency Mortgage-Backed Securities |
| GNII ET DI3610 C     | 2065-04-20      | 4.5000%  | 0.0000% | $820011.00         | $772656.73         | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M     | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $195035.71         | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3495000.00        | $3651350.24        | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3028644.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M     | 2055-07-20      | 3.0000%  | 0.0000% | $490000.00         | $430276.84         | Agency Mortgage-Backed Securities |
| GNII SF DI3047 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9965550.00        | $10050400.01       | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3639167.32        | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1507877.58        | Agency Mortgage-Backed Securities |
| GNII SF DG1999 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1178119.13        | Agency Mortgage-Backed Securities |
| GNII ET DG3141 C     | 2064-12-20      | 6.5000%  | 0.0000% | $293446.00         | $210908.00         | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15156752.36       | Agency Mortgage-Backed Securities |
| GNII SF MA1373 M     | 2043-09-20      | 2.5000%  | 0.0000% | $879142.00         | $151605.08         | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1242304.11        | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $1371889.13        | Agency Mortgage-Backed Securities |
| GNII ET DF3989 C     | 2064-08-20      | 6.5000%  | 0.0000% | $40167.00          | $24310.10          | Agency Mortgage-Backed Securities |
| GNII SF DF3288 C     | 2054-11-20      | 6.0000%  | 0.0000% | $2424852.00        | $2491566.69        | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $54038.69          | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1390335.00        | Agency Mortgage-Backed Securities |
| GNII ET DF6864 C     | 2064-11-20      | 6.0000%  | 0.0000% | $788092.00         | $657706.02         | Agency Mortgage-Backed Securities |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1724480.00        | $1713167.29        | Agency Mortgage-Backed Securities |
| GNII RG CZ0993 C     | 2047-11-20      | 3.0000%  | 0.0000% | $1055760.00        | $879650.40         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $764812.67         | Agency Mortgage-Backed Securities |
| GNII BD CZ6896 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1529620.00        | $1635556.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6225 | 2055-02-01      | 6.5000%  | 0.0000% | $2051164.00        | $2058144.05        | Agency Mortgage-Backed Securities |
| GNCL CS CV1939       | 2066-02-15      | 12.3000% | 0.0000% | $10864688.00       | $11899201.86       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8942 | 2055-03-01      | 7.0000%  | 0.0000% | $1643958.00        | $1737864.23        | Agency Mortgage-Backed Securities |
| GNII ET DA3531 C     | 2064-10-20      | 6.5000%  | 0.0000% | $77513.00          | $79440.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $17987.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $11892240.00       | $8910273.94        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $539702.07         | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $272368.00         | $294151.74         | Agency Mortgage-Backed Securities |
| GNPL PN CW8884       | 2058-12-15      | 6.1400%  | 0.0000% | $165447.00         | $175077.39         | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $295174.47         | Agency Mortgage-Backed Securities |
| GNII SF CY5518 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1673315.85        | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6009541.04        | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $1534782.00        | $1577471.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $1077980.00        | $886584.96         | Agency Mortgage-Backed Securities |
| GNII SF BP4691 C     | 2049-08-20      | 4.0000%  | 0.0000% | $2702970.00        | $1286958.33        | Agency Mortgage-Backed Securities |
| GNII SF MA8646 M     | 2053-02-20      | 4.5000%  | 0.0000% | $53172864.00       | $42555986.13       | Agency Mortgage-Backed Securities |
| GNII SF AM7849 C     | 2045-11-20      | 4.0000%  | 0.0000% | $3311488.00        | $523190.37         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3765 | 2055-01-01      | 5.5000%  | 0.0000% | $30414784.00       | $29527388.72       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9740 | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $3499449.76        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8112 | 2055-05-01      | 7.0000%  | 0.0000% | $1470014.00        | $1559583.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | 0.0000% | $54422.00          | $50831.60          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2440 | 2055-05-01      | 6.5000%  | 0.0000% | $1304706.00        | $1358877.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7272 | 2055-07-01      | 6.0000%  | 0.0000% | $15996272.00       | $16439828.13       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9896 | 2055-08-01      | 6.5000%  | 0.0000% | $17171440.00       | $17813543.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9632 | 2055-08-01      | 6.0000%  | 0.0000% | $20046336.00       | $20568923.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4497 | 2055-06-01      | 6.0000%  | 0.0000% | $10558672.00       | $10872851.04       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNAL9541 | 2026-12-01      | 3.5000%  | 0.0000% | $21000000.00       | $162077.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6538 | 2055-08-01      | 6.0000%  | 0.0000% | $11141328.00       | $11357815.14       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9806 | 2055-04-01      | 7.0000%  | 0.0000% | $2521756.00        | $2704893.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1177 | 2055-04-01      | 5.0000%  | 0.0000% | $1230850.00        | $960220.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5276 | 2055-06-01      | 6.5000%  | 0.0000% | $27292448.00       | $27532981.30       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY5177 | 2055-06-01      | 4.5000%  | 0.0000% | $214391.00         | $204055.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5906 | 2055-08-01      | 5.0000%  | 0.0000% | $2598412.00        | $2546915.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9319 | 2055-08-01      | 5.5000%  | 0.0000% | $5699992.00        | $5720194.67        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5281 | 2055-06-01      | 6.5000%  | 0.0000% | $14283664.00       | $14856632.07       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0096 | 2055-08-01      | 6.0000%  | 0.0000% | $1082574.00        | $1121987.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1978 | 2052-03-01      | 2.5000%  | 0.0000% | $9436.00           | $6619.56           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | 0.0000% | $192000.00         | $90751.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8120 | 2054-06-01      | 5.5000%  | 0.0000% | $23630944.00       | $22254290.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3636 | 2055-07-01      | 6.0000%  | 0.0000% | $2485552.00        | $2555458.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  | 0.0000% | $21525000.00       | $18835259.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5425 | 2055-01-01      | 5.5000%  | 0.0000% | $3208410.00        | $3209687.78        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4079 | 2052-09-01      | 3.5000%  | 0.0000% | $46689.00          | $38208.27          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $255721472.00      | $249999169.24      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4932 | 2053-06-01      | 4.0000%  | 0.0000% | $7648184.00        | $6191324.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG3650 | 2053-05-01      | 6.5000%  | 0.0000% | $1880372.00        | $1570555.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7543 | 2055-05-01      | 6.0000%  | 0.0000% | $1270452.00        | $1305380.99        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF0763 | 2052-07-01      | 3.5000%  | 0.0000% | $29499.00          | $20816.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR1202 | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $25180.62          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7451 | 2053-02-01      | 6.5000%  | 0.0000% | $128879.00         | $105471.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZN4056 | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $163506.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $30963.99          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $199987.00         | $25852.06          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN1093 | 2033-11-01      | 3.5000%  | 0.0000% | $47000.00          | $11252.75          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3999 | 2049-10-01      | 3.5000%  | 0.0000% | $6650230.00        | $2292978.99        | Agency Mortgage-Backed Securities |
| FKAR 05.027 WVWV0081 | 2031-12-01      | 4.8180%  | 0.0000% | $21392096.00       | $21413060.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3571 | 2040-05-01      | 5.5000%  | 0.0000% | $5796032.00        | $5161674.40        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5794 | 2048-03-01      | 4.0000%  | 0.0000% | $82876.00          | $12661.22          | Agency Mortgage-Backed Securities |
| GNII SF DK9213 C     | 2055-07-20      | 6.0000%  | 0.0000% | $15995280.00       | $16551899.75       | Agency Mortgage-Backed Securities |
| GNII SF DK8361 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1688502.00        | $1812703.14        | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1074153.27        | Agency Mortgage-Backed Securities |
| GNII SF MB0121 M     | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $1017382.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0117 M     | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $28764.62          | Agency Mortgage-Backed Securities |
| GNII SF DI0484 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1008628.00        | $1059087.50        | Agency Mortgage-Backed Securities |
| GNII ET DI0507 C     | 2065-02-20      | 6.5000%  | 0.0000% | $308937.00         | $318344.92         | Agency Mortgage-Backed Securities |
| GNII SF DL4787 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1227852.00        | $1276771.67        | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $814140.14         | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1800000.00        | $1503012.23        | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M     | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $143206.20         | Agency Mortgage-Backed Securities |
| GNAR AR 080312 M     | 2029-08-20      | 4.6250%  | 0.0000% | $5476352.00        | $5439.79           | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 4.8750%  | 0.0000% | $1040000.00        | $8674.88           | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $700000.00         | $518426.90         | Agency Mortgage-Backed Securities |
| GNII SP 785788 C     | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $377724.59         | Agency Mortgage-Backed Securities |
| GNII SP 785638 C     | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2169733.59        | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $270349.37         | Agency Mortgage-Backed Securities |
| GNII SF 755678 C     | 2040-12-20      | 4.0000%  | 0.0000% | $4186024.00        | $429644.95         | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35528.00          | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C     | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $97251.04          | Agency Mortgage-Backed Securities |
| GNPL PN CN2883       | 2059-04-15      | 6.0200%  | 0.0000% | $149929.00         | $157220.25         | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $11438.23          | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28564827.24       | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $81584523.37       | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $160447.52         | Agency Mortgage-Backed Securities |
| GNMI SP 784363 X     | 2047-08-15      | 4.5000%  | 0.0000% | $206753.00         | $47203.78          | Agency Mortgage-Backed Securities |
| GNII SF BF5087 C     | 2048-05-20      | 4.5000%  | 0.0000% | $4561240.00        | $449663.60         | Agency Mortgage-Backed Securities |
| GNII SP 783298 M     | 2041-04-20      | 4.5000%  | 0.0000% | $25100000.00       | $864363.73         | Agency Mortgage-Backed Securities |
| GNMI SF BI8449 X     | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $162844.90         | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1653353.78        | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2183416.32        | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $121577856.00      | $92658676.90       | Agency Mortgage-Backed Securities |
| GNII SF DK0237 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1029410.00        | $1081739.18        | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $294269440.00      | $197023866.84      | Agency Mortgage-Backed Securities |
| GNII ET DB3339 C     | 2064-11-20      | 6.0000%  | 0.0000% | $645250.00         | $651197.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889339 | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $20598.80          | Agency Mortgage-Backed Securities |
| GNII ET DE2390 C     | 2065-05-20      | 6.5000%  | 0.0000% | $200720.00         | $206381.64         | Agency Mortgage-Backed Securities |
| GNII ET DC6346 C     | 2064-06-20      | 6.5000%  | 0.0000% | $14954.00          | $15305.22          | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $13374480.00       | $13034322.40       | Agency Mortgage-Backed Securities |
| GNII ET DB2565 C     | 2064-09-20      | 6.5000%  | 0.0000% | $7739.00           | $7923.93           | Agency Mortgage-Backed Securities |
| GNII SF DB0874 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $1075765.32        | Agency Mortgage-Backed Securities |
| GNII SF CY3023 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1040642.00        | $196709.77         | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $631929.53         | Agency Mortgage-Backed Securities |
| GNII SF DD2719 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $820719.45         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  | 0.0000% | $18665632.00       | $13655679.26       | Agency Mortgage-Backed Securities |
| GNII SF DE1584 C     | 2054-09-20      | 6.5000%  | 0.0000% | $248670.00         | $257508.73         | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2068741.83        | Agency Mortgage-Backed Securities |
| GNII SF DD4839 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1607994.00        | $1500222.87        | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $56839.88          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5854498.39        | Agency Mortgage-Backed Securities |
| GNII JM MA7043 M     | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $138436.93         | Agency Mortgage-Backed Securities |
| GNII SF MA6792 M     | 2035-08-20      | 2.0000%  | 0.0000% | $42698432.00       | $14032743.54       | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $303257.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $144172800.00      | $91640784.17       | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $353529.95         | Agency Mortgage-Backed Securities |
| GNII SF MA6955 M     | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $147371.82         | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M     | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $216344.19         | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $300000.00         | $125765.76         | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M     | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $98169.88          | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $33159.44          | Agency Mortgage-Backed Securities |
| GNII SF MA8393 M     | 2036-09-20      | 2.5000%  | 0.0000% | $1450900.00        | $1051496.63        | Agency Mortgage-Backed Securities |
| GNII SF MA8076 M     | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $134098.44         | Agency Mortgage-Backed Securities |
| GNAR AF MA7068 M     | 2050-10-20      | 4.0000%  | 0.0000% | $113583.00         | $102772.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $33338368.00       | $31033733.42       | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $290270.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $81203.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7799 | 2055-07-01      | 5.5000%  | 0.0000% | $4820400.00        | $4825839.02        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2255040.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8492 | 2055-07-01      | 5.5000%  | 0.0000% | $5796824.00        | $5797985.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $218034176.00      | $219907779.83      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4716 | 2055-05-01      | 6.0000%  | 0.0000% | $1462168.00        | $1509548.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9406 | 2054-08-01      | 6.0000%  | 0.0000% | $62000.00          | $59608.06          | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1060054.00        | $1053095.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7266 | 2055-06-01      | 5.5000%  | 0.0000% | $8132464.00        | $8173795.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6161 | 2055-05-01      | 5.0000%  | 0.0000% | $1513262.00        | $1477077.06        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1382813.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0193 | 2055-08-01      | 6.0000%  | 0.0000% | $7475944.00        | $7628079.46        | Agency Mortgage-Backed Securities |
| GNII ET DI7177 C     | 2065-02-20      | 4.5000%  | 0.0000% | $90651.00          | $85363.42          | Agency Mortgage-Backed Securities |
| GNII ET DI0439 C     | 2064-12-20      | 6.0000%  | 0.0000% | $266120.00         | $267239.10         | Agency Mortgage-Backed Securities |
| GNII SF DI8275 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1400636.00        | $1451044.10        | Agency Mortgage-Backed Securities |
| GNII SF DI4808 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2596280.00        | $2548951.55        | Agency Mortgage-Backed Securities |
| GNII SF DI1924 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1946899.46        | Agency Mortgage-Backed Securities |
| GNII SF DI1917 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10705275.87       | Agency Mortgage-Backed Securities |
| GNII SF DI3884 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4135576.00        | $4119622.37        | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1779346.04        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1563543.73        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2719494.57        | Agency Mortgage-Backed Securities |
| GNII SF DI6459 C     | 2055-04-20      | 6.0000%  | 0.0000% | $10330832.00       | $10626900.23       | Agency Mortgage-Backed Securities |
| GNII SF DI8364 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1288936.00        | $1337609.67        | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $797356.21         | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4619086.10        | Agency Mortgage-Backed Securities |
| GNII SF DG4561 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1910574.00        | $1976154.23        | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $371999.44         | Agency Mortgage-Backed Securities |
| GNII ET DF2371 C     | 2064-10-20      | 6.5000%  | 0.0000% | $140238.00         | $143672.24         | Agency Mortgage-Backed Securities |
| GNII SF DG3288 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1262924.00        | $817733.74         | Agency Mortgage-Backed Securities |
| GNII SF DH3433 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $2868917.89        | Agency Mortgage-Backed Securities |
| GNII ET DG9564 C     | 2064-11-20      | 6.0000%  | 0.0000% | $478435.00         | $483138.25         | Agency Mortgage-Backed Securities |
| GNII SF DG3672 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1005286.00        | $983345.95         | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10879.72          | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1134224.48        | Agency Mortgage-Backed Securities |
| GNII ET DE9719 C     | 2064-10-20      | 6.0000%  | 0.0000% | $236750.00         | $238751.21         | Agency Mortgage-Backed Securities |
| GNII SF DE8978 C     | 2054-10-20      | 6.5000%  | 0.0000% | $746580.00         | $744098.23         | Agency Mortgage-Backed Securities |
| GNII SF DG2291 C     | 2055-01-20      | 6.5000%  | 0.0000% | $9092304.00        | $9603955.59        | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1136616.00        | $1191629.29        | Agency Mortgage-Backed Securities |
| GNII ET DF3632 C     | 2064-09-20      | 6.5000%  | 0.0000% | $182690.00         | $169744.67         | Agency Mortgage-Backed Securities |
| GNII ET DF6057 C     | 2064-09-20      | 4.5000%  | 0.0000% | $764164.00         | $170476.77         | Agency Mortgage-Backed Securities |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $61620.55          | Agency Mortgage-Backed Securities |
| GNII SF DF1363 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1870274.00        | $1994418.84        | Agency Mortgage-Backed Securities |
| GNII SF DL2109 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4090950.00        | $4125781.71        | Agency Mortgage-Backed Securities |
| GNII SF DL4707 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1465982.00        | $1464954.83        | Agency Mortgage-Backed Securities |
| GNII SF DK4128 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1483138.00        | $1539465.10        | Agency Mortgage-Backed Securities |
| GNII BD DJ9265 C     | 2055-05-20      | 4.5000%  | 0.0000% | $35432128.00       | $32670297.01       | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1114486.92        | Agency Mortgage-Backed Securities |
| GNII ET DK5434 C     | 2065-06-20      | 4.5000%  | 0.0000% | $1005900.00        | $948617.39         | Agency Mortgage-Backed Securities |
| GNII SF DK6385 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1730350.00        | $1743143.38        | Agency Mortgage-Backed Securities |
| GNII SF DK6574 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2141180.00        | $2215693.06        | Agency Mortgage-Backed Securities |
| GNII SF DK7632 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3638300.00        | $3756488.96        | Agency Mortgage-Backed Securities |
| GNII SF DK9363 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9744432.00        | $9744786.04        | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1188596.95        | Agency Mortgage-Backed Securities |
| GNII SF DK6141 C     | 2055-07-20      | 4.5000%  | 0.0000% | $18175904.00       | $17242589.51       | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3247079.98        | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1657964.00        | $1752470.71        | Agency Mortgage-Backed Securities |
| GNII SF DL2643 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1681031.83        | Agency Mortgage-Backed Securities |
| GNII SF DK4067 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1301453.93        | Agency Mortgage-Backed Securities |
| GNII SF DL3686 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2142812.00        | $2206198.52        | Agency Mortgage-Backed Securities |
| GNII ET DI1364 C     | 2064-07-20      | 6.0000%  | 0.0000% | $202682.00         | $204737.00         | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $20000000.00       | $19540101.72       | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $132428800.00      | $129326755.97      | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5972.47           | Agency Mortgage-Backed Securities |
| GNII SF DL2684 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1771296.00        | $1845061.62        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2556036.00        | $2670402.42        | Agency Mortgage-Backed Securities |
| GNII SF DK5706 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1122973.95        | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1266558.70        | Agency Mortgage-Backed Securities |
| GNII SF DL2469 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5237304.00        | $5281896.15        | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $65797120.00       | $33555257.10       | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $274775.29         | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $409996.80         | Agency Mortgage-Backed Securities |
| GNII SF AF5098 C     | 2043-08-20      | 4.0000%  | 0.0000% | $408000.00         | $52004.39          | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $547737.62         | Agency Mortgage-Backed Securities |
| GNII SF MA8946 M     | 2053-06-20      | 4.5000%  | 0.0000% | $66661504.00       | $55969011.26       | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $208401000.00      | $152542091.47      | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $872865.71         | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $94712.98          | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $434100.15         | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $384802.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $58923840.00       | $26682640.96       | Agency Mortgage-Backed Securities |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24542.24          | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3162288.26        | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $153587.67         | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $45350.70          | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $75800000.00       | $3007960.36        | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $197834.18         | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2991980.00        | $3123265.27        | Agency Mortgage-Backed Securities |
| GNII SF AV8890 C     | 2047-01-20      | 4.0000%  | 0.0000% | $850000.00         | $272625.11         | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $26204800.00       | $20424803.20       | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $11076.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8422 M     | 2052-10-20      | 2.0000%  | 0.0000% | $7630592.00        | $4413132.14        | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1260395.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23432448.00       | $21033459.91       | Agency Mortgage-Backed Securities |
| GNII SF MA9383 M     | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $37070.58          | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C     | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $138072.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9331 M     | 2037-10-20      | 7.0000%  | 0.0000% | $89308.00          | $70919.88          | Agency Mortgage-Backed Securities |
| GNII SF DK5701 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1135182.00        | $1152867.38        | Agency Mortgage-Backed Securities |
| GNII SF DG7651 C     | 2054-12-20      | 6.5000%  | 0.0000% | $321371.00         | $334721.01         | Agency Mortgage-Backed Securities |
| GNII ET DH1789 C     | 2064-12-20      | 4.5000%  | 0.0000% | $387324.00         | $364249.96         | Agency Mortgage-Backed Securities |
| GNII ET DH7703 C     | 2063-02-20      | 6.0000%  | 0.0000% | $285428.00         | $288104.55         | Agency Mortgage-Backed Securities |
| GNII SF DH0333 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1235348.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ9721 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2152148.00        | $2168226.86        | Agency Mortgage-Backed Securities |
| GNII BD DH9717 C     | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6269351.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ1074 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1069658.00        | $1103681.55        | Agency Mortgage-Backed Securities |
| GNII ET DJ7232 C     | 2065-05-20      | 2.0000%  | 0.0000% | $139590.00         | $106421.52         | Agency Mortgage-Backed Securities |
| GNII SF DJ1063 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1570016.00        | $1621197.44        | Agency Mortgage-Backed Securities |
| GNII ET DH7631 C     | 2065-01-20      | 4.5000%  | 0.0000% | $720253.00         | $677273.20         | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $57471232.00       | $39468733.86       | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $441982.88         | Agency Mortgage-Backed Securities |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $12000000.00       | $12271975.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQMA0444 | 2040-05-01      | 5.0000%  | 0.0000% | $432550.00         | $11663.26          | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1638580.72        | Agency Mortgage-Backed Securities |
| GNII ET DG4185 C     | 2065-01-20      | 6.5000%  | 0.0000% | $678996.00         | $696695.35         | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15740129.48       | Agency Mortgage-Backed Securities |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $4716296.55        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8043342.41        | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $982004.90         | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1490854.33        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1589054.52        | Agency Mortgage-Backed Securities |
| GNII SF DH2883 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1075378.00        | $1104466.06        | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1184783.07        | Agency Mortgage-Backed Securities |
| GNII ET DH7713 C     | 2065-02-20      | 4.5000%  | 0.0000% | $775446.00         | $729209.04         | Agency Mortgage-Backed Securities |
| GNII SF DJ1894 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1755806.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ5291 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2946564.00        | $3058144.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ2853 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9508162.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1896 | 2055-07-01      | 5.0000%  | 0.0000% | $50494656.00       | $49661174.39       | Agency Mortgage-Backed Securities |
| GNMI SF 507768 X     | 2029-04-15      | 6.5000%  | 0.0000% | $29556736.00       | $22815.29          | Agency Mortgage-Backed Securities |
| GNII SF DJ3001 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4974140.00        | $5016491.48        | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $3018892.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ1857 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2812760.11        | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2186921.97        | Agency Mortgage-Backed Securities |
| GNII SF DH3856 C     | 2055-01-20      | 6.5000%  | 0.0000% | $970615.00         | $1008197.12        | Agency Mortgage-Backed Securities |
| GNII SF DH8958 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1700618.00        | $1663926.12        | Agency Mortgage-Backed Securities |
| GNII ET DH9378 C     | 2065-03-20      | 4.5000%  | 0.0000% | $2032764.00        | $1914275.04        | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1071018.00        | $1134538.61        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1356888.39        | Agency Mortgage-Backed Securities |
| GNII SF 003737 M     | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $5208.55           | Agency Mortgage-Backed Securities |
| GNMI SF 721749 X     | 2040-08-15      | 4.5000%  | 0.0000% | $37291712.00       | $920947.25         | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $8805.38           | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $194461.21         | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $6534166.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $955144.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $1680000.00        | $1179058.41        | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1315632.23        | Agency Mortgage-Backed Securities |
| GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  | 0.0000% | $65305.00          | $5458.71           | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $56701824.00       | $50030691.58       | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 4.8750%  | 0.0000% | $72049360.00       | $914387.40         | Agency Mortgage-Backed Securities |
| GNII SF MA2569 M     | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $212890.28         | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $189909.76         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $276050.33         | Agency Mortgage-Backed Securities |
| GNII SF MA7458 M     | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $15609.12          | Agency Mortgage-Backed Securities |
| GNII SF BE3023 C     | 2048-01-20      | 4.0000%  | 0.0000% | $390530.00         | $234120.14         | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $858250.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $10219808.00       | $7333725.48        | Agency Mortgage-Backed Securities |
| GNII RG CN2010 C     | 2051-08-20      | 2.5000%  | 0.0000% | $1260094.00        | $969949.04         | Agency Mortgage-Backed Securities |
| GNMI SF BC9137 X     | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $69905.26          | Agency Mortgage-Backed Securities |
| GNII SF CP0483 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $864655.41         | Agency Mortgage-Backed Securities |
| GNII SF BM7542 C     | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $18788.48          | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3495568.33        | Agency Mortgage-Backed Securities |
| GNMI SF BC8602 X     | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $286247.33         | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $273924.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $141313.23         | Agency Mortgage-Backed Securities |
| GNII SF MA9421 M     | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $35994.29          | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $576709.21         | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $187136.02         | Agency Mortgage-Backed Securities |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18353.18          | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2369820.00        | $223498.74         | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1758899.88        | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $674592.89         | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $236226.43         | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $218834.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8456 M     | 2032-10-20      | 3.0000%  | 0.0000% | $276346.00         | $193498.70         | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $486285.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $19718880.00       | $7338098.40        | Agency Mortgage-Backed Securities |
| GNMI SF AA1783 X     | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $335359.20         | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $452510.26         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $4636520.00        | $2553989.13        | Agency Mortgage-Backed Securities |
| GNII SF MA8402 M     | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $26003.10          | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $163052544.00      | $79398556.25       | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $801316.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8394 M     | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31884.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8980 M     | 2035-05-20      | 2.0000%  | 0.0000% | $177269.00         | $137358.82         | Agency Mortgage-Backed Securities |
| GNII SF AB9531 C     | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $195979.60         | Agency Mortgage-Backed Securities |
| GNII SF MA9360 M     | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $493176.72         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $9513392.00        | $7405740.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1476 | 2055-06-01      | 5.0000%  | 0.0000% | $44332224.00       | $43358189.13       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1895 | 2052-05-01      | 3.0000%  | 0.0000% | $18103296.00       | $15588711.98       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0112 | 2053-10-01      | 6.5000%  | 0.0000% | $49950000.00       | $36795112.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7039 | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3898064.97        | Agency Mortgage-Backed Securities |
| GNII ET DG8975 C     | 2065-01-20      | 6.5000%  | 0.0000% | $13535.00          | $13884.48          | Agency Mortgage-Backed Securities |
| GNPL PN CY1384       | 2059-04-15      | 5.5000%  | 0.0000% | $299225.00         | $303996.97         | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $644430.97         | Agency Mortgage-Backed Securities |
| GNPL PN DA8491       | 2059-09-15      | 5.4800%  | 0.0000% | $152353.00         | $154969.97         | Agency Mortgage-Backed Securities |
| GNII ET DC9948 C     | 2064-08-20      | 6.5000%  | 0.0000% | $34173.00          | $24486.53          | Agency Mortgage-Backed Securities |
| GNII SF CX4169 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1572495.41        | Agency Mortgage-Backed Securities |
| GNII SF DA7479 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1236346.05        | Agency Mortgage-Backed Securities |
| GNII SF DD8451 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1020858.00        | $1089044.67        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1978182.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9728 | 2055-08-01      | 6.0000%  | 0.0000% | $24845344.00       | $25480664.29       | Agency Mortgage-Backed Securities |
| GNII SF DC0128 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1798792.65        | Agency Mortgage-Backed Securities |
| GNII SF DA9372 C     | 2054-08-20      | 5.0000%  | 0.0000% | $1724140.00        | $1681937.12        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9250 | 2055-07-01      | 7.0000%  | 0.0000% | $1012350.00        | $1077308.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5528 | 2055-06-01      | 5.0000%  | 0.0000% | $2425400.00        | $2369828.45        | Agency Mortgage-Backed Securities |
| GNII RG CY2477 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1439486.00        | $1085071.05        | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95627.65          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0339 | 2055-02-01      | 6.0000%  | 0.0000% | $25889216.00       | $25446164.75       | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118898.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $105777408.00      | $87000595.42       | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $2599000.00        | $1827784.14        | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $658585.36         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0495 | 2048-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $75025.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3218 | 2053-05-01      | 5.0000%  | 0.0000% | $6325000.00        | $5249601.58        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $17600.00          | $12062.88          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2163 | 2053-01-01      | 6.0000%  | 0.0000% | $501820.00         | $374810.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2262 | 2047-02-01      | 3.0000%  | 0.0000% | $10494640.00       | $7337401.75        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $40063616.00       | $25826640.91       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $70000.00          | $43034.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $95000.00          | $61400.41          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $130000.00         | $11626.53          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0442 | 2042-09-01      | 2.5000%  | 0.0000% | $2400000.00        | $1872653.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0858 | 2037-03-01      | 2.0000%  | 0.0000% | $19513632.00       | $13139248.99       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $9000.00           | $6174.94           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1519 | 2036-02-01      | 1.5000%  | 0.0000% | $53399488.00       | $46599107.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8335 | 2039-10-01      | 5.5000%  | 0.0000% | $9688576.00        | $7379853.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7428 | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $452278.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1727 | 2052-11-01      | 5.0000%  | 0.0000% | $50000.00          | $40818.22          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH9288 | 2054-01-01      | 7.0000%  | 0.0000% | $2214024.00        | $2008753.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $137652.00         | $126529.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0995 | 2055-06-01      | 5.5000%  | 0.0000% | $2899940.00        | $2905516.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7073 | 2054-04-01      | 6.0000%  | 0.0000% | $23696416.00       | $22641576.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0120 | 2053-08-01      | 5.0000%  | 0.0000% | $1674464.00        | $1444507.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1206 | 2036-11-01      | 5.5000%  | 0.0000% | $7843950.00        | $45688.71          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL516151 | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $119666.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8832 | 2043-03-01      | 3.0000%  | 0.0000% | $67502.00          | $14031.56          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3012 | 2040-01-01      | 5.5000%  | 0.0000% | $1068340.00        | $1038362.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $68434160.00       | $64205401.68       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4913 | 2036-01-01      | 1.5000%  | 0.0000% | $110000.00         | $55266.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAO0824 | 2042-04-01      | 6.6780%  | 0.0000% | $1737788.00        | $34603.02          | Agency Mortgage-Backed Securities |
| GNII ET DK9812 C     | 2065-06-20      | 7.0000%  | 0.0000% | $327103.00         | $339005.08         | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $402394.14         | Agency Mortgage-Backed Securities |
| GNII SF DK8324 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1568164.24        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2480365.87        | Agency Mortgage-Backed Securities |
| GNII SP 785789 C     | 2051-12-20      | 2.5000%  | 0.0000% | $37557824.00       | $23449694.10       | Agency Mortgage-Backed Securities |
| GNII SP 784207 C     | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $127232.27         | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3165870.13        | Agency Mortgage-Backed Securities |
| GNII SF DK9267 C     | 2055-07-20      | 4.5000%  | 0.0000% | $1976672.00        | $1871754.20        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1678815.05        | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2910234.70        | Agency Mortgage-Backed Securities |
| GNII SF DK7630 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2099784.00        | $2172854.38        | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2517378.25        | Agency Mortgage-Backed Securities |
| GNII SF BL1423 C     | 2048-11-20      | 4.0000%  | 0.0000% | $2883228.00        | $563047.78         | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $1086309.87        | Agency Mortgage-Backed Securities |
| GNII ET DH2336 C     | 2065-01-20      | 6.5000%  | 0.0000% | $452541.00         | $464324.73         | Agency Mortgage-Backed Securities |
| GNII SF DI4809 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4030232.00        | $4064546.74        | Agency Mortgage-Backed Securities |
| GNII SF DI4825 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1319784.00        | $1333453.44        | Agency Mortgage-Backed Securities |
| GNII ET DI0597 C     | 2065-02-20      | 6.5000%  | 0.0000% | $139735.00         | $143415.88         | Agency Mortgage-Backed Securities |
| GNII SF DI3374 C     | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3399968.18        | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1241517.28        | Agency Mortgage-Backed Securities |
| GNII SF DI0925 C     | 2055-02-20      | 6.5000%  | 0.0000% | $360979.00         | $375138.31         | Agency Mortgage-Backed Securities |
| GNMI SF 412407 X     | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5418.17           | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $97722.00          | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14956.90          | Agency Mortgage-Backed Securities |
| GNII SF DI0980 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1094614.00        | $1139766.32        | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $584368.33         | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1370384.17        | Agency Mortgage-Backed Securities |
| GNII SF DI1214 C     | 2055-02-20      | 5.5000%  | 0.0000% | $4590512.00        | $4567804.01        | Agency Mortgage-Backed Securities |
| GNII ET DI6943 C     | 2065-02-20      | 4.5000%  | 0.0000% | $334156.00         | $314462.96         | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $1154321.49        | Agency Mortgage-Backed Securities |
| GNII SF 003377 M     | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $5255.63           | Agency Mortgage-Backed Securities |
| GNII SF DI4120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1266921.98        | Agency Mortgage-Backed Securities |
| GNII SF AT9541 C     | 2046-07-20      | 4.5000%  | 0.0000% | $1650676.00        | $368687.83         | Agency Mortgage-Backed Securities |
| GNII SF 497778 C     | 2029-01-20      | 3.5000%  | 0.0000% | $1010734.00        | $17967.54          | Agency Mortgage-Backed Securities |
| GNII SF DI6466 C     | 2055-05-20      | 6.0000%  | 0.0000% | $11196048.00       | $11509841.17       | Agency Mortgage-Backed Securities |
| FMAR 1N0355 G        | 2037-01-01      | 6.1050%  | 0.0000% | $38973504.00       | $231511.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0659 | 2051-07-01      | 3.0000%  | 0.0000% | $50000.00          | $29203.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  | 0.0000% | $35139.00          | $32920.87          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF0927 | 2052-09-01      | 3.5000%  | 0.0000% | $834465.00         | $656912.83         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3211 | 2047-02-01      | 3.0000%  | 0.0000% | $9966624.00        | $7006835.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4745 | 2053-06-01      | 6.0000%  | 0.0000% | $1513916.00        | $1123790.62        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1062 | 2052-05-01      | 3.5000%  | 0.0000% | $116460.00         | $88055.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5953 | 2053-01-01      | 6.0000%  | 0.0000% | $1109156.00        | $630015.92         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3040 | 2054-09-01      | 5.5000%  | 0.0000% | $80183.00          | $72666.96          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $900000.00         | $633882.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH2637 | 2053-10-01      | 6.0000%  | 0.0000% | $26542624.00       | $20536139.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1385 | 2053-04-01      | 5.0000%  | 0.0000% | $38192256.00       | $30094341.97       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5569 | 2049-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $198296.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI9798 | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $5913.63           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1600 | 2054-08-01      | 5.5000%  | 0.0000% | $97816.00          | $72752.05          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4491 | 2051-02-01      | 1.5000%  | 0.0000% | $2000000.00        | $1081295.43        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $100000.00         | $59179.12          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5141 | 2042-01-01      | 2.0000%  | 0.0000% | $126000.00         | $81255.80          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2497 | 2054-04-01      | 5.5000%  | 0.0000% | $10485088.00       | $9438096.78        | Agency Mortgage-Backed Securities |
| GNII SF 755107 C     | 2040-12-20      | 4.0000%  | 0.0000% | $7454808.00        | $816465.46         | Agency Mortgage-Backed Securities |
| GNII SP 787904 C     | 2055-03-20      | 6.0000%  | 0.0000% | $53863872.00       | $54932418.58       | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $24788991.00       | $6424.77           | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 6.6250%  | 0.0000% | $2562100.00        | $24458.86          | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $286539.39         | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $931574.82         | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6697141.83        | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $52342.92          | Agency Mortgage-Backed Securities |
| GNII ET CZ2599 C     | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $371303.01         | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $631730.75         | Agency Mortgage-Backed Securities |
| GNII SF DB8865 C     | 2054-05-20      | 6.5000%  | 0.0000% | $452172.00         | $450210.71         | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X     | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23382.25          | Agency Mortgage-Backed Securities |
| GNII ET DD8772 C     | 2064-08-20      | 6.5000%  | 0.0000% | $483839.00         | $321238.70         | Agency Mortgage-Backed Securities |
| GNII ET DI2655 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1739548.00        | $1739620.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $132446976.00      | $131634474.01      | Agency Mortgage-Backed Securities |
| GNII ET DI3718 C     | 2065-02-20      | 6.5000%  | 0.0000% | $544087.00         | $507618.76         | Agency Mortgage-Backed Securities |
| GNII SF DI8380 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1191082.00        | $1202717.74        | Agency Mortgage-Backed Securities |
| GNII ET DI0483 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1262158.00        | $1274907.70        | Agency Mortgage-Backed Securities |
| GNII ET DI1363 C     | 2064-08-20      | 6.5000%  | 0.0000% | $58485.00          | $59324.95          | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3548484.00        | $3705455.19        | Agency Mortgage-Backed Securities |
| GNII ET DD9563 C     | 2064-07-20      | 6.5000%  | 0.0000% | $65446.00          | $36035.63          | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $288127.55         | Agency Mortgage-Backed Securities |
| GNII SF DI8318 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $1914899.98        | Agency Mortgage-Backed Securities |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $15789.58          | Agency Mortgage-Backed Securities |
| GNII SF DD7485 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1003722.00        | $1068680.91        | Agency Mortgage-Backed Securities |
| GNII SF DI8073 C     | 2055-05-20      | 5.5000%  | 0.0000% | $883349.00         | $880562.88         | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1069938.00        | $1117563.11        | Agency Mortgage-Backed Securities |
| GNII ET DD5937 C     | 2064-06-20      | 6.5000%  | 0.0000% | $521712.00         | $281826.92         | Agency Mortgage-Backed Securities |
| GNII RG CV4710 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1191382.00        | $944968.23         | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $460223.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0237 M     | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $59732.41          | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $390390.00         | $422631.42         | Agency Mortgage-Backed Securities |
| GNII SF CX0274 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $854494.96         | Agency Mortgage-Backed Securities |
| GNII ET DD1626 C     | 2064-09-20      | 6.5000%  | 0.0000% | $17470.00          | $17901.47          | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2417512.00        | $2525675.52        | Agency Mortgage-Backed Securities |
| GNII SF CX6562 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1419023.35        | Agency Mortgage-Backed Securities |
| GNII SF BX4958 C     | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $57678.72          | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1218893.00        | Agency Mortgage-Backed Securities |
| GNII ET DA6969 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37429.35          | Agency Mortgage-Backed Securities |
| GNII SF DG2404 C     | 2054-12-20      | 4.5000%  | 0.0000% | $2590350.00        | $2426988.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ1432 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1025148.00        | $1077301.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ4759 C     | 2055-05-20      | 6.5000%  | 0.0000% | $691401.00         | $721098.88         | Agency Mortgage-Backed Securities |
| GNII BD DJ1088 C     | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9347511.79        | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1729480.00        | $1718103.58        | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2725574.04        | Agency Mortgage-Backed Securities |
| GNII ET DJ7153 C     | 2065-04-20      | 4.5000%  | 0.0000% | $2289852.00        | $2156815.17        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $1845554.00        | $1901308.12        | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3701656.18        | Agency Mortgage-Backed Securities |
| GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $750000.00         | $90326.98          | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $3379021.61        | Agency Mortgage-Backed Securities |
| GNII ET DG2363 C     | 2064-11-20      | 6.5000%  | 0.0000% | $220064.00         | $225500.37         | Agency Mortgage-Backed Securities |
| GNII ET DG2650 C     | 2064-11-20      | 6.0000%  | 0.0000% | $931169.00         | $939485.40         | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2887798.40        | Agency Mortgage-Backed Securities |
| GNII ET DG0061 C     | 2065-01-20      | 6.5000%  | 0.0000% | $22551.00          | $23139.02          | Agency Mortgage-Backed Securities |
| GNII SF MA3035 M     | 2045-08-20      | 4.0000%  | 0.0000% | $635000.00         | $44533.65          | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $1400000.00        | $139383.51         | Agency Mortgage-Backed Securities |
| GNII SF DJ6661 C     | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12375823.54       | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M     | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $8786.12           | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1699676.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $5057360.00        | $5278263.25        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $230231.97         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2525 | 2046-12-01      | 3.0000%  | 0.0000% | $617045.00         | $97261.74          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $13000.00          | $7996.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $165000.00         | $99398.09          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $494362.00         | $19187.45          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $189000.00         | $157043.08         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $13000.00          | $7925.91           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4600 | 2048-03-01      | 3.5000%  | 0.0000% | $872000.00         | $680361.72         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $60369520.00       | $44582588.24       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5191 | 2054-03-01      | 5.5000%  | 0.0000% | $596000.00         | $543389.70         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $1478064.00        | $897929.75         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQH6536 | 2053-12-01      | 4.0000%  | 0.0000% | $1525396.00        | $1224177.51        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5744 | 2051-09-01      | 2.5000%  | 0.0000% | $550000.00         | $323290.20         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $14318.26          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3462 | 2054-09-01      | 5.5000%  | 0.0000% | $1057802.00        | $898837.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3LQU5003 | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $82488.43          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7743 | 2036-09-01      | 2.0000%  | 0.0000% | $25000.00          | $14961.44          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6288 | 2054-09-01      | 6.5000%  | 0.0000% | $176492288.00      | $157123160.70      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6207 | 2053-05-01      | 4.5000%  | 0.0000% | $78100.00          | $69534.13          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $30296.00          | $21007.96          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0447 | 2054-07-01      | 7.0000%  | 0.0000% | $3303792.00        | $2926336.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNRD5206 | 2034-08-01      | 6.0000%  | 0.0000% | $100000.00         | $77750.24          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7377 | 2050-03-01      | 2.5000%  | 0.0000% | $175000.00         | $96749.06          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $83000.00          | $58200.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3815 | 2040-07-01      | 5.0000%  | 0.0000% | $10315728.00       | $10397920.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3373 | 2040-03-01      | 5.5000%  | 0.0000% | $1025182.00        | $1031696.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4700 | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $761178.24         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5387 | 2053-01-01      | 5.5000%  | 0.0000% | $419161.00         | $254430.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $2136000.00        | $1615445.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7383 | 2053-08-01      | 5.0000%  | 0.0000% | $1887240.00        | $1310379.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8275 | 2054-04-01      | 6.0000%  | 0.0000% | $25956.00          | $19928.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6638 | 2055-08-01      | 5.0000%  | 0.0000% | $2378892.00        | $2331746.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7134 | 2052-08-01      | 4.5000%  | 0.0000% | $2797400.00        | $2124736.09        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD9494 | 2052-04-01      | 4.0000%  | 0.0000% | $20785.00          | $13675.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5140 | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $105503.26         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8176 | 2051-11-01      | 1.5000%  | 0.0000% | $29660.00          | $17965.96          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8711 | 2054-07-01      | 7.0000%  | 0.0000% | $1475710.00        | $1350921.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5898 | 2033-11-01      | 5.0000%  | 0.0000% | $3050000.00        | $332212.72         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD3960 | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $61769.92          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZS9186 | 2035-08-01      | 3.0000%  | 0.0000% | $2160000.00        | $390124.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAT8798 | 2033-06-01      | 3.5000%  | 0.0000% | $300000.00         | $13105.07          | Agency Mortgage-Backed Securities |
| GNII RG CI4030 C     | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $173123.03         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $252347.00         | Agency Mortgage-Backed Securities |
| GNII SF BH2711 C     | 2048-05-20      | 4.5000%  | 0.0000% | $2830508.00        | $90037.47          | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $71498.22          | Agency Mortgage-Backed Securities |
| GNII SF BF1122 C     | 2048-01-20      | 4.5000%  | 0.0000% | $41005248.00       | $1874907.00        | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X     | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $262973.04         | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $707815.04         | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C     | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $266012.05         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $142153.98         | Agency Mortgage-Backed Securities |
| GNII RG CJ2617 C     | 2048-03-20      | 3.0000%  | 0.0000% | $675000.00         | $248034.94         | Agency Mortgage-Backed Securities |
| GNMI SF BB2325 X     | 2047-09-15      | 4.5000%  | 0.0000% | $2803316.00        | $180048.99         | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $205687.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6089 | 2053-04-01      | 6.0000%  | 0.0000% | $603431.00         | $491709.62         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50384.80          | Agency Mortgage-Backed Securities |
| GNII SF CC9792 C     | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $59855.52          | Agency Mortgage-Backed Securities |
| GNII SF BG3940 C     | 2048-05-20      | 4.0000%  | 0.0000% | $1496698.00        | $662982.31         | Agency Mortgage-Backed Securities |
| GNII RG CF1408 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $353787.74         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $951649.64         | Agency Mortgage-Backed Securities |
| GNII SF BX4970 C     | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $85980.39          | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9718.70           | Agency Mortgage-Backed Securities |
| GNII SF BL7745 C     | 2049-05-20      | 4.5000%  | 0.0000% | $2144300.00        | $336962.42         | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $596170.36         | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $265385.22         | Agency Mortgage-Backed Securities |
| GNII SF CC9828 C     | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $81202.59          | Agency Mortgage-Backed Securities |
| GNII ET DH6133 C     | 2065-01-20      | 6.0000%  | 0.0000% | $726937.00         | $734310.83         | Agency Mortgage-Backed Securities |
| GNII SF DJ4818 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1154444.00        | $1223882.27        | Agency Mortgage-Backed Securities |
| GNII SF DH6918 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $1155341.01        | Agency Mortgage-Backed Securities |
| GNII ET DH7701 C     | 2065-01-20      | 4.5000%  | 0.0000% | $205345.00         | $193136.02         | Agency Mortgage-Backed Securities |
| GNII SF DH8873 C     | 2055-01-20      | 5.0000%  | 0.0000% | $3847684.00        | $3755668.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2494749.85        | Agency Mortgage-Backed Securities |
| GNII SF DK1326 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1561920.00        | $1573171.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4618 | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $159096.14         | Agency Mortgage-Backed Securities |
| GNII ET DJ5582 C     | 2063-07-20      | 6.5000%  | 0.0000% | $199774.00         | $205130.41         | Agency Mortgage-Backed Securities |
| GNII SF DJ8602 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1186360.00        | $1226507.09        | Agency Mortgage-Backed Securities |
| GNII SF DH6797 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1631989.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $5213656.00        | $5198945.50        | Agency Mortgage-Backed Securities |
| GNII ET DH7634 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1759992.00        | $1777608.19        | Agency Mortgage-Backed Securities |
| GNII SF DH6071 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1534590.00        | $1444281.48        | Agency Mortgage-Backed Securities |
| GNII BD DH9705 C     | 2055-01-20      | 4.5000%  | 0.0000% | $31897504.00       | $29125806.05       | Agency Mortgage-Backed Securities |
| GNII SF DG7184 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1272472.00        | $1194878.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1522385.29        | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $4372296.33        | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11105761.74       | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $1087577.40        | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $919545.00         | $70073.08          | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M     | 2044-06-20      | 4.8750%  | 0.0000% | $63087616.00       | $858849.55         | Agency Mortgage-Backed Securities |
| GNII SF MA1921 M     | 2044-04-20      | 4.5000%  | 0.0000% | $15393040.00       | $1060988.06        | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X     | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $86534.19          | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $405153.59         | Agency Mortgage-Backed Securities |
| GNII SF 778108 C     | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $7837.18           | Agency Mortgage-Backed Securities |
| GNII SF MA3077 M     | 2030-07-20      | 2.5000%  | 0.0000% | $354635.00         | $30472.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256327 | 2036-06-01      | 6.0000%  | 0.0000% | $346228480.00      | $539387.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4744 | 2054-07-01      | 6.0000%  | 0.0000% | $30371424.00       | $27646663.74       | Agency Mortgage-Backed Securities |
| GNII SF DE5817 C     | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $4966506.99        | Agency Mortgage-Backed Securities |
| GNII ET DE7589 C     | 2064-10-20      | 6.5000%  | 0.0000% | $6985800.00        | $6679086.24        | Agency Mortgage-Backed Securities |
| GNII SF DE6090 C     | 2054-11-20      | 7.5000%  | 0.0000% | $1542934.00        | $1600090.11        | Agency Mortgage-Backed Securities |
| GNII SF DE1583 C     | 2054-09-20      | 6.5000%  | 0.0000% | $78733.00          | $81452.15          | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C     | 2045-03-20      | 3.5000%  | 0.0000% | $3487392.00        | $414104.12         | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $1451968.00        | $1520538.31        | Agency Mortgage-Backed Securities |
| GNII ET DC1289 C     | 2064-06-20      | 6.5000%  | 0.0000% | $7354.00           | $7529.53           | Agency Mortgage-Backed Securities |
| GNII ET DD5354 C     | 2064-08-20      | 6.5000%  | 0.0000% | $17264.00          | $17656.42          | Agency Mortgage-Backed Securities |
| GNII SF DD3227 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1311956.00        | $1403772.13        | Agency Mortgage-Backed Securities |
| GNII SF DD1871 C     | 2054-08-20      | 6.5000%  | 0.0000% | $475807.00         | $432788.80         | Agency Mortgage-Backed Securities |
| GNII ET DE7623 C     | 2064-10-20      | 6.5000%  | 0.0000% | $636644.00         | $549355.53         | Agency Mortgage-Backed Securities |
| GNII ET DC5225 C     | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $832961.83         | Agency Mortgage-Backed Securities |
| GNII ET DD9878 C     | 2064-09-20      | 6.5000%  | 0.0000% | $110638.00         | $20204.90          | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1842597.65        | Agency Mortgage-Backed Securities |
| GNII ET DE1927 C     | 2064-09-20      | 6.5000%  | 0.0000% | $225989.00         | $165765.06         | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C     | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $341634.99         | Agency Mortgage-Backed Securities |
| GNII SF DE8976 C     | 2054-10-20      | 6.5000%  | 0.0000% | $251153.00         | $260894.65         | Agency Mortgage-Backed Securities |
| GNII SF BB0764 C     | 2047-06-20      | 4.0000%  | 0.0000% | $1055568.00        | $182734.56         | Agency Mortgage-Backed Securities |
| GNMI SF BB3483 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1770672.00        | $320773.78         | Agency Mortgage-Backed Securities |
| GNII RG CJ2218 C     | 2043-09-20      | 3.0000%  | 0.0000% | $125000.00         | $57697.45          | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $94974.08          | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $11400000.00       | $10297049.98       | Agency Mortgage-Backed Securities |
| GNII RG CF1406 C     | 2047-12-20      | 3.0000%  | 0.0000% | $1300000.00        | $695487.40         | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $62120.31          | Agency Mortgage-Backed Securities |
| GNII RG CI8161 C     | 2051-05-20      | 3.0000%  | 0.0000% | $1556522.00        | $1009781.65        | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $454201.26         | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $87300.00          | $59811.34          | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $1080112.59        | Agency Mortgage-Backed Securities |
| GNII RG CJ7801 C     | 2044-01-20      | 3.0000%  | 0.0000% | $125000.00         | $71989.20          | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $52036.86          | Agency Mortgage-Backed Securities |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16672.07          | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $93770.19          | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $708948.00         | $605168.91         | Agency Mortgage-Backed Securities |
| GNII SF CM0319 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $820377.97         | Agency Mortgage-Backed Securities |
| GNII SF 005300 M     | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $6302.08           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4685 | 2037-06-01      | 1.5000%  | 0.0000% | $16667480.00       | $10768330.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8703 | 2055-03-01      | 5.0000%  | 0.0000% | $4131848.00        | $4051230.66        | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5149925.36        | Agency Mortgage-Backed Securities |
| GNMI SF 726384 X     | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7766.94           | Agency Mortgage-Backed Securities |
| GNII SP 785730 C     | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2186146.53        | Agency Mortgage-Backed Securities |
| GNII SP 786862 C     | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2153672.05        | Agency Mortgage-Backed Securities |
| GNII SP 785578 M     | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $461443.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3520 | 2050-05-01      | 3.5000%  | 0.0000% | $24473504.00       | $3556164.62        | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $72285.05          | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $425274.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $1110000.00        | $774661.86         | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $19021814.00       | $5297.94           | Agency Mortgage-Backed Securities |
| GNAR AS 082678 M     | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $196802.46         | Agency Mortgage-Backed Securities |
| GNAR AR 008991 M     | 2026-10-20      | 4.7500%  | 0.0000% | $30752767.00       | $6235.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3595 | 2055-01-01      | 6.0000%  | 0.0000% | $25042976.00       | $25038223.26       | Agency Mortgage-Backed Securities |
| GNII SP 785064 C     | 2045-02-20      | 4.0000%  | 0.0000% | $1347000.00        | $367500.77         | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16396596.25       | Agency Mortgage-Backed Securities |
| GNII RG CN6337 C     | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $429501.86         | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M     | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $194608.54         | Agency Mortgage-Backed Securities |
| GNMI SF BA9056 X     | 2047-08-15      | 4.5000%  | 0.0000% | $578889.00         | $139556.27         | Agency Mortgage-Backed Securities |
| GNII SF MA9420 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1786679.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M     | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $63365.53          | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $36646.22          | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $66549.41          | Agency Mortgage-Backed Securities |
| GNII SF MA6688 M     | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $129102.22         | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $27324640.00       | $23017214.63       | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $299830.60         | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $15038320.00       | $9381206.01        | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $114675.35         | Agency Mortgage-Backed Securities |
| GNII SF MA0465 M     | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $5507.73           | Agency Mortgage-Backed Securities |
| GNAR AT MA1109 M     | 2043-06-20      | 4.8750%  | 0.0000% | $3000000.00        | $97783.19          | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $455028.14         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $103317.62         | Agency Mortgage-Backed Securities |
| GNII JM MA7928 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2439564.00        | $1597919.57        | Agency Mortgage-Backed Securities |
| GNMI SF 402101 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $8918.63           | Agency Mortgage-Backed Securities |
| GNAR AS 082937 M     | 2041-09-20      | 5.8750%  | 0.0000% | $2048268.00        | $32869.88          | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 4.8750%  | 0.0000% | $1275000.00        | $28345.67          | Agency Mortgage-Backed Securities |
| GNII SP 785221 C     | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $101026.71         | Agency Mortgage-Backed Securities |
| GNII SP 784658 C     | 2049-02-20      | 4.5000%  | 0.0000% | $2000000.00        | $29458.67          | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M     | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $12248.95          | Agency Mortgage-Backed Securities |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1029958.03        | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $250333.50         | Agency Mortgage-Backed Securities |
| GNMI SF AY5203 X     | 2047-01-15      | 4.5000%  | 0.0000% | $790617.00         | $100119.33         | Agency Mortgage-Backed Securities |
| GNII SP 785192 C     | 2050-11-20      | 4.0000%  | 0.0000% | $5820000.00        | $1039227.86        | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $8096.13           | Agency Mortgage-Backed Securities |
| GNII SP 785667 C     | 2051-10-20      | 2.5000%  | 0.0000% | $25111904.00       | $15136195.39       | Agency Mortgage-Backed Securities |
| GNII SP 787044 C     | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $4228602.70        | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $379941.36         | Agency Mortgage-Backed Securities |
| GNII SP 785762 C     | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1929541.87        | Agency Mortgage-Backed Securities |
| GNII SP 787928 C     | 2055-04-20      | 5.5000%  | 0.0000% | $60401856.00       | $60509531.81       | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5833412.20        | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $72128.69          | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M     | 2055-02-20      | 5.0000%  | 0.0000% | $108256000.00      | $105385293.91      | Agency Mortgage-Backed Securities |
| GNII SF DK9279 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5389464.00        | $5548145.99        | Agency Mortgage-Backed Securities |
| GNII SF CX5760 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $1512817.49        | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $4638880.00        | $4412992.93        | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2707961.81        | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2354199.68        | Agency Mortgage-Backed Securities |
| GNII SF AP8861 C     | 2045-11-20      | 4.0000%  | 0.0000% | $1679264.00        | $206268.91         | Agency Mortgage-Backed Securities |
| GNII SF DL0395 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2328096.00        | $2414468.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $198191.97         | Agency Mortgage-Backed Securities |
| GNII SF CW4830 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1572352.00        | $822605.62         | Agency Mortgage-Backed Securities |
| GNII ET CY3145 C     | 2064-10-20      | 6.5000%  | 0.0000% | $15027.00          | $15405.31          | Agency Mortgage-Backed Securities |
| GNII RG CJ5734 C     | 2047-11-20      | 3.0000%  | 0.0000% | $518585.00         | $252472.76         | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $113698.98         | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1085988.92        | Agency Mortgage-Backed Securities |
| GNII RG CK5318 C     | 2050-08-20      | 3.0000%  | 0.0000% | $978251.00         | $676805.20         | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C     | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $3284425.05        | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1149809.66        | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $624284.77         | Agency Mortgage-Backed Securities |
| GNII ET CP9449 C     | 2064-10-20      | 6.5000%  | 0.0000% | $7692.00           | $7883.47           | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $90056.97          | Agency Mortgage-Backed Securities |
| GNII SF CG2337 C     | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $137119.98         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9711       | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $43752.57          | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $100603.34         | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8900.64           | Agency Mortgage-Backed Securities |
| GNII RG CJ8713 C     | 2047-12-20      | 3.0000%  | 0.0000% | $825000.00         | $469398.49         | Agency Mortgage-Backed Securities |
| GNII RG CL5178 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1066416.00        | $322493.10         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $912056.49         | Agency Mortgage-Backed Securities |
| GNII SF BY2936 C     | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $656681.15         | Agency Mortgage-Backed Securities |
| GNII SF DL0084 C     | 2055-07-20      | 5.5000%  | 0.0000% | $6163088.00        | $6215562.58        | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $811712.06         | Agency Mortgage-Backed Securities |
| GNCL CL CJ2546       | 2065-04-15      | 4.8500%  | 0.0000% | $14868128.00       | $14396015.38       | Agency Mortgage-Backed Securities |
| GNII RG CJ7834 C     | 2050-03-20      | 3.0000%  | 0.0000% | $875608.00         | $419608.43         | Agency Mortgage-Backed Securities |
| GNII RG CM1120 C     | 2046-12-20      | 3.0000%  | 0.0000% | $700000.00         | $385771.29         | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40341.91          | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $25326.69          | Agency Mortgage-Backed Securities |
| GNII SF DL1847 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $3010302.91        | Agency Mortgage-Backed Securities |
| GNII SF DL2727 C     | 2055-07-20      | 6.0000%  | 0.0000% | $19562176.00       | $20140844.73       | Agency Mortgage-Backed Securities |
| GNII SF CK6045 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $583035.71         | Agency Mortgage-Backed Securities |
| GNII SF BM4130 C     | 2049-11-20      | 4.0000%  | 0.0000% | $300000.00         | $13931.94          | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C     | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $146978.69         | Agency Mortgage-Backed Securities |
| GNII SF BY0805 C     | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $20875.15          | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $1053188.10        | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $1003809.74        | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $613025.45         | Agency Mortgage-Backed Securities |
| GNII RG CE4208 C     | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $135961.47         | Agency Mortgage-Backed Securities |
| GNII SF AG2586 C     | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $430677.38         | Agency Mortgage-Backed Securities |
| GNII SF CE1947 C     | 2051-06-20      | 3.0000%  | 0.0000% | $110000.00         | $77300.78          | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $614958.69         | Agency Mortgage-Backed Securities |
| GNII SF BX7064 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $813904.90         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $418698.76         | Agency Mortgage-Backed Securities |
| GNII RG CL3183 C     | 2045-05-20      | 3.0000%  | 0.0000% | $1475000.00        | $885066.27         | Agency Mortgage-Backed Securities |
| GNII RG CK2388 C     | 2050-07-20      | 3.0000%  | 0.0000% | $450000.00         | $234065.08         | Agency Mortgage-Backed Securities |
| GNII SF DJ2758 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2469760.00        | $2462734.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ4952 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $1096080.80        | Agency Mortgage-Backed Securities |
| GNII SF DH2674 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1474785.77        | Agency Mortgage-Backed Securities |
| GNII ET DG9071 C     | 2064-11-20      | 6.5000%  | 0.0000% | $46445.00          | $47638.26          | Agency Mortgage-Backed Securities |
| GNII ET DG2675 C     | 2065-02-20      | 6.5000%  | 0.0000% | $117009.00         | $120089.30         | Agency Mortgage-Backed Securities |
| GNII SF MA1762 M     | 2044-02-20      | 4.5000%  | 0.0000% | $2686680.00        | $188527.27         | Agency Mortgage-Backed Securities |
| GNII ET DH9932 C     | 2064-12-20      | 6.5000%  | 0.0000% | $31151.00          | $31962.82          | Agency Mortgage-Backed Securities |
| GNII ET DF3642 C     | 2064-09-20      | 6.5000%  | 0.0000% | $88972.00          | $79740.31          | Agency Mortgage-Backed Securities |
| GNII SF DG7256 C     | 2055-02-20      | 6.0000%  | 0.0000% | $1158282.00        | $1192053.16        | Agency Mortgage-Backed Securities |
| GNII ET DH6134 C     | 2065-02-20      | 6.5000%  | 0.0000% | $679216.00         | $699883.84         | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1799764.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1084892.00        | $1138131.13        | Agency Mortgage-Backed Securities |
| GNII SF DF9623 C     | 2054-12-20      | 6.5000%  | 0.0000% | $437202.00         | $453832.95         | Agency Mortgage-Backed Securities |
| GNMI SP 784070 X     | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $134393.62         | Agency Mortgage-Backed Securities |
| GNII JP 785023 M     | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $133017.49         | Agency Mortgage-Backed Securities |

### Security 769: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.370000%
- **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: ARP19XTG4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19XTG4
- **C.18 - Value (incl. sponsor support):** $814000000.00
- **C.18.a - Value (excl. sponsor support):** $814000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8027585.62        | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $1679547.00        | $1703175.43        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $133999.00         | $22459.39          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $400022.00         | $341764.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $651455.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $221157.00         | $203956.49         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $262.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $335217.61         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $9000.00           | $6853.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1521                               | 2055-04-01      | 5.5000%  | 0.0000% | $1680298.00        | $1693468.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0045                               | 2052-07-01      | 5.0000%  | 0.0000% | $577000.00         | $442018.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203000.00         | $138062.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026                               | 2052-03-01      | 3.5000%  | 0.0000% | $1002.00           | $674.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1974.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $1300791.00        | $819647.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $690.48            | Agency Mortgage-Backed Securities         |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.8480%  | 0.0000% | $10658292.00       | $4538708.47        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3119492.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3480%  | 0.0000% | $20907849.00       | $16392933.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.9245%  | 0.0000% | $46368422.00       | $1412122.44        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM7866                               | 2051-07-01      | 2.5000%  | 0.0000% | $1620426.00        | $1115391.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $37217.27          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6197                               | 2038-07-01      | 4.2400%  | 0.0000% | $1000.00           | $923.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0277                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $943.90            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $1483361.00        | $1455700.24        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $99518.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $15919.21          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAB8160                               | 2037-10-01      | 6.0000%  | 0.0000% | $2011.00           | $81.09             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797528.00        | $262560.69         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $3008.00           | $1828.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $248.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $13000.00          | $12113.60          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523712.00         | $351237.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7553.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753                               | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1655.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8687                               | 2054-06-01      | 5.5000%  | 0.0000% | $19000.00          | $16972.07          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3010.00           | $1014.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $429214.55         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $351706.00         | $267246.38         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $55118.37          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $87924.98          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166533.00         | $167917.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2526.39           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2252                               | 2050-07-01      | 3.0000%  | 0.0000% | $393381.00         | $265733.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $200000.00         | $118481.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $529.46            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $59622.69          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69893.00          | $28162.66          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456047.00         | $34181.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072                               | 2053-07-01      | 5.5000%  | 0.0000% | $1351415.00        | $1119766.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $33663221.00       | $27017693.09       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $436993.00         | $142285.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17318696.00       | $16131452.04       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4355                               | 2051-06-01      | 2.0000%  | 0.0000% | $4016.00           | $2393.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $18295464.00       | $10730607.43       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1010                               | 2055-02-01      | 6.5000%  | 0.0000% | $206641.00         | $213487.27         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6624                               | 2054-11-01      | 6.0000%  | 0.0000% | $1403625.00        | $1423903.23        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBO6267                               | 2050-01-01      | 2.6630%  | 0.0000% | $210000.00         | $48869.27          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $3447115.00        | $2570454.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $820165.40         | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $244293.77         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1497509.00        | $16743.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA6271                               | 2054-02-01      | 6.0000%  | 0.0000% | $109577.00         | $96853.19          | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.2580%  | 0.0000% | $106111.00         | $82289.54          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2027-05-31      | 3.8750%  | 0.0000% | $400.00            | $401.93            | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2067.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9978                               | 2051-12-01      | 3.0000%  | 0.0000% | $2628076.00        | $1425454.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $718.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6381.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $145654.00         | $63767.20          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7558                               | 2050-09-01      | 3.5000%  | 0.0000% | $1999.00           | $677.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA0195                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $818.73            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.92             | U.S. Treasuries (including strips)        |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.5280%  | 0.0000% | $55979085.00       | $240478.01         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0522                               | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3235.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $345.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5661                               | 2049-10-01      | 3.5000%  | 0.0000% | $141171.00         | $63499.73          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $64064.00          | $63808.04          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1907096.45        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $740.12            | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $2003914.00        | $1732983.80        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1387748.00        | $1371708.66        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $284843.00         | $284613.64         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1699                               | 2029-09-01      | 4.1150%  | 0.0000% | $90000.00          | $88536.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $865.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $294626.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $34263.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $917160.00         | $692365.88         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5124                               | 2052-11-01      | 4.5000%  | 0.0000% | $190000.00         | $159009.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M                                   | 2052-05-20      | 2.5000%  | 0.0000% | $314273.00         | $202666.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113                               | 2052-07-01      | 3.5000%  | 0.0000% | $655657.00         | $482441.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760                               | 2055-07-01      | 5.5000%  | 0.0000% | $44220672.00       | $44078802.31       | Agency Mortgage-Backed Securities         |
| GNII SF MA8949 M                                   | 2053-06-20      | 6.0000%  | 0.0000% | $5245361.00        | $3521919.83        | Agency Mortgage-Backed Securities         |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.3480%  | 0.0000% | $11574095.00       | $7884942.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3947815.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.3480%  | 0.0000% | $20783660.00       | $12909453.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.3480%  | 0.0000% | $71540461.00       | $32927636.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.3480%  | 0.0000% | $11990405.00       | $5924282.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2480%  | 0.0000% | $43934658.00       | $26464811.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4580%  | 0.0000% | $28632616.00       | $23266888.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 FA                                   | 2063-08-20      | 5.4480%  | 0.0000% | $898604.00         | $352956.20         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $365732.37         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $34215.00          | $34097.11          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $19240.00          | $16258.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $320.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $766.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1469.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1762990.29        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $17000.00          | $14125.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $797.78            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $191546.00         | $149003.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5449                               | 2055-06-01      | 6.0000%  | 0.0000% | $1958967.00        | $1994609.32        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $23072.13          | Agency Collateralized Mortgage Obligation |
| FMAR 841554 G                                      | 2053-03-01      | 4.7050%  | 0.0000% | $3762044.00        | $3115256.62        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $580497.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1166                               | 2048-02-01      | 3.5000%  | 0.0000% | $23380865.00       | $8252060.22        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $221880.00         | $227759.38         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103310.00         | $91533.94          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9620%  | 0.0000% | $243953.00         | $166209.34         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.7790%  | 0.0000% | $16296105.00       | $132780.61         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6070                               | 2030-05-01      | 2.1700%  | 0.0000% | $2600.00           | $2360.82           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $3192.00           | $2885.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0425                               | 2055-01-01      | 5.5000%  | 0.0000% | $66960.00          | $66529.96          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $43780.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5039                               | 2055-04-01      | 6.0000%  | 0.0000% | $4550045.00        | $4534103.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4801                               | 2047-08-01      | 3.5000%  | 0.0000% | $28209.00          | $7215.04           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G60528 G                               | 2039-02-01      | 7.0000%  | 0.0000% | $2346992.00        | $309032.15         | Agency Mortgage-Backed Securities         |
| FMAR 841581 G                                      | 2043-06-01      | 6.8690%  | 0.0000% | $1347.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| FMAR 841077 G                                      | 2047-11-01      | 3.6540%  | 0.0000% | $1299998.00        | $259540.42         | Agency Mortgage-Backed Securities         |
| FMAR 841985 G                                      | 2051-01-01      | 6.7230%  | 0.0000% | $10934860.00       | $11101230.67       | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 FM                                   | 2054-10-20      | 5.2980%  | 0.0000% | $99998000.00       | $92974072.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.9980%  | 0.0000% | $1555670.00        | $1321764.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.2480%  | 0.0000% | $301055.00         | $207411.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.6480%  | 0.0000% | $65511532.00       | $64821901.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.9480%  | 0.0000% | $35452629.00       | $32112686.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4480%  | 0.0000% | $2826839.00        | $2440507.21        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $3027.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $521947.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2031-01-31      | 4.0000%  | 0.0000% | $1000.00           | $998.87            | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $5800.00           | $820.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8456                               | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $16991.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2275                               | 2045-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $335098.41         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-03-31      | 0.7500%  | 0.0000% | $379500.00         | $371773.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-08-31      | 0.7500%  | 0.0000% | $21569000.00       | $20866243.31       | U.S. Treasuries (including strips)        |
| GNRA 2025-082 FB                                   | 2055-05-20      | 6.0000%  | 0.0000% | $76411501.00       | $76450018.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.7480%  | 0.0000% | $66093882.00       | $26540449.01       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFS3102                               | 2052-10-01      | 4.5000%  | 0.0000% | $100000.00         | $81759.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8233                               | 2054-03-01      | 5.5000%  | 0.0000% | $14557.00          | $13625.49          | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.4780%  | 0.0000% | $10249695.00       | $7717692.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.4480%  | 0.0000% | $1277301.00        | $976830.67         | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $95889.00          | $72682.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645568.00        | $159861.20         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1059.00           | $35.93             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $417841.00         | $275186.01         | Agency Mortgage-Backed Securities         |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $333289.00         | $12164.72          | Agency Mortgage-Backed Securities         |
| GNRA 2024-157 FA                                   | 2054-09-20      | 5.4480%  | 0.0000% | $30000000.00       | $25164495.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4580%  | 0.0000% | $20956.00          | $11101.01          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3480%  | 0.0000% | $41906903.00       | $38947828.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-064 E                                    | 2055-04-20      | 4.5000%  | 0.0000% | $1961.00           | $1851.29           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16003.00          | $2217.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1603.75           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $1424625.00        | $898621.85         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.9590%  | 0.0000% | $2479406.00        | $22242.66          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $34000.00          | $20762.51          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $244966.73         | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565728.00        | $132884.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18244.00          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-05-31      | 2.6250%  | 0.0000% | $1950000.00        | $1912318.20        | U.S. Treasuries (including strips)        |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6480%  | 0.0000% | $1000.00           | $772.24            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips)        |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.3780%  | 0.0000% | $11414797.00       | $8338731.88        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $711.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16621.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $39735.00          | $39816.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1096.00           | $1094.17           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.8510%  | 0.0000% | $149251.00         | $148969.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1792                               | 2043-08-01      | 3.5000%  | 0.0000% | $275000.00         | $60652.01          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1880%  | 0.0000% | $3399550.00        | $104817.48         | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.4480%  | 0.0000% | $2648309.00        | $2329079.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $11315632.00       | $8700540.02        | Agency Collateralized Mortgage Obligation |
| GNII SF DA8091 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $25527132.00       | $22845288.92       | Agency Mortgage-Backed Securities         |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.4980%  | 0.0000% | $88472947.00       | $67899147.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.2580%  | 0.0000% | $3337288.00        | $2444652.92        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $352434.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2717.00           | $112.97            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2170                               | 2030-06-01      | 3.9500%  | 0.0000% | $1002.00           | $985.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8416.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425414.00         | $30598.77          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7618                               | 2048-09-01      | 5.0000%  | 0.0000% | $305844.00         | $58916.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2040-10-25      | 4.8645%  | 0.0000% | $57255002.00       | $1770266.78        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDB6544                               | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1974.11           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $15123000.00       | $13297064.10       | Agency Mortgage-Backed Securities         |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.6480%  | 0.0000% | $720199.00         | $297205.25         | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $600000.00         | $447016.85         | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $701734.88         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10387.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $10998.00          | $866.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $213.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120                               | 2047-09-01      | 3.5000%  | 0.0000% | $126995.00         | $15741.85          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3034.00           | $219.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $786.30            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $788072.00         | $510796.52         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6385                               | 2032-08-01      | 3.8900%  | 0.0000% | $895000.00         | $825583.75         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4700%  | 0.0000% | $75000.00          | $50618.56          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288419.00         | $14287.45          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5465.00           | $14.08             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $442630.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1002.00           | $19.27             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $1992.00           | $126.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1877.00           | $571.87            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1833129.68        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.8180%  | 0.0000% | $6022000.00        | $68504.13          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $2252.00           | $1970.65           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.9640%  | 0.0000% | $218000.00         | $44841.67          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-06-15      | 4.6250%  | 0.0000% | $1700.00           | $1729.97           | U.S. Treasuries (including strips)        |
| GNAR AT 081385 M                                   | 2035-06-20      | 4.8750%  | 0.0000% | $1000000.00        | $7634.96           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-08-31      | 0.5000%  | 0.0000% | $11942000.00       | $11154518.30       | U.S. Treasuries (including strips)        |

### Security 770: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **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: ARP19XTH2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTH2
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ1773 C | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $9064545.28        | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $754390.39         | Agency Mortgage-Backed Securities |
| GNII RG CI8160 C | 2048-01-20      | 3.0000%  | 0.0000% | $1825000.00        | $970019.91         | Agency Mortgage-Backed Securities |
| GNII SF BX1830 C | 2050-09-20      | 4.0000%  | 0.0000% | $2909516.00        | $701054.09         | Agency Mortgage-Backed Securities |
| GNMI SF 744018 X | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6346.08           | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $19831.88          | Agency Mortgage-Backed Securities |
| GNII SF 003227 M | 2032-04-20      | 6.0000%  | 0.0000% | $2201398.00        | $6699.89           | Agency Mortgage-Backed Securities |
| GNII ET DE5978 C | 2064-08-20      | 6.5000%  | 0.0000% | $4961.00           | $5082.23           | Agency Mortgage-Backed Securities |
| GNII SF DE1586 C | 2054-09-20      | 6.5000%  | 0.0000% | $129150.00         | $133750.35         | Agency Mortgage-Backed Securities |
| GNII SF MA3876 M | 2041-09-20      | 4.5000%  | 0.0000% | $325000.00         | $31417.71          | Agency Mortgage-Backed Securities |
| GNII SF DJ5286 C | 2055-07-20      | 6.0000%  | 0.0000% | $2965528.00        | $3072367.08        | Agency Mortgage-Backed Securities |
| GNII SF DG5192 C | 2051-11-20      | 4.5000%  | 0.0000% | $1793710.00        | $1677400.32        | Agency Mortgage-Backed Securities |
| GNII SF BG5061 C | 2048-07-20      | 4.0000%  | 0.0000% | $2084892.00        | $473615.51         | Agency Mortgage-Backed Securities |
| GNII SF DL4399 C | 2055-07-20      | 5.5000%  | 0.0000% | $3921480.00        | $3958480.47        | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1819884.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0029 M | 2054-08-20      | 7.0000%  | 0.0000% | $250067.00         | $202129.40         | Agency Mortgage-Backed Securities |
| GNII SF DL2092 C | 2055-07-20      | 5.5000%  | 0.0000% | $1224512.00        | $1234937.90        | Agency Mortgage-Backed Securities |
| GNII ET CZ9578 C | 2064-09-20      | 6.5000%  | 0.0000% | $17201.00          | $17621.49          | Agency Mortgage-Backed Securities |
| GNII SP 787276 C | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $714065.86         | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2929398.97        | Agency Mortgage-Backed Securities |
| GNII ET CQ3639 C | 2064-12-20      | 6.5000%  | 0.0000% | $14690.00          | $15061.90          | Agency Mortgage-Backed Securities |
| GNII SF DK9380 C | 2055-07-20      | 6.5000%  | 0.0000% | $5448744.00        | $5692546.24        | Agency Mortgage-Backed Securities |
| GNII ET DK8069 C | 2065-06-20      | 4.5000%  | 0.0000% | $249963.00         | $235884.08         | Agency Mortgage-Backed Securities |
| GNII ET DE0735 C | 2064-06-20      | 6.5000%  | 0.0000% | $15392.00          | $15743.29          | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $135449.01         | Agency Mortgage-Backed Securities |
| GNII JM MA6885 M | 2050-09-20      | 2.0000%  | 0.0000% | $205000.00         | $95071.96          | Agency Mortgage-Backed Securities |
| GNMI SF AO9471 X | 2046-01-15      | 4.5000%  | 0.0000% | $122050.00         | $17710.95          | Agency Mortgage-Backed Securities |
| GNII ET DG9002 C | 2065-05-20      | 6.5000%  | 0.0000% | $94588.00          | $97178.94          | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $353532.68         | Agency Mortgage-Backed Securities |
| GNII SF DF0751 C | 2054-09-20      | 5.0000%  | 0.0000% | $1728224.00        | $1680742.00        | Agency Mortgage-Backed Securities |
| GNII SF BE5627 C | 2049-02-20      | 4.5000%  | 0.0000% | $5455304.00        | $1818694.64        | Agency Mortgage-Backed Securities |
| GNII SF BF4922 C | 2048-03-20      | 4.5000%  | 0.0000% | $341000.00         | $26666.95          | Agency Mortgage-Backed Securities |
| GNII SF DJ9135 C | 2055-05-20      | 7.0000%  | 0.0000% | $2169568.00        | $2289689.77        | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $917258.37         | Agency Mortgage-Backed Securities |
| GNII SF 003976 M | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $38492.91          | Agency Mortgage-Backed Securities |
| GNII SF 005115 M | 2041-07-20      | 4.5000%  | 0.0000% | $45000000.00       | $1981886.10        | Agency Mortgage-Backed Securities |
| GNII SF DK6440 C | 2055-07-20      | 7.0000%  | 0.0000% | $1256310.00        | $1314285.36        | Agency Mortgage-Backed Securities |
| GNII ET DH1821 C | 2064-12-20      | 6.5000%  | 0.0000% | $164321.00         | $168668.73         | Agency Mortgage-Backed Securities |
| GNII SF DL2044 C | 2055-07-20      | 6.0000%  | 0.0000% | $1562198.00        | $1616560.93        | Agency Mortgage-Backed Securities |
| GNII SF DL2094 C | 2055-07-20      | 5.0000%  | 0.0000% | $1140722.00        | $1124146.93        | Agency Mortgage-Backed Securities |
| GNII ET DL1240 C | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $129609.01         | Agency Mortgage-Backed Securities |
| GNII SF DE1588 C | 2054-09-20      | 6.5000%  | 0.0000% | $636124.00         | $657611.55         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402   | 2059-07-15      | 5.8900%  | 0.0000% | $119943.00         | $125581.47         | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C | 2053-06-20      | 6.5000%  | 0.0000% | $1053559.00        | $1122575.48        | Agency Mortgage-Backed Securities |
| GNII RG CI4034 C | 2047-08-20      | 3.0000%  | 0.0000% | $1000000.00        | $436726.38         | Agency Mortgage-Backed Securities |
| GNII SF DI3255 C | 2055-03-20      | 7.0000%  | 0.0000% | $1416910.00        | $1488792.21        | Agency Mortgage-Backed Securities |
| GNII SF DK9681 C | 2055-07-20      | 6.0000%  | 0.0000% | $1042426.00        | $1078005.04        | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C | 2055-06-20      | 6.5000%  | 0.0000% | $1488538.00        | $1577754.12        | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M | 2039-08-20      | 4.6250%  | 0.0000% | $45000000.00       | $716614.20         | Agency Mortgage-Backed Securities |
| GNII SP 786474 C | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $617130.02         | Agency Mortgage-Backed Securities |
| GNII SF DL2746 C | 2055-07-20      | 6.0000%  | 0.0000% | $14960560.00       | $15465793.07       | Agency Mortgage-Backed Securities |
| GNII SF DK9546 C | 2055-07-20      | 6.5000%  | 0.0000% | $1444976.00        | $1509630.97        | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1449024.57        | Agency Mortgage-Backed Securities |
| GNII JM MB0451 M | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $878089.38         | Agency Mortgage-Backed Securities |
| GNII SF DI8319 C | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $1492385.87        | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2102682.09        | Agency Mortgage-Backed Securities |
| GNII SF MA8022 M | 2037-04-20      | 5.0000%  | 0.0000% | $385512.00         | $230730.80         | Agency Mortgage-Backed Securities |
| GNII SF DL4041 C | 2055-07-20      | 5.5000%  | 0.0000% | $12442992.00       | $12548935.78       | Agency Mortgage-Backed Securities |
| GNII SF DI1925 C | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2858597.42        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1403168.03        | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $10910.22          | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $610002.27         | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $58905.99          | Agency Mortgage-Backed Securities |
| GNII SF DK6356 C | 2055-06-20      | 5.5000%  | 0.0000% | $6891888.00        | $6942265.45        | Agency Mortgage-Backed Securities |
| GNII SF DK3524 C | 2055-07-20      | 6.0000%  | 0.0000% | $1818078.00        | $1871858.57        | Agency Mortgage-Backed Securities |
| GNII SF DK1825 C | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1554703.34        | Agency Mortgage-Backed Securities |
| GNII ET DB3344 C | 2065-01-20      | 6.5000%  | 0.0000% | $121046.00         | $124222.46         | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $17344.01          | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1664191.16        | Agency Mortgage-Backed Securities |
| GNII ET DF3276 C | 2064-11-20      | 4.5000%  | 0.0000% | $107102.00         | $100677.03         | Agency Mortgage-Backed Securities |
| GNII ET DG5183 C | 2064-11-20      | 6.5000%  | 0.0000% | $234312.00         | $205132.83         | Agency Mortgage-Backed Securities |
| GNII ET DH1802 C | 2064-11-20      | 6.5000%  | 0.0000% | $190040.00         | $195002.52         | Agency Mortgage-Backed Securities |
| GNII SF DJ2707 C | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1272954.34        | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $121494.02         | Agency Mortgage-Backed Securities |
| GNII SF DJ2825 C | 2055-06-20      | 5.5000%  | 0.0000% | $12197408.00       | $12288819.91       | Agency Mortgage-Backed Securities |
| GNII FS MA2997 M | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $63422.38          | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $529065.40         | Agency Mortgage-Backed Securities |
| GNII SF CT3714 C | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $780538.58         | Agency Mortgage-Backed Securities |
| GNMI SP 785441 X | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3771117.23        | Agency Mortgage-Backed Securities |
| GNII SF DK5605 C | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2823396.16        | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $817394.76         | Agency Mortgage-Backed Securities |
| GNII SF DE8989 C | 2054-09-20      | 6.0000%  | 0.0000% | $159366.00         | $163116.52         | Agency Mortgage-Backed Securities |
| GNII ET DD5417 C | 2064-08-20      | 6.5000%  | 0.0000% | $449772.00         | $459462.34         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $4576794.25        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C | 2055-05-20      | 5.5000%  | 0.0000% | $2136200.00        | $2128956.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ5285 C | 2055-06-20      | 6.0000%  | 0.0000% | $1478394.00        | $1546176.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ1433 C | 2055-07-20      | 6.0000%  | 0.0000% | $2499352.00        | $2586326.95        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C | 2055-05-20      | 6.5000%  | 0.0000% | $2507140.00        | $2614190.05        | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2761042.13        | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2035473.28        | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $126615.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $18387.15          | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $25969.11          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $7054.96           | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $10151888.00       | $1217230.37        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $721802.75         | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5718.33           | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $4044612.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ7442 C | 2055-06-20      | 6.5000%  | 0.0000% | $1252140.00        | $1307824.26        | Agency Mortgage-Backed Securities |
| GNII SF DK4068 C | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1378809.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ9881 C | 2055-07-20      | 6.5000%  | 0.0000% | $1126862.00        | $1180045.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1325422.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M | 2055-05-20      | 5.5000%  | 0.0000% | $9194496.00        | $9175178.90        | Agency Mortgage-Backed Securities |
| GNII SF DG1075 C | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $4579376.40        | Agency Mortgage-Backed Securities |
| GNII SP 787154 C | 2053-11-20      | 6.5000%  | 0.0000% | $100000.00         | $70312.28          | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $75310.89          | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1547650.02        | Agency Mortgage-Backed Securities |
| GNII SP 786928 C | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $73064.58          | Agency Mortgage-Backed Securities |
| GNII SF MA2934 M | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $53936.89          | Agency Mortgage-Backed Securities |
| GNII SF DL1842 C | 2055-07-20      | 6.0000%  | 0.0000% | $5891048.00        | $6072993.02        | Agency Mortgage-Backed Securities |
| GNII SF DK7417 C | 2055-07-20      | 6.0000%  | 0.0000% | $3281912.00        | $3415236.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7156 C | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1251692.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5348 C | 2055-06-20      | 5.0000%  | 0.0000% | $5247904.00        | $5146350.63        | Agency Mortgage-Backed Securities |
| GNII SF DK3979 C | 2055-05-20      | 6.0000%  | 0.0000% | $1420502.00        | $1466770.02        | Agency Mortgage-Backed Securities |
| GNII ET DL0672 C | 2065-06-20      | 6.5000%  | 0.0000% | $448476.00         | $461126.01         | Agency Mortgage-Backed Securities |
| GNII SF DK9282 C | 2055-07-20      | 5.5000%  | 0.0000% | $6908904.00        | $6967728.71        | Agency Mortgage-Backed Securities |
| GNII SF DL2636 C | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $2111638.48        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1428914.42        | Agency Mortgage-Backed Securities |
| GNII RG CM0996 C | 2050-07-20      | 3.0000%  | 0.0000% | $1249999.00        | $776328.91         | Agency Mortgage-Backed Securities |
| GNII RG CI4047 C | 2050-08-20      | 3.0000%  | 0.0000% | $125000.00         | $52452.57          | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C | 2053-10-20      | 6.5000%  | 0.0000% | $1700590.00        | $1745296.87        | Agency Mortgage-Backed Securities |
| GNII SF DA5788 C | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1246442.65        | Agency Mortgage-Backed Securities |

### Security 771: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.370000%
- **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: ARP19XTL3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19XTL3
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? 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 2024-042 FB     | 2054-03-20      | 5.6480%  | 0.0000% | $22229800.00       | $12185759.66       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CTFS6258 | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $4724785.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $751899.00         | $129816.04         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U93011 G | 2045-07-01      | 3.5000%  | 0.0000% | $1330324.00        | $184679.30         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q20206 G | 2043-07-01      | 3.5000%  | 0.0000% | $333431.00         | $64482.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY6763 | 2053-07-01      | 5.0000%  | 0.0000% | $3300512.00        | $3086516.34        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Z40232 G | 2047-04-01      | 3.5000%  | 0.0000% | $200000.00         | $152789.37         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2387 | 2052-06-01      | 3.5000%  | 0.0000% | $809000.00         | $612663.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3823 | 2055-03-01      | 6.0000%  | 0.0000% | $1072416.00        | $1096698.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0721 | 2055-07-01      | 6.0000%  | 0.0000% | $105213696.00      | $108317979.89      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U4BM7428 | 2055-02-01      | 3.0000%  | 0.0000% | $23342080.00       | $17727450.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1055 | 2053-08-01      | 6.0000%  | 0.0000% | $12053600.00       | $11892196.73       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0081 | 2055-03-01      | 5.0000%  | 0.0000% | $7904496.00        | $7772834.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $127014400.00      | $101392338.40      | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U91368 G | 2043-05-01      | 4.0000%  | 0.0000% | $14190000.00       | $3274480.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ0033 | 2040-05-01      | 5.5000%  | 0.0000% | $1410056.00        | $250655.53         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01549 G | 2033-04-01      | 6.0000%  | 0.0000% | $31433536.00       | $177387.69         | Agency Mortgage-Backed Securities         |
| GNRM 2018-66 DA      | 2048-05-20      | 3.5000%  | 0.0000% | $187500.00         | $40761.19          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBY7500 | 2054-03-01      | 5.0000%  | 0.0000% | $1132998.00        | $1032027.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0557 | 2053-05-01      | 5.5000%  | 0.0000% | $149700.00         | $115735.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2059 | 2053-05-01      | 5.0000%  | 0.0000% | $1438646.00        | $1139458.82        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY0582 | 2055-04-01      | 4.0000%  | 0.0000% | $10042.00          | $9268.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8210 | 2050-04-01      | 3.0000%  | 0.0000% | $1486000.00        | $735558.98         | Agency Mortgage-Backed Securities         |
| GNRA 2022-202 AG     | 2063-10-16      | 4.0149%  | 0.0000% | $7500000.00        | $7167417.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 DB     | 2065-03-16      | 3.5000%  | 0.0000% | $3650188.00        | $2574618.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-156 KA     | 2064-09-16      | 2.9704%  | 0.0000% | $54488768.00       | $47398674.47       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS8964 | 2054-09-01      | 5.5000%  | 0.0000% | $86124928.00       | $81707305.35       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB6940 | 2042-11-01      | 4.0000%  | 0.0000% | $20795320.00       | $2345912.42        | Agency Mortgage-Backed Securities         |
| GNRA 2009-110 CF     | 2039-11-16      | 5.0645%  | 0.0000% | $200000000.00      | $4356439.86        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFS7544 | 2054-03-01      | 4.5000%  | 0.0000% | $2155084.00        | $1757668.33        | Agency Mortgage-Backed Securities         |
| GNRM 2025-099 KB     | 2055-06-20      | 5.0000%  | 0.0000% | $2449752.00        | $2318045.17        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAY9836 | 2045-04-01      | 3.0000%  | 0.0000% | $661013.00         | $126464.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7238 | 2053-10-01      | 6.0000%  | 0.0000% | $75464320.00       | $69129229.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 U4BF0360 | 2050-09-01      | 5.0000%  | 0.0000% | $27714400.00       | $8527439.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB3273 | 2041-07-01      | 4.5000%  | 0.0000% | $12000000.00       | $834933.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB9136 | 2043-04-01      | 2.5000%  | 0.0000% | $750732.00         | $142257.17         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9070 | 2046-09-01      | 3.5000%  | 0.0000% | $21108224.00       | $18077393.73       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  | 0.0000% | $310000.00         | $59819.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $2530000.00        | $567317.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8155 | 2055-01-01      | 6.5000%  | 0.0000% | $1117008.00        | $1158274.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI6139 | 2041-07-01      | 5.0000%  | 0.0000% | $420000.00         | $19743.66          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6721 | 2055-04-01      | 6.5000%  | 0.0000% | $20154528.00       | $20919159.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6693 | 2055-04-01      | 6.0000%  | 0.0000% | $7414600.00        | $7126367.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  | 0.0000% | $1829000.00        | $498824.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  | 0.0000% | $1300000.00        | $1085630.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890102 | 2038-12-01      | 6.0000%  | 0.0000% | $2650000.00        | $33778.13          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $1334056.00        | $113450.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0805 | 2047-12-01      | 5.0000%  | 0.0000% | $284000.00         | $35567.90          | Agency Mortgage-Backed Securities         |
| GNRM 2015-178 CP     | 2044-12-20      | 3.0000%  | 0.0000% | $24561920.00       | $3024150.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-013 AC     | 2046-04-16      | 1.7000%  | 0.0000% | $7550000.00        | $722102.00         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CTFM1819 | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $4009241.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5679 | 2045-04-01      | 5.5000%  | 0.0000% | $43695232.00       | $43012507.23       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA5595 | 2040-04-01      | 3.0000%  | 0.0000% | $2065000.00        | $930376.82         | Agency Mortgage-Backed Securities         |
| GNII SF DK0794 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1066636.00        | $1103753.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE781789 | 2034-11-01      | 4.5000%  | 0.0000% | $1523202.00        | $19307.14          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBN8680 | 2049-05-01      | 3.0000%  | 0.0000% | $2193224.00        | $522373.22         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $1400000.00        | $986794.08         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9160 | 2054-09-01      | 6.0000%  | 0.0000% | $145939200.00      | $144216855.56      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7559 | 2054-07-01      | 6.0000%  | 0.0000% | $1815330.00        | $1844387.98        | Agency Mortgage-Backed Securities         |
| GNRM 2018-62 BH      | 2057-09-16      | 2.7500%  | 0.0000% | $737312.00         | $457410.42         | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAV5855 | 2044-02-01      | 4.0000%  | 0.0000% | $5256272.00        | $701583.63         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0874 | 2046-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $3098915.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7417 | 2053-11-01      | 6.0000%  | 0.0000% | $125087872.00      | $112397164.26      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $1900000.00        | $294846.06         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBP1923 | 2050-04-01      | 4.5000%  | 0.0000% | $2632464.00        | $1193404.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $281628000.00      | $223816495.25      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA8911 | 2053-08-01      | 4.0000%  | 0.0000% | $2271996.00        | $1834898.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM4113 | 2048-05-01      | 5.0000%  | 0.0000% | $2250000.00        | $602677.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2236 | 2051-08-01      | 2.5000%  | 0.0000% | $1500000.00        | $914314.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9218 | 2054-08-01      | 5.5000%  | 0.0000% | $1000028.00        | $990065.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $9000.00           | $7181.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG5777 | 2053-06-01      | 6.5000%  | 0.0000% | $700000.00         | $526159.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3697 | 2054-09-01      | 5.5000%  | 0.0000% | $1962444.00        | $1950359.32        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $2343000.00        | $1818104.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6521 | 2041-06-01      | 5.5000%  | 0.0000% | $8678608.00        | $7996884.54        | Agency Mortgage-Backed Securities         |
| GNRA 2012-114 A      | 2053-01-16      | 2.1000%  | 0.0000% | $1100000.00        | $172607.46         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD      | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303044.78         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-079 AP     | 2053-06-20      | 5.0000%  | 0.0000% | $11281000.00       | $11016006.06       | Agency Collateralized Mortgage Obligation |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $492321.00         | $13833.84          | Agency Mortgage-Backed Securities         |
| GNRA 2016-116 DF     | 2046-09-20      | 4.8651%  | 0.0000% | $13000000.00       | $3225758.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 DA     | 2064-11-16      | 4.0000%  | 0.0000% | $128675584.00      | $115027224.26      | Agency Collateralized Mortgage Obligation |
| GNRM 2022-058 A      | 2039-09-16      | 2.0000%  | 0.0000% | $2829372.00        | $2251727.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-37 JA      | 2044-12-20      | 3.0000%  | 0.0000% | $31000000.00       | $1680730.34        | Agency Collateralized Mortgage Obligation |
| GNMI SF 661530 X     | 2036-12-15      | 6.0000%  | 0.0000% | $10570000.00       | $61895.35          | Agency Mortgage-Backed Securities         |
| GNRA 2010-34 FL      | 2040-10-20      | 4.8451%  | 0.0000% | $80000000.00       | $1637545.28        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLBO8270 | 2049-11-01      | 3.5000%  | 0.0000% | $2233672.00        | $1114046.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6301 | 2042-06-01      | 4.5000%  | 0.0000% | $726000.00         | $70176.56          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6896 | 2030-01-01      | 3.0000%  | 0.0000% | $58555712.00       | $3917447.14        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91901 G | 2036-10-01      | 3.0000%  | 0.0000% | $20072960.00       | $3813945.88        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK7036 | 2029-12-01      | 4.0000%  | 0.0000% | $2040124.00        | $66636.20          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C03811 G | 2042-04-01      | 3.5000%  | 0.0000% | $625600.00         | $88039.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9449 | 2039-11-01      | 5.0000%  | 0.0000% | $320000.00         | $15934.56          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6737 | 2055-04-01      | 6.0000%  | 0.0000% | $2552928.00        | $2615375.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP5671 | 2035-06-01      | 2.0000%  | 0.0000% | $6629440.00        | $2554095.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2857 | 2052-02-01      | 2.5000%  | 0.0000% | $1013000.00        | $652819.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $90000.00          | $69919.27          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CJMA2397 | 2030-07-01      | 2.0000%  | 0.0000% | $2036460.00        | $191935.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8473 | 2054-08-01      | 5.5000%  | 0.0000% | $1007568.00        | $990672.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4799 | 2054-07-01      | 6.0000%  | 0.0000% | $1211218.00        | $1227095.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8658 | 2048-07-01      | 3.5000%  | 0.0000% | $35343936.00       | $29884370.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6361 | 2046-09-01      | 3.5000%  | 0.0000% | $40057152.00       | $33728288.67       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0592 | 2050-09-01      | 3.0000%  | 0.0000% | $1653144.00        | $866253.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7512 | 2054-03-01      | 5.0000%  | 0.0000% | $1294414.00        | $1142449.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $1334000.00        | $403738.76         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $38062656.00       | $23141597.77       | Agency Mortgage-Backed Securities         |
| GNMI SF 736617 X     | 2035-12-15      | 4.0000%  | 0.0000% | $4500000.00        | $627465.81         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $728673.00         | $704226.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $222560.00         | $168319.16         | Agency Mortgage-Backed Securities         |
| GNMI SF 778781 X     | 2042-01-15      | 4.0000%  | 0.0000% | $136871.00         | $10330.37          | Agency Mortgage-Backed Securities         |
| GNRM 2022-024 GA     | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1143634.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF     | 2053-05-20      | 5.3480%  | 0.0000% | $81731000.00       | $53795335.71       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $249120.00         | $56030.96          | Agency Mortgage-Backed Securities         |
| GNII SF DH3035 C     | 2055-02-20      | 6.5000%  | 0.0000% | $3023204.00        | $3144520.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063 | 2054-08-01      | 5.0000%  | 0.0000% | $5198704.00        | $4871945.23        | Agency Mortgage-Backed Securities         |
| GNII SF DK1295 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1729396.00        | $1805285.20        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1625 | 2052-04-01      | 2.5000%  | 0.0000% | $5100000.00        | $3378375.09        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0183 | 2047-04-01      | 4.5000%  | 0.0000% | $23580992.00       | $21471244.10       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2035 | 2054-11-01      | 6.0000%  | 0.0000% | $205338624.00      | $210087466.58      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP7191 | 2035-07-01      | 2.0000%  | 0.0000% | $25398464.00       | $9165374.98        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBU0267 | 2051-09-01      | 2.5000%  | 0.0000% | $4394660.00        | $2325873.15        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA0149 | 2054-09-01      | 7.0000%  | 0.0000% | $111736448.00      | $99203270.57       | Agency Mortgage-Backed Securities         |
| GNRM 2025-022 HB     | 2055-02-20      | 5.0000%  | 0.0000% | $15100576.00       | $14443454.31       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFS9306 | 2050-09-01      | 4.5000%  | 0.0000% | $2659048.00        | $2374978.33        | Agency Mortgage-Backed Securities         |
| GNMI SF 716302 X     | 2039-06-15      | 5.0000%  | 0.0000% | $304000.00         | $8528.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 619989 X     | 2034-02-15      | 5.0000%  | 0.0000% | $200000.00         | $8361.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 672676 X     | 2038-04-15      | 5.5000%  | 0.0000% | $2246120.00        | $16678.49          | Agency Mortgage-Backed Securities         |
| GNRM 2021-031 AC     | 2061-01-16      | 1.1000%  | 0.0000% | $248000.00         | $161792.22         | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $3625000.00        | $2172603.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1846 | 2034-05-01      | 5.0000%  | 0.0000% | $5460000.00        | $68909.00          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8614 | 2044-10-01      | 4.5000%  | 0.0000% | $410862.00         | $38757.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5968 | 2054-07-01      | 6.0000%  | 0.0000% | $4913000.00        | $4450734.73        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN8548 | 2036-11-01      | 1.5000%  | 0.0000% | $33363.00          | $12494.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6367 | 2045-12-01      | 4.5000%  | 0.0000% | $55688320.00       | $50423777.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3827 | 2053-08-01      | 6.5000%  | 0.0000% | $67044608.00       | $50647355.46       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3857 | 2053-09-01      | 6.0000%  | 0.0000% | $135000.00         | $118992.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0766 | 2055-03-01      | 6.0000%  | 0.0000% | $216230.00         | $165795.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9496 | 2054-08-01      | 6.0000%  | 0.0000% | $1225104.00        | $1247384.49        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0374 | 2039-05-01      | 3.5000%  | 0.0000% | $2674328.00        | $1943226.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB3411 | 2054-05-01      | 6.5000%  | 0.0000% | $2017760.00        | $1821726.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW6296 | 2052-08-01      | 4.5000%  | 0.0000% | $2955000.00        | $2076131.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $500000.00         | $93937.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1893 | 2055-01-01      | 6.0000%  | 0.0000% | $3710816.00        | $3743945.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $44363200.00       | $37474024.47       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1440 | 2055-02-01      | 6.5000%  | 0.0000% | $2500160.00        | $2589835.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  | 0.0000% | $6156000.00        | $4816861.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9062 | 2054-08-01      | 6.0000%  | 0.0000% | $40775552.00       | $36341481.76       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1671 | 2052-05-01      | 4.0000%  | 0.0000% | $4500000.00        | $3080711.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3606 | 2039-12-01      | 4.5000%  | 0.0000% | $8015152.00        | $1362362.69        | Agency Mortgage-Backed Securities         |
| GNRM 2017-35 AB      | 2049-05-16      | 2.2000%  | 0.0000% | $30405000.00       | $8523190.49        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 HA     | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $38558893.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2013-099 EH     | 2043-07-16      | 3.5000%  | 0.0000% | $9353000.00        | $6313027.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-107 WX     | 2039-07-20      | 6.5358%  | 0.0000% | $13406832.00       | $1183347.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-174 A      | 2063-01-16      | 1.2500%  | 0.0000% | $17000000.00       | $6897129.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-115 AE     | 2048-09-16      | 2.0000%  | 0.0000% | $74462464.00       | $60102727.81       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD6735 | 2055-04-01      | 6.0000%  | 0.0000% | $1311242.00        | $1344041.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9114 | 2055-05-01      | 6.5000%  | 0.0000% | $12355968.00       | $12876828.27       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  | 0.0000% | $6858016.00        | $7067806.87        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV2971 | 2052-03-01      | 2.0000%  | 0.0000% | $2129980.00        | $1413338.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $72460288.00       | $64559658.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $658039.00         | $521762.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4036 | 2055-03-01      | 6.5000%  | 0.0000% | $6274952.00        | $6612454.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $100000.00         | $82589.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $1740000.00        | $394792.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $16080032.00       | $14100414.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $113000000.00      | $99709065.62       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI9388 | 2054-07-01      | 5.5000%  | 0.0000% | $9679024.00        | $8467737.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9251 | 2028-05-01      | 5.5000%  | 0.0000% | $14717657.00       | $85856.99          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51244 G | 2036-06-01      | 3.5000%  | 0.0000% | $2231252.00        | $938949.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  | 0.0000% | $456842.00         | $39104.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2002 | 2053-08-01      | 5.5000%  | 0.0000% | $211759360.00      | $209792200.50      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $15310656.00       | $15381857.07       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK2974 | 2042-05-01      | 3.5000%  | 0.0000% | $567000.00         | $108930.37         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2065 | 2048-07-01      | 5.0000%  | 0.0000% | $567359.00         | $73542.71          | Agency Mortgage-Backed Securities         |

### Security 772: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.370000%
- **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: ARP19XTN9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19XTN9
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 U4BF0670                               | 2057-05-01      | 3.0000%  | 0.0000% | $10169.00          | $7548.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0096                               | 2054-11-01      | 5.0000%  | 0.0000% | $45021840.00       | $42464684.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2048                               | 2028-01-01      | 5.0000%  | 0.0000% | $4374456.00        | $12604.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3767                               | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $5235.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI1492                               | 2029-02-01      | 5.5000%  | 0.0000% | $2157816.00        | $14308.14          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1516                               | 2038-08-01      | 6.0000%  | 0.0000% | $1852426.00        | $1344958.72        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90432 G                               | 2042-11-01      | 3.5000%  | 0.0000% | $326000.00         | $52662.56          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC Z40126 G                               | 2036-04-01      | 6.0000%  | 0.0000% | $1421000.00        | $342102.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBV5846                               | 2045-06-01      | 5.0000%  | 0.0000% | $2538604.00        | $2523338.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287                               | 2054-12-01      | 6.0000%  | 0.0000% | $6765568.00        | $6386642.03        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U69903 G                               | 2044-05-01      | 3.5000%  | 0.0000% | $2241856.00        | $1552333.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6293                               | 2054-08-01      | 5.5000%  | 0.0000% | $37007168.00       | $33761698.40       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51260 G                               | 2037-03-01      | 3.5000%  | 0.0000% | $1946178.00        | $566100.38         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-05-31      | 3.6250%  | 0.0000% | $249999100.00      | $249700267.83      | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLDA0787                               | 2053-09-01      | 5.5000%  | 0.0000% | $941430.00         | $918733.66         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-F147      AS     20321126 FLT | 2032-11-26      | 5.1993%  | 0.0000% | $1000.00           | $1013.41           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC3024                               | 2054-10-01      | 5.5000%  | 0.0000% | $248336.00         | $246041.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5388                               | 2054-06-01      | 5.5000%  | 0.0000% | $33054720.00       | $29473575.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBP0159                               | 2050-02-01      | 4.5000%  | 0.0000% | $1057460.00        | $562767.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6422                               | 2050-07-01      | 3.0000%  | 0.0000% | $1670000.00        | $513946.70         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2931 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $8480256.00        | $8818115.06        | Agency Mortgage-Backed Securities         |
| GNMI SF 748479 X                                   | 2040-08-15      | 4.0000%  | 0.0000% | $2737000.00        | $110277.94         | Agency Mortgage-Backed Securities         |
| GNII BD 720540 C                                   | 2039-07-20      | 4.0000%  | 0.0000% | $8131040.00        | $278062.31         | Agency Mortgage-Backed Securities         |
| GNPL PN CL1974                                     | 2057-09-15      | 4.0000%  | 0.0000% | $16100700.00       | $14691683.23       | Agency Mortgage-Backed Securities         |
| GNII JM MA2512 M                                   | 2045-01-20      | 4.0000%  | 0.0000% | $20301024.00       | $398484.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890016                               | 2036-03-01      | 6.0000%  | 0.0000% | $46793472.00       | $341738.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0003                               | 2055-02-01      | 6.5000%  | 0.0000% | $15593100.00       | $15994558.16       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV9643                               | 2052-05-01      | 2.0000%  | 0.0000% | $4959216.00        | $3590189.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0571                               | 2054-08-01      | 5.5000%  | 0.0000% | $3439192.00        | $3378349.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL662622                               | 2032-10-01      | 6.0000%  | 0.0000% | $11997184.00       | $8760.27           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB779077                               | 2034-06-01      | 6.3030%  | 0.0000% | $3000000.00        | $26307.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1585                               | 2040-08-01      | 5.0000%  | 0.0000% | $12777376.00       | $12931518.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL664397                               | 2032-10-01      | 6.0000%  | 0.0000% | $3909116.00        | $21901.54          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5174                               | 2050-04-01      | 3.0000%  | 0.0000% | $30000000.00       | $10405099.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9508                               | 2054-08-01      | 6.0000%  | 0.0000% | $1105668.00        | $1113616.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5704                               | 2055-03-01      | 6.0000%  | 0.0000% | $4639232.00        | $4560488.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5350                               | 2045-06-01      | 5.5000%  | 0.0000% | $43924096.00       | $43809649.31       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97673 G                               | 2041-03-01      | 4.5000%  | 0.0000% | $1330000.00        | $75560.52          | Agency Mortgage-Backed Securities         |
| GNPL PN DD4711                                     | 2060-06-15      | 5.4500%  | 0.0000% | $11650000.00       | $11915679.09       | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $120000000.00      | $119263854.55      | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M                                   | 2055-01-20      | 5.0000%  | 0.0000% | $258625536.00      | $249999580.82      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9076                               | 2054-04-01      | 5.0000%  | 0.0000% | $50408448.00       | $44912319.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M                                   | 2051-09-20      | 3.0000%  | 0.0000% | $102168000.00      | $58405256.54       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107                               | 2056-06-01      | 4.5000%  | 0.0000% | $3090000.00        | $752794.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF1836                               | 2052-10-01      | 6.0000%  | 0.0000% | $7377616.00        | $6299493.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 I4BF0388                               | 2059-04-01      | 5.0000%  | 0.0000% | $28927712.00       | $12274960.22       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555219                               | 2033-02-01      | 6.0000%  | 0.0000% | $130632192.00      | $319709.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR9188                               | 2043-03-01      | 2.5000%  | 0.0000% | $526145.00         | $107293.47         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9240                               | 2036-11-01      | 4.0000%  | 0.0000% | $27686176.00       | $4704386.76        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07247 G                               | 2042-12-01      | 3.5000%  | 0.0000% | $8292304.00        | $976128.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1045                               | 2040-05-01      | 4.5000%  | 0.0000% | $5805000.00        | $370922.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM5018                               | 2036-03-01      | 3.0000%  | 0.0000% | $25228800.00       | $4939372.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5232                               | 2036-09-01      | 6.0000%  | 0.0000% | $932871.00         | $5487.90           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01374 G                               | 2032-06-01      | 6.0000%  | 0.0000% | $17332256.00       | $47582.14          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01286 G                               | 2032-01-01      | 6.0000%  | 0.0000% | $197766912.00      | $372484.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2794                               | 2053-05-01      | 5.0000%  | 0.0000% | $13810000.00       | $11317918.58       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAL7904                               | 2035-09-01      | 3.5000%  | 0.0000% | $731514.00         | $85697.44          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-03-31      | 2.5000%  | 0.0000% | $110600000.00      | $108883967.23      | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLBY6137                               | 2053-09-01      | 6.0000%  | 0.0000% | $2331052.00        | $1768642.62        | Agency Mortgage-Backed Securities         |
| GNII SF DH8445 C                                   | 2055-03-20      | 5.5000%  | 0.0000% | $5567792.00        | $5629382.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2800                               | 2052-02-01      | 3.0000%  | 0.0000% | $5901088.00        | $4223263.32        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBR6312                               | 2051-04-01      | 2.0000%  | 0.0000% | $6417032.00        | $4028830.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1552                               | 2054-06-01      | 5.5000%  | 0.0000% | $79064960.00       | $79441823.55       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842                               | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $808.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2078                               | 2050-08-01      | 3.5000%  | 0.0000% | $49387008.00       | $44443019.60       | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C                                   | 2041-07-20      | 4.0000%  | 0.0000% | $2709216.00        | $133611.84         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-08-15      | 2.2500%  | 0.0000% | $143444000.00      | $140197816.38      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-10-31      | 1.1250%  | 0.0000% | $107000000.00      | $103441340.50      | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLRA6416                               | 2052-05-01      | 3.5000%  | 0.0000% | $844724.00         | $621070.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4581                               | 2055-08-01      | 6.0000%  | 0.0000% | $130295296.00      | $134407936.72      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1775                               | 2054-06-01      | 5.5000%  | 0.0000% | $36142464.00       | $33980176.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH0798                               | 2053-08-01      | 5.5000%  | 0.0000% | $2215072.00        | $1975213.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7024                               | 2055-04-01      | 6.0000%  | 0.0000% | $8074112.00        | $7395153.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725704                               | 2034-08-01      | 6.0000%  | 0.0000% | $132808704.00      | $909252.59         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6736                               | 2053-02-01      | 6.0000%  | 0.0000% | $1402796.00        | $1065579.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4662                               | 2039-05-01      | 4.5000%  | 0.0000% | $3773350.00        | $281969.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M                                   | 2051-05-20      | 3.0000%  | 0.0000% | $478533632.00      | $233974924.89      | Agency Mortgage-Backed Securities         |
| GNII SF MA8646 M                                   | 2053-02-20      | 4.5000%  | 0.0000% | $30240440.00       | $24202415.45       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2054-11-15      | 4.5000%  | 0.0000% | $84469000.00       | $79738969.21       | U.S. Treasuries (including strips)        |
| GNII SF MA7226 M                                   | 2036-03-20      | 2.0000%  | 0.0000% | $350000.00         | $150868.78         | Agency Mortgage-Backed Securities         |
| GNII JM 004633 M                                   | 2040-02-20      | 5.5000%  | 0.0000% | $2483728.00        | $62693.42          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-11-15      | 2.0000%  | 0.0000% | $255620000.00      | $249994515.19      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2041-05-15      | 2.2500%  | 0.0000% | $346302000.00      | $249998835.26      | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLDC9578                               | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1429430.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5130                               | 2052-11-01      | 5.0000%  | 0.0000% | $11962240.00       | $10030870.54       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA2270                               | 2040-07-01      | 5.0000%  | 0.0000% | $19834784.00       | $20025469.01       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9726                               | 2052-07-01      | 3.5000%  | 0.0000% | $1530130.00        | $1298810.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4663                               | 2053-05-01      | 5.0000%  | 0.0000% | $500000.00         | $431686.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0284                               | 2055-04-01      | 6.5000%  | 0.0000% | $19499000.00       | $19993956.37       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2377                               | 2035-05-01      | 3.0000%  | 0.0000% | $10046600.00       | $1217884.23        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65368 G                               | 2046-05-01      | 3.5000%  | 0.0000% | $99427.00          | $7881.12           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q24368 G                               | 2044-01-01      | 3.5000%  | 0.0000% | $43032.00          | $8096.12           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U61825 G                               | 2042-11-01      | 3.5000%  | 0.0000% | $46162432.00       | $6414333.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4031                               | 2047-02-01      | 3.5000%  | 0.0000% | $1865152.00        | $458134.21         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5770                               | 2049-06-01      | 4.0000%  | 0.0000% | $600000.00         | $180545.94         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G67701 G                               | 2046-10-01      | 3.0000%  | 0.0000% | $3600000.00        | $904393.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257452                               | 2028-11-01      | 6.0000%  | 0.0000% | $1692900.00        | $6700.10           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-05-31      | 1.2500%  | 0.0000% | $64998000.00       | $60563988.08       | U.S. Treasuries (including strips)        |

### Security 773: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.370000%
- **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: ARP19XTQ2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19XTQ2
- **C.18 - Value (incl. sponsor support):** $3667000000.00
- **C.18.a - Value (excl. sponsor support):** $3667000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $367424084.00      | $166341116.62      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $373895732.00      | $166681164.62      | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $432109620.00      | $233626914.58      | Agency Mortgage-Backed Securities         |
| GNRA 2025-083 EF     | 2055-05-20      | 5.6980%  | 0.0000% | $9278693.00        | $8818250.11        | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $417975123.00      | $216804656.23      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $280437115.00      | $171445498.93      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $447203993.00      | $249999999.93      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $263915323.00      | $137771686.40      | Agency Mortgage-Backed Securities         |
| GNRM 2020-162 HA     | 2050-10-20      | 1.0000%  | 0.0000% | $350000000.00      | $161168692.89      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB     | 2050-09-20      | 1.0000%  | 0.0000% | $377498101.00      | $166893225.72      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 KB     | 2050-11-20      | 1.0000%  | 0.0000% | $115000000.00      | $52272614.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $91236612.00       | $42001364.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 DC     | 2050-11-20      | 1.0000%  | 0.0000% | $498225000.00      | $221661173.47      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $556760214.00      | $225018709.20      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  | 0.0000% | $454564821.00      | $174438528.53      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA     | 2050-09-20      | 1.0000%  | 0.0000% | $381978626.00      | $167085410.72      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $558053115.00      | $243954701.77      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-181 JA     | 2050-12-20      | 1.0000%  | 0.0000% | $398235000.00      | $180673260.08      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $309223923.00      | $143029754.12      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 DA     | 2050-11-20      | 1.2500%  | 0.0000% | $156439022.00      | $71378249.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA     | 2050-10-20      | 1.0000%  | 0.0000% | $458000000.00      | $208243241.86      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 BD     | 2050-11-20      | 1.0000%  | 0.0000% | $319181190.00      | $140104525.29      | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $464486316.00      | $249999999.95      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $3815087.00        | $2101243.71        | Agency Mortgage-Backed Securities         |

### Security 774: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19XTR0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XTR0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $500000.00         | $515247.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $12500000.00       | $11026400.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $25000000.00       | $26156466.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1000000.00        | $1053906.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $2100000.00        | $2079329.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $214000.00         | $193703.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $23200000.00       | $22523309.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $61550000.00       | $53742725.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $4600000.00        | $4596729.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $224800.00         | $208075.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $10791400.00       | $10612238.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $41500000.00       | $39067664.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $3000000.00        | $2944875.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $32600000.00       | $38494494.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $10700000.00       | $9156138.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $3800.00           | $4080.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $38400000.00       | $32805467.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $48063000.00       | $47650901.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $10000000.00       | $6680208.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $3300000.00        | $3273933.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $2700000.00        | $2613907.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $25000000.00       | $24597000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $36000000.00       | $22720596.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $18000000.00       | $13381846.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $5400000.00        | $3284335.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $12507000.00       | $6928630.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $21525000.00       | $19228003.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $27800000.00       | $14584272.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $15800000.00       | $8919590.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-21      | 0.0000%  | 0.0000% | $29921000.00       | $29849907.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $61700000.00       | $57572308.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1110000.00        | $1115091.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $24200000.00       | $24318684.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $101810000.00      | $86776941.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-19      | 0.0000%  | 0.0000% | $28045000.00       | $27985151.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $66715000.00       | $68069143.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $10300000.00       | $10560076.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-28      | 0.0000%  | 0.0000% | $30300000.00       | $30202888.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $40000000.00       | $39319320.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $8000000.00        | $8157832.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $33133000.00       | $34612241.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $54550000.00       | $56113117.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $15500000.00       | $14944686.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $59400000.00       | $56555300.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $20924400.00       | $20707139.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $38877000.00       | $35825075.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $10200000.00       | $10166060.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $23900000.00       | $20481870.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $65000000.00       | $66757891.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $75987700.00       | $74989247.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $8650000.00        | $8574546.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | 0.0000% | $30000000.00       | $29886450.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $6400000.00        | $6370470.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $900000.00         | $884105.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $67700000.00       | $66982380.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $5000000.00        | $4967460.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $45000000.00       | $44455320.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $1000000.00        | $991864.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $2700000.00        | $2670217.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $120700000.00      | $121265117.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $15000000.00       | $12807946.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $30000000.00       | $24416487.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $2940000.00        | $2138517.50        | U.S. Treasuries (including strips) |

### Security 775: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.370000%
- **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: ARP19XTS8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP19XTS8
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $224103901.00      | $78618369.76       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT5906 | 2043-06-01      | 3.5000%  | 0.0000% | $665920539.00      | $83084090.98       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $336872506.00      | $47387539.32       | Agency Mortgage-Backed Securities |

### Security 776: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XTT6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XTT6
- **C.18 - Value (incl. sponsor support):** $76313066.00
- **C.18.a - Value (excl. sponsor support):** $76313066.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $187400.00         | $192845.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $21593500.00       | $13749216.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $335600.00         | $329746.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $10856100.00       | $11137226.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $1600.00           | $1485.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $889.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $6371900.00        | $6509238.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $12433100.00       | $12239999.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $36402200.00       | $33687396.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |

### Security 777: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XCFA0, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XCFA0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 778: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDER2, C.3 - LEI: N/A, C.5 - Other ID: ATD1XDER2
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 779: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDEW1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XDEW1
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 780: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDEX9, C.3 - LEI: N/A, C.5 - Other ID: ATD1XDEX9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 781: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDEZ4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XDEZ4
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 782: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDF26, C.3 - LEI: N/A, C.5 - Other ID: ATD1XDF26
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 783: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDF75, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XDF75
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 784: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDF91, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XDF91
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 785: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDFA8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XDFA8
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 786: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XDFC4, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XDFC4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 787: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGE7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XEGE7
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 788: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGF4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XEGF4
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 789: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGJ6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XEGJ6
- **C.18 - Value (incl. sponsor support):** $839000000.00
- **C.18.a - Value (excl. sponsor support):** $839000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 790: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGQ0, C.3 - LEI: N/A, C.5 - Other ID: ATD1XEGQ0
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 791: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGS6, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XEGS6
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 792: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEGT4, C.3 - LEI: N/A, C.5 - Other ID: ATD1XEGT4
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 793: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEHB2, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1XEHB2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 794: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XEHE6, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1XEHE6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 795: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFET3, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1XFET3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 796: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFEU0, C.3 - LEI: N/A, C.5 - Other ID: ATD1XFEU0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 797: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFEX4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XFEX4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 798: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFEY2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XFEY2
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 799: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFEZ9, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1XFEZ9
- **C.18 - Value (incl. sponsor support):** $1145000000.00
- **C.18.a - Value (excl. sponsor support):** $1145000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 800: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFF13, C.3 - LEI: N/A, C.5 - Other ID: ATD1XFF13
- **C.18 - Value (incl. sponsor support):** $472996168.70
- **C.18.a - Value (excl. sponsor support):** $472996168.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 801: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFF21, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XFF21
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 802: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFF88, C.3 - LEI: N/A, C.5 - Other ID: ATD1XFF88
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 803: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XFFE5, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XFFE5
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 804: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGG7, C.3 - LEI: N/A, C.5 - Other ID: ATD1XGGG7
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 805: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGH5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1XGGH5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 806: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGJ1, C.3 - LEI: M312WZV08Y7LYUC71685, C.5 - Other ID: ATD1XGGJ1
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 807: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGK8, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XGGK8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 808: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGL6, C.3 - LEI: N/A, C.5 - Other ID: ATD1XGGL6
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 809: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGM4, C.3 - LEI: N/A, C.5 - Other ID: ATD1XGGM4
- **C.18 - Value (incl. sponsor support):** $749000000.00
- **C.18.a - Value (excl. sponsor support):** $749000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 810: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGN2, C.3 - LEI: N/A, C.5 - Other ID: ATD1XGGN2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 811: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGO0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD1XGGO0
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 812: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XGGP7, C.3 - LEI: N/A, C.5 - Other ID: ATD1XGGP7
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-08-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO